GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 26,790: 75 0 0 26,650 26,725 26,725 26,725: 65 65
Old : 26,790: 75 0 0 26,650 26,725 26,725 26,725: 65 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,342: 0 0 0 4,392 4,392 4,392 4,392: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.5 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.3 0.0 0.0 99.5 99.8 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 : 46: 1 0 0 40 35 41 35:
Old : 46: 1 0 0 40 35 41 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 : 50.9 60.9 67.4 79.8 46.5 55.6 58.7 66.7
Old : 50.9 60.9 67.4 79.8 46.5 55.6 58.7 66.7
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,315: 100 770 285 15,780 15,220 16,165 16,275: 150 40
Old : 16,315: 100 770 285 15,780 15,220 16,165 16,275: 150 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,846: 0 0 150 1,681 1,671 1,831 1,821: 15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.7 1.7 96.7 93.3 99.1 99.8: 0.9 0.2
Old : 100.0: 0.6 4.7 1.7 96.7 93.3 99.1 99.8: 0.9 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 : 42: 1 2 3 28 34 32 38:
Old : 42: 1 2 3 28 34 32 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 32.6 66.0 54.7 27.5 19.8 36.6 31.9
Old : 39.6 32.6 66.0 54.7 27.5 19.8 36.6 31.9
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,655: 144 177 137 8,043 8,462 8,324 8,776: 1,331 879
Old : 9,655: 144 177 137 8,043 8,462 8,324 8,776: 1,331 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,067: 4 28 -8 640 1,035 636 1,055: 431 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.8 1.4 83.3 87.6 86.2 90.9: 13.8 9.1
Old : 100.0: 1.5 1.8 1.4 83.3 87.6 86.2 90.9: 13.8 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 : 42: 3 2 4 30 36 34 41:
Old : 42: 3 2 4 30 36 34 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 : 34.4 28.2 50.1 48.8 31.0 23.3 42.1 36.6
Old : 34.4 28.2 50.1 48.8 31.0 23.3 42.1 36.6
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, November 18, 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 : 7,498: 90 185 130 6,461 6,481 6,681 6,796: 817 702
Old : 7,498: 90 185 130 6,461 6,481 6,681 6,796: 817 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 637: 0 55 60 563 561 623 676: 14 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.5 1.7 86.2 86.4 89.1 90.6: 10.9 9.4
Old : 100.0: 1.2 2.5 1.7 86.2 86.4 89.1 90.6: 10.9 9.4
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 : 47: 2 4 4 39 37 44 42:
Old : 47: 2 4 4 39 37 44 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 : 32.3 23.9 47.5 43.9 29.4 21.6 41.1 36.9
Old : 32.3 23.9 47.5 43.9 29.4 21.6 41.1 36.9
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,112: 0 169 0 3,110 3,031 3,110 3,200: 1,002 912
Old : 4,112: 0 169 0 3,110 3,031 3,110 3,200: 1,002 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 0.0 75.6 73.7 75.6 77.8: 24.4 22.2
Old : 100.0: 0.0 4.1 0.0 75.6 73.7 75.6 77.8: 24.4 22.2
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 : 22: 0 1 0 16 18 16 19:
Old : 22: 0 1 0 16 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 : 50.4 38.4 66.1 55.3 48.5 37.3 54.8 48.4
Old : 50.4 38.4 66.1 55.3 48.5 37.3 54.8 48.4
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, November 18, 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 : 275,685: 23,027 15,251 64,124 157,935 169,918 245,087 249,293: 30,598 26,392
Old : 275,685: 23,027 15,251 64,124 157,935 169,918 245,087 249,293: 30,598 26,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 8,455: -982 2,048 -574 10,633 6,899 9,077 8,372: -622 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.5 23.3 57.3 61.6 88.9 90.4: 11.1 9.6
Old : 100.0: 8.4 5.5 23.3 57.3 61.6 88.9 90.4: 11.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 28 22 43 72 74 123 123:
Old : 137: 28 22 43 72 74 123 123:
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 : 24.0 24.1 35.8 36.7 12.1 13.6 16.5 18.1
Old : 24.0 24.1 35.8 36.7 12.1 13.6 16.5 18.1
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 14,698: 2,766 3,942 6,923 4,237 3,345 13,925 14,210: 773 488
Old : 14,698: 2,766 3,942 6,923 4,237 3,345 13,925 14,210: 773 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 379: 429 60 18 -93 257 354 336: 25 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.8 47.1 28.8 22.8 94.7 96.7: 5.3 3.3
Old : 100.0: 18.8 26.8 47.1 28.8 22.8 94.7 96.7: 5.3 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 : 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 : 48.4 58.9 67.4 77.6 20.8 31.6 29.7 35.8
Old : 48.4 58.9 67.4 77.6 20.8 31.6 29.7 35.8
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, November 18, 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 : 14,127: 61 1,913 250 13,261 11,409 13,572 13,572: 555 555
Old : 14,127: 61 1,913 250 13,261 11,409 13,572 13,572: 555 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 885: 0 175 0 645 470 645 645: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.5 1.8 93.9 80.8 96.1 96.1: 3.9 3.9
Old : 100.0: 0.4 13.5 1.8 93.9 80.8 96.1 96.1: 3.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 6 3 35 40 39 47:
Old : 54: 2 6 3 35 40 39 47:
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 : 36.4 27.8 56.7 46.0 32.8 26.5 49.9 44.1
Old : 36.4 27.8 56.7 46.0 32.8 26.5 49.9 44.1
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,120: 0 50 0 9,695 9,945 9,695 9,995: 425 125
