GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 10,579: 0 0 0 10,438 10,429 10,438 10,429: 141 150
Old : 10,579: 0 0 0 10,438 10,429 10,438 10,429: 141 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,407: 0 0 0 1,392 1,372 1,392 1,372: 15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 98.6 98.7 98.6: 1.3 1.4
Old : 100.0: 0.0 0.0 0.0 98.7 98.6 98.7 98.6: 1.3 1.4
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 : 39: 0 0 0 30 32 30 32:
Old : 39: 0 0 0 30 32 30 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 : 49.9 38.4 71.4 56.5 36.1 36.5 44.4 45.2
Old : 49.9 38.4 71.4 56.5 36.1 36.5 44.4 45.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 12,203: 0 235 630 11,553 11,338 12,183 12,203: 20 0
Old : 12,203: 0 235 630 11,553 11,338 12,183 12,203: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,166: 0 0 0 2,166 2,166 2,166 2,166: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 5.2 94.7 92.9 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 1.9 5.2 94.7 92.9 99.8 100.0: 0.2 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 : 41: 0 2 2 30 31 32 34:
Old : 41: 0 2 2 30 31 32 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 : 41.4 38.3 67.7 61.4 27.1 24.2 32.8 32.2
Old : 41.4 38.3 67.7 61.4 27.1 24.2 32.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 6,830: 375 586 145 5,750 5,364 6,270 6,095: 560 735
Old : 6,830: 375 586 145 5,750 5,364 6,270 6,095: 560 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -77: 15 -353 24 -177 119 -138 -210: 61 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.6 2.1 84.2 78.5 91.8 89.2: 8.2 10.8
Old : 100.0: 5.5 8.6 2.1 84.2 78.5 91.8 89.2: 8.2 10.8
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 : 21: 1 2 1 17 16 19 18:
Old : 21: 1 2 1 17 16 19 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 : 58.0 75.4 78.2 81.8 55.6 71.5 73.9 74.5
Old : 58.0 75.4 78.2 81.8 55.6 71.5 73.9 74.5
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 5,462: 63 537 104 4,129 4,111 4,296 4,752: 1,166 710
Old : 5,462: 63 537 104 4,129 4,111 4,296 4,752: 1,166 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 377: -6 -10 12 347 402 353 404: 24 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.8 1.9 75.6 75.3 78.7 87.0: 21.3 13.0
Old : 100.0: 1.2 9.8 1.9 75.6 75.3 78.7 87.0: 21.3 13.0
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 : 35: 1 3 3 27 31 30 35:
Old : 35: 1 3 3 27 31 30 35:
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 : 28.2 30.3 46.3 47.8 19.9 23.0 28.6 30.1
Old : 28.2 30.3 46.3 47.8 19.9 23.0 28.6 30.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 4,867: 50 20 100 4,114 3,885 4,264 4,005: 603 862
Old : 4,867: 50 20 100 4,114 3,885 4,264 4,005: 603 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 517: 0 10 30 402 307 432 347: 85 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.4 2.1 84.5 79.8 87.6 82.3: 12.4 17.7
Old : 100.0: 1.0 0.4 2.1 84.5 79.8 87.6 82.3: 12.4 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 : 43: 1 2 3 33 37 37 40:
Old : 43: 1 2 3 33 37 37 40:
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 : 30.1 24.3 44.9 40.7 24.0 21.3 34.0 30.2
Old : 30.1 24.3 44.9 40.7 24.0 21.3 34.0 30.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 239,033: 17,170 11,262 59,303 127,831 142,254 204,303 212,819: 34,730 26,214
Old : 239,033: 17,170 11,262 59,303 127,831 142,254 204,303 212,819: 34,730 26,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -21,235: -2,836 -1,102 -9,664 -7,967 -7,939 -20,466 -18,705: -769 -2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.7 24.8 53.5 59.5 85.5 89.0: 14.5 11.0
Old : 100.0: 7.2 4.7 24.8 53.5 59.5 85.5 89.0: 14.5 11.0
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 : 117: 26 22 36 56 57 105 98:
Old : 117: 26 22 36 56 57 105 98:
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 : 25.0 25.2 35.1 37.0 11.8 13.1 17.6 18.3
Old : 25.0 25.2 35.1 37.0 11.8 13.1 17.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 12,581: 998 2,506 7,409 3,577 2,454 11,984 12,368: 597 213
Old : 12,581: 998 2,506 7,409 3,577 2,454 11,984 12,368: 597 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -4,149: -934 -1,673 -2,085 -847 -250 -3,865 -4,008: -283 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 19.9 58.9 28.4 19.5 95.3 98.3: 4.7 1.7
Old : 100.0: 7.9 19.9 58.9 28.4 19.5 95.3 98.3: 4.7 1.7
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 : 22: 6 4 10 12 12 22 22:
Old : 22: 6 4 10 12 12 22 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 : 57.9 66.7 75.2 79.9 14.2 21.8 18.6 24.0
Old : 57.9 66.7 75.2 79.9 14.2 21.8 18.6 24.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 10,138: 355 1,388 100 9,483 8,400 9,938 9,888: 200 250
Old : 10,138: 355 1,388 100 9,483 8,400 9,938 9,888: 200 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 650: 0 125 100 950 950 1,050 1,175: -400 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 13.7 1.0 93.5 82.9 98.0 97.5: 2.0 2.5
Old : 100.0: 3.5 13.7 1.0 93.5 82.9 98.0 97.5: 2.0 2.5
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 : 47: 2 4 1 31 30 33 35:
Old : 47: 2 4 1 31 30 33 35:
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 : 44.5 36.4 61.0 56.3 41.7 32.4 52.7 49.4
Old : 44.5 36.4 61.0 56.3 41.7 32.4 52.7 49.4
