GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 21,238: 0 0 0 21,172 21,163 21,172 21,163: 66 75
Old : 21,238: 0 0 0 21,172 21,163 21,172 21,163: 66 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,191: 0 0 0 4,271 4,291 4,271 4,291: -80 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.6 99.7 99.6: 0.3 0.4
Old : 100.0: 0.0 0.0 0.0 99.7 99.6 99.7 99.6: 0.3 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 : 42: 0 0 0 35 35 35 35:
Old : 42: 0 0 0 35 35 35 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 : 51.1 55.7 69.5 71.5 45.3 49.3 55.2 59.7
Old : 51.1 55.7 69.5 71.5 45.3 49.3 55.2 59.7
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, October 28, 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 : 14,881: 100 495 365 14,236 13,961 14,701 14,821: 180 60
Old : 14,881: 100 495 365 14,236 13,961 14,701 14,821: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 610: 0 0 0 610 610 610 610: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.3 2.5 95.7 93.8 98.8 99.6: 1.2 0.4
Old : 100.0: 0.7 3.3 2.5 95.7 93.8 98.8 99.6: 1.2 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 : 39: 1 2 2 28 30 31 33:
Old : 39: 1 2 2 28 30 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 36.6 63.4 60.0 24.2 20.5 30.8 27.9
Old : 38.7 36.6 63.4 60.0 24.2 20.5 30.8 27.9
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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,633: 41 349 120 6,433 6,574 6,594 7,043: 1,039 590
Old : 7,633: 41 349 120 6,433 6,574 6,594 7,043: 1,039 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 797: 5 -36 -10 719 874 714 828: 83 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.6 1.6 84.3 86.1 86.4 92.3: 13.6 7.7
Old : 100.0: 0.5 4.6 1.6 84.3 86.1 86.4 92.3: 13.6 7.7
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 : 41: 1 2 3 33 37 36 40:
Old : 41: 1 2 3 33 37 36 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 : 34.1 29.4 52.0 50.5 28.6 21.0 40.1 33.4
Old : 34.1 29.4 52.0 50.5 28.6 21.0 40.1 33.4
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, October 28, 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 : 6,468: 50 145 115 5,501 5,400 5,666 5,660: 802 808
Old : 6,468: 50 145 115 5,501 5,400 5,666 5,660: 802 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 584: 0 95 40 317 390 357 525: 227 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.2 1.8 85.0 83.5 87.6 87.5: 12.4 12.5
Old : 100.0: 0.8 2.2 1.8 85.0 83.5 87.6 87.5: 12.4 12.5
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 : 49: 1 2 3 40 40 44 45:
Old : 49: 1 2 3 40 40 44 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 : 25.6 21.4 39.2 39.7 22.8 19.7 33.7 32.5
Old : 25.6 21.4 39.2 39.7 22.8 19.7 33.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 3,655: 30 77 0 2,492 2,945 2,522 3,022: 1,133 633
Old : 3,655: 30 77 0 2,492 2,945 2,522 3,022: 1,133 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.1 0.0 68.2 80.6 69.0 82.7: 31.0 17.3
Old : 100.0: 0.8 2.1 0.0 68.2 80.6 69.0 82.7: 31.0 17.3
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 : 21: 1 1 0 14 18 15 19:
Old : 21: 1 1 0 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 39.4 60.4 60.2 46.0 38.2 50.0 55.1
Old : 48.3 39.4 60.4 60.2 46.0 38.2 50.0 55.1
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, October 28, 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 : 262,547: 23,385 15,536 65,293 142,454 155,415 231,131 236,244: 31,415 26,303
Old : 262,547: 23,385 15,536 65,293 142,454 155,415 231,131 236,244: 31,415 26,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,609: 1,949 482 -1,634 3,751 5,351 4,066 4,198: -2,457 -2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.9 24.9 54.3 59.2 88.0 90.0: 12.0 10.0
Old : 100.0: 8.9 5.9 24.9 54.3 59.2 88.0 90.0: 12.0 10.0
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 : 125: 28 22 42 66 68 117 115:
Old : 125: 28 22 42 66 68 117 115:
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 : 23.6 23.1 35.6 35.7 12.1 11.2 17.0 16.3
Old : 23.6 23.1 35.6 35.7 12.1 11.2 17.0 16.3
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, October 28, 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 : 13,393: 2,392 3,799 6,440 3,857 2,805 12,688 13,044: 705 349
Old : 13,393: 2,392 3,799 6,440 3,857 2,805 12,688 13,044: 705 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 53: 501 808 -535 69 -239 35 34: 17 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.4 48.1 28.8 20.9 94.7 97.4: 5.3 2.6
Old : 100.0: 17.9 28.4 48.1 28.8 20.9 94.7 97.4: 5.3 2.6
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: 8 3 11 13 13 24 24:
Old : 24: 8 3 11 13 13 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 61.6 69.0 79.3 20.6 32.5 28.7 36.8
Old : 51.2 61.6 69.0 79.3 20.6 32.5 28.7 36.8
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, October 28, 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 : 15,012: 74 1,563 175 13,813 12,237 14,062 13,975: 950 1,037
Old : 15,012: 74 1,563 175 13,813 12,237 14,062 13,975: 950 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,017: -13 50 50 1,130 980 1,167 1,080: 850 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.4 1.2 92.0 81.5 93.7 93.1: 6.3 6.9
Old : 100.0: 0.5 10.4 1.2 92.0 81.5 93.7 93.1: 6.3 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 : 50: 2 4 2 34 36 37 41:
Old : 50: 2 4 2 34 36 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 25.9 57.4 42.4 36.2 22.2 46.5 35.7
Old : 39.7 25.9 57.4 42.4 36.2 22.2 46.5 35.7
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, October 28, 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 : 7,215: 200 75 0 6,240 7,115 6,440 7,190: 775 25
