GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 29,535: 75 0 0 29,275 29,350 29,350 29,350: 185 185
Old : 29,535: 75 0 0 29,275 29,350 29,350 29,350: 185 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,745: 0 0 0 2,625 2,625 2,625 2,625: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.1 99.4 99.4 99.4: 0.6 0.6
Old : 100.0: 0.3 0.0 0.0 99.1 99.4 99.4 99.4: 0.6 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 : 47: 1 0 0 38 37 39 37:
Old : 47: 1 0 0 38 37 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 64.2 69.3 80.8 49.8 59.4 60.2 69.0
Old : 53.5 64.2 69.3 80.8 49.8 59.4 60.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 18,407: 700 770 285 17,232 17,312 18,217 18,367: 190 40
Old : 18,407: 700 770 285 17,232 17,312 18,217 18,367: 190 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,092: 600 0 0 1,452 2,092 2,052 2,092: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.2 1.5 93.6 94.1 99.0 99.8: 1.0 0.2
Old : 100.0: 3.8 4.2 1.5 93.6 94.1 99.0 99.8: 1.0 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 : 44: 2 2 3 29 35 34 39:
Old : 44: 2 2 3 29 35 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 32.2 58.1 55.6 25.3 19.6 38.1 32.3
Old : 33.2 32.2 58.1 55.6 25.3 19.6 38.1 32.3
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 25, 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 : 10,560: 148 190 157 8,900 9,367 9,205 9,714: 1,355 846
Old : 10,560: 148 190 157 8,900 9,367 9,205 9,714: 1,355 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 905: 4 13 20 857 905 881 938: 24 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.8 1.5 84.3 88.7 87.2 92.0: 12.8 8.0
Old : 100.0: 1.4 1.8 1.5 84.3 88.7 87.2 92.0: 12.8 8.0
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 : 43: 2 3 5 34 37 39 42:
Old : 43: 2 3 5 34 37 39 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 : 34.3 27.9 50.0 47.8 31.3 23.6 42.1 37.4
Old : 34.3 27.9 50.0 47.8 31.3 23.6 42.1 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 8,154: 95 45 90 7,041 7,204 7,226 7,339: 928 815
Old : 8,154: 95 45 90 7,041 7,204 7,226 7,339: 928 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 656: 5 -140 -40 580 723 545 543: 111 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 1.1 86.4 88.3 88.6 90.0: 11.4 10.0
Old : 100.0: 1.2 0.6 1.1 86.4 88.3 88.6 90.0: 11.4 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 : 48: 2 3 4 38 40 43 44:
Old : 48: 2 3 4 38 40 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 23.2 46.7 43.6 29.1 21.7 40.2 36.6
Old : 32.2 23.2 46.7 43.6 29.1 21.7 40.2 36.6
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 25, 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 : 4,120: 0 199 0 3,234 3,087 3,234 3,286: 886 834
Old : 4,120: 0 199 0 3,234 3,087 3,234 3,286: 886 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 8: 0 30 0 124 56 124 86: -116 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 78.5 74.9 78.5 79.8: 21.5 20.2
Old : 100.0: 0.0 4.8 0.0 78.5 74.9 78.5 79.8: 21.5 20.2
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 : 23: 0 1 0 16 19 16 20:
Old : 23: 0 1 0 16 19 16 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 : 52.4 38.9 68.3 56.1 49.9 37.4 57.8 51.2
Old : 52.4 38.9 68.3 56.1 49.9 37.4 57.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,023: 0 0 0 1,938 2,644 1,938 2,644: 1,085 379
Old : 3,023: 0 0 0 1,938 2,644 1,938 2,644: 1,085 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 64.1 87.5 64.1 87.5: 35.9 12.5
Old : 100.0: 0.0 0.0 0.0 64.1 87.5 64.1 87.5: 35.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 18 15 18:
Old : 20: 0 0 0 15 18 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 58.2 52.7 75.4 25.3 53.2 33.1 61.0
Old : 37.5 58.2 52.7 75.4 25.3 53.2 33.1 61.0
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 25, 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 : 255,269: 24,350 15,843 51,723 147,109 160,506 223,183 228,072: 32,086 27,197
Old : 255,269: 24,350 15,843 51,723 147,109 160,506 223,183 228,072: 32,086 27,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -20,417: 1,323 592 -12,401 -10,826 -9,412 -21,904 -21,221: 1,488 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.2 20.3 57.6 62.9 87.4 89.3: 12.6 10.7
Old : 100.0: 9.5 6.2 20.3 57.6 62.9 87.4 89.3: 12.6 10.7
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 : 130: 25 26 39 67 70 115 117:
Old : 130: 25 26 39 67 70 115 117:
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 : 25.2 23.0 35.6 34.8 13.6 14.1 18.7 19.6
Old : 25.2 23.0 35.6 34.8 13.6 14.1 18.7 19.6
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 25, 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 : 9,242: 1,657 1,249 4,639 2,399 2,666 8,694 8,554: 548 688
Old : 9,242: 1,657 1,249 4,639 2,399 2,666 8,694 8,554: 548 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -5,456: -1,108 -2,693 -2,284 -1,838 -679 -5,231 -5,656: -225 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.5 50.2 26.0 28.8 94.1 92.6: 5.9 7.4
Old : 100.0: 17.9 13.5 50.2 26.0 28.8 94.1 92.6: 5.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 3 9 11 11 20 20:
Old : 20: 6 3 9 11 11 20 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 : 49.8 55.8 70.7 76.4 18.0 22.9 29.5 27.0
Old : 49.8 55.8 70.7 76.4 18.0 22.9 29.5 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 15,182: 61 1,853 240 14,626 12,774 14,927 14,867: 255 315
Old : 15,182: 61 1,853 240 14,626 12,774 14,927 14,867: 255 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,055: 0 -60 -10 1,365 1,365 1,355 1,295: -300 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 12.2 1.6 96.3 84.1 98.3 97.9: 1.7 2.1