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 5,717: 592 75 0 4,750 5,342 5,342 5,417: 375 300
Old : 5,717: 592 75 0 4,750 5,342 5,342 5,417: 375 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,200: 0 -147 0 1,225 1,072 1,225 925: -25 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.3 0.0 83.1 93.4 93.4 94.8: 6.6 5.2
Old : 100.0: 10.4 1.3 0.0 83.1 93.4 93.4 94.8: 6.6 5.2
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 : 33: 2 1 0 16 20 18 21:
Old : 33: 2 1 0 16 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 : 54.7 49.2 74.6 66.8 54.2 45.8 72.9 63.4
Old : 54.7 49.2 74.6 66.8 54.2 45.8 72.9 63.4
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,223,281: 211,598 407,944 442,864 492,252 335,301 1,146,714 1,186,109: 76,566 37,172
Old : 1,223,281: 211,598 407,944 442,864 492,252 335,301 1,146,714 1,186,109: 76,566 37,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -59,061: 8,668 -10,933 -42,985 -19,581 -3,349 -53,898 -57,267: -5,163 -1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 33.3 36.2 40.2 27.4 93.7 97.0: 6.3 3.0
Old : 100.0: 17.3 33.3 36.2 40.2 27.4 93.7 97.0: 6.3 3.0
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 : 224: 75 57 91 80 72 203 180:
Old : 224: 75 57 91 80 72 203 180:
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 : 35.8 49.7 47.6 61.6 13.2 28.3 17.2 30.6
Old : 35.8 49.7 47.6 61.6 13.2 28.3 17.2 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 30,206: 13,292 18,418 3,393 13,404 7,212 30,089 29,023: 117 1,183
Old : 30,206: 13,292 18,418 3,393 13,404 7,212 30,089 29,023: 117 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 534: 1,218 1,367 -448 -236 -252 534 667: -1 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 61.0 11.2 44.4 23.9 99.6 96.1: 0.4 3.9
Old : 100.0: 44.0 61.0 11.2 44.4 23.9 99.6 96.1: 0.4 3.9
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: 6 14 13 7 9 21 28:
Old : 29: 6 14 13 7 9 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 : 89.8 70.5 95.6 84.8 69.4 59.8 71.4 64.7
Old : 89.8 70.5 95.6 84.8 69.4 59.8 71.4 64.7
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 93,445: 292 7,517 3,042 81,321 73,597 84,655 84,156: 8,790 9,289
Old : 93,445: 292 7,517 3,042 81,321 73,597 84,655 84,156: 8,790 9,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -3,919: 292 -1,658 730 -31 3,127 991 2,199: -4,910 -6,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 8.0 3.3 87.0 78.8 90.6 90.1: 9.4 9.9
Old : 100.0: 0.3 8.0 3.3 87.0 78.8 90.6 90.1: 9.4 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 : 30: 1 3 3 24 25 27 29:
Old : 30: 1 3 3 24 25 27 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 : 48.9 47.6 64.7 66.6 44.0 41.0 57.5 57.7
Old : 48.9 47.6 64.7 66.6 44.0 41.0 57.5 57.7
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 59,593: 2,397 11,976 4,941 45,680 36,094 53,018 53,011: 6,575 6,582
Old : 59,593: 2,397 11,976 4,941 45,680 36,094 53,018 53,011: 6,575 6,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -892: 0 414 -352 218 -1,114 -134 -1,052: -758 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 20.1 8.3 76.7 60.6 89.0 89.0: 11.0 11.0
Old : 100.0: 4.0 20.1 8.3 76.7 60.6 89.0 89.0: 11.0 11.0
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: 1 4 4 28 21 32 26:
Old : 37: 1 4 4 28 21 32 26:
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 : 33.5 42.5 56.9 59.3 33.0 28.7 51.9 42.7
Old : 33.5 42.5 56.9 59.3 33.0 28.7 51.9 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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 95,693: 3,936 2,266 910 84,329 85,840 89,175 89,016: 6,518 6,677
Old : 95,693: 3,936 2,266 910 84,329 85,840 89,175 89,016: 6,518 6,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 594: -118 0 118 594 476 594 594: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.4 1.0 88.1 89.7 93.2 93.0: 6.8 7.0
Old : 100.0: 4.1 2.4 1.0 88.1 89.7 93.2 93.0: 6.8 7.0
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 : 40: 3 1 4 32 30 36 34:
Old : 40: 3 1 4 32 30 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 : 44.5 38.3 61.3 54.6 33.1 33.2 45.8 46.3
Old : 44.5 38.3 61.3 54.6 33.1 33.2 45.8 46.3
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 86,580: 1,922 2,091 890 72,799 72,475 75,611 75,456: 10,969 11,124
Old : 86,580: 1,922 2,091 890 72,799 72,475 75,611 75,456: 10,969 11,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,239: 0 -856 428 23 1,060 451 632: 788 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.4 1.0 84.1 83.7 87.3 87.2: 12.7 12.8
Old : 100.0: 2.2 2.4 1.0 84.1 83.7 87.3 87.2: 12.7 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 : 33: 2 2 2 21 25 25 27:
Old : 33: 2 2 2 21 25 25 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 : 40.0 45.4 62.3 62.3 30.0 41.4 45.5 51.3
Old : 40.0 45.4 62.3 62.3 30.0 41.4 45.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 44,977: 2,704 5,589 5,538 32,986 29,443 41,228 40,570: 3,749 4,407
Old : 44,977: 2,704 5,589 5,538 32,986 29,443 41,228 40,570: 3,749 4,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -271: -302 -356 333 -240 -150 -209 -173: -62 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.4 12.3 73.3 65.5 91.7 90.2: 8.3 9.8
Old : 100.0: 6.0 12.4 12.3 73.3 65.5 91.7 90.2: 8.3 9.8
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 : 21: 3 1 4 14 11 18 15:
Old : 21: 3 1 4 14 11 18 15:
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 : 57.5 65.6 76.8 82.1 47.2 54.4 57.9 59.9
Old : 57.5 65.6 76.8 82.1 47.2 54.4 57.9 59.9
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 74,245: 14,346 503 5,389 45,982 60,884 65,717 66,776: 8,528 7,469
Old : 74,245: 14,346 503 5,389 45,982 60,884 65,717 66,776: 8,528 7,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -93: 760 0 -542 296 -365 514 -907: -607 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.7 7.3 61.9 82.0 88.5 89.9: 11.5 10.1
Old : 100.0: 19.3 0.7 7.3 61.9 82.0 88.5 89.9: 11.5 10.1
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 : 32: 4 1 3 22 25 27 28:
Old : 32: 4 1 3 22 25 27 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 : 59.4 47.3 73.6 64.9 54.0 44.0 62.7 57.2
Old : 59.4 47.3 73.6 64.9 54.0 44.0 62.7 57.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 96,781: 6,990 7,525 3,161 77,350 78,514 87,501 89,200: 9,280 7,581
Old : 96,781: 6,990 7,525 3,161 77,350 78,514 87,501 89,200: 9,280 7,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,344: 2,407 -567 -155 -3,460 660 -1,208 -62: 3,552 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.8 3.3 79.9 81.1 90.4 92.2: 9.6 7.8
Old : 100.0: 7.2 7.8 3.3 79.9 81.1 90.4 92.2: 9.6 7.8
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 : 44: 2 3 3 28 34 31 39:
Old : 44: 2 3 3 28 34 31 39:
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 : 38.3 25.9 61.4 43.9 36.8 23.2 55.2 40.2
Old : 38.3 25.9 61.4 43.9 36.8 23.2 55.2 40.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 108,450: 11,983 488 5,569 83,101 85,160 100,653 91,217: 7,797 17,233
Old : 108,450: 11,983 488 5,569 83,101 85,160 100,653 91,217: 7,797 17,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,939: 176 0 -101 1,636 1,888 1,711 1,787: 228 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.4 5.1 76.6 78.5 92.8 84.1: 7.2 15.9
Old : 100.0: 11.0 0.4 5.1 76.6 78.5 92.8 84.1: 7.2 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 : 33: 2 1 3 22 27 25 30:
Old : 33: 2 1 3 22 27 25 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 : 46.2 35.7 70.1 52.8 40.9 33.3 58.3 45.0
Old : 46.2 35.7 70.1 52.8 40.9 33.3 58.3 45.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 48,181: 1,923 6,811 2,874 39,276 33,461 44,073 43,146: 4,108 5,035
Old : 48,181: 1,923 6,811 2,874 39,276 33,461 44,073 43,146: 4,108 5,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 3,217: -440 1,685 358 4,129 3,425 4,047 5,468: -830 -2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.1 6.0 81.5 69.4 91.5 89.5: 8.5 10.5
Old : 100.0: 4.0 14.1 6.0 81.5 69.4 91.5 89.5: 8.5 10.5
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 : 30: 2 2 4 18 22 22 26:
Old : 30: 2 2 4 18 22 22 26:
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 : 48.6 43.4 65.5 65.6 34.0 34.5 42.5 44.1
Old : 48.6 43.4 65.5 65.6 34.0 34.5 42.5 44.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 96,574: 1,665 3,783 25,358 64,086 65,137 91,109 94,278: 5,465 2,296
Old : 96,574: 1,665 3,783 25,358 64,086 65,137 91,109 94,278: 5,465 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 615: 0 -1,951 2,078 2,602 2,793 4,680 2,920: -4,065 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.9 26.3 66.4 67.4 94.3 97.6: 5.7 2.4
Old : 100.0: 1.7 3.9 26.3 66.4 67.4 94.3 97.6: 5.7 2.4
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: 1 3 3 18 21 22 24:
Old : 30: 1 3 3 18 21 22 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 : 64.2 52.8 79.8 73.2 35.7 27.9 44.8 39.6
Old : 64.2 52.8 79.8 73.2 35.7 27.9 44.8 39.6
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 56,593: 504 512 1,061 45,117 46,712 46,682 48,285: 9,911 8,308
Old : 56,593: 504 512 1,061 45,117 46,712 46,682 48,285: 9,911 8,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,360: 4 372 -496 1,728 1,484 1,236 1,360: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.9 1.9 79.7 82.5 82.5 85.3: 17.5 14.7
Old : 100.0: 0.9 0.9 1.9 79.7 82.5 82.5 85.3: 17.5 14.7
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 : 30: 2 1 2 25 23 28 25:
Old : 30: 2 1 2 25 23 28 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 : 45.3 40.1 62.7 60.3 44.5 37.2 60.6 53.9
Old : 45.3 40.1 62.7 60.3 44.5 37.2 60.6 53.9
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 90,427: 2,384 4,413 7,627 75,799 73,171 85,810 85,211: 4,617 5,216
Old : 90,427: 2,384 4,413 7,627 75,799 73,171 85,810 85,211: 4,617 5,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -866: 260 -67 158 -405 -918 13 -827: -879 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.9 8.4 83.8 80.9 94.9 94.2: 5.1 5.8
Old : 100.0: 2.6 4.9 8.4 83.8 80.9 94.9 94.2: 5.1 5.8
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 : 50: 3 4 5 32 34 38 40:
Old : 50: 3 4 5 32 34 38 40:
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 : 42.7 25.1 61.3 43.1 37.8 21.4 52.4 35.2
Old : 42.7 25.1 61.3 43.1 37.8 21.4 52.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 42,365: 0 4,087 261 31,421 31,155 31,682 35,503: 10,683 6,862
Old : 42,365: 0 4,087 261 31,421 31,155 31,682 35,503: 10,683 6,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,367: 0 435 4 1,060 990 1,064 1,429: 303 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.6 74.2 73.5 74.8 83.8: 25.2 16.2
Old : 100.0: 0.0 9.6 0.6 74.2 73.5 74.8 83.8: 25.2 16.2
