GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,689: 75 0 0 33,324 33,519 33,399 33,519: 290 170
Old : 33,689: 75 0 0 33,324 33,519 33,399 33,519: 290 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,340: 0 0 0 1,393 1,393 1,393 1,393: -53 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 98.9 99.5 99.1 99.5: 0.9 0.5
Old : 100.0: 0.2 0.0 0.0 98.9 99.5 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 0 0 37 35 38 35:
Old : 47: 1 0 0 37 35 38 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 : 52.5 68.3 76.2 82.6 49.5 63.8 68.8 72.1
Old : 52.5 68.3 76.2 82.6 49.5 63.8 68.8 72.1
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, December 16, 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 : 24,168: 725 120 355 22,901 23,643 23,981 24,118: 187 50
Old : 24,168: 725 120 355 22,901 23,643 23,981 24,118: 187 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 5,641: 125 -475 75 5,516 6,110 5,716 5,710: -75 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 1.5 94.8 97.8 99.2 99.8: 0.8 0.2
Old : 100.0: 3.0 0.5 1.5 94.8 97.8 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 3 31 34 35 38:
Old : 42: 2 1 3 31 34 35 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 : 40.6 47.7 63.0 72.8 20.6 26.8 31.9 36.7
Old : 40.6 47.7 63.0 72.8 20.6 26.8 31.9 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,159: 1,429 0 303 4,553 5,942 6,285 6,245: 874 914
Old : 7,159: 1,429 0 303 4,553 5,942 6,285 6,245: 874 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 4.2 63.6 83.0 87.8 87.2: 12.2 12.8
Old : 100.0: 20.0 0.0 4.2 63.6 83.0 87.8 87.2: 12.2 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 : 20: 1 0 1 18 18 19 19:
Old : 20: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 60.3 74.8 73.5 53.6 56.1 62.9 62.5
Old : 61.1 60.3 74.8 73.5 53.6 56.1 62.9 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 11,739: 0 179 119 10,384 10,854 10,503 11,152: 1,236 587
Old : 11,739: 0 179 119 10,384 10,854 10,503 11,152: 1,236 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 852: 0 -54 66 929 967 995 979: -143 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.0 88.5 92.5 89.5 95.0: 10.5 5.0
Old : 100.0: 0.0 1.5 1.0 88.5 92.5 89.5 95.0: 10.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 3 2 34 43 36 46:
Old : 47: 0 3 2 34 43 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 29.0 53.5 47.8 33.9 26.1 45.6 38.4
Old : 36.8 29.0 53.5 47.8 33.9 26.1 45.6 38.4
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, December 16, 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 : 8,565: 144 65 85 7,689 7,767 7,918 7,917: 647 648
Old : 8,565: 144 65 85 7,689 7,767 7,918 7,917: 647 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 392: 114 0 80 307 348 501 428: -109 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.8 1.0 89.8 90.7 92.4 92.4: 7.6 7.6
Old : 100.0: 1.7 0.8 1.0 89.8 90.7 92.4 92.4: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 2 3 41 43 45 47:
Old : 52: 3 2 3 41 43 45 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 : 32.5 24.5 47.0 41.6 27.8 18.7 36.8 31.9
Old : 32.5 24.5 47.0 41.6 27.8 18.7 36.8 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 4,914: 0 259 0 3,993 3,965 3,993 4,224: 921 690
Old : 4,914: 0 259 0 3,993 3,965 3,993 4,224: 921 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 262: 0 0 0 255 242 255 242: 7 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 81.3 80.7 81.3 86.0: 18.7 14.0
Old : 100.0: 0.0 5.3 0.0 81.3 80.7 81.3 86.0: 18.7 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 19 22 19 23:
Old : 25: 0 1 0 19 22 19 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 : 49.6 40.6 66.0 59.5 45.2 38.5 55.2 53.9
Old : 49.6 40.6 66.0 59.5 45.2 38.5 55.2 53.9
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, December 16, 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 : 260,500: 22,436 13,507 49,269 151,052 167,200 222,756 229,976: 37,744 30,524
Old : 260,500: 22,436 13,507 49,269 151,052 167,200 222,756 229,976: 37,744 30,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 6,121: 2,455 -1,030 -1,248 1,792 6,993 2,999 4,715: 3,122 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.2 18.9 58.0 64.2 85.5 88.3: 14.5 11.7
Old : 100.0: 8.6 5.2 18.9 58.0 64.2 85.5 88.3: 14.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 21 25 37 72 71 117 115:
Old : 128: 21 25 37 72 71 117 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 23.9 35.2 35.3 14.6 18.6 20.2 23.7
Old : 24.1 23.9 35.2 35.3 14.6 18.6 20.2 23.7
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, December 16, 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 : 10,197: 1,970 1,220 5,011 2,589 3,203 9,570 9,434: 626 762
Old : 10,197: 1,970 1,220 5,011 2,589 3,203 9,570 9,434: 626 762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 532: 33 43 246 224 216 503 505: 28 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.0 49.1 25.4 31.4 93.9 92.5: 6.1 7.5
Old : 100.0: 19.3 12.0 49.1 25.4 31.4 93.9 92.5: 6.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.0 54.6 69.7 76.8 17.6 22.6 28.7 28.0
Old : 50.0 54.6 69.7 76.8 17.6 22.6 28.7 28.0
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, December 16, 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 : 15,331: 103 1,088 630 14,558 13,423 15,291 15,141: 40 190
Old : 15,331: 103 1,088 630 14,558 13,423 15,291 15,141: 40 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,385: -50 50 50 1,485 1,235 1,485 1,335: -100 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.1 4.1 95.0 87.6 99.7 98.8: 0.3 1.2