Old : 7,215: 200 75 0 6,240 7,115 6,440 7,190: 775 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -25: -35 0 0 -40 -25 -75 -25: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.0 0.0 86.5 98.6 89.3 99.7: 10.7 0.3
Old : 100.0: 2.8 1.0 0.0 86.5 98.6 89.3 99.7: 10.7 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 : 32: 1 1 0 21 24 22 25:
Old : 32: 1 1 0 21 24 22 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 : 48.0 58.1 61.9 73.0 41.7 56.4 52.0 67.8
Old : 48.0 58.1 61.9 73.0 41.7 56.4 52.0 67.8
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, October 28, 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 : 1,115,822: 123,840 258,179 452,900 461,081 365,958 1,037,820 1,077,037: 78,002 38,785
Old : 1,115,822: 123,840 258,179 452,900 461,081 365,958 1,037,820 1,077,037: 78,002 38,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -104,735: -74,296 -95,283 -5,704 -23,952 -1,310 -103,952 -102,297: -782 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 23.1 40.6 41.3 32.8 93.0 96.5: 7.0 3.5
Old : 100.0: 11.1 23.1 40.6 41.3 32.8 93.0 96.5: 7.0 3.5
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 : 215: 67 60 88 77 66 194 172:
Old : 215: 67 60 88 77 66 194 172:
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 47.9 46.1 58.7 8.7 19.4 12.3 21.2
Old : 33.2 47.9 46.1 58.7 8.7 19.4 12.3 21.2
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, October 28, 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 : 32,840: 13,920 19,356 4,834 13,947 8,456 32,701 32,646: 139 194
Old : 32,840: 13,920 19,356 4,834 13,947 8,456 32,701 32,646: 139 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,554: 1,583 1,449 -198 148 353 1,533 1,604: 21 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 58.9 14.7 42.5 25.7 99.6 99.4: 0.4 0.6
Old : 100.0: 42.4 58.9 14.7 42.5 25.7 99.6 99.4: 0.4 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 : 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 : 90.9 68.6 95.9 85.0 66.3 56.1 67.7 62.6
Old : 90.9 68.6 95.9 85.0 66.3 56.1 67.7 62.6
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, October 28, 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 : 92,946: 0 6,382 2,723 82,833 70,337 85,556 79,442: 7,390 13,504
Old : 92,946: 0 6,382 2,723 82,833 70,337 85,556 79,442: 7,390 13,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -3: -163 925 -683 1,962 -87 1,116 155: -1,119 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 2.9 89.1 75.7 92.0 85.5: 8.0 14.5
Old : 100.0: 0.0 6.9 2.9 89.1 75.7 92.0 85.5: 8.0 14.5
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 : 29: 0 3 2 25 23 27 26:
Old : 29: 0 3 2 25 23 27 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 : 49.0 44.8 64.4 64.2 43.8 37.9 55.1 52.2
Old : 49.0 44.8 64.4 64.2 43.8 37.9 55.1 52.2
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, October 28, 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 : 59,873: 3,210 10,513 4,997 45,723 34,342 53,930 49,852: 5,943 10,021
Old : 59,873: 3,210 10,513 4,997 45,723 34,342 53,930 49,852: 5,943 10,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,750: 30 711 -179 3,535 818 3,386 1,350: -636 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 17.6 8.3 76.4 57.4 90.1 83.3: 9.9 16.7
Old : 100.0: 5.4 17.6 8.3 76.4 57.4 90.1 83.3: 9.9 16.7
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 : 29: 2 4 4 21 15 25 21:
Old : 29: 2 4 4 21 15 25 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 : 33.7 43.5 59.9 60.4 33.7 30.4 55.1 43.4
Old : 33.7 43.5 59.9 60.4 33.7 30.4 55.1 43.4
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, October 28, 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 : 95,737: 3,291 0 1,434 83,526 84,745 88,251 86,179: 7,486 9,558
Old : 95,737: 3,291 0 1,434 83,526 84,745 88,251 86,179: 7,486 9,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 593: -1,211 -1,336 425 1,853 2,511 1,067 1,600: -474 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.5 87.2 88.5 92.2 90.0: 7.8 10.0
Old : 100.0: 3.4 0.0 1.5 87.2 88.5 92.2 90.0: 7.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 2 27 29 30 31:
Old : 38: 3 0 2 27 29 30 31:
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 : 43.9 35.4 61.7 54.2 33.9 31.7 45.2 42.8
Old : 43.9 35.4 61.7 54.2 33.9 31.7 45.2 42.8
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, October 28, 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 : 76,663: 11,408 1,841 5,755 53,767 61,050 70,930 68,646: 5,733 8,017
Old : 76,663: 11,408 1,841 5,755 53,767 61,050 70,930 68,646: 5,733 8,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,087: -852 219 258 1,650 1,063 1,056 1,540: 31 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 2.4 7.5 70.1 79.6 92.5 89.5: 7.5 10.5
Old : 100.0: 14.9 2.4 7.5 70.1 79.6 92.5 89.5: 7.5 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 : 31: 2 2 3 24 24 28 27:
Old : 31: 2 2 3 24 24 28 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 : 56.3 51.3 72.2 69.9 52.9 45.0 63.4 57.2
Old : 56.3 51.3 72.2 69.9 52.9 45.0 63.4 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, October 28, 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 : 96,094: 2,666 10,865 2,959 83,485 76,133 89,110 89,957: 6,984 6,137
Old : 96,094: 2,666 10,865 2,959 83,485 76,133 89,110 89,957: 6,984 6,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,482: 609 -1,073 -506 2,379 3,069 2,482 1,490: -1,000 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.3 3.1 86.9 79.2 92.7 93.6: 7.3 6.4
Old : 100.0: 2.8 11.3 3.1 86.9 79.2 92.7 93.6: 7.3 6.4
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: 1 4 2 33 32 35 37:
Old : 46: 1 4 2 33 32 35 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 : 39.8 23.1 60.5 40.7 38.1 22.3 51.4 38.0