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 : 21: 0 1 1 14 16 15 17:
Old : 21: 0 1 1 14 16 15 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 : 48.2 62.7 65.2 76.4 45.2 61.9 58.5 72.6
Old : 48.2 62.7 65.2 76.4 45.2 61.9 58.5 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 51,782: 0 1,270 0 45,307 45,555 45,307 46,825: 6,475 4,957
Old : 51,782: 0 1,270 0 45,307 45,555 45,307 46,825: 6,475 4,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 4,038: 0 0 0 3,860 3,945 3,860 3,945: 178 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 87.5 88.0 87.5 90.4: 12.5 9.6
Old : 100.0: 0.0 2.5 0.0 87.5 88.0 87.5 90.4: 12.5 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 : 24: 0 1 0 19 16 19 17:
Old : 24: 0 1 0 19 16 19 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 : 56.9 64.0 71.7 82.6 37.7 42.1 46.5 50.8
Old : 56.9 64.0 71.7 82.6 37.7 42.1 46.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,994,812: 143,105 35,084 914,014 932,223 1,041,378 1,989,342 1,990,476: 5,470 4,336
Old : 1,994,812: 143,105 35,084 914,014 932,223 1,041,378 1,989,342 1,990,476: 5,470 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -272,468: -45,264 7,074 -169,337 -57,086 -109,820 -271,686 -272,083: -781 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.8 45.8 46.7 52.2 99.7 99.8: 0.3 0.2
Old : 100.0: 7.2 1.8 45.8 46.7 52.2 99.7 99.8: 0.3 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 : 117: 38 23 55 55 54 116 109:
Old : 117: 38 23 55 55 54 116 109:
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 : 33.0 31.3 50.3 49.2 4.6 3.3 6.3 5.6
Old : 33.0 31.3 50.3 49.2 4.6 3.3 6.3 5.6
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 122,805: 8,386 20,819 22,243 77,391 70,994 108,020 114,056: 14,785 8,749
Old : 122,805: 8,386 20,819 22,243 77,391 70,994 108,020 114,056: 14,785 8,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,131: 966 -2,497 1,188 723 4,183 2,877 2,874: -746 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.0 18.1 63.0 57.8 88.0 92.9: 12.0 7.1
Old : 100.0: 6.8 17.0 18.1 63.0 57.8 88.0 92.9: 12.0 7.1
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 : 40: 1 7 7 31 29 38 37:
Old : 40: 1 7 7 31 29 38 37:
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 : 33.8 35.5 49.7 51.8 17.7 17.7 26.6 26.2
Old : 33.8 35.5 49.7 51.8 17.7 17.7 26.6 26.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 122,739: 16,582 0 9,725 88,169 100,118 114,476 109,843: 8,263 12,896
Old : 122,739: 16,582 0 9,725 88,169 100,118 114,476 109,843: 8,263 12,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 228: 100 0 -529 -1,206 1,066 -1,635 537: 1,863 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 7.9 71.8 81.6 93.3 89.5: 6.7 10.5
Old : 100.0: 13.5 0.0 7.9 71.8 81.6 93.3 89.5: 6.7 10.5
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 : 33: 6 0 5 23 20 29 25:
Old : 33: 6 0 5 23 20 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 : 58.9 58.5 72.1 70.9 53.4 54.2 62.9 63.3
Old : 58.9 58.5 72.1 70.9 53.4 54.2 62.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 94,602: 5,678 0 310 87,312 93,678 93,300 93,988: 1,302 614
Old : 94,602: 5,678 0 310 87,312 93,678 93,300 93,988: 1,302 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,492: -62 0 310 930 1,426 1,178 1,736: 314 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.3 92.3 99.0 98.6 99.4: 1.4 0.6
Old : 100.0: 6.0 0.0 0.3 92.3 99.0 98.6 99.4: 1.4 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 : 30: 2 0 1 15 20 17 21:
Old : 30: 2 0 1 15 20 17 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 : 74.9 80.8 90.0 88.7 72.4 79.5 84.0 86.2
Old : 74.9 80.8 90.0 88.7 72.4 79.5 84.0 86.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 237,960: 10,610 12,198 6,195 206,173 208,142 222,978 226,535: 14,982 11,425
Old : 237,960: 10,610 12,198 6,195 206,173 208,142 222,978 226,535: 14,982 11,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 953: -140 -1,589 368 3,088 2,323 3,316 1,102: -2,363 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.1 2.6 86.6 87.5 93.7 95.2: 6.3 4.8
Old : 100.0: 4.5 5.1 2.6 86.6 87.5 93.7 95.2: 6.3 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 : 57: 5 6 6 45 37 53 46:
Old : 57: 5 6 6 45 37 53 46:
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 : 27.7 60.4 47.1 72.0 25.4 58.9 43.7 67.0
Old : 27.7 60.4 47.1 72.0 25.4 58.9 43.7 67.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 210,972: 4,524 18,443 12,383 181,747 175,144 198,654 205,970: 12,318 5,002
Old : 210,972: 4,524 18,443 12,383 181,747 175,144 198,654 205,970: 12,318 5,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,564: -178 -1,892 1,290 1,565 3,408 2,677 2,806: -113 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.7 5.9 86.1 83.0 94.2 97.6: 5.8 2.4
Old : 100.0: 2.1 8.7 5.9 86.1 83.0 94.2 97.6: 5.8 2.4
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 : 46: 3 3 4 37 32 43 36:
Old : 46: 3 3 4 37 32 43 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 : 32.0 38.7 50.9 60.0 22.2 35.3 35.9 53.0
Old : 32.0 38.7 50.9 60.0 22.2 35.3 35.9 53.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 260,097: 10,424 5,986 18,912 219,271 224,888 248,607 249,786: 11,490 10,311