Old : 100.0: 0.7 7.1 4.1 95.0 87.6 99.7 98.8: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 5 1 36 43 38 49:
Old : 57: 1 5 1 36 43 38 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 31.3 64.9 48.5 36.6 30.6 53.6 44.1
Old : 43.0 31.3 64.9 48.5 36.6 30.6 53.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 10,456: 75 25 0 9,776 10,306 9,851 10,331: 605 125
Old : 10,456: 75 25 0 9,776 10,306 9,851 10,331: 605 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -300: 75 0 0 -375 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.0 93.5 98.6 94.2 98.8: 5.8 1.2
Old : 100.0: 0.7 0.2 0.0 93.5 98.6 94.2 98.8: 5.8 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 : 34: 1 1 0 22 25 23 26:
Old : 34: 1 1 0 22 25 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 56.2 73.5 78.5 52.7 54.8 65.2 70.6
Old : 58.9 56.2 73.5 78.5 52.7 54.8 65.2 70.6
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, December 16, 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 : 1,028,137: 114,570 220,781 418,869 413,448 349,189 946,887 988,840: 81,250 39,298
Old : 1,028,137: 114,570 220,781 418,869 413,448 349,189 946,887 988,840: 81,250 39,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -3,957: -7,652 202 839 4,074 -2,449 -2,739 -1,408: -1,218 -2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 21.5 40.7 40.2 34.0 92.1 96.2: 7.9 3.8
Old : 100.0: 11.1 21.5 40.7 40.2 34.0 92.1 96.2: 7.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 67 66 91 74 64 197 171:
Old : 216: 67 66 91 74 64 197 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 48.2 48.0 59.8 8.9 18.4 12.7 21.5
Old : 36.2 48.2 48.0 59.8 8.9 18.4 12.7 21.5
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, December 16, 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 : 39,487: 19,382 23,196 4,873 15,001 11,117 39,256 39,186: 231 301
Old : 39,487: 19,382 23,196 4,873 15,001 11,117 39,256 39,186: 231 301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -2,161: 277 50 -1,215 -1,198 -968 -2,136 -2,132: -25 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 58.7 12.3 38.0 28.2 99.4 99.2: 0.6 0.8
Old : 100.0: 49.1 58.7 12.3 38.0 28.2 99.4 99.2: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 11 12 8 11 22 29:
Old : 31: 9 11 12 8 11 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 : 89.3 69.2 96.6 88.2 65.9 57.2 68.5 65.5
Old : 89.3 69.2 96.6 88.2 65.9 57.2 68.5 65.5
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, December 16, 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 : 97,139: 102 73 3,159 87,575 83,379 90,836 86,611: 6,303 10,528
Old : 97,139: 102 73 3,159 87,575 83,379 90,836 86,611: 6,303 10,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 236: 102 -3,984 284 -157 2,884 229 -816: 7 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 3.3 90.2 85.8 93.5 89.2: 6.5 10.8
Old : 100.0: 0.1 0.1 3.3 90.2 85.8 93.5 89.2: 6.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 25 26 27 28:
Old : 29: 1 1 2 25 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 41.6 68.1 61.1 43.3 34.6 57.9 50.0
Old : 49.2 41.6 68.1 61.1 43.3 34.6 57.9 50.0
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,589: 2,624 2,922 4,437 42,234 33,459 49,295 40,818: 6,294 14,771
Old : 55,589: 2,624 2,922 4,437 42,234 33,459 49,295 40,818: 6,294 14,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,714: 0 -66 585 2,359 3,678 2,944 4,197: -1,230 -2,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.3 8.0 76.0 60.2 88.7 73.4: 11.3 26.6
Old : 100.0: 4.7 5.3 8.0 76.0 60.2 88.7 73.4: 11.3 26.6
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 3 2 17 15 19 19:
Old : 25: 1 3 2 17 15 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 : 39.6 33.8 67.0 54.2 38.1 28.2 59.2 42.8
Old : 39.6 33.8 67.0 54.2 38.1 28.2 59.2 42.8
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,355: 2,125 822 516 76,232 73,935 78,873 75,273: 6,482 10,082
Old : 85,355: 2,125 822 516 76,232 73,935 78,873 75,273: 6,482 10,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 335: 416 -137 -114 -23 800 279 549: 56 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.0 0.6 89.3 86.6 92.4 88.2: 7.6 11.8
Old : 100.0: 2.5 1.0 0.6 89.3 86.6 92.4 88.2: 7.6 11.8
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 : 37: 2 1 2 27 25 30 27:
Old : 37: 2 1 2 27 25 30 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 : 46.0 30.7 65.8 50.0 40.8 29.2 54.4 43.4
Old : 46.0 30.7 65.8 50.0 40.8 29.2 54.4 43.4
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, December 16, 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 : 96,248: 0 0 0 84,376 77,169 84,376 77,169: 11,872 19,079
Old : 96,248: 0 0 0 84,376 77,169 84,376 77,169: 11,872 19,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,756: 0 0 0 5,468 3,700 5,468 3,700: -1,712 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.7 80.2 87.7 80.2: 12.3 19.8
Old : 100.0: 0.0 0.0 0.0 87.7 80.2 87.7 80.2: 12.3 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 22 22 22:
Old : 25: 0 0 0 22 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 47.2 59.6 63.2 28.4 36.4 41.7 43.4
Old : 35.0 47.2 59.6 63.2 28.4 36.4 41.7 43.4
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, December 16, 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 : 41,434: 680 3,983 6,856 31,719 28,905 39,255 39,744: 2,179 1,690
Old : 41,434: 680 3,983 6,856 31,719 28,905 39,255 39,744: 2,179 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.6 16.5 76.6 69.8 94.7 95.9: 5.3 4.1
