GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,830: 75 0 0 27,545 27,620 27,620 27,620: 210 210
Old : 27,830: 75 0 0 27,545 27,620 27,620 27,620: 210 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,705: 0 0 0 -1,730 -1,730 -1,730 -1,730: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.0 99.2 99.2 99.2: 0.8 0.8
Old : 100.0: 0.3 0.0 0.0 99.0 99.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 0 0 35 34 36 34:
Old : 47: 1 0 0 35 34 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 66.9 74.9 81.9 52.4 62.0 66.0 69.0
Old : 56.0 66.9 74.9 81.9 52.4 62.0 66.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,650: 700 595 280 15,483 15,731 16,463 16,606: 187 44
Old : 16,650: 700 595 280 15,483 15,731 16,463 16,606: 187 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,757: 0 -175 -5 -1,749 -1,581 -1,754 -1,761: -3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 1.7 93.0 94.5 98.9 99.7: 1.1 0.3
Old : 100.0: 4.2 3.6 1.7 93.0 94.5 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 3 29 34 34 38:
Old : 43: 2 2 3 29 34 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.8 64.6 60.4 28.8 27.9 43.9 40.8
Old : 37.5 35.8 64.6 60.4 28.8 27.9 43.9 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,888: 167 249 62 8,372 8,757 8,601 9,068: 1,287 820
Old : 9,888: 167 249 62 8,372 8,757 8,601 9,068: 1,287 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -672: 19 59 -95 -528 -610 -604 -646: -68 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.5 0.6 84.7 88.6 87.0 91.7: 13.0 8.3
Old : 100.0: 1.7 2.5 0.6 84.7 88.6 87.0 91.7: 13.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 3 2 32 38 35 41:
Old : 43: 1 3 2 32 38 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 29.7 51.3 48.2 31.8 25.2 42.8 34.9
Old : 35.0 29.7 51.3 48.2 31.8 25.2 42.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,655: 45 65 5 6,825 6,850 6,875 6,920: 780 735
Old : 7,655: 45 65 5 6,825 6,850 6,875 6,920: 780 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -499: -50 20 -85 -216 -354 -351 -419: -148 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 0.1 89.2 89.5 89.8 90.4: 10.2 9.6
Old : 100.0: 0.6 0.8 0.1 89.2 89.5 89.8 90.4: 10.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 2 1 40 42 42 44:
Old : 49: 1 2 1 40 42 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 25.5 49.8 44.4 30.3 21.5 41.7 36.8
Old : 34.1 25.5 49.8 44.4 30.3 21.5 41.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,186: 0 219 0 3,337 3,225 3,337 3,444: 849 742
Old : 4,186: 0 219 0 3,337 3,225 3,337 3,444: 849 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 66: 0 20 0 103 138 103 158: -37 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 79.7 77.0 79.7 82.3: 20.3 17.7
Old : 100.0: 0.0 5.2 0.0 79.7 77.0 79.7 82.3: 20.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 20 18 21:
Old : 24: 0 1 0 18 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 39.9 66.2 58.5 47.4 38.8 57.6 53.6
Old : 50.7 39.9 66.2 58.5 47.4 38.8 57.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 218,117: 22,647 16,674 28,109 134,616 146,496 185,372 191,279: 32,745 26,838
Old : 218,117: 22,647 16,674 28,109 134,616 146,496 185,372 191,279: 32,745 26,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -5,842: -1,332 60 -3,046 -3,995 -4,249 -8,373 -7,235: 2,531 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.6 12.9 61.7 67.2 85.0 87.7: 15.0 12.3
Old : 100.0: 10.4 7.6 12.9 61.7 67.2 85.0 87.7: 15.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 22 27 35 59 60 104 104:
Old : 124: 22 27 35 59 60 104 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 25.4 39.3 37.4 17.2 15.9 23.4 23.1
Old : 28.7 25.4 39.3 37.4 17.2 15.9 23.4 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 11,606: 103 1,038 380 10,983 10,048 11,466 11,466: 140 140
Old : 11,606: 103 1,038 380 10,983 10,048 11,466 11,466: 140 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,576: 42 -815 140 -3,643 -2,726 -3,461 -3,401: -115 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.9 3.3 94.6 86.6 98.8 98.8: 1.2 1.2
Old : 100.0: 0.9 8.9 3.3 94.6 86.6 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 4 1 30 40 32 45:
Old : 51: 1 4 1 30 40 32 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 34.4 66.6 50.7 40.4 33.1 57.8 47.5
Old : 45.5 34.4 66.6 50.7 40.4 33.1 57.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,781: 0 25 0 9,176 9,631 9,176 9,656: 605 125