Old : 260,097: 10,424 5,986 18,912 219,271 224,888 248,607 249,786: 11,490 10,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 8,074: 4,423 309 -2,691 7,567 13,153 9,299 10,771: -1,225 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.3 7.3 84.3 86.5 95.6 96.0: 4.4 4.0
Old : 100.0: 4.0 2.3 7.3 84.3 86.5 95.6 96.0: 4.4 4.0
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 : 65: 3 7 8 47 50 55 60:
Old : 65: 3 7 8 47 50 55 60:
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 : 29.0 26.4 49.5 46.1 25.5 22.4 36.2 34.4
Old : 29.0 26.4 49.5 46.1 25.5 22.4 36.2 34.4
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 202,345: 23,003 7,665 22,031 150,731 164,677 195,765 194,373: 6,580 7,972
Old : 202,345: 23,003 7,665 22,031 150,731 164,677 195,765 194,373: 6,580 7,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -149: 1,021 685 -176 1,957 1,747 2,802 2,256: -2,951 -2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.8 10.9 74.5 81.4 96.7 96.1: 3.3 3.9
Old : 100.0: 11.4 3.8 10.9 74.5 81.4 96.7 96.1: 3.3 3.9
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 : 50: 7 3 7 37 37 46 45:
Old : 50: 7 3 7 37 37 46 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 : 32.7 32.8 53.3 50.5 26.4 25.2 42.6 37.1
Old : 32.7 32.8 53.3 50.5 26.4 25.2 42.6 37.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 50,547: 957 3,561 1,354 40,324 36,605 42,635 41,520: 7,912 9,027
Old : 50,547: 957 3,561 1,354 40,324 36,605 42,635 41,520: 7,912 9,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -308: 0 -62 0 120 -246 120 -308: -428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.0 2.7 79.8 72.4 84.3 82.1: 15.7 17.9
Old : 100.0: 1.9 7.0 2.7 79.8 72.4 84.3 82.1: 15.7 17.9
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 3 2 23 20 27 23:
Old : 29: 2 3 2 23 20 27 23:
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 : 43.8 35.5 64.6 53.5 34.2 23.3 44.5 36.8
Old : 43.8 35.5 64.6 53.5 34.2 23.3 44.5 36.8
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 3,878,257: 1,564,014 590,503 1,051,896 1,237,429 2,220,276 3,853,339 3,862,675: 24,918 15,582
Old : 3,878,257: 1,564,014 590,503 1,051,896 1,237,429 2,220,276 3,853,339 3,862,675: 24,918 15,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -180,305: -49,527 58,265 -100,828 -31,501 -139,216 -181,856 -181,779: 1,551 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 15.2 27.1 31.9 57.2 99.4 99.6: 0.6 0.4
Old : 100.0: 40.3 15.2 27.1 31.9 57.2 99.4 99.6: 0.6 0.4
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 : 160: 26 26 46 100 96 152 144:
Old : 160: 26 26 46 100 96 152 144:
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 : 47.7 37.1 57.5 50.2 37.0 26.8 39.2 34.8
Old : 47.7 37.1 57.5 50.2 37.0 26.8 39.2 34.8
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,068,815: 186,245 470,812 212,738 664,043 381,497 1,063,026 1,065,047: 5,789 3,768
Old : 1,068,815: 186,245 470,812 212,738 664,043 381,497 1,063,026 1,065,047: 5,789 3,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -171,078: 3,161 -69,688 -44,352 -131,242 -58,538 -172,433 -172,578: 1,355 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 44.0 19.9 62.1 35.7 99.5 99.6: 0.5 0.4
Old : 100.0: 17.4 44.0 19.9 62.1 35.7 99.5 99.6: 0.5 0.4
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 : 84: 19 23 33 39 36 77 73:
Old : 84: 19 23 33 39 36 77 73:
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 43.1 55.1 57.9 25.0 34.7 39.5 41.2
Old : 35.7 43.1 55.1 57.9 25.0 34.7 39.5 41.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 98,942: 3,352 351 13,078 81,828 85,185 98,258 98,614: 684 328
Old : 98,942: 3,352 351 13,078 81,828 85,185 98,258 98,614: 684 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -7,175: 1,017 -304 -3,651 -4,476 -3,203 -7,110 -7,158: -65 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.4 13.2 82.7 86.1 99.3 99.7: 0.7 0.3
Old : 100.0: 3.4 0.4 13.2 82.7 86.1 99.3 99.7: 0.7 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 : 40: 6 4 8 29 29 39 37:
Old : 40: 6 4 8 29 29 39 37:
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 : 44.7 46.2 68.9 69.7 11.4 12.9 16.6 18.5
Old : 44.7 46.2 68.9 69.7 11.4 12.9 16.6 18.5
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 30,668: 2,969 231 747 26,191 28,933 29,907 29,910: 761 758
Old : 30,668: 2,969 231 747 26,191 28,933 29,907 29,910: 761 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 161: -22 69 -5 142 143 115 207: 46 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.8 2.4 85.4 94.3 97.5 97.5: 2.5 2.5
Old : 100.0: 9.7 0.8 2.4 85.4 94.3 97.5 97.5: 2.5 2.5
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: 2 1 3 19 21 22 24:
Old : 26: 2 1 3 19 21 22 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 : 60.6 75.2 84.5 86.9 21.7 20.5 27.1 24.9
Old : 60.6 75.2 84.5 86.9 21.7 20.5 27.1 24.9
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 36,599: 0 620 2,320 31,826 32,246 34,146 35,186: 2,453 1,413
Old : 36,599: 0 620 2,320 31,826 32,246 34,146 35,186: 2,453 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -314: 0 4 -4 -856 -248 -860 -248: 546 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 6.3 87.0 88.1 93.3 96.1: 6.7 3.9
Old : 100.0: 0.0 1.7 6.3 87.0 88.1 93.3 96.1: 6.7 3.9
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 : 26: 0 3 3 21 17 24 20:
Old : 26: 0 3 3 21 17 24 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 : 51.9 53.5 70.6 79.1 15.0 19.0 23.0 25.1