Old : 100.0: 1.6 9.6 16.5 76.6 69.8 94.7 95.9: 5.3 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 : 20: 1 3 3 13 13 16 17:
Old : 20: 1 3 3 13 13 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 : 56.2 59.2 79.1 77.6 42.6 46.4 52.0 54.1
Old : 56.2 59.2 79.1 77.6 42.6 46.4 52.0 54.1
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, December 16, 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 : 72,932: 5,580 1,032 3,568 57,892 59,214 67,040 63,814: 5,892 9,118
Old : 72,932: 5,580 1,032 3,568 57,892 59,214 67,040 63,814: 5,892 9,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -262: 0 -879 20 205 2,179 225 1,320: -487 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.4 4.9 79.4 81.2 91.9 87.5: 8.1 12.5
Old : 100.0: 7.7 1.4 4.9 79.4 81.2 91.9 87.5: 8.1 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 : 30: 1 1 1 25 25 27 26:
Old : 30: 1 1 1 25 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 46.5 69.7 66.0 52.8 42.2 63.4 52.0
Old : 54.9 46.5 69.7 66.0 52.8 42.2 63.4 52.0
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, December 16, 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 : 89,189: 1,595 6,291 5,148 74,119 71,835 80,862 83,274: 8,327 5,915
Old : 89,189: 1,595 6,291 5,148 74,119 71,835 80,862 83,274: 8,327 5,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,932: -1,487 150 486 3,236 2,257 2,235 2,893: -303 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 7.1 5.8 83.1 80.5 90.7 93.4: 9.3 6.6
Old : 100.0: 1.8 7.1 5.8 83.1 80.5 90.7 93.4: 9.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 4 4 26 29 30 35:
Old : 42: 2 4 4 26 29 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 27.3 60.5 44.3 38.0 25.4 48.1 38.5
Old : 43.7 27.3 60.5 44.3 38.0 25.4 48.1 38.5
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, December 16, 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 : 103,957: 18,917 0 3,996 71,194 80,101 94,107 84,097: 9,850 19,860
Old : 103,957: 18,917 0 3,996 71,194 80,101 94,107 84,097: 9,850 19,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -862: 112 -534 -619 -396 -2,109 -903 -3,262: 41 2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.0 3.8 68.5 77.1 90.5 80.9: 9.5 19.1
Old : 100.0: 18.2 0.0 3.8 68.5 77.1 90.5 80.9: 9.5 19.1
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 : 33: 3 0 3 19 26 22 29:
Old : 33: 3 0 3 19 26 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 32.1 69.6 47.5 38.9 30.5 57.6 45.8
Old : 44.2 32.1 69.6 47.5 38.9 30.5 57.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 37,658: 4,657 7,062 1,106 27,605 23,208 33,368 31,376: 4,290 6,282
Old : 37,658: 4,657 7,062 1,106 27,605 23,208 33,368 31,376: 4,290 6,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 28: -275 0 182 121 -154 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.8 2.9 73.3 61.6 88.6 83.3: 11.4 16.7
Old : 100.0: 12.4 18.8 2.9 73.3 61.6 88.6 83.3: 11.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 15 14 18 17:
Old : 20: 3 1 2 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 48.8 66.3 73.1 34.9 41.8 49.0 50.4
Old : 42.0 48.8 66.3 73.1 34.9 41.8 49.0 50.4
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,634: 630 10,959 17,091 58,131 47,430 75,852 75,480: 5,782 6,154
Old : 81,634: 630 10,959 17,091 58,131 47,430 75,852 75,480: 5,782 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,129: 0 1,509 -178 1,110 -124 932 1,207: 197 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.4 20.9 71.2 58.1 92.9 92.5: 7.1 7.5
Old : 100.0: 0.8 13.4 20.9 71.2 58.1 92.9 92.5: 7.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 13 13 17 16:
Old : 23: 1 3 3 13 13 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 : 61.4 53.3 78.8 73.0 40.3 30.3 50.3 44.7
Old : 61.4 53.3 78.8 73.0 40.3 30.3 50.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,575: 0 0 0 50,090 48,453 50,090 48,453: 7,485 9,122
Old : 57,575: 0 0 0 50,090 48,453 50,090 48,453: 7,485 9,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,172: 0 0 0 2,324 1,682 2,324 1,682: -152 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 84.2 87.0 84.2: 13.0 15.8
Old : 100.0: 0.0 0.0 0.0 87.0 84.2 87.0 84.2: 13.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 42.7 65.1 62.1 40.9 31.8 57.6 48.4
Old : 42.3 42.7 65.1 62.1 40.9 31.8 57.6 48.4
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, December 16, 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 : 91,164: 4,559 2,495 7,262 69,625 69,744 81,446 79,501: 9,718 11,663
Old : 91,164: 4,559 2,495 7,262 69,625 69,744 81,446 79,501: 9,718 11,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,551: 2,045 -1,801 815 1,075 4,841 3,935 3,855: -384 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.7 8.0 76.4 76.5 89.3 87.2: 10.7 12.8
Old : 100.0: 5.0 2.7 8.0 76.4 76.5 89.3 87.2: 10.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 4 25 28 30 33:
Old : 39: 3 3 4 25 28 30 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 : 40.1 26.7 57.6 44.7 32.6 20.6 48.5 32.4
Old : 40.1 26.7 57.6 44.7 32.6 20.6 48.5 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 2,247,221: 90,518 90,468 994,471 1,157,258 1,158,252 2,242,246 2,243,190: 4,975 4,031
Old : 2,247,221: 90,518 90,468 994,471 1,157,258 1,158,252 2,242,246 2,243,190: 4,975 4,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 26,699: -2,184 -949 14,525 14,545 12,764 26,886 26,340: -187 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.0 44.3 51.5 51.5 99.8 99.8: 0.2 0.2
Old : 100.0: 4.0 4.0 44.3 51.5 51.5 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 : 129: 38 28 63 61 59 126 124:
Old : 129: 38 28 63 61 59 126 124:
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 : 34.0 29.9 50.3 48.2 5.4 4.4 7.0 6.5
Old : 34.0 29.9 50.3 48.2 5.4 4.4 7.0 6.5
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, December 16, 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 : 120,889: 7,051 20,448 18,770 77,148 66,472 102,969 105,690: 17,920 15,199
Old : 120,889: 7,051 20,448 18,770 77,148 66,472 102,969 105,690: 17,920 15,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 836: -199 -1,515 760 1,397 1,772 1,958 1,017: -1,122 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 16.9 15.5 63.8 55.0 85.2 87.4: 14.8 12.6
Old : 100.0: 5.8 16.9 15.5 63.8 55.0 85.2 87.4: 14.8 12.6
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 : 31: 1 5 5 24 23 29 29:
Old : 31: 1 5 5 24 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 30.8 56.8 50.1 20.0 20.9 29.8 31.8
Old : 39.2 30.8 56.8 50.1 20.0 20.9 29.8 31.8
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, December 16, 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 : 125,943: 9,184 2,571 10,961 97,719 98,130 117,864 111,662: 8,079 14,281
Old : 125,943: 9,184 2,571 10,961 97,719 98,130 117,864 111,662: 8,079 14,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,066: -1,380 677 275 4,056 530 2,951 1,482: -885 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.0 8.7 77.6 77.9 93.6 88.7: 6.4 11.3
Old : 100.0: 7.3 2.0 8.7 77.6 77.9 93.6 88.7: 6.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 5 21 23 26 28:
Old : 32: 4 1 5 21 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 61.9 70.1 72.7 50.0 51.6 62.0 60.6
Old : 51.6 61.9 70.1 72.7 50.0 51.6 62.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 226,237: 9,902 11,586 6,098 196,449 200,730 212,449 218,414: 13,788 7,823
Old : 226,237: 9,902 11,586 6,098 196,449 200,730 212,449 218,414: 13,788 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,909: -329 9 466 4,554 4,394 4,691 4,869: -1,782 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.1 2.7 86.8 88.7 93.9 96.5: 6.1 3.5
Old : 100.0: 4.4 5.1 2.7 86.8 88.7 93.9 96.5: 6.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 5 40 32 47 37:
Old : 50: 3 4 5 40 32 47 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 : 29.8 60.9 50.0 74.9 28.8 57.9 45.8 68.2
Old : 29.8 60.9 50.0 74.9 28.8 57.9 45.8 68.2
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, December 16, 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 : 179,942: 0 10,534 5,255 158,851 154,381 164,106 170,170: 15,836 9,772
Old : 179,942: 0 10,534 5,255 158,851 154,381 164,106 170,170: 15,836 9,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -1,678: 0 725 206 -2,063 -1,647 -1,857 -716: 179 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 2.9 88.3 85.8 91.2 94.6: 8.8 5.4
Old : 100.0: 0.0 5.9 2.9 88.3 85.8 91.2 94.6: 8.8 5.4
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 : 41: 0 4 3 34 30 37 34:
Old : 41: 0 4 3 34 30 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 37.8 54.4 60.2 23.4 36.8 38.3 53.1
Old : 33.7 37.8 54.4 60.2 23.4 36.8 38.3 53.1
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, December 16, 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 : 265,314: 1,218 5,596 17,220 227,456 230,754 245,894 253,570: 19,420 11,744
Old : 265,314: 1,218 5,596 17,220 227,456 230,754 245,894 253,570: 19,420 11,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 12,012: 766 -2,329 2,440 7,646 11,570 10,852 11,681: 1,160 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.1 6.5 85.7 87.0 92.7 95.6: 7.3 4.4
Old : 100.0: 0.5 2.1 6.5 85.7 87.0 92.7 95.6: 7.3 4.4
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 : 53: 1 4 5 41 42 46 47:
Old : 53: 1 4 5 41 42 46 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 : 30.9 30.0 47.9 48.6 25.7 27.3 37.5 39.1
Old : 30.9 30.0 47.9 48.6 25.7 27.3 37.5 39.1
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, December 16, 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 : 217,082: 4,204 24,078 15,735 189,008 169,250 208,947 209,063: 8,135 8,019
Old : 217,082: 4,204 24,078 15,735 189,008 169,250 208,947 209,063: 8,135 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,705: 0 1,499 -2,226 5,323 2,124 3,097 1,397: -1,392 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.1 7.2 87.1 78.0 96.3 96.3: 3.7 3.7
Old : 100.0: 1.9 11.1 7.2 87.1 78.0 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 5 6 35 32 42 38:
Old : 45: 2 5 6 35 32 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 31.5 56.5 53.8 31.7 22.3 46.0 33.7
Old : 33.8 31.5 56.5 53.8 31.7 22.3 46.0 33.7
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,641: 0 1,504 0 41,169 38,179 41,169 39,683: 7,472 8,958
Old : 48,641: 0 1,504 0 41,169 38,179 41,169 39,683: 7,472 8,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 59: 0 0 0 0 -277 0 -277: 59 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 84.6 78.5 84.6 81.6: 15.4 18.4
Old : 100.0: 0.0 3.1 0.0 84.6 78.5 84.6 81.6: 15.4 18.4
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 : 21: 0 1 0 17 16 17 17:
Old : 21: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 42.5 71.2 59.9 40.4 31.0 50.8 43.6
Old : 46.4 42.5 71.2 59.9 40.4 31.0 50.8 43.6
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, December 16, 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 : 3,459,992: 873,443 168,284 1,156,661 1,401,790 2,115,097 3,431,894 3,440,042: 28,098 19,950