Old : 9,781: 0 25 0 9,176 9,631 9,176 9,656: 605 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -759: 0 -25 0 -744 -734 -744 -759: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 93.8 98.5 93.8 98.7: 6.2 1.3
Old : 100.0: 0.0 0.3 0.0 93.8 98.5 93.8 98.7: 6.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 0 21 24 21 25:
Old : 33: 0 1 0 21 24 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 57.8 76.8 80.3 60.9 57.1 72.0 73.9
Old : 62.2 57.8 76.8 80.3 60.9 57.1 72.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 714,276: 80,695 234,434 265,543 293,148 180,440 639,386 680,417: 74,890 33,859
Old : 714,276: 80,695 234,434 265,543 293,148 180,440 639,386 680,417: 74,890 33,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -4,240: -967 1,067 -3,401 -3,559 457 -7,927 -1,877: 3,687 -2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 32.8 37.2 41.0 25.3 89.5 95.3: 10.5 4.7
Old : 100.0: 11.3 32.8 37.2 41.0 25.3 89.5 95.3: 10.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 56 58 74 71 55 174 148:
Old : 196: 56 58 74 71 55 174 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 43.0 37.0 53.7 9.3 24.2 14.8 27.7
Old : 24.9 43.0 37.0 53.7 9.3 24.2 14.8 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,136: 0 3,286 3,101 85,489 81,749 88,590 88,136: 6,546 7,000
Old : 95,136: 0 3,286 3,101 85,489 81,749 88,590 88,136: 6,546 7,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,441: -44 305 -407 -639 -903 -1,090 -1,005: -351 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.3 89.9 85.9 93.1 92.6: 6.9 7.4
Old : 100.0: 0.0 3.5 3.3 89.9 85.9 93.1 92.6: 6.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 24 24 26 27:
Old : 30: 0 3 2 24 24 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 42.4 67.1 62.2 42.9 35.9 56.1 51.5
Old : 48.7 42.4 67.1 62.2 42.9 35.9 56.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,847: 2,624 5,141 3,383 37,127 26,282 43,134 34,806: 7,713 16,041
Old : 50,847: 2,624 5,141 3,383 37,127 26,282 43,134 34,806: 7,713 16,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -6,110: 83 -600 -1,209 -6,132 -6,581 -7,258 -8,390: 1,148 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.1 6.7 73.0 51.7 84.8 68.5: 15.2 31.5
Old : 100.0: 5.2 10.1 6.7 73.0 51.7 84.8 68.5: 15.2 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 2 14 11 16 16:
Old : 22: 1 4 2 14 11 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 39.2 67.7 57.1 38.7 28.2 61.5 42.7
Old : 39.0 39.2 67.7 57.1 38.7 28.2 61.5 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,079: 1,911 947 428 73,597 71,069 75,936 72,444: 6,143 9,635
Old : 82,079: 1,911 947 428 73,597 71,069 75,936 72,444: 6,143 9,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -8,564: -279 -48 0 -9,422 -10,929 -9,701 -10,977: 1,137 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.2 0.5 89.7 86.6 92.5 88.3: 7.5 11.7
Old : 100.0: 2.3 1.2 0.5 89.7 86.6 92.5 88.3: 7.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 26 26 28 28:
Old : 37: 2 1 1 26 26 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 32.0 65.7 51.8 38.7 30.4 52.9 44.6
Old : 46.6 32.0 65.7 51.8 38.7 30.4 52.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,565: 0 0 0 73,165 63,184 73,165 63,184: 14,400 24,381
Old : 87,565: 0 0 0 73,165 63,184 73,165 63,184: 14,400 24,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,592: 0 0 0 -190 -1,643 -190 -1,643: -1,402 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.6 72.2 83.6 72.2: 16.4 27.8
Old : 100.0: 0.0 0.0 0.0 83.6 72.2 83.6 72.2: 16.4 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 17 17 17:
Old : 20: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.0 63.7 61.9 29.4 39.4 45.0 41.4
Old : 38.6 46.0 63.7 61.9 29.4 39.4 45.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,092: 6,731 1,625 3,591 57,947 57,118 68,269 62,334: 5,823 11,758
Old : 74,092: 6,731 1,625 3,591 57,947 57,118 68,269 62,334: 5,823 11,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,273: -1,891 -99 -248 1,350 -3,268 -789 -3,615: -2,484 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.2 4.8 78.2 77.1 92.1 84.1: 7.9 15.9
Old : 100.0: 9.1 2.2 4.8 78.2 77.1 92.1 84.1: 7.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 23 23 26 24:
Old : 29: 2 1 1 23 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 46.1 70.4 65.3 50.2 41.0 60.2 51.2
Old : 52.8 46.1 70.4 65.3 50.2 41.0 60.2 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,141: 2,682 6,617 3,454 68,297 64,820 74,433 74,891: 8,708 8,250