Old : 10,120: 0 50 0 9,695 9,945 9,695 9,995: 425 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,300: 0 0 0 1,900 1,200 1,900 1,200: -600 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 95.8 98.3 95.8 98.8: 4.2 1.2
Old : 100.0: 0.0 0.5 0.0 95.8 98.3 95.8 98.8: 4.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 22 28 22 29:
Old : 32: 0 1 0 22 28 22 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 : 62.9 57.0 79.4 76.0 59.2 56.0 69.5 70.1
Old : 62.9 57.0 79.4 76.0 59.2 56.0 69.5 70.1
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, November 18, 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 : 1,076,607: 98,814 242,609 444,657 452,549 349,048 996,020 1,036,315: 80,587 40,292
Old : 1,076,607: 98,814 242,609 444,657 452,549 349,048 996,020 1,036,315: 80,587 40,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -6,714: -5,940 -6,003 121 -745 -245 -6,564 -6,127: -150 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 22.5 41.3 42.0 32.4 92.5 96.3: 7.5 3.7
Old : 100.0: 9.2 22.5 41.3 42.0 32.4 92.5 96.3: 7.5 3.7
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 : 217: 66 65 90 76 65 197 171:
Old : 217: 66 65 90 76 65 197 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 48.0 46.5 59.1 6.5 17.4 10.2 20.1
Old : 34.4 48.0 46.5 59.1 6.5 17.4 10.2 20.1
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, November 18, 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 : 36,406: 15,596 20,491 5,736 14,876 9,920 36,208 36,146: 198 260
Old : 36,406: 15,596 20,491 5,736 14,876 9,920 36,208 36,146: 198 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,733: 958 520 451 320 768 1,728 1,738: 5 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 56.3 15.8 40.9 27.2 99.5 99.3: 0.5 0.7
Old : 100.0: 42.8 56.3 15.8 40.9 27.2 99.5 99.3: 0.5 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 : 30: 6 14 13 8 10 22 29:
Old : 30: 6 14 13 8 10 22 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 : 89.0 65.8 95.4 83.0 63.9 53.4 65.2 60.0
Old : 89.0 65.8 95.4 83.0 63.9 53.4 65.2 60.0
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, November 18, 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 : 95,212: 511 2,611 3,549 84,547 80,248 88,607 86,408: 6,605 8,804
Old : 95,212: 511 2,611 3,549 84,547 80,248 88,607 86,408: 6,605 8,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,009: 450 197 46 3,513 3,462 4,009 3,705: 0 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.7 3.7 88.8 84.3 93.1 90.8: 6.9 9.2
Old : 100.0: 0.5 2.7 3.7 88.8 84.3 93.1 90.8: 6.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 25 23 27 26:
Old : 29: 1 2 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 : 49.6 43.6 65.6 62.0 44.1 36.9 55.9 50.8
Old : 49.6 43.6 65.6 62.0 44.1 36.9 55.9 50.8
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, November 18, 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 : 55,365: 2,541 8,734 4,064 42,470 33,002 49,075 45,800: 6,290 9,565
Old : 55,365: 2,541 8,734 4,064 42,470 33,002 49,075 45,800: 6,290 9,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -290: 0 357 -543 929 146 386 -40: -676 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.8 7.3 76.7 59.6 88.6 82.7: 11.4 17.3
Old : 100.0: 4.6 15.8 7.3 76.7 59.6 88.6 82.7: 11.4 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 : 26: 1 4 3 18 15 21 20:
Old : 26: 1 4 3 18 15 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 : 36.4 40.0 63.4 57.8 36.3 28.4 58.4 43.2
Old : 36.4 40.0 63.4 57.8 36.3 28.4 58.4 43.2
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, November 18, 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 : 89,778: 2,190 1,192 428 82,064 80,694 84,682 82,314: 5,096 7,464
Old : 89,778: 2,190 1,192 428 82,064 80,694 84,682 82,314: 5,096 7,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -232: 0 366 -62 1,384 715 1,322 1,019: -1,554 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.3 0.5 91.4 89.9 94.3 91.7: 5.7 8.3
Old : 100.0: 2.4 1.3 0.5 91.4 89.9 94.3 91.7: 5.7 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 1 29 29 31 31:
Old : 41: 2 1 1 29 29 31 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 : 47.5 33.4 65.4 52.0 39.2 30.0 52.5 43.2
Old : 47.5 33.4 65.4 52.0 39.2 30.0 52.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,494: 0 0 0 71,243 62,988 71,243 62,988: 12,251 20,506
Old : 83,494: 0 0 0 71,243 62,988 71,243 62,988: 12,251 20,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -428: 0 0 0 -863 -360 -863 -360: 435 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.3 75.4 85.3 75.4: 14.7 24.6
Old : 100.0: 0.0 0.0 0.0 85.3 75.4 85.3 75.4: 14.7 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 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 : 39.3 49.0 63.3 65.8 31.6 42.9 49.4 45.8
Old : 39.3 49.0 63.3 65.8 31.6 42.9 49.4 45.8
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, November 18, 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 : 76,972: 8,622 2,254 3,818 56,430 59,701 68,870 65,773: 8,102 11,199
Old : 76,972: 8,622 2,254 3,818 56,430 59,701 68,870 65,773: 8,102 11,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,015: -590 -1,667 866 1,189 1,898 1,465 1,097: 550 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 2.9 5.0 73.3 77.6 89.5 85.5: 10.5 14.5
Old : 100.0: 11.2 2.9 5.0 73.3 77.6 89.5 85.5: 10.5 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 : 28: 2 1 2 22 22 25 24:
Old : 28: 2 1 2 22 22 25 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 : 57.0 47.3 71.1 66.6 54.9 42.3 63.2 53.5