Old : 3,459,992: 873,443 168,284 1,156,661 1,401,790 2,115,097 3,431,894 3,440,042: 28,098 19,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -49,404: -5,476 -1,607 -29,828 -15,831 -19,642 -51,135 -51,077: 1,731 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.9 33.4 40.5 61.1 99.2 99.4: 0.8 0.6
Old : 100.0: 25.2 4.9 33.4 40.5 61.1 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 : 169: 28 27 47 108 97 160 149:
Old : 169: 28 27 47 108 97 160 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 35.9 51.4 50.6 22.2 20.7 25.6 28.9
Old : 41.3 35.9 51.4 50.6 22.2 20.7 25.6 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 1,271,082: 221,344 345,408 332,305 711,925 589,766 1,265,574 1,267,479: 5,508 3,603
Old : 1,271,082: 221,344 345,408 332,305 711,925 589,766 1,265,574 1,267,479: 5,508 3,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 39,430: 14,038 -11,620 6,980 18,566 44,056 39,584 39,416: -154 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 27.2 26.1 56.0 46.4 99.6 99.7: 0.4 0.3
Old : 100.0: 17.4 27.2 26.1 56.0 46.4 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 29 40 36 33 80 80:
Old : 88: 22 29 40 36 33 80 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 43.7 52.8 58.1 22.2 29.7 34.1 37.0
Old : 31.9 43.7 52.8 58.1 22.2 29.7 34.1 37.0
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, December 16, 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 : 4,289: 350 0 250 3,589 3,939 4,189 4,189: 100 100
Old : 4,289: 350 0 250 3,589 3,939 4,189 4,189: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 5.8 83.7 91.8 97.7 97.7: 2.3 2.3
Old : 100.0: 8.2 0.0 5.8 83.7 91.8 97.7 97.7: 2.3 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 : 23: 1 0 1 14 18 15 19:
Old : 23: 1 0 1 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 57.1 87.5 76.0 46.7 39.0 54.2 47.8
Old : 58.9 57.1 87.5 76.0 46.7 39.0 54.2 47.8
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, December 16, 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 : 103,617: 3,350 432 10,245 89,259 92,726 102,855 103,404: 762 213
Old : 103,617: 3,350 432 10,245 89,259 92,726 102,855 103,404: 762 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,853: 68 -9 -908 5,485 5,009 4,645 4,092: -792 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.4 9.9 86.1 89.5 99.3 99.8: 0.7 0.2
Old : 100.0: 3.2 0.4 9.9 86.1 89.5 99.3 99.8: 0.7 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 : 47: 6 3 7 36 34 45 41:
Old : 47: 6 3 7 36 34 45 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 : 41.3 43.1 61.3 64.2 11.0 12.7 15.0 17.2
Old : 41.3 43.1 61.3 64.2 11.0 12.7 15.0 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, December 16, 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 : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Old : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 3.1
Old : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 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 : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 13 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 : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 75.4
Old : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 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, December 16, 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 : 37,507: 2,680 7 612 33,014 36,171 36,307 36,791: 1,200 716
Old : 37,507: 2,680 7 612 33,014 36,171 36,307 36,791: 1,200 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,117: -12 7 14 1,115 1,076 1,117 1,097: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 1.6 88.0 96.4 96.8 98.1: 3.2 1.9
Old : 100.0: 7.1 0.0 1.6 88.0 96.4 96.8 98.1: 3.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 20 24 22:
Old : 26: 1 1 2 22 20 24 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 : 53.4 76.6 75.8 90.0 23.9 32.0 32.6 35.9
Old : 53.4 76.6 75.8 90.0 23.9 32.0 32.6 35.9
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, December 16, 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 : 13,897: 0 0 0 12,661 12,603 12,661 12,603: 1,236 1,294
Old : 13,897: 0 0 0 12,661 12,603 12,661 12,603: 1,236 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 279: 0 0 0 191 199 191 199: 88 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 90.7 91.1 90.7: 8.9 9.3
Old : 100.0: 0.0 0.0 0.0 91.1 90.7 91.1 90.7: 8.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 16 17 16:
Old : 21: 0 0 0 17 16 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 : 46.5 58.9 70.6 76.9 38.3 43.9 51.6 57.1
Old : 46.5 58.9 70.6 76.9 38.3 43.9 51.6 57.1
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, December 16, 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 : 34,572: 40 720 720 31,123 32,343 31,883 33,783: 2,689 789
Old : 34,572: 40 720 720 31,123 32,343 31,883 33,783: 2,689 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 752: 0 0 0 960 632 960 632: -208 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 2.1 90.0 93.6 92.2 97.7: 7.8 2.3
Old : 100.0: 0.1 2.1 2.1 90.0 93.6 92.2 97.7: 7.8 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 : 29: 1 1 1 27 22 29 23:
Old : 29: 1 1 1 27 22 29 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 : 46.2 50.0 63.9 71.0 15.7 18.7 24.1 28.6
Old : 46.2 50.0 63.9 71.0 15.7 18.7 24.1 28.6
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,794: 100 0 20 29,422 28,352 29,542 28,372: 252 1,422
Old : 29,794: 100 0 20 29,422 28,352 29,542 28,372: 252 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 492: 0 0 0 452 -28 452 -28: 40 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 98.8 95.2 99.2 95.2: 0.8 4.8