Old : 83,141: 2,682 6,617 3,454 68,297 64,820 74,433 74,891: 8,708 8,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -8,632: 653 -1,353 -200 -9,675 -10,198 -9,222 -11,751: 590 3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.0 4.2 82.1 78.0 89.5 90.1: 10.5 9.9
Old : 100.0: 3.2 8.0 4.2 82.1 78.0 89.5 90.1: 10.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 5 3 22 26 26 32:
Old : 39: 2 5 3 22 26 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 26.6 61.1 43.6 39.4 24.6 49.7 37.3
Old : 44.9 26.6 61.1 43.6 39.4 24.6 49.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,960: 17,522 0 4,262 68,552 78,088 90,336 82,350: 8,624 16,610
Old : 98,960: 17,522 0 4,262 68,552 78,088 90,336 82,350: 8,624 16,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -7,615: 2,747 -372 -142 -9,073 -6,484 -6,468 -6,998: -1,147 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.0 4.3 69.3 78.9 91.3 83.2: 8.7 16.8
Old : 100.0: 17.7 0.0 4.3 69.3 78.9 91.3 83.2: 8.7 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 3 18 25 21 28:
Old : 31: 3 0 3 18 25 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 34.6 72.6 49.5 44.8 30.8 59.9 44.8
Old : 50.9 34.6 72.6 49.5 44.8 30.8 59.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,825: 2,968 7,062 2,180 27,633 22,823 32,781 32,065: 4,044 4,760
Old : 36,825: 2,968 7,062 2,180 27,633 22,823 32,781 32,065: 4,044 4,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,681: 350 0 -569 -2,496 -2,676 -2,715 -3,245: -966 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 19.2 5.9 75.0 62.0 89.0 87.1: 11.0 12.9
Old : 100.0: 8.1 19.2 5.9 75.0 62.0 89.0 87.1: 11.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 15 14 18 17:
Old : 20: 3 1 2 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 49.5 67.0 73.6 34.3 43.1 47.4 51.9
Old : 43.3 49.5 67.0 73.6 34.3 43.1 47.4 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,352: 630 8,307 19,182 56,017 47,753 75,829 75,242: 5,523 6,110
Old : 81,352: 630 8,307 19,182 56,017 47,753 75,829 75,242: 5,523 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,552: -124 180 -281 -2,624 -4,204 -3,029 -4,305: -523 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 10.2 23.6 68.9 58.7 93.2 92.5: 6.8 7.5
Old : 100.0: 0.8 10.2 23.6 68.9 58.7 93.2 92.5: 6.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 14 13 18 16:
Old : 23: 1 3 3 14 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 53.8 79.4 74.2 37.4 27.3 47.5 42.0
Old : 63.2 53.8 79.4 74.2 37.4 27.3 47.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,872: 0 0 0 47,353 46,116 47,353 46,116: 7,519 8,756
Old : 54,872: 0 0 0 47,353 46,116 47,353 46,116: 7,519 8,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -5,566: 0 0 0 -4,760 -5,521 -4,760 -5,521: -806 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.3 84.0 86.3 84.0: 13.7 16.0
Old : 100.0: 0.0 0.0 0.0 86.3 84.0 86.3 84.0: 13.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 44.8 64.5 64.4 42.9 33.4 59.8 50.6
Old : 43.2 44.8 64.5 64.4 42.9 33.4 59.8 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,567: 1,860 3,381 6,511 67,324 63,400 75,695 73,292: 9,872 12,275
Old : 85,567: 1,860 3,381 6,511 67,324 63,400 75,695 73,292: 9,872 12,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -6,568: -717 -1,083 -492 -5,615 -3,784 -6,824 -5,359: 256 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.0 7.6 78.7 74.1 88.5 85.7: 11.5 14.3
Old : 100.0: 2.2 4.0 7.6 78.7 74.1 88.5 85.7: 11.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 4 24 25 29 30:
Old : 37: 2 4 4 24 25 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 25.4 60.3 42.5 36.4 18.6 51.3 32.2
Old : 41.7 25.4 60.3 42.5 36.4 18.6 51.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,074: 8,444 19,373 19,699 71,313 64,565 99,456 103,637: 17,618 13,437
Old : 117,074: 8,444 19,373 19,699 71,313 64,565 99,456 103,637: 17,618 13,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -5,326: 907 -224 -1,555 -4,717 -5,041 -5,365 -6,820: 39 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.5 16.8 60.9 55.1 85.0 88.5: 15.0 11.5
Old : 100.0: 7.2 16.5 16.8 60.9 55.1 85.0 88.5: 15.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 4 6 24 23 30 29:
Old : 31: 2 4 6 24 23 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 31.8 56.2 50.7 20.1 21.1 28.3 31.2