Old : 39.8 23.1 60.5 40.7 38.1 22.3 51.4 38.0
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, October 28, 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 : 107,510: 11,480 732 6,363 79,379 82,586 97,222 89,681: 10,288 17,829
Old : 107,510: 11,480 732 6,363 79,379 82,586 97,222 89,681: 10,288 17,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 31: 846 0 -846 -29 119 -29 -727: 60 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.7 5.9 73.8 76.8 90.4 83.4: 9.6 16.6
Old : 100.0: 10.7 0.7 5.9 73.8 76.8 90.4 83.4: 9.6 16.6
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 : 33: 2 1 2 19 26 21 29:
Old : 33: 2 1 2 19 26 21 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 : 49.0 33.9 71.9 49.6 40.9 31.1 58.4 45.1
Old : 49.0 33.9 71.9 49.6 40.9 31.1 58.4 45.1
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, October 28, 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 : 42,732: 5,194 7,062 1,078 28,996 28,624 35,268 36,764: 7,464 5,968
Old : 42,732: 5,194 7,062 1,078 28,996 28,624 35,268 36,764: 7,464 5,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -942: 276 0 -162 -1,148 124 -1,034 -38: 92 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 16.5 2.5 67.9 67.0 82.5 86.0: 17.5 14.0
Old : 100.0: 12.2 16.5 2.5 67.9 67.0 82.5 86.0: 17.5 14.0
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 : 21: 3 1 2 14 15 17 18:
Old : 21: 3 1 2 14 15 17 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 : 37.1 48.0 60.2 71.8 28.9 43.2 41.8 52.6
Old : 37.1 48.0 60.2 71.8 28.9 43.2 41.8 52.6
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, October 28, 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 : 89,500: 2,024 5,312 21,661 59,891 57,771 83,576 84,744: 5,924 4,756
Old : 89,500: 2,024 5,312 21,661 59,891 57,771 83,576 84,744: 5,924 4,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -335: 120 1,129 -1,268 510 968 -638 829: 303 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.9 24.2 66.9 64.5 93.4 94.7: 6.6 5.3
Old : 100.0: 2.3 5.9 24.2 66.9 64.5 93.4 94.7: 6.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 15 16 19 19:
Old : 27: 2 2 3 15 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 53.6 77.3 75.6 33.5 27.1 43.8 42.7
Old : 61.2 53.6 77.3 75.6 33.5 27.1 43.8 42.7
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, October 28, 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 : 57,318: 0 469 0 49,554 46,543 49,554 47,012: 7,764 10,306
Old : 57,318: 0 469 0 49,554 46,543 49,554 47,012: 7,764 10,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 5,106: 0 -12 -732 4,781 4,975 4,049 4,231: 1,057 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 86.5 81.2 86.5 82.0: 13.5 18.0
Old : 100.0: 0.0 0.8 0.0 86.5 81.2 86.5 82.0: 13.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 22 18 22 19:
Old : 26: 0 1 0 22 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 41.6 67.8 61.3 46.9 31.0 60.7 47.7
Old : 47.6 41.6 67.8 61.3 46.9 31.0 60.7 47.7
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, October 28, 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 : 92,969: 3,368 6,157 7,571 74,614 67,443 85,553 81,171: 7,416 11,798
Old : 92,969: 3,368 6,157 7,571 74,614 67,443 85,553 81,171: 7,416 11,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,913: 1,766 -1,285 173 2,667 3,135 4,606 2,023: -1,693 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.6 8.1 80.3 72.5 92.0 87.3: 8.0 12.7
Old : 100.0: 3.6 6.6 8.1 80.3 72.5 92.0 87.3: 8.0 12.7
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: 3 4 5 27 28 33 34:
Old : 43: 3 4 5 27 28 33 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 : 39.3 25.6 58.8 44.7 34.9 23.7 50.4 38.5
Old : 39.3 25.6 58.8 44.7 34.9 23.7 50.4 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 90,539: 0 48,984 0 90,115 40,185 90,115 89,169: 424 1,370
Old : 90,539: 0 48,984 0 90,115 40,185 90,115 89,169: 424 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 54.1 0.0 99.5 44.4 99.5 98.5: 0.5 1.5
Old : 100.0: 0.0 54.1 0.0 99.5 44.4 99.5 98.5: 0.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 13 13 14:
Old : 20: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 73.6 93.0 88.9 75.7 69.0 83.5 77.4
Old : 77.1 73.6 93.0 88.9 75.7 69.0 83.5 77.4
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, October 28, 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 : 2,142,535: 107,593 69,820 961,150 1,068,833 1,107,478 2,137,576 2,138,447: 4,959 4,087
Old : 2,142,535: 107,593 69,820 961,150 1,068,833 1,107,478 2,137,576 2,138,447: 4,959 4,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -75,335: -19,063 4,808 -44,640 -11,765 -35,888 -75,468 -75,719: 133 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.3 44.9 49.9 51.7 99.8 99.8: 0.2 0.2
Old : 100.0: 5.0 3.3 44.9 49.9 51.7 99.8 99.8: 0.2 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 : 121: 45 23 63 52 52 119 116:
Old : 121: 45 23 63 52 52 119 116:
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 : 33.3 30.0 49.7 48.7 4.7 3.7 6.2 5.6
Old : 33.3 30.0 49.7 48.7 4.7 3.7 6.2 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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,729: 6,405 17,481 22,256 71,126 67,540 99,787 107,277: 17,942 10,452
Old : 117,729: 6,405 17,481 22,256 71,126 67,540 99,787 107,277: 17,942 10,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -2,986: -3,038 -32 -14 -729 -2,494 -3,781 -2,540: 795 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 14.8 18.9 60.4 57.4 84.8 91.1: 15.2 8.9
Old : 100.0: 5.4 14.8 18.9 60.4 57.4 84.8 91.1: 15.2 8.9
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 : 35: 1 5 6 27 26 33 32:
Old : 35: 1 5 6 27 26 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 : 32.3 32.2 49.5 50.5 15.3 17.0 24.3 24.4
Old : 32.3 32.2 49.5 50.5 15.3 17.0 24.3 24.4
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, October 28, 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 : 127,944: 18,390 0 7,708 96,391 106,088 122,489 113,796: 5,455 14,148
Old : 127,944: 18,390 0 7,708 96,391 106,088 122,489 113,796: 5,455 14,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,797: -144 0 -312 3,959 1,717 3,503 1,405: -1,706 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.0 6.0 75.3 82.9 95.7 88.9: 4.3 11.1
Old : 100.0: 14.4 0.0 6.0 75.3 82.9 95.7 88.9: 4.3 11.1
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 0 3 23 23 27 26:
Old : 32: 4 0 3 23 23 27 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 : 54.7 58.3 71.6 70.8 50.3 53.4 63.4 63.0
Old : 54.7 58.3 71.6 70.8 50.3 53.4 63.4 63.0
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, October 28, 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 : 101,610: 4,880 240 0 91,762 95,606 96,642 95,846: 4,968 5,764
Old : 101,610: 4,880 240 0 91,762 95,606 96,642 95,846: 4,968 5,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 5,325: 0 0 0 5,205 4,775 5,205 4,775: 120 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.2 0.0 90.3 94.1 95.1 94.3: 4.9 5.7
Old : 100.0: 4.8 0.2 0.0 90.3 94.1 95.1 94.3: 4.9 5.7
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 : 27: 2 1 0 14 18 16 19:
Old : 27: 2 1 0 14 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 76.7 87.8 86.7 64.3 64.4 71.4 71.8
Old : 72.9 76.7 87.8 86.7 64.3 64.4 71.4 71.8
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, October 28, 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 : 236,483: 12,227 10,488 5,048 205,510 210,783 222,785 226,319: 13,698 10,164
Old : 236,483: 12,227 10,488 5,048 205,510 210,783 222,785 226,319: 13,698 10,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 7,386: -760 1,177 423 9,170 7,425 8,833 9,025: -1,447 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.4 2.1 86.9 89.1 94.2 95.7: 5.8 4.3
Old : 100.0: 5.2 4.4 2.1 86.9 89.1 94.2 95.7: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 5 4 43 35 49 41:
Old : 53: 3 5 4 43 35 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 60.8 47.6 73.6 27.6 58.6 44.8 66.6
Old : 29.1 60.8 47.6 73.6 27.6 58.6 44.8 66.6
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, October 28, 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 : 202,458: 2,414 17,257 9,938 179,695 171,733 192,047 198,928: 10,411 3,530
Old : 202,458: 2,414 17,257 9,938 179,695 171,733 192,047 198,928: 10,411 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,912: -120 -589 235 2,140 4,084 2,255 3,730: -343 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 8.5 4.9 88.8 84.8 94.9 98.3: 5.1 1.7
Old : 100.0: 1.2 8.5 4.9 88.8 84.8 94.9 98.3: 5.1 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 : 48: 3 4 6 37 35 43 42:
Old : 48: 3 4 6 37 35 43 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 : 31.2 37.6 51.6 59.4 22.8 34.8 37.0 52.4
Old : 31.2 37.6 51.6 59.4 22.8 34.8 37.0 52.4
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, October 28, 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 : 258,246: 2,769 7,480 17,838 223,455 223,056 244,062 248,374: 14,184 9,872
Old : 258,246: 2,769 7,480 17,838 223,455 223,056 244,062 248,374: 14,184 9,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 5,723: -2,315 2,237 996 8,055 4,519 6,736 7,752: -1,013 -2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.9 6.9 86.5 86.4 94.5 96.2: 5.5 3.8
Old : 100.0: 1.1 2.9 6.9 86.5 86.4 94.5 96.2: 5.5 3.8
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 : 58: 4 4 7 43 45 50 53:
Old : 58: 4 4 7 43 45 50 53:
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 : 27.6 27.3 47.3 46.2 24.0 23.9 35.3 36.5
Old : 27.6 27.3 47.3 46.2 24.0 23.9 35.3 36.5
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, October 28, 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 : 203,031: 19,256 6,766 25,194 152,941 163,943 197,391 195,903: 5,640 7,128
Old : 203,031: 19,256 6,766 25,194 152,941 163,943 197,391 195,903: 5,640 7,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 3,407: -189 -443 -393 3,615 3,933 3,033 3,097: 374 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.3 12.4 75.3 80.7 97.2 96.5: 2.8 3.5
Old : 100.0: 9.5 3.3 12.4 75.3 80.7 97.2 96.5: 2.8 3.5
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 : 49: 6 4 7 37 35 46 43:
Old : 49: 6 4 7 37 35 46 43:
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 : 32.9 30.5 55.5 49.0 28.1 22.4 42.8 33.2
Old : 32.9 30.5 55.5 49.0 28.1 22.4 42.8 33.2
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, October 28, 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 : 47,633: 248 431 341 39,401 36,879 39,990 37,651: 7,643 9,982
Old : 47,633: 248 431 341 39,401 36,879 39,990 37,651: 7,643 9,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,182: 0 -919 -540 984 2,095 444 636: 738 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 0.7 82.7 77.4 84.0 79.0: 16.0 21.0
Old : 100.0: 0.5 0.9 0.7 82.7 77.4 84.0 79.0: 16.0 21.0
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 : 21: 1 1 1 16 15 18 16:
Old : 21: 1 1 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 40.8 68.8 60.9 37.6 30.9 47.7 44.9
Old : 47.5 40.8 68.8 60.9 37.6 30.9 47.7 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 3,720,085: 1,091,782 261,086 1,194,509 1,402,547 2,237,875 3,688,838 3,693,470: 31,247 26,615