Old : 51.9 53.5 70.6 79.1 15.0 19.0 23.0 25.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 30,550: 0 340 240 29,858 28,436 30,098 29,016: 452 1,534
Old : 30,550: 0 340 240 29,858 28,436 30,098 29,016: 452 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 612: 0 0 0 732 732 732 732: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.8 97.7 93.1 98.5 95.0: 1.5 5.0
Old : 100.0: 0.0 1.1 0.8 97.7 93.1 98.5 95.0: 1.5 5.0
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 : 25: 0 1 1 22 21 23 22:
Old : 25: 0 1 1 22 21 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 : 58.6 70.6 78.4 80.9 57.5 67.5 71.2 73.5
Old : 58.6 70.6 78.4 80.9 57.5 67.5 71.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 8,722: 100 0 0 8,254 8,462 8,354 8,462: 368 260
Old : 8,722: 100 0 0 8,254 8,462 8,354 8,462: 368 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 94.6 97.0 95.8 97.0: 4.2 3.0
Old : 100.0: 1.1 0.0 0.0 94.6 97.0 95.8 97.0: 4.2 3.0
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 : 20: 1 0 0 12 16 13 16:
Old : 20: 1 0 0 12 16 13 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 : 58.7 69.1 88.7 85.2 51.0 63.6 66.6 68.9
Old : 58.7 69.1 88.7 85.2 51.0 63.6 66.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 8,481: 960 340 10 5,956 6,927 6,926 7,277: 1,555 1,204
Old : 8,481: 960 340 10 5,956 6,927 6,926 7,277: 1,555 1,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.0 0.1 70.2 81.7 81.7 85.8: 18.3 14.2
Old : 100.0: 11.3 4.0 0.1 70.2 81.7 81.7 85.8: 18.3 14.2
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: 1 3 1 15 12 17 15:
Old : 20: 1 3 1 15 12 17 15:
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 51.6 71.5 73.4 43.9 36.7 52.4 52.0
Old : 52.3 51.6 71.5 73.4 43.9 36.7 52.4 52.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 10,234: 120 40 0 10,018 9,490 10,138 9,530: 96 704
Old : 10,234: 120 40 0 10,018 9,490 10,138 9,530: 96 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 362: 0 0 0 362 482 362 482: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 97.9 92.7 99.1 93.1: 0.9 6.9
Old : 100.0: 1.2 0.4 0.0 97.9 92.7 99.1 93.1: 0.9 6.9
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 : 26: 1 1 0 18 17 19 18:
Old : 26: 1 1 0 18 17 19 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 : 46.5 40.0 76.0 71.0 43.5 36.4 59.5 58.0
Old : 46.5 40.0 76.0 71.0 43.5 36.4 59.5 58.0
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 6,873: 0 0 0 5,831 6,316 5,831 6,316: 1,042 557
Old : 6,873: 0 0 0 5,831 6,316 5,831 6,316: 1,042 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 366: 0 0 0 376 326 376 326: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.8 91.9 84.8 91.9: 15.2 8.1
Old : 100.0: 0.0 0.0 0.0 84.8 91.9 84.8 91.9: 15.2 8.1
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 : 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 : 59.0 57.1 75.3 76.7 47.4 52.1 52.5 60.6
Old : 59.0 57.1 75.3 76.7 47.4 52.1 52.5 60.6
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 2,840,032: 183,893 105,100 1,251,639 1,343,261 1,402,306 2,778,793 2,759,045: 61,240 80,987
Old : 2,840,032: 183,893 105,100 1,251,639 1,343,261 1,402,306 2,778,793 2,759,045: 61,240 80,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 63,895: -14,363 -15,389 48,076 40,430 37,414 74,143 70,101: -10,248 -6,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.7 44.1 47.3 49.4 97.8 97.1: 2.2 2.9
Old : 100.0: 6.5 3.7 44.1 47.3 49.4 97.8 97.1: 2.2 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 : 316: 104 103 149 79 101 264 279:
Old : 316: 104 103 149 79 101 264 279:
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 : 30.5 28.8 44.5 42.6 4.1 2.7 6.3 4.2
Old : 30.5 28.8 44.5 42.6 4.1 2.7 6.3 4.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 97,086: 24,602 14,104 26,284 45,030 56,003 95,916 96,391: 1,169 695
Old : 97,086: 24,602 14,104 26,284 45,030 56,003 95,916 96,391: 1,169 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 12,974: 6,363 422 2,363 4,337 10,312 13,063 13,096: -89 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.5 27.1 46.4 57.7 98.8 99.3: 1.2 0.7
Old : 100.0: 25.3 14.5 27.1 46.4 57.7 98.8 99.3: 1.2 0.7
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 : 32: 7 10 14 13 12 28 28:
Old : 32: 7 10 14 13 12 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 : 76.0 46.7 84.7 73.6 51.1 33.9 53.7 47.3
Old : 76.0 46.7 84.7 73.6 51.1 33.9 53.7 47.3
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 135,553: 19,418 11,810 9,449 73,420 53,621 102,287 74,880: 33,266 60,673
Old : 135,553: 19,418 11,810 9,449 73,420 53,621 102,287 74,880: 33,266 60,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -4,537: -26 -1,063 113 -7,872 -967 -7,785 -1,917: 3,248 -2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.7 7.0 54.2 39.6 75.5 55.2: 24.5 44.8
Old : 100.0: 14.3 8.7 7.0 54.2 39.6 75.5 55.2: 24.5 44.8
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 : 24: 3 4 7 15 16 22 23:
Old : 24: 3 4 7 15 16 22 23:
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 : 41.0 23.1 61.4 37.0 33.5 21.5 47.9 30.7
Old : 41.0 23.1 61.4 37.0 33.5 21.5 47.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 349,357: 24,518 9,525 155,687 166,084 180,778 346,290 345,990: 3,068 3,367