Old : 39.6 31.8 56.2 50.7 20.1 21.1 28.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 123,719: 13,890 1,038 10,698 91,869 96,087 116,457 107,823: 7,262 15,896
Old : 123,719: 13,890 1,038 10,698 91,869 96,087 116,457 107,823: 7,262 15,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -8,523: -1,112 -1,643 31 -7,843 -9,114 -8,924 -10,726: 401 2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.8 8.6 74.3 77.7 94.1 87.2: 5.9 12.8
Old : 100.0: 11.2 0.8 8.6 74.3 77.7 94.1 87.2: 5.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 5 19 20 24 25:
Old : 29: 4 1 5 19 20 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.4 71.0 73.9 50.8 54.8 64.8 63.4
Old : 53.0 62.4 71.0 73.9 50.8 54.8 64.8 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 216,890: 10,983 7,610 5,646 184,110 194,339 200,739 207,595: 16,151 9,295
Old : 216,890: 10,983 7,610 5,646 184,110 194,339 200,739 207,595: 16,151 9,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -12,028: -2,799 -2,597 747 -12,767 -11,564 -14,819 -13,414: 2,791 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.5 2.6 84.9 89.6 92.6 95.7: 7.4 4.3
Old : 100.0: 5.1 3.5 2.6 84.9 89.6 92.6 95.7: 7.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 3 3 37 32 42 36:
Old : 48: 3 3 3 37 32 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 62.6 49.1 76.1 29.8 60.6 46.0 69.1
Old : 30.9 62.6 49.1 76.1 29.8 60.6 46.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 182,238: 0 9,658 5,442 160,506 157,492 165,948 172,592: 16,290 9,646
Old : 182,238: 0 9,658 5,442 160,506 157,492 165,948 172,592: 16,290 9,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -11,026: -6 -3,171 -1,864 -13,362 -6,197 -15,232 -11,232: 4,206 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 3.0 88.1 86.4 91.1 94.7: 8.9 5.3
Old : 100.0: 0.0 5.3 3.0 88.1 86.4 91.1 94.7: 8.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 3 2 35 31 37 34:
Old : 41: 0 3 2 35 31 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 37.7 54.7 59.9 23.2 36.8 38.4 52.0
Old : 34.8 37.7 54.7 59.9 23.2 36.8 38.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 250,020: 1,244 5,927 15,009 216,491 217,492 232,744 238,428: 17,276 11,592
Old : 250,020: 1,244 5,927 15,009 216,491 217,492 232,744 238,428: 17,276 11,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -12,232: -2,755 263 -909 -11,354 -12,125 -15,018 -12,771: 2,786 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.4 6.0 86.6 87.0 93.1 95.4: 6.9 4.6
Old : 100.0: 0.5 2.4 6.0 86.6 87.0 93.1 95.4: 6.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 4 5 39 43 44 48:
Old : 52: 1 4 5 39 43 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 30.9 49.3 48.8 25.7 27.4 37.8 39.0
Old : 30.8 30.9 49.3 48.8 25.7 27.4 37.8 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 212,997: 4,204 23,340 18,611 182,045 164,376 204,860 206,327: 8,137 6,670
Old : 212,997: 4,204 23,340 18,611 182,045 164,376 204,860 206,327: 8,137 6,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -6,250: -3,642 3,847 -1,601 75 -7,873 -5,168 -5,627: -1,082 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.0 8.7 85.5 77.2 96.2 96.9: 3.8 3.1
Old : 100.0: 2.0 11.0 8.7 85.5 77.2 96.2 96.9: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 5 5 34 32 40 38:
Old : 44: 2 5 5 34 32 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 31.8 56.9 52.4 32.3 21.9 45.9 34.0
Old : 34.9 31.8 56.9 52.4 32.3 21.9 45.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,927: 0 1,504 0 39,909 37,167 39,909 38,671: 7,018 8,256
Old : 46,927: 0 1,504 0 39,909 37,167 39,909 38,671: 7,018 8,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -4,310: -248 335 -341 -2,980 -3,466 -3,569 -3,472: -741 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 85.0 79.2 85.0 82.4: 15.0 17.6
Old : 100.0: 0.0 3.2 0.0 85.0 79.2 85.0 82.4: 15.0 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 16 17 17:
Old : 21: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 43.8 72.0 61.3 40.2 31.8 51.3 43.9
Old : 46.4 43.8 72.0 61.3 40.2 31.8 51.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,458,776: 910,711 158,368 1,169,488 1,349,056 2,111,196 3,429,255 3,439,052: 29,521 19,724
Old : 3,458,776: 910,711 158,368 1,169,488 1,349,056 2,111,196 3,429,255 3,439,052: 29,521 19,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 6,364: -12,605 -7,369 3,258 14,383 10,185 5,036 6,074: 1,328 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.6 33.8 39.0 61.0 99.1 99.4: 0.9 0.6