Old : 3,720,085: 1,091,782 261,086 1,194,509 1,402,547 2,237,875 3,688,838 3,693,470: 31,247 26,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -189,284: -266,892 -239,868 39,301 31,318 -2,271 -196,273 -202,838: 6,989 13,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.0 32.1 37.7 60.2 99.2 99.3: 0.8 0.7
Old : 100.0: 29.3 7.0 32.1 37.7 60.2 99.2 99.3: 0.8 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 : 174: 28 25 47 113 102 164 152:
Old : 174: 28 25 47 113 102 164 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 33.3 51.5 48.3 25.5 22.0 28.4 30.0
Old : 41.8 33.3 51.5 48.3 25.5 22.0 28.4 30.0
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, October 28, 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 : 1,287,279: 188,500 368,037 340,987 753,592 568,581 1,283,079 1,277,605: 4,200 9,674
Old : 1,287,279: 188,500 368,037 340,987 753,592 568,581 1,283,079 1,277,605: 4,200 9,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 82,761: -23,518 -103,418 76,594 29,892 101,650 82,968 74,826: -207 7,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 28.6 26.5 58.5 44.2 99.7 99.2: 0.3 0.8
Old : 100.0: 14.6 28.6 26.5 58.5 44.2 99.7 99.2: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 22 25 40 42 40 85 84:
Old : 92: 22 25 40 42 40 85 84:
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 : 29.9 42.1 51.1 57.0 21.1 27.4 32.6 35.5
Old : 29.9 42.1 51.1 57.0 21.1 27.4 32.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 2,863: 275 150 200 2,388 2,413 2,863 2,763: 0 100
Old : 2,863: 275 150 200 2,388 2,413 2,863 2,763: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 350: 50 150 200 100 -100 350 250: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.2 7.0 83.4 84.3 100.0 96.5: 0.0 3.5
Old : 100.0: 9.6 5.2 7.0 83.4 84.3 100.0 96.5: 0.0 3.5
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: 2 1 1 13 11 16 12:
Old : 22: 2 1 1 13 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 68.3 72.6 87.5 41.1 63.9 68.6 77.3
Old : 42.0 68.3 72.6 87.5 41.1 63.9 68.6 77.3
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, October 28, 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 : 108,633: 4,841 585 14,506 88,619 93,019 107,965 108,110: 668 523
Old : 108,633: 4,841 585 14,506 88,619 93,019 107,965 108,110: 668 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,237: 1,083 258 107 3,066 3,689 4,256 4,053: -18 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.5 13.4 81.6 85.6 99.4 99.5: 0.6 0.5
Old : 100.0: 4.5 0.5 13.4 81.6 85.6 99.4 99.5: 0.6 0.5
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 : 44: 7 5 8 31 30 42 39:
Old : 44: 7 5 8 31 30 42 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 : 42.9 45.3 65.4 69.5 9.2 12.3 13.4 16.9
Old : 42.9 45.3 65.4 69.5 9.2 12.3 13.4 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,452: 128 228 0 8,666 8,671 8,794 8,899: 658 553
Old : 9,452: 128 228 0 8,666 8,671 8,794 8,899: 658 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 124: 0 0 0 -256 105 -256 105: 380 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.4 0.0 91.7 91.7 93.0 94.1: 7.0 5.9
Old : 100.0: 1.4 2.4 0.0 91.7 91.7 93.0 94.1: 7.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 14 10 15 12:
Old : 20: 1 2 0 14 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 79.0 81.4 90.3 43.9 66.5 68.9 72.3
Old : 46.4 79.0 81.4 90.3 43.9 66.5 68.9 72.3
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, October 28, 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 : 35,206: 2,463 106 813 30,540 33,487 33,816 34,405: 1,390 801
Old : 35,206: 2,463 106 813 30,540 33,487 33,816 34,405: 1,390 801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,781: -243 17 -19 1,563 1,705 1,302 1,704: 479 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.3 2.3 86.7 95.1 96.1 97.7: 3.9 2.3
Old : 100.0: 7.0 0.3 2.3 86.7 95.1 96.1 97.7: 3.9 2.3
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 : 25: 1 1 2 21 21 23 23:
Old : 25: 1 1 2 21 21 23 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 : 56.9 79.6 77.4 89.5 19.7 27.0 26.1 29.5
Old : 56.9 79.6 77.4 89.5 19.7 27.0 26.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,526: 0 120 0 12,396 12,036 12,396 12,156: 1,130 1,370
Old : 13,526: 0 120 0 12,396 12,036 12,396 12,156: 1,130 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 98: 0 0 0 44 136 44 136: 54 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 91.6 89.0 91.6 89.9: 8.4 10.1
Old : 100.0: 0.0 0.9 0.0 91.6 89.0 91.6 89.9: 8.4 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 : 21: 0 1 0 17 15 17 16:
Old : 21: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 61.5 68.5 78.3 37.7 47.3 53.0 56.9
Old : 47.2 61.5 68.5 78.3 37.7 47.3 53.0 56.9
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, October 28, 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 : 35,392: 0 640 2,240 30,642 31,284 32,882 34,164: 2,510 1,228
Old : 35,392: 0 640 2,240 30,642 31,284 32,882 34,164: 2,510 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 544: 0 0 0 408 472 408 472: 136 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 6.3 86.6 88.4 92.9 96.5: 7.1 3.5
Old : 100.0: 0.0 1.8 6.3 86.6 88.4 92.9 96.5: 7.1 3.5
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 : 27: 0 2 2 24 19 26 21:
Old : 27: 0 2 2 24 19 26 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 : 51.2 52.0 69.0 77.5 15.4 18.8 24.4 26.7
Old : 51.2 52.0 69.0 77.5 15.4 18.8 24.4 26.7
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, October 28, 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 : 32,514: 0 60 180 32,154 31,052 32,334 31,292: 180 1,222
Old : 32,514: 0 60 180 32,154 31,052 32,334 31,292: 180 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -120: 0 0 0 -130 -120 -130 -120: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.6 98.9 95.5 99.4 96.2: 0.6 3.8