Old : 100.0: 0.4 12.2 1.6 96.3 84.1 98.3 97.9: 1.7 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 : 54: 2 5 3 35 40 39 47:
Old : 54: 2 5 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 : 39.2 29.8 59.1 49.1 35.4 27.5 50.6 46.8
Old : 39.2 29.8 59.1 49.1 35.4 27.5 50.6 46.8
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 25, 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 : 10,540: 0 50 0 9,920 10,365 9,920 10,415: 620 125
Old : 10,540: 0 50 0 9,920 10,365 9,920 10,415: 620 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 420: 0 0 0 225 420 225 420: 195 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 94.1 98.3 94.1 98.8: 5.9 1.2
Old : 100.0: 0.0 0.5 0.0 94.1 98.3 94.1 98.8: 5.9 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 24 27 24 28:
Old : 32: 0 1 0 24 27 24 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 : 58.5 57.5 74.8 77.2 55.7 55.9 66.0 70.8
Old : 58.5 57.5 74.8 77.2 55.7 55.9 66.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,029,176: 106,344 224,080 426,864 419,046 337,873 952,254 988,818: 76,922 40,358
Old : 1,029,176: 106,344 224,080 426,864 419,046 337,873 952,254 988,818: 76,922 40,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -47,431: 7,530 -18,529 -17,793 -33,503 -11,175 -43,767 -47,497: -3,664 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 21.8 41.5 40.7 32.8 92.5 96.1: 7.5 3.9
Old : 100.0: 10.3 21.8 41.5 40.7 32.8 92.5 96.1: 7.5 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 : 204: 65 58 79 72 63 184 158:
Old : 204: 65 58 79 72 63 184 158:
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 47.6 47.3 59.4 7.4 17.8 11.1 20.8
Old : 35.6 47.6 47.3 59.4 7.4 17.8 11.1 20.8
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 25, 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 : 37,307: 16,608 21,609 5,396 15,114 10,004 37,119 37,010: 188 298
Old : 37,307: 16,608 21,609 5,396 15,114 10,004 37,119 37,010: 188 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 902: 1,012 1,119 -339 238 84 911 864: -10 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 57.9 14.5 40.5 26.8 99.5 99.2: 0.5 0.8
Old : 100.0: 44.5 57.9 14.5 40.5 26.8 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 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 : 89.8 65.6 95.8 82.9 65.7 54.5 67.2 62.0
Old : 89.8 65.6 95.8 82.9 65.7 54.5 67.2 62.0
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,577: 44 2,981 3,508 86,128 82,652 89,680 89,141: 6,897 7,436
Old : 96,577: 44 2,981 3,508 86,128 82,652 89,680 89,141: 6,897 7,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,365: -467 370 -41 1,581 2,404 1,073 2,733: 292 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 3.6 89.2 85.6 92.9 92.3: 7.1 7.7
Old : 100.0: 0.0 3.1 3.6 89.2 85.6 92.9 92.3: 7.1 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 : 30: 1 2 2 25 24 27 27:
Old : 30: 1 2 2 25 24 27 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 : 49.6 43.1 66.3 61.5 44.2 36.5 56.2 50.8
Old : 49.6 43.1 66.3 61.5 44.2 36.5 56.2 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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,957: 2,541 5,741 4,592 43,259 32,863 50,392 43,196: 6,565 13,761
Old : 56,957: 2,541 5,741 4,592 43,259 32,863 50,392 43,196: 6,565 13,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,592: 0 -2,993 528 789 -139 1,317 -2,604: 275 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.1 8.1 76.0 57.7 88.5 75.8: 11.5 24.2
Old : 100.0: 4.5 10.1 8.1 76.0 57.7 88.5 75.8: 11.5 24.2
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 : 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 : 35.7 36.3 63.7 53.1 35.7 23.5 57.9 37.2
Old : 35.7 36.3 63.7 53.1 35.7 23.5 57.9 37.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,643: 2,190 995 428 83,019 81,998 85,637 83,421: 5,006 7,222
Old : 90,643: 2,190 995 428 83,019 81,998 85,637 83,421: 5,006 7,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 865: 0 -197 0 955 1,304 955 1,107: -90 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.1 0.5 91.6 90.5 94.5 92.0: 5.5 8.0
Old : 100.0: 2.4 1.1 0.5 91.6 90.5 94.5 92.0: 5.5 8.0
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 : 42: 2 1 1 30 30 32 32:
Old : 42: 2 1 1 30 30 32 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 : 45.3 32.6 63.7 51.0 36.8 29.2 50.0 42.3
Old : 45.3 32.6 63.7 51.0 36.8 29.2 50.0 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 89,157: 0 0 0 73,355 64,827 73,355 64,827: 15,802 24,330
Old : 89,157: 0 0 0 73,355 64,827 73,355 64,827: 15,802 24,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 5,663: 0 0 0 2,112 1,839 2,112 1,839: 3,551 3,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.3 72.7 82.3 72.7: 17.7 27.3
Old : 100.0: 0.0 0.0 0.0 82.3 72.7 82.3 72.7: 17.7 27.3
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 : 20: 0 0 0 16 17 16 17:
Old : 20: 0 0 0 16 17 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 : 38.5 46.7 62.8 62.7 29.1 40.3 44.9 42.5
Old : 38.5 46.7 62.8 62.7 29.1 40.3 44.9 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 45,307: 3,004 4,371 7,026 33,366 31,623 43,396 43,020: 1,911 2,287
Old : 45,307: 3,004 4,371 7,026 33,366 31,623 43,396 43,020: 1,911 2,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.6 15.5 73.6 69.8 95.8 95.0: 4.2 5.0
Old : 100.0: 6.6 9.6 15.5 73.6 69.8 95.8 95.0: 4.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 3 13 11 17 14:
Old : 20: 3 1 3 13 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 59.1 78.4 77.8 41.2 48.0 51.7 56.0