Old : 100.0: 0.3 0.0 0.1 98.8 95.2 99.2 95.2: 0.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 20 23 21:
Old : 27: 1 0 1 22 20 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 : 58.6 73.9 81.8 83.5 54.0 72.7 74.9 79.4
Old : 58.6 73.9 81.8 83.5 54.0 72.7 74.9 79.4
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, December 16, 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 : 10,136: 2 524 74 8,497 8,814 8,573 9,412: 1,563 724
Old : 10,136: 2 524 74 8,497 8,814 8,573 9,412: 1,563 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 360: -0 2 -2 362 302 360 302: -0 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.7 83.8 87.0 84.6 92.9: 15.4 7.1
Old : 100.0: 0.0 5.2 0.7 83.8 87.0 84.6 92.9: 15.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 17 18 19 20:
Old : 21: 1 1 2 17 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 43.2 69.1 69.8 23.6 20.9 27.3 33.4
Old : 49.6 43.2 69.1 69.8 23.6 20.9 27.3 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,566: 40 0 0 10,226 9,678 10,266 9,678: 300 888
Old : 10,566: 40 0 0 10,226 9,678 10,266 9,678: 300 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 42: 0 0 0 46 18 46 18: -4 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.8 91.6 97.2 91.6: 2.8 8.4
Old : 100.0: 0.4 0.0 0.0 96.8 91.6 97.2 91.6: 2.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 22 18 23 18:
Old : 27: 1 0 0 22 18 23 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 : 45.1 43.7 73.5 76.7 42.1 32.5 59.7 51.8
Old : 45.1 43.7 73.5 76.7 42.1 32.5 59.7 51.8
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, December 16, 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 : 16,440: 0 0 0 16,302 15,812 16,302 15,812: 138 628
Old : 16,440: 0 0 0 16,302 15,812 16,302 15,812: 138 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 371: 0 0 0 307 317 307 317: 64 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 96.2 99.2 96.2: 0.8 3.8
Old : 100.0: 0.0 0.0 0.0 99.2 96.2 99.2 96.2: 0.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.5 52.2 89.3 76.3 58.5 36.6 60.1 49.6
Old : 68.5 52.2 89.3 76.3 58.5 36.6 60.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 2,936,895: 215,675 87,535 1,179,230 1,448,862 1,574,445 2,843,766 2,841,209: 93,129 95,685
Old : 2,936,895: 215,675 87,535 1,179,230 1,448,862 1,574,445 2,843,766 2,841,209: 93,129 95,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -206,544: -6,700 -11,383 -138,100 -64,751 -66,650 -209,550 -216,132: 3,006 9,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.0 40.2 49.3 53.6 96.8 96.7: 3.2 3.3
Old : 100.0: 7.3 3.0 40.2 49.3 53.6 96.8 96.7: 3.2 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 : 285: 106 78 146 84 89 264 246:
Old : 285: 106 78 146 84 89 264 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 33.3 46.7 47.5 5.1 3.7 7.1 5.9
Old : 32.9 33.3 46.7 47.5 5.1 3.7 7.1 5.9
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 147,225: 8,070 14,701 47,467 89,822 82,589 145,359 144,757: 1,866 2,468
Old : 147,225: 8,070 14,701 47,467 89,822 82,589 145,359 144,757: 1,866 2,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -1,564: 2,580 -1,321 -1,089 -3,253 1,054 -1,761 -1,356: 197 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 10.0 32.2 61.0 56.1 98.7 98.3: 1.3 1.7
Old : 100.0: 5.5 10.0 32.2 61.0 56.1 98.7 98.3: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 8 10 11 11 21 22:
Old : 28: 3 8 10 11 11 21 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 : 71.5 58.7 86.9 81.2 41.4 36.7 50.2 46.5
Old : 71.5 58.7 86.9 81.2 41.4 36.7 50.2 46.5
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, December 16, 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 : 179,326: 22,324 11,671 13,705 102,365 110,237 138,394 135,613: 40,932 43,713
Old : 179,326: 22,324 11,671 13,705 102,365 110,237 138,394 135,613: 40,932 43,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,448: 156 -27 239 1,705 745 2,100 957: 1,348 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.5 7.6 57.1 61.5 77.2 75.6: 22.8 24.4
Old : 100.0: 12.4 6.5 7.6 57.1 61.5 77.2 75.6: 22.8 24.4
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: 5 3 6 22 22 28 30:
Old : 32: 5 3 6 22 22 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 : 34.8 25.5 51.4 42.6 29.1 21.1 38.3 33.3
Old : 34.8 25.5 51.4 42.6 29.1 21.1 38.3 33.3
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, December 16, 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 : 237,606: 17,661 15,103 90,514 125,867 129,145 234,042 234,762: 3,565 2,844
Old : 237,606: 17,661 15,103 90,514 125,867 129,145 234,042 234,762: 3,565 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -65,450: -3,712 -3,116 -40,646 -21,552 -22,202 -65,910 -65,964: 460 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 6.4 38.1 53.0 54.4 98.5 98.8: 1.5 1.2
Old : 100.0: 7.4 6.4 38.1 53.0 54.4 98.5 98.8: 1.5 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 : 72: 22 22 36 27 28 65 70:
Old : 72: 22 22 36 27 28 65 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 33.3 51.1 53.0 7.5 7.9 10.4 11.9
Old : 29.8 33.3 51.1 53.0 7.5 7.9 10.4 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 506,853: 20,546 10,760 96,571 378,351 383,783 495,468 491,114: 11,386 15,740
Old : 506,853: 20,546 10,760 96,571 378,351 383,783 495,468 491,114: 11,386 15,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 16,080: -1,338 187 3,599 12,972 11,262 15,233 15,048: 848 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.1 19.1 74.6 75.7 97.8 96.9: 2.2 3.1