Old : 100.0: 0.0 0.2 0.6 98.9 95.5 99.4 96.2: 0.6 3.8
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 : 25: 0 1 1 22 18 23 19:
Old : 25: 0 1 1 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 72.7 82.6 82.6 59.9 70.7 77.1 77.8
Old : 62.6 72.7 82.6 82.6 59.9 70.7 77.1 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 11,876: 0 1,097 638 9,866 9,865 10,504 11,600: 1,372 276
Old : 11,876: 0 1,097 638 9,866 9,865 10,504 11,600: 1,372 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 540: 0 91 -37 510 1,133 473 1,187: 67 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 5.4 83.1 83.1 88.4 97.7: 11.6 2.3
Old : 100.0: 0.0 9.2 5.4 83.1 83.1 88.4 97.7: 11.6 2.3
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 : 21: 0 2 2 18 17 20 19:
Old : 21: 0 2 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 42.4 66.6 72.5 23.3 28.9 30.8 40.4
Old : 46.3 42.4 66.6 72.5 23.3 28.9 30.8 40.4
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, October 28, 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 : 11,934: 120 0 0 11,602 11,192 11,722 11,192: 212 742
Old : 11,934: 120 0 0 11,602 11,192 11,722 11,192: 212 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 130: 0 0 0 130 130 130 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.2 93.8 98.2 93.8: 1.8 6.2
Old : 100.0: 1.0 0.0 0.0 97.2 93.8 98.2 93.8: 1.8 6.2
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 : 25: 1 0 0 21 17 22 17:
Old : 25: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 40.7 75.9 71.7 44.8 33.3 60.3 53.4
Old : 47.4 40.7 75.9 71.7 44.8 33.3 60.3 53.4
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, October 28, 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 : 9,738: 0 25 0 9,688 9,304 9,688 9,329: 50 409
Old : 9,738: 0 25 0 9,688 9,304 9,688 9,329: 50 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 566: 0 25 0 546 556 546 581: 20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 99.5 95.5 99.5 95.8: 0.5 4.2
Old : 100.0: 0.0 0.3 0.0 99.5 95.5 99.5 95.8: 0.5 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 : 25: 0 1 0 19 20 19 21:
Old : 25: 0 1 0 19 20 19 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 : 66.8 55.1 85.0 77.5 64.4 48.9 68.3 60.6
Old : 66.8 55.1 85.0 77.5 64.4 48.9 68.3 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, October 28, 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 : 3,220,414: 189,770 117,403 1,400,187 1,581,549 1,636,922 3,171,507 3,154,513: 48,907 65,901
Old : 3,220,414: 189,770 117,403 1,400,187 1,581,549 1,636,922 3,171,507 3,154,513: 48,907 65,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 223,561: 13,175 10,330 116,014 91,101 94,324 220,291 220,668: 3,271 2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.6 43.5 49.1 50.8 98.5 98.0: 1.5 2.0
Old : 100.0: 5.9 3.6 43.5 49.1 50.8 98.5 98.0: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 99 108 150 76 95 259 278:
Old : 314: 99 108 150 76 95 259 278:
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 : 32.3 31.3 46.8 45.8 4.2 2.7 5.8 3.8
Old : 32.3 31.3 46.8 45.8 4.2 2.7 5.8 3.8
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, October 28, 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 : 118,876: 11,076 12,888 33,256 72,363 70,967 116,695 117,111: 2,181 1,765
Old : 118,876: 11,076 12,888 33,256 72,363 70,967 116,695 117,111: 2,181 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 21,865: 3,344 56 873 17,735 20,878 21,952 21,808: -87 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.8 28.0 60.9 59.7 98.2 98.5: 1.8 1.5
Old : 100.0: 9.3 10.8 28.0 60.9 59.7 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 9 13 15 11 29 26:
Old : 32: 7 9 13 15 11 29 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 : 72.1 55.6 82.6 79.5 39.7 31.6 45.2 41.8
Old : 72.1 55.6 82.6 79.5 39.7 31.6 45.2 41.8
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, October 28, 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 : 173,512: 26,849 15,209 10,866 101,861 93,538 139,576 119,613: 33,936 53,899
Old : 173,512: 26,849 15,209 10,866 101,861 93,538 139,576 119,613: 33,936 53,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 14,821: 2,600 2,937 -1,030 11,775 10,065 13,345 11,972: 1,476 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.8 6.3 58.7 53.9 80.4 68.9: 19.6 31.1
Old : 100.0: 15.5 8.8 6.3 58.7 53.9 80.4 68.9: 19.6 31.1
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 : 31: 3 5 7 20 21 27 29:
Old : 31: 3 5 7 20 21 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 : 37.9 24.6 55.8 40.5 32.5 19.6 44.4 33.2
Old : 37.9 24.6 55.8 40.5 32.5 19.6 44.4 33.2
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, October 28, 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 : 435,343: 37,358 15,054 192,419 202,903 224,605 432,679 432,078: 2,664 3,265
Old : 435,343: 37,358 15,054 192,419 202,903 224,605 432,679 432,078: 2,664 3,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 31,396: 5,583 2,911 12,283 12,722 15,203 30,588 30,396: 808 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.5 44.2 46.6 51.6 99.4 99.3: 0.6 0.7
Old : 100.0: 8.6 3.5 44.2 46.6 51.6 99.4 99.3: 0.6 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 : 87: 23 30 45 34 34 84 82:
Old : 87: 23 30 45 34 34 84 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 28.6 43.8 47.9 6.8 7.1 10.2 8.9
Old : 24.2 28.6 43.8 47.9 6.8 7.1 10.2 8.9
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, October 28, 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 : 415,937: 17,310 8,264 92,466 295,712 301,360 405,488 402,090: 10,448 13,847