Old : 54.5 59.1 78.4 77.8 41.2 48.0 51.7 56.0
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 25, 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 : 77,365: 8,622 1,724 3,839 56,597 60,386 69,058 65,949: 8,307 11,416
Old : 77,365: 8,622 1,724 3,839 56,597 60,386 69,058 65,949: 8,307 11,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 393: 0 -530 21 167 685 188 176: 205 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.2 5.0 73.2 78.1 89.3 85.2: 10.7 14.8
Old : 100.0: 11.1 2.2 5.0 73.2 78.1 89.3 85.2: 10.7 14.8
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 : 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 47.1 71.1 66.3 54.7 42.8 63.1 53.1
Old : 57.0 47.1 71.1 66.3 54.7 42.8 63.1 53.1
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 25, 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 : 91,773: 2,029 7,970 3,654 77,972 75,018 83,655 86,642: 8,118 5,131
Old : 91,773: 2,029 7,970 3,654 77,972 75,018 83,655 86,642: 8,118 5,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,845: -405 272 1,046 1,390 1,570 2,031 2,888: -186 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.7 4.0 85.0 81.7 91.2 94.4: 8.8 5.6
Old : 100.0: 2.2 8.7 4.0 85.0 81.7 91.2 94.4: 8.8 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 : 45: 2 4 2 30 33 33 38:
Old : 45: 2 4 2 30 33 33 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 : 41.8 25.6 59.2 42.8 37.1 24.7 48.4 36.4
Old : 41.8 25.6 59.2 42.8 37.1 24.7 48.4 36.4
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 25, 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 : 106,575: 14,775 372 4,404 77,625 84,572 96,804 89,348: 9,771 17,227
Old : 106,575: 14,775 372 4,404 77,625 84,572 96,804 89,348: 9,771 17,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,866: 1,723 0 -495 151 4,077 1,379 3,582: 487 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.3 4.1 72.8 79.4 90.8 83.8: 9.2 16.2
Old : 100.0: 13.9 0.3 4.1 72.8 79.4 90.8 83.8: 9.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 2 20 27 22 30:
Old : 33: 2 1 2 20 27 22 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 : 51.9 33.5 73.2 48.0 46.2 30.5 61.4 43.7
Old : 51.9 33.5 73.2 48.0 46.2 30.5 61.4 43.7
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 25, 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 : 40,506: 2,618 7,062 2,749 30,129 25,499 35,496 35,310: 5,010 5,196
Old : 40,506: 2,618 7,062 2,749 30,129 25,499 35,496 35,310: 5,010 5,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,083: -1,964 0 1,548 3,364 -376 2,948 1,172: -1,865 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 17.4 6.8 74.4 63.0 87.6 87.2: 12.4 12.8
Old : 100.0: 6.5 17.4 6.8 74.4 63.0 87.6 87.2: 12.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 15 15 18 18:
Old : 21: 3 1 2 15 15 18 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 : 39.9 47.3 62.7 70.7 29.6 41.3 43.5 50.9
Old : 39.9 47.3 62.7 70.7 29.6 41.3 43.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 84,904: 754 8,127 19,463 58,641 51,957 78,858 79,547: 6,046 5,357
Old : 84,904: 754 8,127 19,463 58,641 51,957 78,858 79,547: 6,046 5,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 474: -78 260 -1,163 1,815 3,145 574 2,242: -100 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.6 22.9 69.1 61.2 92.9 93.7: 7.1 6.3
Old : 100.0: 0.9 9.6 22.9 69.1 61.2 92.9 93.7: 7.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 3 15 15 19 18:
Old : 26: 1 3 3 15 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 52.6 78.2 74.0 37.7 27.9 47.4 43.3
Old : 61.4 52.6 78.2 74.0 37.7 27.9 47.4 43.3
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 25, 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 : 60,438: 0 0 0 52,113 51,637 52,113 51,637: 8,325 8,801
Old : 60,438: 0 0 0 52,113 51,637 52,113 51,637: 8,325 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,865: 0 0 0 1,803 1,620 1,803 1,620: 62 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.2 85.4 86.2 85.4: 13.8 14.6
Old : 100.0: 0.0 0.0 0.0 86.2 85.4 86.2 85.4: 13.8 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 21 23 21:
Old : 26: 0 0 0 23 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 44.3 66.0 64.1 45.4 33.4 60.0 49.9
Old : 45.8 44.3 66.0 64.1 45.4 33.4 60.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,135: 2,577 4,464 7,003 72,939 67,184 82,519 78,651: 9,616 13,484
Old : 92,135: 2,577 4,464 7,003 72,939 67,184 82,519 78,651: 9,616 13,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 420: 646 -1,108 -920 761 285 487 -1,743: -67 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.8 7.6 79.2 72.9 89.6 85.4: 10.4 14.6
Old : 100.0: 2.8 4.8 7.6 79.2 72.9 89.6 85.4: 10.4 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 : 42: 2 5 4 30 29 35 35:
Old : 42: 2 5 4 30 29 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 24.6 58.9 42.3 35.4 18.5 49.4 32.3
Old : 40.8 24.6 58.9 42.3 35.4 18.5 49.4 32.3
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 25, 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 : 2,059,861: 102,605 74,803 908,411 1,044,154 1,072,999 2,055,170 2,056,213: 4,691 3,649
Old : 2,059,861: 102,605 74,803 908,411 1,044,154 1,072,999 2,055,170 2,056,213: 4,691 3,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -209,980: -14,890 3,764 -121,920 -72,824 -91,426 -209,635 -209,582: -345 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.6 44.1 50.7 52.1 99.8 99.8: 0.2 0.2
Old : 100.0: 5.0 3.6 44.1 50.7 52.1 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 : 122: 39 27 62 56 54 121 117:
Old : 122: 39 27 62 56 54 121 117:
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 29.8 50.8 48.7 5.4 4.0 7.0 6.0
Old : 34.6 29.8 50.8 48.7 5.4 4.0 7.0 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 62,899: 620 620 372 61,170 59,956 62,162 60,948: 737 1,951
Old : 62,899: 620 620 372 61,170 59,956 62,162 60,948: 737 1,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 0.6 97.3 95.3 98.8 96.9: 1.2 3.1
Old : 100.0: 1.0 1.0 0.6 97.3 95.3 98.8 96.9: 1.2 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 : 21: 2 1 1 11 13 13 15:
Old : 21: 2 1 1 11 13 13 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 : 92.9 65.0 96.8 91.5 59.0 42.1 61.6 57.5
Old : 92.9 65.0 96.8 91.5 59.0 42.1 61.6 57.5
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 122,400: 7,537 19,597 21,254 76,030 69,606 104,821 110,457: 17,579 11,943
Old : 122,400: 7,537 19,597 21,254 76,030 69,606 104,821 110,457: 17,579 11,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,714: -821 127 23 4,298 3,929 3,500 4,079: 214 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 16.0 17.4 62.1 56.9 85.6 90.2: 14.4 9.8
Old : 100.0: 6.2 16.0 17.4 62.1 56.9 85.6 90.2: 14.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 5 6 27 24 33 30:
Old : 34: 1 5 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 : 38.3 31.5 55.1 49.8 19.2 21.0 27.6 31.2
Old : 38.3 31.5 55.1 49.8 19.2 21.0 27.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 132,242: 15,002 2,681 10,667 99,712 105,201 125,381 118,549: 6,861 13,693
Old : 132,242: 15,002 2,681 10,667 99,712 105,201 125,381 118,549: 6,861 13,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,490: 1,310 248 -385 3,481 3,229 4,406 3,092: -1,916 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.0 8.1 75.4 79.6 94.8 89.6: 5.2 10.4
Old : 100.0: 11.3 2.0 8.1 75.4 79.6 94.8 89.6: 5.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 4 21 22 26 26:
Old : 32: 4 1 4 21 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 : 50.9 62.0 68.9 73.2 49.6 53.5 63.0 62.5
Old : 50.9 62.0 68.9 73.2 49.6 53.5 63.0 62.5
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 25, 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 : 114,456: 4,900 620 372 108,812 112,422 114,084 113,414: 372 1,042
Old : 114,456: 4,900 620 372 108,812 112,422 114,084 113,414: 372 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 8,732: 0 620 372 7,988 7,740 8,360 8,732: 372 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.5 0.3 95.1 98.2 99.7 99.1: 0.3 0.9
Old : 100.0: 4.3 0.5 0.3 95.1 98.2 99.7 99.1: 0.3 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 : 28: 3 1 1 12 18 15 20:
Old : 28: 3 1 1 12 18 15 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 : 81.8 67.8 94.6 84.2 56.2 43.8 63.0 57.4
Old : 81.8 67.8 94.6 84.2 56.2 43.8 63.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 228,918: 13,782 10,207 4,899 196,877 205,903 215,558 221,009: 13,360 7,909
Old : 228,918: 13,782 10,207 4,899 196,877 205,903 215,558 221,009: 13,360 7,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,308: 1,787 657 -206 1,091 2,919 2,672 3,370: -364 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.5 2.1 86.0 89.9 94.2 96.5: 5.8 3.5
Old : 100.0: 6.0 4.5 2.1 86.0 89.9 94.2 96.5: 5.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 4 4 43 38 49 43:
Old : 54: 3 4 4 43 38 49 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 : 29.7 61.4 48.6 74.3 28.6 58.4 45.4 67.6
Old : 29.7 61.4 48.6 74.3 28.6 58.4 45.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 193,264: 6 12,829 7,306 173,868 163,689 181,180 183,824: 12,084 9,440
Old : 193,264: 6 12,829 7,306 173,868 163,689 181,180 183,824: 12,084 9,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,174: -1,138 -1,961 -1,715 -681 -1,337 -3,534 -5,013: 360 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 3.8 90.0 84.7 93.7 95.1: 6.3 4.9
Old : 100.0: 0.0 6.6 3.8 90.0 84.7 93.7 95.1: 6.3 4.9
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 2 3 37 33 40 36:
Old : 43: 1 2 3 37 33 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 38.3 52.3 61.8 23.2 35.7 37.4 53.8
Old : 33.4 38.3 52.3 61.8 23.2 35.7 37.4 53.8
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 25, 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 : 262,252: 3,999 5,664 15,918 227,845 229,617 247,762 251,199: 14,490 11,053
Old : 262,252: 3,999 5,664 15,918 227,845 229,617 247,762 251,199: 14,490 11,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 4,676: 1,699 -5,600 2,260 479 8,526 4,438 5,186: 238 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.2 6.1 86.9 87.6 94.5 95.8: 5.5 4.2
Old : 100.0: 1.5 2.2 6.1 86.9 87.6 94.5 95.8: 5.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 3 6 41 46 47 52:
Old : 56: 3 3 6 41 46 47 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 : 28.9 30.6 47.7 47.8 24.6 27.2 36.4 38.4
Old : 28.9 30.6 47.7 47.8 24.6 27.2 36.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 219,247: 7,846 19,493 20,212 181,970 172,249 210,028 211,954: 9,219 7,293
Old : 219,247: 7,846 19,493 20,212 181,970 172,249 210,028 211,954: 9,219 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 7,885: -17 4,432 -1,874 6,252 4,985 4,361 7,543: 3,524 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.9 9.2 83.0 78.6 95.8 96.7: 4.2 3.3
Old : 100.0: 3.6 8.9 9.2 83.0 78.6 95.8 96.7: 4.2 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 : 47: 4 5 7 35 33 43 41:
Old : 47: 4 5 7 35 33 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 31.4 55.9 51.2 32.1 21.2 45.9 33.6
Old : 35.0 31.4 55.9 51.2 32.1 21.2 45.9 33.6