Old : 57.0 47.3 71.1 66.6 54.9 42.3 63.2 53.5
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, November 18, 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 : 89,928: 2,434 7,698 2,608 76,582 73,448 81,624 83,754: 8,304 6,174
Old : 89,928: 2,434 7,698 2,608 76,582 73,448 81,624 83,754: 8,304 6,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,134: -494 -1,015 444 2,709 3,821 2,659 3,250: 475 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.6 2.9 85.2 81.7 90.8 93.1: 9.2 6.9
Old : 100.0: 2.7 8.6 2.9 85.2 81.7 90.8 93.1: 9.2 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 : 43: 1 4 2 29 32 31 37:
Old : 43: 1 4 2 29 32 31 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 : 42.2 25.9 59.8 43.4 37.3 24.9 48.7 37.3
Old : 42.2 25.9 59.8 43.4 37.3 24.9 48.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 104,709: 13,052 372 4,899 77,474 80,495 95,425 85,766: 9,284 18,943
Old : 104,709: 13,052 372 4,899 77,474 80,495 95,425 85,766: 9,284 18,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,520: -1,961 0 41 5,486 2,641 3,566 2,682: -46 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.4 4.7 74.0 76.9 91.1 81.9: 8.9 18.1
Old : 100.0: 12.5 0.4 4.7 74.0 76.9 91.1 81.9: 8.9 18.1
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: 2 1 2 20 26 22 29:
Old : 32: 2 1 2 20 26 22 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 : 52.3 34.0 73.4 48.7 46.2 30.9 61.1 44.3
Old : 52.3 34.0 73.4 48.7 46.2 30.9 61.1 44.3
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, November 18, 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 : 39,423: 4,582 7,062 1,201 26,765 25,875 32,548 34,138: 6,875 5,285
Old : 39,423: 4,582 7,062 1,201 26,765 25,875 32,548 34,138: 6,875 5,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 61: -236 0 123 0 0 -113 123: 174 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.9 3.0 67.9 65.6 82.6 86.6: 17.4 13.4
Old : 100.0: 11.6 17.9 3.0 67.9 65.6 82.6 86.6: 17.4 13.4
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 : 20: 3 1 2 14 14 17 17:
Old : 20: 3 1 2 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 48.6 60.8 73.9 28.2 42.8 41.1 52.6
Old : 39.6 48.6 60.8 73.9 28.2 42.8 41.1 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, November 18, 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 : 84,430: 832 7,867 20,626 56,826 48,812 78,284 77,305: 6,146 7,125
Old : 84,430: 832 7,867 20,626 56,826 48,812 78,284 77,305: 6,146 7,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -192: -211 521 35 -124 -1,176 -300 -620: 108 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.3 24.4 67.3 57.8 92.7 91.6: 7.3 8.4
Old : 100.0: 1.0 9.3 24.4 67.3 57.8 92.7 91.6: 7.3 8.4
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 : 24: 2 2 3 13 14 17 17:
Old : 24: 2 2 3 13 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 52.4 78.7 75.1 36.4 26.5 46.0 42.7
Old : 63.2 52.4 78.7 75.1 36.4 26.5 46.0 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, November 18, 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 : 58,573: 0 0 0 50,310 50,017 50,310 50,017: 8,263 8,556
Old : 58,573: 0 0 0 50,310 50,017 50,310 50,017: 8,263 8,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,496: 0 0 0 3,036 2,894 3,036 2,894: 460 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.9 85.4 85.9 85.4: 14.1 14.6
Old : 100.0: 0.0 0.0 0.0 85.9 85.4 85.9 85.4: 14.1 14.6
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 : 26: 0 0 0 23 20 23 20:
Old : 26: 0 0 0 23 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 43.6 65.5 64.2 44.7 32.3 59.4 50.1
Old : 45.1 43.6 65.5 64.2 44.7 32.3 59.4 50.1
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, November 18, 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 : 91,715: 1,931 5,572 7,923 72,178 66,899 82,032 80,394: 9,683 11,321
Old : 91,715: 1,931 5,572 7,923 72,178 66,899 82,032 80,394: 9,683 11,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,357: 650 863 -279 4,200 4,038 4,571 4,622: -214 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.1 8.6 78.7 72.9 89.4 87.7: 10.6 12.3
Old : 100.0: 2.1 6.1 8.6 78.7 72.9 89.4 87.7: 10.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 5 5 27 28 33 34:
Old : 41: 2 5 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 : 40.8 25.8 59.5 44.2 36.7 21.3 50.8 35.5
Old : 40.8 25.8 59.5 44.2 36.7 21.3 50.8 35.5
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, November 18, 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 : 2,269,841: 117,495 71,039 1,030,331 1,116,979 1,164,425 2,264,805 2,265,795: 5,036 4,046
Old : 2,269,841: 117,495 71,039 1,030,331 1,116,979 1,164,425 2,264,805 2,265,795: 5,036 4,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 74,570: 8,319 10,858 29,982 36,201 33,826 74,503 74,667: 67 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.1 45.4 49.2 51.3 99.8 99.8: 0.2 0.2
Old : 100.0: 5.2 3.1 45.4 49.2 51.3 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 : 126: 42 25 63 59 57 125 121:
Old : 126: 42 25 63 59 57 125 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 29.6 49.6 47.7 4.5 3.5 6.2 5.3
Old : 33.3 29.6 49.6 47.7 4.5 3.5 6.2 5.3
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, November 18, 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 : 118,686: 8,358 19,470 21,231 71,732 65,677 101,321 106,378: 17,365 12,308