Old : 100.0: 26.3 4.6 33.8 39.0 61.0 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 29 23 46 97 88 148 138:
Old : 155: 29 23 46 97 88 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 35.3 51.9 49.9 22.5 20.4 26.4 28.7
Old : 41.5 35.3 51.9 49.9 22.5 20.4 26.4 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,187,629: 202,897 379,709 293,305 685,739 511,762 1,181,941 1,184,776: 5,688 2,853
Old : 1,187,629: 202,897 379,709 293,305 685,739 511,762 1,181,941 1,184,776: 5,688 2,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 28,657: 6,891 -8,557 11,799 9,311 24,801 28,001 28,043: 656 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 32.0 24.7 57.7 43.1 99.5 99.8: 0.5 0.2
Old : 100.0: 17.1 32.0 24.7 57.7 43.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 26 38 35 33 78 78:
Old : 86: 24 26 38 35 33 78 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 46.3 53.8 60.9 22.2 32.8 35.7 39.5
Old : 30.8 46.3 53.8 60.9 22.2 32.8 35.7 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,433: 350 0 200 2,783 3,133 3,333 3,333: 100 100
Old : 3,433: 350 0 200 2,783 3,133 3,333 3,333: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -850: 25 0 200 -1,125 -1,100 -900 -900: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 5.8 81.1 91.3 97.1 97.1: 2.9 2.9
Old : 100.0: 10.2 0.0 5.8 81.1 91.3 97.1 97.1: 2.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 11 17 12 18:
Old : 22: 1 0 1 11 17 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 57.6 91.8 76.0 55.4 46.5 66.2 57.5
Old : 67.8 57.6 91.8 76.0 55.4 46.5 66.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 30,192: 2,130 3,060 363 26,156 26,326 28,649 29,749: 1,543 443
Old : 30,192: 2,130 3,060 363 26,156 26,326 28,649 29,749: 1,543 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,456: -404 584 -758 -575 -1,543 -1,737 -1,717: 281 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.1 1.2 86.6 87.2 94.9 98.5: 5.1 1.5
Old : 100.0: 7.1 10.1 1.2 86.6 87.2 94.9 98.5: 5.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 4 4 29 25 34 32:
Old : 39: 4 4 4 29 25 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 39.4 53.9 61.4 25.2 36.1 36.3 44.9
Old : 35.2 39.4 53.9 61.4 25.2 36.1 36.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,157: 0 0 0 10,029 9,837 10,029 9,837: 128 320
Old : 10,157: 0 0 0 10,029 9,837 10,029 9,837: 128 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -699: -38 -44 0 -661 -678 -699 -722: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 96.8 98.7 96.8: 1.3 3.2
Old : 100.0: 0.0 0.0 0.0 98.7 96.8 98.7 96.8: 1.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 12 13 12:
Old : 20: 0 0 0 13 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 70.5 77.1 92.6 45.8 62.9 73.0 75.8
Old : 46.2 70.5 77.1 92.6 45.8 62.9 73.0 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 18,460: 2,680 82 338 14,325 17,544 17,343 17,964: 1,117 496
Old : 18,460: 2,680 82 338 14,325 17,544 17,343 17,964: 1,117 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -745: -80 0 10 -727 -713 -797 -703: 52 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.4 1.8 77.6 95.0 93.9 97.3: 6.1 2.7
Old : 100.0: 14.5 0.4 1.8 77.6 95.0 93.9 97.3: 6.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 18 19 20 21:
Old : 24: 1 1 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 82.4 75.3 92.4 44.7 70.6 64.2 74.8
Old : 52.3 82.4 75.3 92.4 44.7 70.6 64.2 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,326: 0 40 0 12,122 11,988 12,122 12,028: 1,204 1,298
Old : 13,326: 0 40 0 12,122 11,988 12,122 12,028: 1,204 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -522: 0 -40 0 -458 -444 -458 -484: -64 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 91.0 90.0 91.0 90.3: 9.0 9.7
Old : 100.0: 0.0 0.3 0.0 91.0 90.0 91.0 90.3: 9.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 15 17 16:
Old : 21: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 62.3 70.9 79.9 38.1 45.8 51.8 55.2
Old : 49.1 62.3 70.9 79.9 38.1 45.8 51.8 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 33,570: 40 720 720 30,033 31,461 30,793 32,901: 2,777 669
Old : 33,570: 40 720 720 30,033 31,461 30,793 32,901: 2,777 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 315: 40 -180 -60 242 600 222 360: 93 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 2.1 89.5 93.7 91.7 98.0: 8.3 2.0
Old : 100.0: 0.1 2.1 2.1 89.5 93.7 91.7 98.0: 8.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 24 21 26 22:
Old : 27: 1 1 1 24 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 52.6 66.6 73.9 17.6 18.9 24.7 29.0
Old : 50.6 52.6 66.6 73.9 17.6 18.9 24.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,324: 80 0 20 29,024 28,402 29,124 28,422: 200 902
Old : 29,324: 80 0 20 29,024 28,402 29,124 28,422: 200 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,326: 80 -40 -40 -1,364 -1,208 -1,324 -1,288: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 99.0 96.9 99.3 96.9: 0.7 3.1
Old : 100.0: 0.3 0.0 0.1 99.0 96.9 99.3 96.9: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 19 23 20:
Old : 27: 1 0 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 73.9 85.3 83.7 58.2 72.8 78.6 79.8
Old : 62.6 73.9 85.3 83.7 58.2 72.8 78.6 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 7,206: 0 560 0 5,597 6,010 5,597 6,570: 1,609 636
Old : 7,206: 0 560 0 5,597 6,010 5,597 6,570: 1,609 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -776: 0 80 -160 -590 -694 -750 -774: -26 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 77.7 83.4 77.7 91.2: 22.3 8.8
Old : 100.0: 0.0 7.8 0.0 77.7 83.4 77.7 91.2: 22.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 15 16 16:
Old : 20: 0 1 0 16 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 44.0 67.0 73.3 32.4 32.9 39.3 52.5
Old : 52.2 44.0 67.0 73.3 32.4 32.9 39.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,428: 40 0 0 10,104 9,750 10,144 9,750: 284 678
Old : 10,428: 40 0 0 10,104 9,750 10,144 9,750: 284 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -674: -40 0 0 -530 -592 -570 -592: -104 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.9 93.5 97.3 93.5: 2.7 6.5
Old : 100.0: 0.4 0.0 0.0 96.9 93.5 97.3 93.5: 2.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 17 22 17:
Old : 26: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 45.0 74.1 77.9 42.6 32.7 60.2 53.2
Old : 45.8 45.0 74.1 77.9 42.6 32.7 60.2 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 14,644: 0 0 0 14,624 14,240 14,624 14,240: 20 404
Old : 14,644: 0 0 0 14,624 14,240 14,624 14,240: 20 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -278: 0 0 0 -240 -193 -240 -193: -38 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 97.2 99.9 97.2: 0.1 2.8
Old : 100.0: 0.0 0.0 0.0 99.9 97.2 99.9 97.2: 0.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 21 21 21 21:
Old : 26: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 55.0 90.8 78.9 60.6 43.5 64.6 56.6
Old : 72.7 55.0 90.8 78.9 60.6 43.5 64.6 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,147,475: 180,960 178,711 302,274 598,755 596,533 1,081,989 1,077,518: 65,486 69,957
Old : 1,147,475: 180,960 178,711 302,274 598,755 596,533 1,081,989 1,077,518: 65,486 69,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 26,744: 1,631 2,172 11,383 7,265 2,041 20,279 15,596: 6,465 11,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.6 26.3 52.2 52.0 94.3 93.9: 5.7 6.1
Old : 100.0: 15.8 15.6 26.3 52.2 52.0 94.3 93.9: 5.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 69 93 119 80 92 224 241:
Old : 273: 69 93 119 80 92 224 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 24.8 40.9 35.2 15.7 9.2 21.0 13.4
Old : 31.9 24.8 40.9 35.2 15.7 9.2 21.0 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 174,166: 23,394 10,653 13,070 98,734 111,030 135,198 134,753: 38,968 39,413
Old : 174,166: 23,394 10,653 13,070 98,734 111,030 135,198 134,753: 38,968 39,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -14,695: -3,736 -2,158 -1,852 -6,252 1,969 -11,840 -2,041: -2,855 -12,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.1 7.5 56.7 63.7 77.6 77.4: 22.4 22.6
Old : 100.0: 13.4 6.1 7.5 56.7 63.7 77.6 77.4: 22.4 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 5 22 23 28 30:
Old : 32: 5 3 5 22 23 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 23.8 52.2 41.2 28.5 20.5 37.4 31.8
Old : 35.7 23.8 52.2 41.2 28.5 20.5 37.4 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 46,855: 765 2,597 625 44,303 42,333 45,693 45,555: 1,162 1,300
Old : 46,855: 765 2,597 625 44,303 42,333 45,693 45,555: 1,162 1,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -7,232: 650 -185 -825 -7,189 -6,567 -7,364 -7,577: 132 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.5 1.3 94.6 90.3 97.5 97.2: 2.5 2.8
Old : 100.0: 1.6 5.5 1.3 94.6 90.3 97.5 97.2: 2.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 3 2 40 40 45 44:
Old : 55: 4 3 2 40 40 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 37.8 66.2 56.4 36.6 28.5 44.9 39.3
Old : 48.1 37.8 66.2 56.4 36.6 28.5 44.9 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 169,646: 19,249 33,162 26,044 115,592 102,303 160,885 161,509: 8,761 8,137
Old : 169,646: 19,249 33,162 26,044 115,592 102,303 160,885 161,509: 8,761 8,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 85: 674 -832 -598 5 712 81 -718: 4 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.5 15.4 68.1 60.3 94.8 95.2: 5.2 4.8
Old : 100.0: 11.3 19.5 15.4 68.1 60.3 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 17 21 21 20 43 44:
Old : 46: 8 17 21 21 20 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 36.5 59.9 59.9 15.6 16.4 25.3 21.9
Old : 38.6 36.5 59.9 59.9 15.6 16.4 25.3 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 61,932: 0 7,700 10 52,590 42,598 52,600 50,308: 9,332 11,624
Old : 61,932: 0 7,700 10 52,590 42,598 52,600 50,308: 9,332 11,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -2,537: 0 190 -610 -322 -2,840 -932 -3,260: -1,605 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 0.0 84.9 68.8 84.9 81.2: 15.1 18.8
Old : 100.0: 0.0 12.4 0.0 84.9 68.8 84.9 81.2: 15.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 20 17 21 20:
Old : 27: 0 3 1 20 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 44.1 71.6 65.4 34.3 31.6 42.9 38.4
Old : 55.5 44.1 71.6 65.4 34.3 31.6 42.9 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,772: 0 420 65 19,707 19,287 19,772 19,772: 0 0
Old : 19,772: 0 420 65 19,707 19,287 19,772 19,772: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -715: 0 -200 60 -775 -575 -715 -715: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.3 99.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 0.3 99.7 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 1 24 29 25 32:
Old : 37: 0 3 1 24 29 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 42.1 77.3 63.9 41.6 37.8 59.5 53.2
Old : 50.7 42.1 77.3 63.9 41.6 37.8 59.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,056: 9,005 3,200 50 2,343 8,818 11,398 12,068: 1,658 988
Old : 13,056: 9,005 3,200 50 2,343 8,818 11,398 12,068: 1,658 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -238: 71 226 -77 -32 -462 -38 -313: -200 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 24.5 0.4 17.9 67.5 87.3 92.4: 12.7 7.6
Old : 100.0: 69.0 24.5 0.4 17.9 67.5 87.3 92.4: 12.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 38 20 1 19 20 57 41:
Old : 96: 38 20 1 19 20 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 48.3 51.4 62.6 40.0 47.4 51.4 61.7
Old : 40.0 48.3 51.4 62.6 40.0 47.4 51.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 17,325: 8,993 2,108 141 5,566 13,461 14,700 15,710: 2,625 1,615
Old : 17,325: 8,993 2,108 141 5,566 13,461 14,700 15,710: 2,625 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -33: -773 91 -5 102 -442 -676 -356: 643 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 12.2 0.8 32.1 77.7 84.8 90.7: 15.2 9.3
Old : 100.0: 51.9 12.2 0.8 32.1 77.7 84.8 90.7: 15.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 31 14 3 15 22 48 38:
Old : 80: 31 14 3 15 22 48 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 36.4 50.8 56.1 34.4 36.4 50.8 56.1
Old : 34.4 36.4 50.8 56.1 34.4 36.4 50.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 175,674: 52,436 7,647 15,787 94,345 140,348 162,568 163,782: 13,106 11,892
Old : 175,674: 52,436 7,647 15,787 94,345 140,348 162,568 163,782: 13,106 11,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -977: 1,394 -1,321 -447 -2,252 1,474 -1,305 -294: 328 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.4 9.0 53.7 79.9 92.5 93.2: 7.5 6.8
Old : 100.0: 29.8 4.4 9.0 53.7 79.9 92.5 93.2: 7.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 35 25 31 71 82 125 121:
Old : 155: 35 25 31 71 82 125 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.9 37.1 42.0 16.9 16.8 25.1 23.7
Old : 24.1 29.9 37.1 42.0 16.9 16.8 25.1 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 14,085: 1,850 0 0 11,311 13,305 13,161 13,305: 924 780
Old : 14,085: 1,850 0 0 11,311 13,305 13,161 13,305: 924 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,454: -655 0 0 2,428 1,699 1,773 1,699: -319 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 0.0 80.3 94.5 93.4 94.5: 6.6 5.5
Old : 100.0: 13.1 0.0 0.0 80.3 94.5 93.4 94.5: 6.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 13 18 14 18:
Old : 20: 1 0 0 13 18 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 69.4 87.3 80.5 57.6 45.8 60.3 55.3
Old : 72.0 69.4 87.3 80.5 57.6 45.8 60.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,327: 100 50 150 5,877 5,927 6,127 6,127: 200 200
Old : 6,327: 100 50 150 5,877 5,927 6,127 6,127: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,105: 0 -300 100 -1,185 -905 -1,085 -1,105: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 2.4 92.9 93.7 96.8 96.8: 3.2 3.2
Old : 100.0: 1.6 0.8 2.4 92.9 93.7 96.8 96.8: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 26 23 29 25:
Old : 35: 1 1 2 26 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 37.7 61.0 60.6 19.6 26.4 30.7 38.2
Old : 41.8 37.7 61.0 60.6 19.6 26.4 30.7 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,094: 1,380 489 4 14,704 16,593 16,088 17,086: 1,006 8
Old : 17,094: 1,380 489 4 14,704 16,593 16,088 17,086: 1,006 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -2,004: 100 186 -286 -1,803 -1,908 -1,989 -2,008: -15 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.9 0.0 86.0 97.1 94.1 100.0: 5.9 0.0
Old : 100.0: 8.1 2.9 0.0 86.0 97.1 94.1 100.0: 5.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 1 26 22 28 24:
Old : 38: 2 1 1 26 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 67.9 71.5 88.0 51.6 65.9 69.1 83.1
Old : 51.8 67.9 71.5 88.0 51.6 65.9 69.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,568: 100 0 200 5,737 6,583 6,037 6,783: 1,531 785
Old : 7,568: 100 0 200 5,737 6,583 6,037 6,783: 1,531 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 577: 20 0 -60 -118 142 -158 82: 735 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 2.6 75.8 87.0 79.8 89.6: 20.2 10.4
Old : 100.0: 1.3 0.0 2.6 75.8 87.0 79.8 89.6: 20.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 15 13 16 14:
Old : 22: 1 0 1 15 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 71.6 68.5 84.4 38.3 56.7 50.5 62.9
Old : 47.0 71.6 68.5 84.4 38.3 56.7 50.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,365: 50 300 0 6,290 6,065 6,340 6,365: 25 0
Old : 6,365: 50 300 0 6,290 6,065 6,340 6,365: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -360: -50 100 0 -285 -410 -335 -310: -25 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.7 0.0 98.8 95.3 99.6 100.0: 0.4 0.0
Old : 100.0: 0.8 4.7 0.0 98.8 95.3 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 0 18 19 19 20:
Old : 32: 1 1 0 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 61.9 77.1 84.3 48.5 60.7 72.2 79.6
Old : 48.5 61.9 77.1 84.3 48.5 60.7 72.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,088: 336 96 72 17,819 18,776 18,227 18,944: 861 144
Old : 19,088: 336 96 72 17,819 18,776 18,227 18,944: 861 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 270: -332 -63 72 572 240 312 249: -42 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.5 0.4 93.4 98.4 95.5 99.2: 4.5 0.8
Old : 100.0: 1.8 0.5 0.4 93.4 98.4 95.5 99.2: 4.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 21 20 23 22:
Old : 30: 2 1 1 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 69.8 84.5 86.9 59.0 68.6 82.5 83.3
Old : 59.4 69.8 84.5 86.9 59.0 68.6 82.5 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,944: 0 120 57 8,815 8,749 8,872 8,926: 72 18
Old : 8,944: 0 120 57 8,815 8,749 8,872 8,926: 72 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -831: 0 20 -20 -807 -831 -827 -831: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.6 98.6 97.8 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 1.3 0.6 98.6 97.8 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 16 18 17 19:
Old : 27: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 58.3 85.1 77.7 60.9 55.7 70.6 70.1
Old : 66.6 58.3 85.1 77.7 60.9 55.7 70.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,600: 4,291 13,101 1,418 29,850 21,271 35,559 35,790: 3,041 2,810
Old : 38,600: 4,291 13,101 1,418 29,850 21,271 35,559 35,790: 3,041 2,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -811: 39 75 -27 -823 -926 -811 -878: 0 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.9 3.7 77.3 55.1 92.1 92.7: 7.9 7.3
Old : 100.0: 11.1 33.9 3.7 77.3 55.1 92.1 92.7: 7.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 3 4 22 27 28 33:
Old : 37: 5 3 4 22 27 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 48.6 58.9 67.8 36.9 48.0 55.9 64.2
Old : 38.8 48.6 58.9 67.8 36.9 48.0 55.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008