Old : 349,357: 24,518 9,525 155,687 166,084 180,778 346,290 345,990: 3,068 3,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 10,000: -57 -394 5,332 6,086 8,232 11,361 13,170: -1,361 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.7 44.6 47.5 51.7 99.1 99.0: 0.9 1.0
Old : 100.0: 7.0 2.7 44.6 47.5 51.7 99.1 99.0: 0.9 1.0
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 : 87: 28 23 45 36 36 85 83:
Old : 87: 28 23 45 36 36 85 83:
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 : 28.2 30.8 47.0 51.7 5.5 7.3 7.8 8.8
Old : 28.2 30.8 47.0 51.7 5.5 7.3 7.8 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 296,893: 13,862 7,233 80,527 195,972 202,865 290,361 290,626: 6,532 6,268
Old : 296,893: 13,862 7,233 80,527 195,972 202,865 290,361 290,626: 6,532 6,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -14,464: -2,638 761 -8,400 -1,594 -5,397 -12,632 -13,035: -1,832 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.4 27.1 66.0 68.3 97.8 97.9: 2.2 2.1
Old : 100.0: 4.7 2.4 27.1 66.0 68.3 97.8 97.9: 2.2 2.1
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 : 40: 4 6 10 30 29 40 39:
Old : 40: 4 6 10 30 29 40 39:
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 : 35.5 34.9 56.5 52.7 9.2 9.9 13.6 13.8
Old : 35.5 34.9 56.5 52.7 9.2 9.9 13.6 13.8
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 32,726: 250 900 655 28,806 28,171 29,711 29,726: 3,015 3,000
Old : 32,726: 250 900 655 28,806 28,171 29,711 29,726: 3,015 3,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 4,905: 100 25 -170 2,625 2,700 2,555 2,555: 2,350 2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.8 2.0 88.0 86.1 90.8 90.8: 9.2 9.2
Old : 100.0: 0.8 2.8 2.0 88.0 86.1 90.8 90.8: 9.2 9.2
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 : 49: 1 4 3 37 36 40 42:
Old : 49: 1 4 3 37 36 40 42:
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 34.9 57.7 57.0 22.4 18.3 27.5 26.1
Old : 37.5 34.9 57.7 57.0 22.4 18.3 27.5 26.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 189,005: 16,665 40,183 39,598 123,100 102,384 179,363 182,165: 9,642 6,840
Old : 189,005: 16,665 40,183 39,598 123,100 102,384 179,363 182,165: 9,642 6,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -2,288: 1 -893 -1,030 2,351 2,816 1,322 893: -3,610 -3,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 21.3 21.0 65.1 54.2 94.9 96.4: 5.1 3.6
Old : 100.0: 8.8 21.3 21.0 65.1 54.2 94.9 96.4: 5.1 3.6
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 : 53: 10 20 25 23 22 48 52:
Old : 53: 10 20 25 23 22 48 52:
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 : 42.8 34.3 60.8 54.3 24.4 14.5 29.6 22.1
Old : 42.8 34.3 60.8 54.3 24.4 14.5 29.6 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 30,971: 5,221 9,072 3,862 19,012 15,937 28,095 28,871: 2,876 2,100
Old : 30,971: 5,221 9,072 3,862 19,012 15,937 28,095 28,871: 2,876 2,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -860: -90 525 325 310 -30 545 820: -1,405 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.3 12.5 61.4 51.5 90.7 93.2: 9.3 6.8
Old : 100.0: 16.9 29.3 12.5 61.4 51.5 90.7 93.2: 9.3 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 : 23: 4 6 5 11 12 18 20:
Old : 23: 4 6 5 11 12 18 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 : 61.5 45.3 75.4 70.1 46.1 38.6 56.4 52.6
Old : 61.5 45.3 75.4 70.1 46.1 38.6 56.4 52.6
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 8,753: 50 500 0 8,703 8,253 8,753 8,753: 0 0
Old : 8,753: 50 500 0 8,703 8,253 8,753 8,753: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 211: 0 0 0 811 811 811 811: -600 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.7 0.0 99.4 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 5.7 0.0 99.4 94.3 100.0 100.0: 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 : 29: 1 2 0 22 20 23 22:
Old : 29: 1 2 0 22 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 : 46.8 35.2 68.7 59.1 31.1 26.2 44.4 40.2
Old : 46.8 35.2 68.7 59.1 31.1 26.2 44.4 40.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 14,933: 9,884 3,711 33 2,809 10,049 12,726 13,793: 2,207 1,140
Old : 14,933: 9,884 3,711 33 2,809 10,049 12,726 13,793: 2,207 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -51: -33 -261 -38 13 299 -58 0: 7 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 24.9 0.2 18.8 67.3 85.2 92.4: 14.8 7.6
Old : 100.0: 66.2 24.9 0.2 18.8 67.3 85.2 92.4: 14.8 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 : 117: 49 25 2 21 23 72 48:
Old : 117: 49 25 2 21 23 72 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 : 33.2 39.7 46.3 57.1 33.1 39.7 46.2 57.1
Old : 33.2 39.7 46.3 57.1 33.1 39.7 46.2 57.1
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 14,679: 7,745 1,656 197 4,316 11,040 12,258 12,893: 2,421 1,786
Old : 14,679: 7,745 1,656 197 4,316 11,040 12,258 12,893: 2,421 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 107: -108 -1,521 91 483 1,875 466 445: -359 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 11.3 1.3 29.4 75.2 83.5 87.8: 16.5 12.2
Old : 100.0: 52.8 11.3 1.3 29.4 75.2 83.5 87.8: 16.5 12.2
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 : 68: 26 11 3 15 20 44 32:
Old : 68: 26 11 3 15 20 44 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 : 34.6 36.6 50.8 59.6 34.6 36.5 50.8 58.6
Old : 34.6 36.6 50.8 59.6 34.6 36.5 50.8 58.6
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 188,780: 37,441 16,328 30,775 104,499 129,276 172,715 176,380: 16,065 12,400