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,237: 248 1,169 341 42,889 40,633 43,478 42,143: 7,759 9,094
Old : 51,237: 248 1,169 341 42,889 40,633 43,478 42,143: 7,759 9,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,586: 0 0 0 1,372 1,553 1,372 1,553: 214 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.3 0.7 83.7 79.3 84.9 82.3: 15.1 17.7
Old : 100.0: 0.5 2.3 0.7 83.7 79.3 84.9 82.3: 15.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.3 42.6 71.6 59.8 38.9 33.4 50.6 45.2
Old : 45.3 42.6 71.6 59.8 38.9 33.4 50.6 45.2
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 25, 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 : 3,452,412: 923,316 165,737 1,166,230 1,334,673 2,101,011 3,424,219 3,432,978: 28,193 19,434
Old : 3,452,412: 923,316 165,737 1,166,230 1,334,673 2,101,011 3,424,219 3,432,978: 28,193 19,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -131,945: -88,443 -26,811 10,249 -55,935 -114,863 -134,129 -131,425: 2,184 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.8 33.8 38.7 60.9 99.2 99.4: 0.8 0.6
Old : 100.0: 26.7 4.8 33.8 38.7 60.9 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 29 23 47 97 88 149 138:
Old : 155: 29 23 47 97 88 149 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 35.1 51.9 49.7 23.0 20.3 26.9 28.7
Old : 41.5 35.1 51.9 49.7 23.0 20.3 26.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,158,972: 196,006 388,266 281,506 676,428 486,961 1,153,940 1,156,733: 5,032 2,239
Old : 1,158,972: 196,006 388,266 281,506 676,428 486,961 1,153,940 1,156,733: 5,032 2,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -125,915: -10,924 -3,253 -45,044 -71,552 -64,023 -127,520 -112,320: 1,605 -13,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 33.5 24.3 58.4 42.0 99.6 99.8: 0.4 0.2
Old : 100.0: 16.9 33.5 24.3 58.4 42.0 99.6 99.8: 0.4 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 : 87: 23 28 37 35 33 79 77:
Old : 87: 23 28 37 35 33 79 77:
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 : 31.5 47.2 54.4 61.9 23.0 33.9 36.7 40.6
Old : 31.5 47.2 54.4 61.9 23.0 33.9 36.7 40.6
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 25, 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 : 4,283: 325 0 0 3,908 4,233 4,233 4,233: 50 50
Old : 4,283: 325 0 0 3,908 4,233 4,233 4,233: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 275: 25 0 0 250 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.0 91.2 98.8 98.8 98.8: 1.2 1.2
Old : 100.0: 7.6 0.0 0.0 91.2 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 : 26: 2 0 0 17 18 19 18:
Old : 26: 2 0 0 17 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 62.3 78.2 80.0 45.0 47.5 61.7 62.9
Old : 51.9 62.3 78.2 80.0 45.0 47.5 61.7 62.9
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 25, 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 : 106,320: 3,680 512 13,300 88,077 92,325 105,058 106,138: 1,262 182
Old : 106,320: 3,680 512 13,300 88,077 92,325 105,058 106,138: 1,262 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,732: -271 175 -86 2,053 1,647 1,696 1,736: 36 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 12.5 82.8 86.8 98.8 99.8: 1.2 0.2
Old : 100.0: 3.5 0.5 12.5 82.8 86.8 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 : 44: 7 4 7 32 31 42 39:
Old : 44: 7 4 7 32 31 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 43.7 64.1 66.3 10.5 12.5 14.7 17.2
Old : 42.1 43.7 64.1 66.3 10.5 12.5 14.7 17.2
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 25, 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 : 10,856: 38 44 0 10,690 10,515 10,728 10,559: 128 297
Old : 10,856: 38 44 0 10,690 10,515 10,728 10,559: 128 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 255: 0 0 0 766 274 766 274: -511 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.0 98.5 96.9 98.8 97.3: 1.2 2.7
Old : 100.0: 0.4 0.4 0.0 98.5 96.9 98.8 97.3: 1.2 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 : 21: 1 1 0 15 12 16 13:
Old : 21: 1 1 0 15 12 16 13:
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 72.0 73.4 92.8 43.7 64.8 69.7 75.4
Old : 44.1 72.0 73.4 92.8 43.7 64.8 69.7 75.4
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 25, 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 : 36,213: 2,721 65 638 31,749 34,932 35,108 35,635: 1,105 578
Old : 36,213: 2,721 65 638 31,749 34,932 35,108 35,635: 1,105 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 646: -14 -7 13 735 621 735 628: -89 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.2 1.8 87.7 96.5 96.9 98.4: 3.1 1.6
Old : 100.0: 7.5 0.2 1.8 87.7 96.5 96.9 98.4: 3.1 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 76.0 75.5 89.9 22.7 31.2 31.7 35.3
Old : 54.7 76.0 75.5 89.9 22.7 31.2 31.7 35.3
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 25, 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 : 13,848: 0 80 0 12,580 12,432 12,580 12,512: 1,268 1,336
Old : 13,848: 0 80 0 12,580 12,432 12,580 12,512: 1,268 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 120: 0 0 0 96 96 96 96: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 90.8 89.8 90.8 90.4: 9.2 9.6
Old : 100.0: 0.0 0.6 0.0 90.8 89.8 90.8 90.4: 9.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.5 61.5 69.8 78.4 36.3 44.8 50.2 53.0
Old : 47.5 61.5 69.8 78.4 36.3 44.8 50.2 53.0
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 25, 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 : 33,255: 0 900 780 29,791 30,861 30,571 32,541: 2,684 714
Old : 33,255: 0 900 780 29,791 30,861 30,571 32,541: 2,684 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -391: 0 0 0 -446 -390 -446 -390: 55 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 2.3 89.6 92.8 91.9 97.9: 8.1 2.1