Old : 100.0: 4.1 2.1 19.1 74.6 75.7 97.8 96.9: 2.2 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 : 45: 7 3 10 34 34 44 44:
Old : 45: 7 3 10 34 34 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 31.6 52.6 48.9 11.6 12.3 16.2 16.6
Old : 34.2 31.6 52.6 48.9 11.6 12.3 16.2 16.6
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, December 16, 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 : 51,004: 815 1,450 600 48,814 48,179 50,229 50,229: 775 775
Old : 51,004: 815 1,450 600 48,814 48,179 50,229 50,229: 775 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,411: 0 -1,147 0 2,536 3,883 2,536 2,736: -125 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.8 1.2 95.7 94.5 98.5 98.5: 1.5 1.5
Old : 100.0: 1.6 2.8 1.2 95.7 94.5 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 3 2 40 43 45 47:
Old : 56: 4 3 2 40 43 45 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 : 48.1 37.8 66.5 57.7 34.9 26.2 42.4 35.9
Old : 48.1 37.8 66.5 57.7 34.9 26.2 42.4 35.9
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 174,048: 18,875 32,656 27,299 119,188 105,675 165,362 165,630: 8,686 8,418
Old : 174,048: 18,875 32,656 27,299 119,188 105,675 165,362 165,630: 8,686 8,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,854: 729 0 612 3,359 3,933 4,700 4,545: 154 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.8 15.7 68.5 60.7 95.0 95.2: 5.0 4.8
Old : 100.0: 10.8 18.8 15.7 68.5 60.7 95.0 95.2: 5.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 18 23 21 20 46 46:
Old : 49: 10 18 23 21 20 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 36.0 59.8 59.2 16.5 16.1 26.2 21.2
Old : 39.1 36.0 59.8 59.2 16.5 16.1 26.2 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 64,889: 0 7,010 195 53,127 44,317 53,322 51,522: 11,567 13,367
Old : 64,889: 0 7,010 195 53,127 44,317 53,322 51,522: 11,567 13,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 3,147: 0 0 0 977 879 977 879: 2,170 2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.3 81.9 68.3 82.2 79.4: 17.8 20.6
Old : 100.0: 0.0 10.8 0.3 81.9 68.3 82.2 79.4: 17.8 20.6
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 2 1 20 17 21 19:
Old : 26: 0 2 1 20 17 21 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 : 55.9 42.4 70.3 62.1 38.1 29.9 44.6 39.0
Old : 55.9 42.4 70.3 62.1 38.1 29.9 44.6 39.0
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,095: 0 495 65 21,030 20,535 21,095 21,095: 0 0
Old : 21,095: 0 495 65 21,030 20,535 21,095 21,095: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,183: 0 0 0 1,183 1,183 1,183 1,183: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.3 99.7 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.3 0.3 99.7 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 1 25 30 26 34:
Old : 38: 0 4 1 25 30 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 39.4 77.5 60.4 46.1 35.4 63.4 52.5
Old : 52.0 39.4 77.5 60.4 46.1 35.4 63.4 52.5
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, December 16, 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 : 12,662: 8,913 3,506 61 1,995 8,068 10,969 11,635: 1,693 1,027
Old : 12,662: 8,913 3,506 61 1,995 8,068 10,969 11,635: 1,693 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -157: -1 -37 11 -240 -115 -230 -141: 73 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 27.7 0.5 15.8 63.7 86.6 91.9: 13.4 8.1
Old : 100.0: 70.4 27.7 0.5 15.8 63.7 86.6 91.9: 13.4 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 : 93: 36 21 2 18 20 56 41:
Old : 93: 36 21 2 18 20 56 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 : 41.5 47.3 51.8 63.2 41.5 47.0 51.8 62.8
Old : 41.5 47.3 51.8 63.2 41.5 47.0 51.8 62.8
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, December 16, 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 : 17,045: 8,880 1,750 100 5,243 13,488 14,223 15,338: 2,822 1,707
Old : 17,045: 8,880 1,750 100 5,243 13,488 14,223 15,338: 2,822 1,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 991: 519 -689 39 -139 1,477 419 827: 572 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 10.3 0.6 30.8 79.1 83.4 90.0: 16.6 10.0
Old : 100.0: 52.1 10.3 0.6 30.8 79.1 83.4 90.0: 16.6 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 : 77: 32 12 5 13 22 49 35:
Old : 77: 32 12 5 13 22 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 34.8 52.2 57.2 36.8 34.8 52.2 57.2
Old : 36.8 34.8 52.2 57.2 36.8 34.8 52.2 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, December 16, 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 : 226,403: 56,722 4,903 31,471 120,910 177,007 209,103 213,380: 17,301 13,023
Old : 226,403: 56,722 4,903 31,471 120,910 177,007 209,103 213,380: 17,301 13,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 14,992: -408 -885 -1,868 15,141 17,127 12,864 14,373: 2,127 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.2 13.9 53.4 78.2 92.4 94.2: 7.6 5.8
Old : 100.0: 25.1 2.2 13.9 53.4 78.2 92.4 94.2: 7.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 43 23 35 78 90 139 132:
Old : 164: 43 23 35 78 90 139 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 25.7 33.1 36.6 14.3 14.5 22.8 20.7
Old : 21.1 25.7 33.1 36.6 14.3 14.5 22.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 17,708: 590 0 70 11,898 11,715 12,558 11,785: 5,150 5,923
Old : 17,708: 590 0 70 11,898 11,715 12,558 11,785: 5,150 5,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.4 67.2 66.2 70.9 66.6: 29.1 33.4
Old : 100.0: 3.3 0.0 0.4 67.2 66.2 70.9 66.6: 29.1 33.4