Old : 118,686: 8,358 19,470 21,231 71,732 65,677 101,321 106,378: 17,365 12,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,138: 1,113 -1,030 140 1,064 2,843 2,317 1,953: -179 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 16.4 17.9 60.4 55.3 85.4 89.6: 14.6 10.4
Old : 100.0: 7.0 16.4 17.9 60.4 55.3 85.4 89.6: 14.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 6 27 24 33 30:
Old : 34: 2 4 6 27 24 33 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 : 36.7 31.9 53.8 49.9 17.2 19.4 25.2 29.3
Old : 36.7 31.9 53.8 49.9 17.2 19.4 25.2 29.3
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, November 18, 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 : 129,752: 13,692 2,433 11,052 96,231 101,972 120,975 115,457: 8,777 14,295
Old : 129,752: 13,692 2,433 11,052 96,231 101,972 120,975 115,457: 8,777 14,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,288: 2,086 1,800 -1,051 2,213 4,180 3,248 4,929: 1,040 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.9 8.5 74.2 78.6 93.2 89.0: 6.8 11.0
Old : 100.0: 10.6 1.9 8.5 74.2 78.6 93.2 89.0: 6.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 4 20 22 26 26:
Old : 32: 4 2 4 20 22 26 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 : 52.2 62.4 68.5 73.6 50.1 53.2 62.0 62.0
Old : 52.2 62.4 68.5 73.6 50.1 53.2 62.0 62.0
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, November 18, 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 : 105,724: 4,900 0 0 100,824 104,682 105,724 104,682: 0 1,042
Old : 105,724: 4,900 0 0 100,824 104,682 105,724 104,682: 0 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 95.4 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 4.6 0.0 0.0 95.4 99.0 100.0 99.0: 0.0 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 : 22: 2 0 0 10 16 12 16:
Old : 22: 2 0 0 10 16 12 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 : 83.4 71.4 97.3 88.1 60.6 46.9 66.6 61.6
Old : 83.4 71.4 97.3 88.1 60.6 46.9 66.6 61.6
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, November 18, 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 : 226,610: 11,995 9,550 5,105 195,786 202,984 212,886 217,639: 13,724 8,971
Old : 226,610: 11,995 9,550 5,105 195,786 202,984 212,886 217,639: 13,724 8,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,639: -372 751 213 3,090 2,277 2,931 3,241: 708 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.2 2.3 86.4 89.6 93.9 96.0: 6.1 4.0
Old : 100.0: 5.3 4.2 2.3 86.4 89.6 93.9 96.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 4 3 42 35 47 40:
Old : 53: 3 4 3 42 35 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 61.9 48.3 74.8 29.0 59.4 45.2 68.3
Old : 30.1 61.9 48.3 74.8 29.0 59.4 45.2 68.3
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, November 18, 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 : 196,438: 1,144 14,790 9,021 174,549 165,026 184,714 188,837: 11,724 7,601
Old : 196,438: 1,144 14,790 9,021 174,549 165,026 184,714 188,837: 11,724 7,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,102: -1,689 871 -187 2,870 225 994 909: 108 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.5 4.6 88.9 84.0 94.0 96.1: 6.0 3.9
Old : 100.0: 0.6 7.5 4.6 88.9 84.0 94.0 96.1: 6.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 5 37 33 42 38:
Old : 45: 2 3 5 37 33 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 37.5 50.0 60.4 21.2 35.1 35.5 51.8
Old : 30.1 37.5 50.0 60.4 21.2 35.1 35.5 51.8
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, November 18, 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 : 257,576: 2,300 11,264 13,658 227,366 221,091 243,324 246,013: 14,252 11,563
Old : 257,576: 2,300 11,264 13,658 227,366 221,091 243,324 246,013: 14,252 11,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 7,534: 1,135 2,027 -345 6,391 6,959 7,181 8,641: 353 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.4 5.3 88.3 85.8 94.5 95.5: 5.5 4.5
Old : 100.0: 0.9 4.4 5.3 88.3 85.8 94.5 95.5: 5.5 4.5
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 : 56: 2 4 6 42 46 48 52:
Old : 56: 2 4 6 42 46 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 29.0 48.0 47.9 25.8 25.7 36.5 37.6
Old : 29.4 29.0 48.0 47.9 25.8 25.7 36.5 37.6
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, November 18, 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 : 211,362: 7,863 15,061 22,086 175,718 167,264 205,667 204,411: 5,695 6,951
Old : 211,362: 7,863 15,061 22,086 175,718 167,264 205,667 204,411: 5,695 6,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,976: 471 248 261 2,162 3,939 2,894 4,448: 82 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.1 10.4 83.1 79.1 97.3 96.7: 2.7 3.3
Old : 100.0: 3.7 7.1 10.4 83.1 79.1 97.3 96.7: 2.7 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 : 48: 6 3 6 36 34 44 41:
Old : 48: 6 3 6 36 34 44 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 : 36.3 29.1 58.8 49.2 33.2 19.8 47.6 31.5
Old : 36.3 29.1 58.8 49.2 33.2 19.8 47.6 31.5
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, November 18, 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 : 49,651: 248 1,169 341 41,517 39,080 42,106 40,590: 7,545 9,061
Old : 49,651: 248 1,169 341 41,517 39,080 42,106 40,590: 7,545 9,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,766: 0 0 0 1,487 2,132 1,487 2,132: 279 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.4 0.7 83.6 78.7 84.8 81.8: 15.2 18.2
Old : 100.0: 0.5 2.4 0.7 83.6 78.7 84.8 81.8: 15.2 18.2