Old : 100.0: 0.0 2.7 2.3 89.6 92.8 91.9 97.9: 8.1 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 25 21 27 23:
Old : 28: 0 2 2 25 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 53.2 64.4 75.8 17.2 18.7 24.8 29.2
Old : 47.0 53.2 64.4 75.8 17.2 18.7 24.8 29.2
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,650: 0 40 60 30,388 29,610 30,448 29,710: 202 940
Old : 30,650: 0 40 60 30,388 29,610 30,448 29,710: 202 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -370: 0 0 0 -310 -370 -310 -370: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.2 99.1 96.6 99.3 96.9: 0.7 3.1
Old : 100.0: 0.0 0.1 0.2 99.1 96.6 99.3 96.9: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 22 19 23 20:
Old : 27: 0 1 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 73.0 84.3 83.5 58.2 71.8 77.6 78.8
Old : 62.4 73.0 84.3 83.5 58.2 71.8 77.6 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 11,328: 0 845 374 9,319 9,470 9,693 10,690: 1,635 638
Old : 11,328: 0 845 374 9,319 9,470 9,693 10,690: 1,635 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -143: 0 83 -38 -104 -187 -143 -143: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 3.3 82.3 83.6 85.6 94.4: 14.4 5.6
Old : 100.0: 0.0 7.5 3.3 82.3 83.6 85.6 94.4: 14.4 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 : 48.3 41.0 66.2 69.6 22.5 25.2 28.5 37.8
Old : 48.3 41.0 66.2 69.6 22.5 25.2 28.5 37.8
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 25, 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 : 11,102: 80 0 0 10,634 10,342 10,714 10,342: 388 760
Old : 11,102: 80 0 0 10,634 10,342 10,714 10,342: 388 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -190: 0 0 0 -270 -230 -270 -230: 80 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 95.8 93.2 96.5 93.2: 3.5 6.8
Old : 100.0: 0.7 0.0 0.0 95.8 93.2 96.5 93.2: 3.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 18 22 18:
Old : 26: 1 0 0 21 18 22 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 : 44.4 42.4 72.6 73.6 41.3 30.6 58.0 50.3
Old : 44.4 42.4 72.6 73.6 41.3 30.6 58.0 50.3
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 14,922: 0 0 0 14,864 14,433 14,864 14,433: 58 489
Old : 14,922: 0 0 0 14,864 14,433 14,864 14,433: 58 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,678: 0 0 0 1,673 1,593 1,673 1,593: 5 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 96.7 99.6 96.7: 0.4 3.3
Old : 100.0: 0.0 0.0 0.0 99.6 96.7 99.6 96.7: 0.4 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 : 26: 0 0 0 22 21 22 21:
Old : 26: 0 0 0 22 21 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 54.6 89.2 78.6 58.8 42.7 62.6 55.8
Old : 69.7 54.6 89.2 78.6 58.8 42.7 62.6 55.8
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 25, 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 : 2,911,015: 193,089 100,891 1,206,040 1,448,442 1,536,514 2,847,571 2,843,445: 63,445 67,570
Old : 2,911,015: 193,089 100,891 1,206,040 1,448,442 1,536,514 2,847,571 2,843,445: 63,445 67,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 100,496: -2,566 145 45,159 61,526 67,036 104,120 112,340: -3,623 -11,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.5 41.4 49.8 52.8 97.8 97.7: 2.2 2.3
Old : 100.0: 6.6 3.5 41.4 49.8 52.8 97.8 97.7: 2.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 95 89 138 75 89 244 253:
Old : 288: 95 89 138 75 89 244 253:
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 : 34.5 34.3 48.7 48.4 4.6 3.8 6.6 5.5
Old : 34.5 34.3 48.7 48.4 4.6 3.8 6.6 5.5
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 25, 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 : 125,731: 8,833 16,728 31,414 83,805 73,806 124,052 121,948: 1,679 3,783
Old : 125,731: 8,833 16,728 31,414 83,805 73,806 124,052 121,948: 1,679 3,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -21,787: -3,276 -753 -11,946 -6,156 -10,218 -21,378 -22,917: -409 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.3 25.0 66.7 58.7 98.7 97.0: 1.3 3.0
Old : 100.0: 7.0 13.3 25.0 66.7 58.7 98.7 97.0: 1.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 7 7 9 8 16 17:
Old : 22: 2 7 7 9 8 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 : 78.5 61.6 90.8 85.8 50.8 43.0 59.4 54.5
Old : 78.5 61.6 90.8 85.8 50.8 43.0 59.4 54.5
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 25, 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 : 188,861: 27,130 12,811 14,922 104,986 109,061 147,038 136,794: 41,823 52,067
Old : 188,861: 27,130 12,811 14,922 104,986 109,061 147,038 136,794: 41,823 52,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,377: 1,317 378 3,111 1,913 543 6,341 4,032: -3,964 -1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 6.8 7.9 55.6 57.7 77.9 72.4: 22.1 27.6
Old : 100.0: 14.4 6.8 7.9 55.6 57.7 77.9 72.4: 22.1 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 3 7 21 21 28 30:
Old : 32: 6 3 7 21 21 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 25.6 53.4 41.7 28.3 21.7 40.8 33.4
Old : 35.8 25.6 53.4 41.7 28.3 21.7 40.8 33.4
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 25, 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 : 281,006: 21,781 16,577 124,163 131,467 137,625 277,411 278,365: 3,595 2,642
Old : 281,006: 21,781 16,577 124,163 131,467 137,625 277,411 278,365: 3,595 2,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 7,802: -721 766 5,243 2,875 1,534 7,397 7,544: 405 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.9 44.2 46.8 49.0 98.7 99.1: 1.3 0.9