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: 1 0 1 14 15 15 16:
Old : 20: 1 0 1 14 15 15 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 : 46.6 43.2 60.9 56.7 40.7 37.6 49.7 46.8
Old : 46.6 43.2 60.9 56.7 40.7 37.6 49.7 46.8
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 14,876: 1,462 0 150 12,465 13,686 14,077 13,836: 799 1,040
Old : 14,876: 1,462 0 150 12,465 13,686 14,077 13,836: 799 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 186: 122 0 0 -46 76 76 76: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 1.0 83.8 92.0 94.6 93.0: 5.4 7.0
Old : 100.0: 9.8 0.0 1.0 83.8 92.0 94.6 93.0: 5.4 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 : 22: 1 0 1 14 19 15 20:
Old : 22: 1 0 1 14 19 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 : 71.5 61.4 86.8 75.2 53.0 36.5 56.4 47.1
Old : 71.5 61.4 86.8 75.2 53.0 36.5 56.4 47.1
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, December 16, 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 : 6,852: 100 50 150 6,402 6,452 6,652 6,652: 200 200
Old : 6,852: 100 50 150 6,402 6,452 6,652 6,652: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.7 2.2 93.4 94.2 97.1 97.1: 2.9 2.9
Old : 100.0: 1.5 0.7 2.2 93.4 94.2 97.1 97.1: 2.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 2 29 24 32 26:
Old : 36: 1 1 2 29 24 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 36.7 57.7 60.7 18.7 25.6 29.6 36.5
Old : 40.1 36.7 57.7 60.7 18.7 25.6 29.6 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 20,829: 517 264 28 19,119 20,523 19,664 20,815: 1,165 14
Old : 20,829: 517 264 28 19,119 20,523 19,664 20,815: 1,165 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,610: -313 -375 -6 1,845 1,985 1,526 1,604: 84 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.3 0.1 91.8 98.5 94.4 99.9: 5.6 0.1
Old : 100.0: 2.5 1.3 0.1 91.8 98.5 94.4 99.9: 5.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 1 29 27 31 29:
Old : 40: 2 1 1 29 27 31 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 : 42.7 63.7 63.2 81.8 41.6 59.3 59.5 71.7
Old : 42.7 63.7 63.2 81.8 41.6 59.3 59.5 71.7
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, December 16, 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 : 10,258: 0 100 175 8,307 9,103 8,482 9,378: 1,776 880
Old : 10,258: 0 100 175 8,307 9,103 8,482 9,378: 1,776 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 965: -100 100 -25 645 745 520 820: 445 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.7 81.0 88.7 82.7 91.4: 17.3 8.6
Old : 100.0: 0.0 1.0 1.7 81.0 88.7 82.7 91.4: 17.3 8.6
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 : 22: 0 1 1 17 14 18 15:
Old : 22: 0 1 1 17 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 76.4 66.8 85.6 37.2 60.3 53.4 66.4
Old : 45.4 76.4 66.8 85.6 37.2 60.3 53.4 66.4
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, December 16, 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 : 7,415: 125 300 0 7,290 7,115 7,415 7,415: 0 0
Old : 7,415: 125 300 0 7,290 7,115 7,415 7,415: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,100: 75 0 0 1,025 1,225 1,100 1,225: 0 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.0 0.0 98.3 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 4.0 0.0 98.3 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 0 23 20 25 21:
Old : 37: 2 1 0 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 62.9 68.6 82.1 44.3 61.9 64.3 77.4
Old : 44.3 62.9 68.6 82.1 44.3 61.9 64.3 77.4
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, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,891: 300 255 108 19,006 19,384 19,414 19,747: 477 144
Old : 19,891: 300 255 108 19,006 19,384 19,414 19,747: 477 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 545: -33 159 -24 758 410 701 545: -156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.3 0.5 95.6 97.5 97.6 99.3: 2.4 0.7
Old : 100.0: 1.5 1.3 0.5 95.6 97.5 97.6 99.3: 2.4 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 2 1 23 22 25 24:
Old : 34: 1 2 1 23 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 : 58.9 66.7 84.3 82.7 58.6 65.5 82.4 78.5
Old : 58.9 66.7 84.3 82.7 58.6 65.5 82.4 78.5
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, December 16, 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 : 9,541: 0 0 0 9,385 9,454 9,385 9,454: 156 87
Old : 9,541: 0 0 0 9,385 9,454 9,385 9,454: 156 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 97: 0 -120 -57 70 205 13 28: 84 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 99.1 98.4 99.1: 1.6 0.9
Old : 100.0: 0.0 0.0 0.0 98.4 99.1 98.4 99.1: 1.6 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 : 27: 0 0 0 18 20 18 20:
Old : 27: 0 0 0 18 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 58.1 82.8 76.9 57.9 54.0 65.2 67.1
Old : 63.6 58.1 82.8 76.9 57.9 54.0 65.2 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 40,833: 3,615 12,358 1,609 31,509 23,735 36,733 37,702: 4,100 3,131
Old : 40,833: 3,615 12,358 1,609 31,509 23,735 36,733 37,702: 4,100 3,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 471: 175 -443 -55 -462 708 -342 210: 813 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 30.3 3.9 77.2 58.1 90.0 92.3: 10.0 7.7
Old : 100.0: 8.9 30.3 3.9 77.2 58.1 90.0 92.3: 10.0 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 : 38: 5 4 4 23 27 30 33:
Old : 38: 5 4 4 23 27 30 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 : 37.2 47.2 55.4 63.1 36.3 45.5 52.2 60.5
Old : 37.2 47.2 55.4 63.1 36.3 45.5 52.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008