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 : 22: 1 1 1 17 16 19 17:
Old : 22: 1 1 1 17 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 43.6 70.9 61.3 42.1 34.4 54.1 48.0
Old : 46.3 43.6 70.9 61.3 42.1 34.4 54.1 48.0
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, November 18, 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 : 3,584,357: 1,011,759 192,548 1,155,981 1,390,608 2,215,874 3,558,348 3,564,403: 26,009 19,954
Old : 3,584,357: 1,011,759 192,548 1,155,981 1,390,608 2,215,874 3,558,348 3,564,403: 26,009 19,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 16,085: -29,466 -20,198 9,794 31,357 22,624 11,685 12,220: 4,400 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.4 32.3 38.8 61.8 99.3 99.4: 0.7 0.6
Old : 100.0: 28.2 5.4 32.3 38.8 61.8 99.3 99.4: 0.7 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 : 171: 34 22 51 106 99 163 153:
Old : 171: 34 22 51 106 99 163 153:
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 : 41.9 34.6 52.2 49.6 24.5 21.8 28.1 29.9
Old : 41.9 34.6 52.2 49.6 24.5 21.8 28.1 29.9
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, November 18, 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 : 1,284,887: 206,930 391,519 326,550 747,980 550,984 1,281,460 1,269,053: 3,427 15,834
Old : 1,284,887: 206,930 391,519 326,550 747,980 550,984 1,281,460 1,269,053: 3,427 15,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 81,742: 46,220 22,530 6,340 30,111 39,833 82,671 68,703: -929 13,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 30.5 25.4 58.2 42.9 99.7 98.8: 0.3 1.2
Old : 100.0: 16.1 30.5 25.4 58.2 42.9 99.7 98.8: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 21 29 41 40 39 86 84:
Old : 92: 21 29 41 40 39 86 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 : 31.2 43.7 52.2 57.4 21.0 29.6 34.6 37.1
Old : 31.2 43.7 52.2 57.4 21.0 29.6 34.6 37.1
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,008: 300 0 0 3,658 3,958 3,958 3,958: 50 50
Old : 4,008: 300 0 0 3,658 3,958 3,958 3,958: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 705: 25 -100 0 680 805 705 705: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.0 91.3 98.8 98.8 98.8: 1.2 1.2
Old : 100.0: 7.5 0.0 0.0 91.3 98.8 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 15 17 15:
Old : 24: 2 0 0 15 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 62.8 79.2 81.8 45.6 50.1 62.8 64.7
Old : 56.7 62.8 79.2 81.8 45.6 50.1 62.8 64.7
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, November 18, 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 : 104,588: 3,952 338 13,386 86,024 90,678 103,362 104,402: 1,226 186
Old : 104,588: 3,952 338 13,386 86,024 90,678 103,362 104,402: 1,226 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,056: 439 -122 151 2,050 2,954 2,640 2,983: 416 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 12.8 82.3 86.7 98.8 99.8: 1.2 0.2
Old : 100.0: 3.8 0.3 12.8 82.3 86.7 98.8 99.8: 1.2 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 : 43: 7 4 7 31 30 41 38:
Old : 43: 7 4 7 31 30 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 43.7 64.1 66.3 10.7 13.1 15.2 18.1
Old : 42.2 43.7 64.1 66.3 10.7 13.1 15.2 18.1
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,601: 38 44 0 9,924 10,241 9,962 10,285: 639 316
Old : 10,601: 38 44 0 9,924 10,241 9,962 10,285: 639 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 189: 0 0 0 189 189 189 189: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 93.6 96.6 94.0 97.0: 6.0 3.0
Old : 100.0: 0.4 0.4 0.0 93.6 96.6 94.0 97.0: 6.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 11 15 12:
Old : 20: 1 1 0 14 11 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 : 45.1 71.3 75.0 92.6 44.7 63.9 70.5 74.8
Old : 45.1 71.3 75.0 92.6 44.7 63.9 70.5 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 35,568: 2,735 72 625 31,014 34,311 34,374 35,008: 1,194 560
Old : 35,568: 2,735 72 625 31,014 34,311 34,374 35,008: 1,194 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,131: -9 50 15 1,118 1,039 1,124 1,104: 7 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.2 1.8 87.2 96.5 96.6 98.4: 3.4 1.6
Old : 100.0: 7.7 0.2 1.8 87.2 96.5 96.6 98.4: 3.4 1.6
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 : 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 : 54.7 75.8 75.0 89.8 21.9 30.9 31.0 35.0
Old : 54.7 75.8 75.0 89.8 21.9 30.9 31.0 35.0
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, November 18, 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 : 13,728: 0 80 0 12,484 12,336 12,484 12,416: 1,244 1,312
Old : 13,728: 0 80 0 12,484 12,336 12,484 12,416: 1,244 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 340: 0 0 0 340 340 340 340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 90.9 89.9 90.9 90.4: 9.1 9.6
Old : 100.0: 0.0 0.6 0.0 90.9 89.9 90.9 90.4: 9.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.0 62.0 69.7 79.1 36.6 46.1 51.5 54.3
Old : 47.0 62.0 69.7 79.1 36.6 46.1 51.5 54.3
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 33,646: 0 900 780 30,237 31,251 31,017 32,931: 2,629 715
Old : 33,646: 0 900 780 30,237 31,251 31,017 32,931: 2,629 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 564: 0 0 0 -188 598 -188 598: 752 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 2.3 89.9 92.9 92.2 97.9: 7.8 2.1
Old : 100.0: 0.0 2.7 2.3 89.9 92.9 92.2 97.9: 7.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 24 21 26 23:
Old : 28: 0 2 2 24 21 26 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 : 47.5 54.0 65.0 76.5 17.0 18.4 24.5 28.2
Old : 47.5 54.0 65.0 76.5 17.0 18.4 24.5 28.2
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, November 18, 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 : 31,020: 0 40 60 30,698 29,980 30,758 30,080: 262 940
Old : 31,020: 0 40 60 30,698 29,980 30,758 30,080: 262 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 332: 0 0 0 272 332 272 332: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.2 99.0 96.6 99.2 97.0: 0.8 3.0
Old : 100.0: 0.0 0.1 0.2 99.0 96.6 99.2 97.0: 0.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 21 19 22 20:
Old : 26: 0 1 1 21 19 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 : 62.8 74.3 84.1 84.6 59.1 73.1 78.0 80.0
Old : 62.8 74.3 84.1 84.6 59.1 73.1 78.0 80.0
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, November 18, 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 : 11,471: 0 763 413 9,423 9,657 9,836 10,833: 1,635 638
Old : 11,471: 0 763 413 9,423 9,657 9,836 10,833: 1,635 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 169: 0 42 -20 50 -92 29 -71: 140 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 3.6 82.1 84.2 85.7 94.4: 14.3 5.6
Old : 100.0: 0.0 6.7 3.6 82.1 84.2 85.7 94.4: 14.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 17 17 19 19:
Old : 21: 0 2 2 17 17 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 : 48.8 40.8 66.4 69.4 22.9 24.4 29.0 36.9
Old : 48.8 40.8 66.4 69.4 22.9 24.4 29.0 36.9
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, November 18, 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 : 11,292: 80 0 0 10,904 10,572 10,984 10,572: 308 720
Old : 11,292: 80 0 0 10,904 10,572 10,984 10,572: 308 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -152: 0 0 0 -272 -152 -272 -152: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 96.6 93.6 97.3 93.6: 2.7 6.4
Old : 100.0: 0.7 0.0 0.0 96.6 93.6 97.3 93.6: 2.7 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 : 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 : 44.1 43.0 73.9 74.8 41.1 31.5 57.5 51.4
Old : 44.1 43.0 73.9 74.8 41.1 31.5 57.5 51.4
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, November 18, 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 : 13,244: 0 0 0 13,191 12,840 13,191 12,840: 53 404
Old : 13,244: 0 0 0 13,191 12,840 13,191 12,840: 53 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 155: 0 0 0 190 150 190 150: -35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 96.9 99.6 96.9: 0.4 3.1
Old : 100.0: 0.0 0.0 0.0 99.6 96.9 99.6 96.9: 0.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 20 21 20:
Old : 24: 0 0 0 21 20 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 : 70.6 56.4 89.7 80.0 60.9 45.4 64.2 58.4
Old : 70.6 56.4 89.7 80.0 60.9 45.4 64.2 58.4
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, November 18, 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 : 2,810,519: 195,654 100,746 1,160,881 1,386,915 1,469,477 2,743,451 2,731,105: 67,068 79,414
Old : 2,810,519: 195,654 100,746 1,160,881 1,386,915 1,469,477 2,743,451 2,731,105: 67,068 79,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -519,176: -3,771 -18,131 -304,164 -220,402 -215,324 -528,337 -537,619: 9,160 18,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.6 41.3 49.3 52.3 97.6 97.2: 2.4 2.8
Old : 100.0: 7.0 3.6 41.3 49.3 52.3 97.6 97.2: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 98 80 134 77 90 242 246:
Old : 282: 98 80 134 77 90 242 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 34.1 48.8 48.3 5.0 3.8 6.9 5.4
Old : 34.6 34.1 48.8 48.3 5.0 3.8 6.9 5.4
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, November 18, 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 : 147,518: 12,110 17,481 43,360 89,961 84,024 145,431 144,866: 2,088 2,653
Old : 147,518: 12,110 17,481 43,360 89,961 84,024 145,431 144,866: 2,088 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 10,205: 1,321 1,420 3,283 5,583 6,730 10,186 11,433: 18 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.9 29.4 61.0 57.0 98.6 98.2: 1.4 1.8
Old : 100.0: 8.2 11.9 29.4 61.0 57.0 98.6 98.2: 1.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 12 15 15 12 31 27:
Old : 33: 4 12 15 15 12 31 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 : 70.8 57.0 83.4 78.9 39.2 34.0 45.9 43.3
Old : 70.8 57.0 83.4 78.9 39.2 34.0 45.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 186,484: 25,813 12,433 11,811 103,073 108,518 140,697 132,762: 45,787 53,722
Old : 186,484: 25,813 12,433 11,811 103,073 108,518 140,697 132,762: 45,787 53,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 7,560: -100 191 102 6,093 7,071 6,095 7,364: 1,465 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 6.7 6.3 55.3 58.2 75.4 71.2: 24.6 28.8
Old : 100.0: 13.8 6.7 6.3 55.3 58.2 75.4 71.2: 24.6 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 6 20 20 26 28:
Old : 30: 4 4 6 20 20 26 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 : 36.8 25.6 54.8 42.4 29.5 21.0 41.8 33.2
Old : 36.8 25.6 54.8 42.4 29.5 21.0 41.8 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, November 18, 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 : 273,204: 22,502 15,811 118,919 128,592 136,091 270,014 270,821: 3,190 2,383