Old : 100.0: 7.8 5.9 44.2 46.8 49.0 98.7 99.1: 1.3 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 : 73: 21 23 36 29 29 67 71:
Old : 73: 21 23 36 29 29 67 71:
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 : 26.2 29.2 45.5 48.6 6.7 7.9 9.4 10.8
Old : 26.2 29.2 45.5 48.6 6.7 7.9 9.4 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 476,068: 21,847 11,521 96,601 344,388 352,541 462,836 460,663: 13,232 15,406
Old : 476,068: 21,847 11,521 96,601 344,388 352,541 462,836 460,663: 13,232 15,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 21,265: 196 642 3,689 16,048 17,700 19,934 22,032: 1,332 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.4 20.3 72.3 74.1 97.2 96.8: 2.8 3.2
Old : 100.0: 4.6 2.4 20.3 72.3 74.1 97.2 96.8: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 3 10 35 34 45 44:
Old : 45: 7 3 10 35 34 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 32.6 51.1 48.4 11.7 13.4 16.1 18.0
Old : 33.1 32.6 51.1 48.4 11.7 13.4 16.1 18.0
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 25, 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 : 54,087: 115 2,782 1,450 51,492 48,900 53,057 53,132: 1,030 955
Old : 54,087: 115 2,782 1,450 51,492 48,900 53,057 53,132: 1,030 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,201: -25 0 200 826 876 1,001 1,076: 200 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.1 2.7 95.2 90.4 98.1 98.2: 1.9 1.8
Old : 100.0: 0.2 5.1 2.7 95.2 90.4 98.1 98.2: 1.9 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 : 57: 2 4 4 41 41 47 47:
Old : 57: 2 4 4 41 41 47 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 : 44.9 33.0 63.9 53.4 23.9 16.9 28.4 23.3
Old : 44.9 33.0 63.9 53.4 23.9 16.9 28.4 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 169,561: 18,575 33,994 26,642 115,587 101,591 160,804 162,227: 8,757 7,334
Old : 169,561: 18,575 33,994 26,642 115,587 101,591 160,804 162,227: 8,757 7,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -24,650: -6,244 -4,822 -5,066 -11,277 -14,148 -22,587 -24,036: -2,063 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.0 15.7 68.2 59.9 94.8 95.7: 5.2 4.3
Old : 100.0: 11.0 20.0 15.7 68.2 59.9 94.8 95.7: 5.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 18 21 21 20 43 45:
Old : 47: 8 18 21 21 20 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 36.4 60.1 59.6 15.6 16.5 25.6 21.8
Old : 38.5 36.4 60.1 59.6 15.6 16.5 25.6 21.8
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 25, 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 : 64,469: 0 7,510 620 52,912 45,438 53,532 53,568: 10,937 10,901
Old : 64,469: 0 7,510 620 52,912 45,438 53,532 53,568: 10,937 10,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,638: 0 -80 0 453 1,353 453 1,273: 1,185 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 1.0 82.1 70.5 83.0 83.1: 17.0 16.9
Old : 100.0: 0.0 11.6 1.0 82.1 70.5 83.0 83.1: 17.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 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 : 52.1 41.4 66.9 61.5 30.7 27.5 38.3 33.7
Old : 52.1 41.4 66.9 61.5 30.7 27.5 38.3 33.7
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 25, 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 : 20,487: 0 620 5 20,482 19,862 20,487 20,487: 0 0
Old : 20,487: 0 620 5 20,482 19,862 20,487 20,487: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,600: 0 -50 5 2,595 2,645 2,600 2,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 96.9 100.0 100.0: 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 : 38: 0 3 1 25 30 26 33:
Old : 38: 0 3 1 25 30 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 40.7 77.0 62.6 38.9 37.3 54.7 51.8
Old : 50.6 40.7 77.0 62.6 38.9 37.3 54.7 51.8
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 25, 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 : 13,294: 8,934 2,974 127 2,375 9,280 11,436 12,381: 1,858 913
Old : 13,294: 8,934 2,974 127 2,375 9,280 11,436 12,381: 1,858 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -61: 45 81 120 -230 -284 -65 -83: 4 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 22.4 1.0 17.9 69.8 86.0 93.1: 14.0 6.9
Old : 100.0: 67.2 22.4 1.0 17.9 69.8 86.0 93.1: 14.0 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 : 91: 39 16 5 19 18 61 37:
Old : 91: 39 16 5 19 18 61 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 : 38.2 48.2 49.3 63.7 38.2 47.0 49.3 62.4
Old : 38.2 48.2 49.3 63.7 38.2 47.0 49.3 62.4
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 17,358: 9,766 2,017 146 5,464 13,903 15,376 16,066: 1,982 1,292
Old : 17,358: 9,766 2,017 146 5,464 13,903 15,376 16,066: 1,982 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 627: 427 765 90 499 148 1,016 1,003: -389 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 11.6 0.8 31.5 80.1 88.6 92.6: 11.4 7.4
Old : 100.0: 56.3 11.6 0.8 31.5 80.1 88.6 92.6: 11.4 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 : 82: 34 14 3 13 23 49 39:
Old : 82: 34 14 3 13 23 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 37.0 52.4 57.2 36.2 37.0 52.4 57.2
Old : 36.2 37.0 52.4 57.2 36.2 37.0 52.4 57.2
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 25, 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 : 193,882: 50,456 7,844 29,319 100,014 143,103 179,789 180,265: 14,093 13,617
Old : 193,882: 50,456 7,844 29,319 100,014 143,103 179,789 180,265: 14,093 13,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -13,490: 1,882 -206 -4,812 -7,751 -6,681 -10,680 -11,698: -2,810 -1,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.0 15.1 51.6 73.8 92.7 93.0: 7.3 7.0
Old : 100.0: 26.0 4.0 15.1 51.6 73.8 92.7 93.0: 7.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 39 27 35 71 81 131 124:
Old : 156: 39 27 35 71 81 131 124:
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 : 21.9 26.4 33.8 37.7 13.9 13.3 21.0 19.8
Old : 21.9 26.4 33.8 37.7 13.9 13.3 21.0 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 12,631: 2,505 0 0 8,883 11,606 11,388 11,606: 1,243 1,025
Old : 12,631: 2,505 0 0 8,883 11,606 11,388 11,606: 1,243 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 0.0 0.0 70.3 91.9 90.2 91.9: 9.8 8.1
Old : 100.0: 19.8 0.0 0.0 70.3 91.9 90.2 91.9: 9.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 18 15 18:
Old : 20: 1 0 0 14 18 15 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 : 63.9 54.9 81.3 70.7 40.8 27.1 43.4 37.3
Old : 63.9 54.9 81.3 70.7 40.8 27.1 43.4 37.3
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 25, 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 : 7,432: 100 350 50 7,062 6,832 7,212 7,232: 220 200
Old : 7,432: 100 350 50 7,062 6,832 7,212 7,232: 220 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -75: -200 50 50 55 -175 -95 -75: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.7 0.7 95.0 91.9 97.0 97.3: 3.0 2.7
Old : 100.0: 1.3 4.7 0.7 95.0 91.9 97.0 97.3: 3.0 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: 1 3 1 26 24 28 27:
Old : 37: 1 3 1 26 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 33.3 58.6 56.0 17.2 21.5 26.2 31.8
Old : 36.3 33.3 58.6 56.0 17.2 21.5 26.2 31.8
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 25, 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 : 19,098: 1,280 303 290 16,507 18,501 18,077 19,094: 1,021 4
Old : 19,098: 1,280 303 290 16,507 18,501 18,077 19,094: 1,021 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 687: 0 0 0 583 683 583 683: 104 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.6 1.5 86.4 96.9 94.7 100.0: 5.3 0.0
Old : 100.0: 6.7 1.6 1.5 86.4 96.9 94.7 100.0: 5.3 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 27 24 30 26:
Old : 40: 2 1 2 27 24 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.4 72.5 81.4 54.3 58.2 66.0 75.4
Old : 54.4 61.4 72.5 81.4 54.3 58.2 66.0 75.4
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 25, 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 : 6,991: 80 0 260 5,855 6,441 6,195 6,701: 796 290
Old : 6,991: 80 0 260 5,855 6,441 6,195 6,701: 796 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 458: 40 -335 260 -102 458 198 383: 260 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 3.7 83.8 92.1 88.6 95.9: 11.4 4.1
Old : 100.0: 1.1 0.0 3.7 83.8 92.1 88.6 95.9: 11.4 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 : 24: 2 0 1 16 15 18 16:
Old : 24: 2 0 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 69.9 75.1 85.1 36.5 48.8 45.8 57.3
Old : 54.5 69.9 75.1 85.1 36.5 48.8 45.8 57.3
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 25, 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 : 6,725: 100 200 0 6,575 6,475 6,675 6,675: 50 50
Old : 6,725: 100 200 0 6,575 6,475 6,675 6,675: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 475: 100 150 -50 425 375 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.0 0.0 97.8 96.3 99.3 99.3: 0.7 0.7
Old : 100.0: 1.5 3.0 0.0 97.8 96.3 99.3 99.3: 0.7 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 : 34: 1 1 0 20 26 21 27:
Old : 34: 1 1 0 20 26 21 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 : 46.6 51.9 74.9 74.2 44.0 48.2 65.4 65.7
Old : 46.6 51.9 74.9 74.2 44.0 48.2 65.4 65.7
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 25, 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 : 18,818: 668 159 0 17,247 18,536 17,915 18,695: 903 123
Old : 18,818: 668 159 0 17,247 18,536 17,915 18,695: 903 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,424: 279 0 0 1,108 1,424 1,387 1,424: 37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.8 0.0 91.7 98.5 95.2 99.3: 4.8 0.7
Old : 100.0: 3.5 0.8 0.0 91.7 98.5 95.2 99.3: 4.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 22 24 24 26:
Old : 34: 2 2 0 22 24 24 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 : 57.0 71.2 81.6 84.8 56.4 70.0 79.2 80.5
Old : 57.0 71.2 81.6 84.8 56.4 70.0 79.2 80.5
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 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,775: 0 100 77 9,622 9,580 9,699 9,757: 76 18
Old : 9,775: 0 100 77 9,622 9,580 9,699 9,757: 76 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,337: 0 54 -54 1,391 1,337 1,337 1,337: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.8 98.4 98.0 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 1.0 0.8 98.4 98.0 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 17 22 18:
Old : 30: 0 1 1 21 17 22 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 : 65.1 54.7 82.0 75.3 60.0 51.7 69.1 68.0
Old : 65.1 54.7 82.0 75.3 60.0 51.7 69.1 68.0
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 25, 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 : 39,411: 4,252 13,026 1,445 30,673 22,197 36,370 36,668: 3,041 2,743
Old : 39,411: 4,252 13,026 1,445 30,673 22,197 36,370 36,668: 3,041 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,068: -204 0 378 744 885 918 1,263: 150 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 33.1 3.7 77.8 56.3 92.3 93.0: 7.7 7.0
Old : 100.0: 10.8 33.1 3.7 77.8 56.3 92.3 93.0: 7.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 3 4 22 27 28 33:
Old : 37: 5 3 4 22 27 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 48.9 59.5 68.1 36.9 47.9 55.8 64.6
Old : 39.2 48.9 59.5 68.1 36.9 47.9 55.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008