Old : 415,937: 17,310 8,264 92,466 295,712 301,360 405,488 402,090: 10,448 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 57,877: 4,739 740 6,895 45,551 49,445 57,185 57,080: 692 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.0 22.2 71.1 72.5 97.5 96.7: 2.5 3.3
Old : 100.0: 4.2 2.0 22.2 71.1 72.5 97.5 96.7: 2.5 3.3
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 : 44: 7 3 10 33 33 43 43:
Old : 44: 7 3 10 33 33 43 43:
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 32.4 52.7 48.5 11.5 11.7 15.3 16.3
Old : 33.5 32.4 52.7 48.5 11.5 11.7 15.3 16.3
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, October 28, 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 : 48,172: 80 925 835 45,982 43,990 46,897 45,750: 1,275 2,422
Old : 48,172: 80 925 835 45,982 43,990 46,897 45,750: 1,275 2,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,492: -125 25 100 4,192 2,895 4,167 3,020: 325 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.9 1.7 95.5 91.3 97.4 95.0: 2.6 5.0
Old : 100.0: 0.2 1.9 1.7 95.5 91.3 97.4 95.0: 2.6 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 : 53: 2 4 3 39 40 43 46:
Old : 53: 2 4 3 39 40 43 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 : 43.1 32.3 66.5 55.1 21.1 14.1 25.6 20.1
Old : 43.1 32.3 66.5 55.1 21.1 14.1 25.6 20.1
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, October 28, 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 : 196,155: 18,527 35,309 36,549 129,547 116,875 184,623 188,733: 11,532 7,422
Old : 196,155: 18,527 35,309 36,549 129,547 116,875 184,623 188,733: 11,532 7,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,029: 506 27 70 -31 803 545 900: 484 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.0 18.6 66.0 59.6 94.1 96.2: 5.9 3.8
Old : 100.0: 9.4 18.0 18.6 66.0 59.6 94.1 96.2: 5.9 3.8
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 : 56: 11 22 26 23 22 50 54:
Old : 56: 11 22 26 23 22 50 54:
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 : 38.2 31.7 57.3 55.7 20.6 12.6 26.4 20.0
Old : 38.2 31.7 57.3 55.7 20.6 12.6 26.4 20.0
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, October 28, 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 : 33,765: 6,242 9,798 4,936 19,748 16,696 30,926 31,430: 2,839 2,335
Old : 33,765: 6,242 9,798 4,936 19,748 16,696 30,926 31,430: 2,839 2,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 800: 0 0 500 300 300 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 29.0 14.6 58.5 49.4 91.6 93.1: 8.4 6.9
Old : 100.0: 18.5 29.0 14.6 58.5 49.4 91.6 93.1: 8.4 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 : 25: 6 5 6 11 12 20 21:
Old : 25: 6 5 6 11 12 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 45.5 72.8 69.2 43.7 39.3 52.5 52.6
Old : 58.5 45.5 72.8 69.2 43.7 39.3 52.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 60,288: 971 8,305 1,836 48,269 38,782 51,076 48,923: 9,212 11,365
Old : 60,288: 971 8,305 1,836 48,269 38,782 51,076 48,923: 9,212 11,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 3,689: -960 930 700 4,769 599 4,509 2,229: -820 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.8 3.0 80.1 64.3 84.7 81.1: 15.3 18.9
Old : 100.0: 1.6 13.8 3.0 80.1 64.3 84.7 81.1: 15.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 4 17 16 21 20:
Old : 22: 1 3 4 17 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 42.0 67.7 62.9 25.1 23.3 33.3 29.1
Old : 48.8 42.0 67.7 62.9 25.1 23.3 33.3 29.1
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, October 28, 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 : 15,683: 0 1,020 0 15,533 14,513 15,533 15,533: 150 150
Old : 15,683: 0 1,020 0 15,533 14,513 15,533 15,533: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 3,460: 0 300 0 3,310 3,010 3,310 3,310: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 99.0 92.5 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 6.5 0.0 99.0 92.5 99.0 99.0: 1.0 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 : 35: 0 4 0 23 26 23 30:
Old : 35: 0 4 0 23 26 23 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 : 46.7 43.8 71.0 60.7 32.4 34.1 45.8 43.2
Old : 46.7 43.8 71.0 60.7 32.4 34.1 45.8 43.2
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, October 28, 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 : 14,186: 9,369 3,438 0 2,953 9,724 12,322 13,162: 1,864 1,024
Old : 14,186: 9,369 3,438 0 2,953 9,724 12,322 13,162: 1,864 1,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -338: -224 12 -15 -81 -334 -320 -337: -18 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 24.2 0.0 20.8 68.5 86.9 92.8: 13.1 7.2
Old : 100.0: 66.0 24.2 0.0 20.8 68.5 86.9 92.8: 13.1 7.2
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 : 104: 42 23 0 18 22 60 45:
Old : 104: 42 23 0 18 22 60 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 : 39.3 42.4 50.2 60.3 39.2 42.4 50.1 60.3
Old : 39.3 42.4 50.2 60.3 39.2 42.4 50.1 60.3
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, October 28, 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 : 15,434: 8,440 1,256 79 4,431 12,539 12,950 13,874: 2,484 1,560
Old : 15,434: 8,440 1,256 79 4,431 12,539 12,950 13,874: 2,484 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 328: 312 58 -96 1 570 217 532: 111 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 8.1 0.5 28.7 81.2 83.9 89.9: 16.1 10.1
Old : 100.0: 54.7 8.1 0.5 28.7 81.2 83.9 89.9: 16.1 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 : 64: 25 10 3 12 19 39 30:
Old : 64: 25 10 3 12 19 39 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 : 37.4 37.3 55.1 57.9 37.4 37.3 55.1 57.9
Old : 37.4 37.3 55.1 57.9 37.4 37.3 55.1 57.9