Old : 188,780: 37,441 16,328 30,775 104,499 129,276 172,715 176,380: 16,065 12,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -42,225: -4,694 166 -10,845 -23,331 -25,823 -38,870 -36,502: -3,355 -5,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.6 16.3 55.4 68.5 91.5 93.4: 8.5 6.6
Old : 100.0: 19.8 8.6 16.3 55.4 68.5 91.5 93.4: 8.5 6.6
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 : 142: 45 19 30 63 66 125 101:
Old : 142: 45 19 30 63 66 125 101:
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 : 25.3 28.7 34.6 42.8 8.5 14.4 14.7 22.4
Old : 25.3 28.7 34.6 42.8 8.5 14.4 14.7 22.4
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 5,956: 250 100 100 5,306 5,506 5,656 5,706: 300 250
Old : 5,956: 250 100 100 5,306 5,506 5,656 5,706: 300 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,031: 0 0 0 956 1,056 956 1,056: 75 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.7 1.7 89.1 92.4 95.0 95.8: 5.0 4.2
Old : 100.0: 4.2 1.7 1.7 89.1 92.4 95.0 95.8: 5.0 4.2
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 : 37: 2 1 1 31 26 33 28:
Old : 37: 2 1 1 31 26 33 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 : 28.6 32.2 45.9 53.2 19.6 22.4 28.0 32.5
Old : 28.6 32.2 45.9 53.2 19.6 22.4 28.0 32.5
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 14,190: 795 171 693 12,378 13,011 13,866 13,875: 324 315
Old : 14,190: 795 171 693 12,378 13,011 13,866 13,875: 324 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 424: -504 171 -171 1,099 424 424 424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.2 4.9 87.2 91.7 97.7 97.8: 2.3 2.2
Old : 100.0: 5.6 1.2 4.9 87.2 91.7 97.7 97.8: 2.3 2.2
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 : 44: 1 1 2 31 30 33 32:
Old : 44: 1 1 2 31 30 33 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 : 56.3 43.6 72.8 66.5 53.5 41.7 63.0 56.5
Old : 56.3 43.6 72.8 66.5 53.5 41.7 63.0 56.5
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 3,613: 90 480 130 2,891 2,733 3,111 3,343: 502 270
Old : 3,613: 90 480 130 2,891 2,733 3,111 3,343: 502 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 784: 90 -50 0 709 809 799 759: -15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 13.3 3.6 80.0 75.6 86.1 92.5: 13.9 7.5
Old : 100.0: 2.5 13.3 3.6 80.0 75.6 86.1 92.5: 13.9 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 : 22: 1 1 1 13 16 15 17:
Old : 22: 1 1 1 13 16 15 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 : 47.5 59.0 68.1 80.8 23.1 38.6 37.3 47.2
Old : 47.5 59.0 68.1 80.8 23.1 38.6 37.3 47.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 3,575: 250 0 0 3,250 3,525 3,500 3,525: 75 50
Old : 3,575: 250 0 0 3,250 3,525 3,500 3,525: 75 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 425: -25 0 0 400 425 375 425: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 90.9 98.6 97.9 98.6: 2.1 1.4
Old : 100.0: 7.0 0.0 0.0 90.9 98.6 97.9 98.6: 2.1 1.4
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 : 36: 2 0 0 22 25 24 25:
Old : 36: 2 0 0 22 25 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 : 42.7 35.7 61.5 57.9 37.8 35.7 55.2 55.2
Old : 42.7 35.7 61.5 57.9 37.8 35.7 55.2 55.2
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 4,698: 444 95 64 3,671 4,485 4,179 4,644: 519 54
Old : 4,698: 444 95 64 3,671 4,485 4,179 4,644: 519 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 511: 0 63 0 636 448 636 511: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.0 1.4 78.1 95.5 89.0 98.9: 11.0 1.1
Old : 100.0: 9.5 2.0 1.4 78.1 95.5 89.0 98.9: 11.0 1.1
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 2 1 19 14 21 16:
Old : 27: 1 2 1 19 14 21 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 : 47.6 47.4 63.9 76.0 45.6 40.9 60.2 66.7
Old : 47.6 47.4 63.9 76.0 45.6 40.9 60.2 66.7
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 3,713: 147 0 285 3,142 3,257 3,574 3,542: 139 171
Old : 3,713: 147 0 285 3,142 3,257 3,574 3,542: 139 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 913: -31 0 150 826 914 945 1,064: -32 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 7.7 84.6 87.7 96.3 95.4: 3.7 4.6
Old : 100.0: 4.0 0.0 7.7 84.6 87.7 96.3 95.4: 3.7 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 : 24: 1 0 1 20 14 21 15:
Old : 24: 1 0 1 20 14 21 15:
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 56.9 60.8 78.5 30.5 45.0 46.5 56.7
Old : 37.5 56.9 60.8 78.5 30.5 45.0 46.5 56.7
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 with Delta-adjusted Options and Futures Combined, September 30, 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 : 22,890: 2,783 5,080 1,369 16,971 14,034 21,123 20,483: 1,767 2,407
Old : 22,890: 2,783 5,080 1,369 16,971 14,034 21,123 20,483: 1,767 2,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 4,653: 782 353 -454 4,586 4,480 4,914 4,379: -261 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 22.2 6.0 74.1 61.3 92.3 89.5: 7.7 10.5
Old : 100.0: 12.2 22.2 6.0 74.1 61.3 92.3 89.5: 7.7 10.5
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 : 38: 5 4 5 25 28 32 35:
Old : 38: 5 4 5 25 28 32 35:
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 : 35.1 45.7 57.9 58.5 32.7 42.1 49.2 51.5
Old : 35.1 45.7 57.9 58.5 32.7 42.1 49.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008