Old : 273,204: 22,502 15,811 118,919 128,592 136,091 270,014 270,821: 3,190 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -183,332: -13,775 -889 -78,972 -90,416 -101,646 -183,163 -181,507: -169 -1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.8 43.5 47.1 49.8 98.8 99.1: 1.2 0.9
Old : 100.0: 8.2 5.8 43.5 47.1 49.8 98.8 99.1: 1.2 0.9
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 : 72: 23 22 35 27 27 65 69:
Old : 72: 23 22 35 27 27 65 69:
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 : 25.7 29.9 45.4 49.0 7.1 8.2 10.4 11.0
Old : 25.7 29.9 45.4 49.0 7.1 8.2 10.4 11.0
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, November 18, 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 : 454,803: 21,651 10,879 92,911 328,340 334,841 442,903 438,631: 11,900 16,172
Old : 454,803: 21,651 10,879 92,911 328,340 334,841 442,903 438,631: 11,900 16,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 23,353: 2,618 1,004 3,669 16,200 17,674 22,488 22,347: 865 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.4 20.4 72.2 73.6 97.4 96.4: 2.6 3.6
Old : 100.0: 4.8 2.4 20.4 72.2 73.6 97.4 96.4: 2.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 3 10 34 33 44 43:
Old : 44: 7 3 10 34 33 44 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 : 33.7 32.8 51.8 48.9 11.2 12.9 15.6 17.3
Old : 33.7 32.8 51.8 48.9 11.2 12.9 15.6 17.3
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, November 18, 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 : 52,886: 140 2,782 1,250 50,666 48,024 52,056 52,056: 830 830
Old : 52,886: 140 2,782 1,250 50,666 48,024 52,056 52,056: 830 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 4,501: 55 -100 250 3,896 3,976 4,201 4,126: 300 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.3 2.4 95.8 90.8 98.4 98.4: 1.6 1.6
Old : 100.0: 0.3 5.3 2.4 95.8 90.8 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 4 4 38 37 44 43:
Old : 53: 2 4 4 38 37 44 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 : 46.2 37.4 68.5 56.9 22.4 16.3 28.0 22.5
Old : 46.2 37.4 68.5 56.9 22.4 16.3 28.0 22.5
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, November 18, 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 : 194,211: 24,819 38,816 31,708 126,864 115,739 183,391 186,263: 10,820 7,948
Old : 194,211: 24,819 38,816 31,708 126,864 115,739 183,391 186,263: 10,820 7,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -9,388: 3,291 4,164 -7,627 -5,605 -4,944 -9,941 -8,407: 553 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 20.0 16.3 65.3 59.6 94.4 95.9: 5.6 4.1
Old : 100.0: 12.8 20.0 16.3 65.3 59.6 94.4 95.9: 5.6 4.1
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 : 53: 13 18 25 22 21 49 50:
Old : 53: 13 18 25 22 21 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 33.5 56.3 56.6 17.5 14.4 24.2 22.2
Old : 35.6 33.5 56.3 56.6 17.5 14.4 24.2 22.2
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, November 18, 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 : 62,831: 0 7,590 620 52,459 44,085 53,079 52,295: 9,752 10,536
Old : 62,831: 0 7,590 620 52,459 44,085 53,079 52,295: 9,752 10,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,104: 0 880 0 364 299 364 1,179: 740 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 1.0 83.5 70.2 84.5 83.2: 15.5 16.8
Old : 100.0: 0.0 12.1 1.0 83.5 70.2 84.5 83.2: 15.5 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 21 19 23 22:
Old : 26: 0 3 2 21 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 40.6 67.5 61.0 30.0 25.1 37.0 32.1
Old : 51.7 40.6 67.5 61.0 30.0 25.1 37.0 32.1
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, November 18, 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 : 17,887: 0 670 0 17,887 17,217 17,887 17,887: 0 0
Old : 17,887: 0 670 0 17,887 17,217 17,887 17,887: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,740: 0 0 0 1,740 1,740 1,740 1,740: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 100.0 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.7 0.0 100.0 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 0 24 28 24 31:
Old : 36: 0 3 0 24 28 24 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 : 44.3 44.9 74.5 65.0 37.1 39.7 54.3 53.4
Old : 44.3 44.9 74.5 65.0 37.1 39.7 54.3 53.4
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,355: 8,889 2,893 7 2,605 9,564 11,501 12,464: 1,854 891
Old : 13,355: 8,889 2,893 7 2,605 9,564 11,501 12,464: 1,854 891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 77: 156 -87 2 -118 109 40 24: 37 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 21.7 0.1 19.5 71.6 86.1 93.3: 13.9 6.7
Old : 100.0: 66.6 21.7 0.1 19.5 71.6 86.1 93.3: 13.9 6.7
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 : 94: 41 16 2 21 20 62 38:
Old : 94: 41 16 2 21 20 62 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 46.6 47.7 63.2 36.6 45.4 47.7 61.9
Old : 36.6 46.6 47.7 63.2 36.6 45.4 47.7 61.9
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, November 18, 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 : 16,731: 9,339 1,252 56 4,965 13,755 14,360 15,063: 2,371 1,668
Old : 16,731: 9,339 1,252 56 4,965 13,755 14,360 15,063: 2,371 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 676: 253 -85 0 247 696 500 611: 176 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 7.5 0.3 29.7 82.2 85.8 90.0: 14.2 10.0
Old : 100.0: 55.8 7.5 0.3 29.7 82.2 85.8 90.0: 14.2 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 : 78: 33 11 2 14 23 48 35:
Old : 78: 33 11 2 14 23 48 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 : 36.6 36.9 53.0 59.3 36.6 36.9 53.0 59.3
Old : 36.6 36.9 53.0 59.3 36.6 36.9 53.0 59.3
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, November 18, 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 : 207,372: 48,574 8,049 34,130 107,765 149,783 190,469 191,963: 16,903 15,408
Old : 207,372: 48,574 8,049 34,130 107,765 149,783 190,469 191,963: 16,903 15,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 17,914: 3,446 -1,377 397 12,450 17,501 16,293 16,521: 1,621 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.9 16.5 52.0 72.2 91.8 92.6: 8.2 7.4
Old : 100.0: 23.4 3.9 16.5 52.0 72.2 91.8 92.6: 8.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 40 27 41 73 82 140 129:
Old : 161: 40 27 41 73 82 140 129:
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 : 19.9 26.4 31.9 38.4 12.1 13.3 17.9 21.3
Old : 19.9 26.4 31.9 38.4 12.1 13.3 17.9 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 7,507: 300 300 0 7,007 7,007 7,307 7,307: 200 200
Old : 7,507: 300 300 0 7,007 7,007 7,307 7,307: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 100: 50 50 0 50 50 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.0 0.0 93.3 93.3 97.3 97.3: 2.7 2.7
Old : 100.0: 4.0 4.0 0.0 93.3 93.3 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 0 26 23 29 25:
Old : 37: 3 2 0 26 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 34.0 56.7 60.7 17.6 21.3 26.9 32.2
Old : 35.0 34.0 56.7 60.7 17.6 21.3 26.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 18,411: 1,280 303 290 15,924 17,818 17,494 18,411: 917 0
Old : 18,411: 1,280 303 290 15,924 17,818 17,494 18,411: 917 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 389: 0 -75 0 464 539 464 464: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.6 1.6 86.5 96.8 95.0 100.0: 5.0 0.0
Old : 100.0: 7.0 1.6 1.6 86.5 96.8 95.0 100.0: 5.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 2 26 25 29 27:
Old : 40: 2 1 2 26 25 29 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 : 55.0 59.0 73.3 80.6 54.8 55.2 66.0 73.2
Old : 55.0 59.0 73.3 80.6 54.8 55.2 66.0 73.2
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,533: 40 335 0 5,957 5,983 5,997 6,318: 536 215
Old : 6,533: 40 335 0 5,957 5,983 5,997 6,318: 536 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,262: 0 0 0 1,262 1,262 1,262 1,262: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.1 0.0 91.2 91.6 91.8 96.7: 8.2 3.3
Old : 100.0: 0.6 5.1 0.0 91.2 91.6 91.8 96.7: 8.2 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 : 23: 1 1 0 15 16 16 17:
Old : 23: 1 1 0 15 16 16 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 : 66.5 71.1 82.9 86.9 45.0 50.0 51.7 59.0
Old : 66.5 71.1 82.9 86.9 45.0 50.0 51.7 59.0
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, November 18, 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 : 6,250: 0 50 50 6,150 6,100 6,200 6,200: 50 50
Old : 6,250: 0 50 50 6,150 6,100 6,200 6,200: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 500: 0 0 0 500 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.8 98.4 97.6 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 0.8 0.8 98.4 97.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 19 25 20 26:
Old : 32: 0 1 1 19 25 20 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 : 44.6 54.2 75.4 75.8 41.0 49.8 64.0 66.6
Old : 44.6 54.2 75.4 75.8 41.0 49.8 64.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 17,394: 389 159 0 16,139 17,112 16,528 17,271: 866 123
Old : 17,394: 389 159 0 16,139 17,112 16,528 17,271: 866 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,244: -32 0 0 1,258 1,241 1,226 1,241: 18 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.9 0.0 92.8 98.4 95.0 99.3: 5.0 0.7
Old : 100.0: 2.2 0.9 0.0 92.8 98.4 95.0 99.3: 5.0 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 : 33: 1 2 0 21 24 22 26:
Old : 33: 1 2 0 21 24 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 70.3 81.7 84.0 56.2 68.9 79.2 80.1
Old : 58.3 70.3 81.7 84.0 56.2 68.9 79.2 80.1
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, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,438: 0 46 131 8,231 8,243 8,362 8,420: 76 18
Old : 8,438: 0 46 131 8,231 8,243 8,362 8,420: 76 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 187: -8 46 -46 241 187 187 187: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.6 97.5 97.7 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 0.5 1.6 97.5 97.7 99.1 99.8: 0.9 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 : 30: 0 1 1 23 17 24 18:
Old : 30: 0 1 1 23 17 24 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 : 55.9 49.7 74.1 73.2 51.6 44.5 61.8 62.1
Old : 55.9 49.7 74.1 73.2 51.6 44.5 61.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,343: 4,456 13,026 1,067 29,929 21,312 35,452 35,405: 2,891 2,938
Old : 38,343: 4,456 13,026 1,067 29,929 21,312 35,452 35,405: 2,891 2,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,268: 609 1,080 30 -522 486 117 1,596: 1,151 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 34.0 2.8 78.1 55.6 92.5 92.3: 7.5 7.7
Old : 100.0: 11.6 34.0 2.8 78.1 55.6 92.5 92.3: 7.5 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 : 37: 5 3 4 22 26 28 32:
Old : 37: 5 3 4 22 26 28 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 : 38.2 49.7 58.7 69.1 36.1 48.5 55.4 64.7
Old : 38.2 49.7 58.7 69.1 36.1 48.5 55.4 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008