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, October 28, 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 : 181,771: 42,228 11,787 28,078 96,524 130,504 166,830 170,370: 14,942 11,401
Old : 181,771: 42,228 11,787 28,078 96,524 130,504 166,830 170,370: 14,942 11,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -2,308: 1,958 -2,459 -931 -4,057 463 -3,030 -2,926: 721 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 6.5 15.4 53.1 71.8 91.8 93.7: 8.2 6.3
Old : 100.0: 23.2 6.5 15.4 53.1 71.8 91.8 93.7: 8.2 6.3
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 : 151: 42 21 35 68 77 128 118:
Old : 151: 42 21 35 68 77 128 118:
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 : 22.0 28.0 32.0 39.3 10.1 12.5 16.9 20.4
Old : 22.0 28.0 32.0 39.3 10.1 12.5 16.9 20.4
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, October 28, 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 : 7,886: 150 100 100 7,378 7,390 7,628 7,590: 258 296
Old : 7,886: 150 100 100 7,378 7,390 7,628 7,590: 258 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 522: 0 0 0 322 272 322 272: 200 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.3 1.3 93.6 93.7 96.7 96.2: 3.3 3.8
Old : 100.0: 1.9 1.3 1.3 93.6 93.7 96.7 96.2: 3.3 3.8
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 : 36: 1 1 1 28 26 30 28:
Old : 36: 1 1 1 28 26 30 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 : 32.8 36.5 52.7 60.2 20.1 23.1 30.9 31.3
Old : 32.8 36.5 52.7 60.2 20.1 23.1 30.9 31.3
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, October 28, 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 : 18,473: 1,255 342 425 15,743 17,301 17,423 18,068: 1,050 405
Old : 18,473: 1,255 342 425 15,743 17,301 17,423 18,068: 1,050 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,783: 0 0 0 1,559 1,708 1,559 1,708: 224 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.9 2.3 85.2 93.7 94.3 97.8: 5.7 2.2
Old : 100.0: 6.8 1.9 2.3 85.2 93.7 94.3 97.8: 5.7 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 : 42: 2 1 2 28 28 31 30:
Old : 42: 2 1 2 28 28 31 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 : 57.3 49.0 73.7 73.5 55.9 44.7 67.3 66.9
Old : 57.3 49.0 73.7 73.5 55.9 44.7 67.3 66.9
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, October 28, 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 : 4,324: 90 610 0 3,733 3,499 3,823 4,109: 501 215
Old : 4,324: 90 610 0 3,733 3,499 3,823 4,109: 501 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 817: 0 0 0 787 792 787 792: 30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 14.1 0.0 86.3 80.9 88.4 95.0: 11.6 5.0
Old : 100.0: 2.1 14.1 0.0 86.3 80.9 88.4 95.0: 11.6 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 : 23: 1 1 0 17 15 18 16:
Old : 23: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 63.5 67.3 83.8 25.0 39.6 34.8 47.2
Old : 48.6 63.5 67.3 83.8 25.0 39.6 34.8 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, October 28, 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 : 5,135: 0 50 100 4,960 4,910 5,060 5,060: 75 75
Old : 5,135: 0 50 100 4,960 4,910 5,060 5,060: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,350: 0 50 0 1,500 1,314 1,500 1,364: -150 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.9 96.6 95.6 98.5 98.5: 1.5 1.5
Old : 100.0: 0.0 1.0 1.9 96.6 95.6 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 19 19 20 21:
Old : 31: 0 1 1 19 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 53.6 70.1 71.3 44.3 51.6 68.8 66.9
Old : 45.3 53.6 70.1 71.3 44.3 51.6 68.8 66.9
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, October 28, 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 : 12,874: 425 159 0 11,727 12,610 12,152 12,769: 722 105
Old : 12,874: 425 159 0 11,727 12,610 12,152 12,769: 722 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,351: 0 0 0 2,255 2,351 2,255 2,351: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.2 0.0 91.1 97.9 94.4 99.2: 5.6 0.8
Old : 100.0: 3.3 1.2 0.0 91.1 97.9 94.4 99.2: 5.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 0 21 19 22 21:
Old : 31: 1 2 0 21 19 22 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 : 65.1 66.7 78.5 82.7 64.6 66.4 74.5 78.1
Old : 65.1 66.7 78.5 82.7 64.6 66.4 74.5 78.1
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, October 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,132: 45 375 212 5,747 5,475 6,004 6,062: 128 70
Old : 6,132: 45 375 212 5,747 5,475 6,004 6,062: 128 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 862: 45 170 0 765 640 810 810: 52 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.1 3.5 93.7 89.3 97.9 98.9: 2.1 1.1
Old : 100.0: 0.7 6.1 3.5 93.7 89.3 97.9 98.9: 2.1 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 3 1 20 17 22 20:
Old : 27: 1 3 1 20 17 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 54.2 68.2 75.0 40.7 43.0 56.4 57.3
Old : 45.2 54.2 68.2 75.0 40.7 43.0 56.4 57.3
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, October 28, 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 : 35,465: 4,914 12,396 1,320 25,752 18,533 31,986 32,249: 3,479 3,216
Old : 35,465: 4,914 12,396 1,320 25,752 18,533 31,986 32,249: 3,479 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 3,301: 845 900 -238 1,965 2,324 2,572 2,986: 729 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 35.0 3.7 72.6 52.3 90.2 90.9: 9.8 9.1
Old : 100.0: 13.9 35.0 3.7 72.6 52.3 90.2 90.9: 9.8 9.1
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 : 38: 5 5 4 21 27 27 35:
Old : 38: 5 5 4 21 27 27 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 : 41.5 47.1 62.0 63.3 37.5 45.3 56.2 60.5
Old : 41.5 47.1 62.0 63.3 37.5 45.3 56.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008