GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,464: 60 0 0 36,174 36,404 36,234 36,404: 230 60
Old : 36,464: 60 0 0 36,174 36,404 36,234 36,404: 230 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,115: 0 0 0 3,115 3,115 3,115 3,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.2 99.8 99.4 99.8: 0.6 0.2
Old : 100.0: 0.2 0.0 0.0 99.2 99.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 0 0 33 36 34 36:
Old : 42: 1 0 0 33 36 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 64.9 73.2 80.0 46.4 58.5 63.3 67.8
Old : 51.5 64.9 73.2 80.0 46.4 58.5 63.3 67.8
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,910: 1,400 120 125 24,214 25,366 25,739 25,611: 171 299
Old : 25,910: 1,400 120 125 24,214 25,366 25,739 25,611: 171 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,754: 300 0 0 1,504 1,804 1,804 1,804: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.5 0.5 93.5 97.9 99.3 98.8: 0.7 1.2
Old : 100.0: 5.4 0.5 0.5 93.5 97.9 99.3 98.8: 0.7 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 : 42: 3 1 1 31 33 34 35:
Old : 42: 3 1 1 31 33 34 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 : 36.7 48.7 60.6 76.9 20.7 32.4 35.3 43.5
Old : 36.7 48.7 60.6 76.9 20.7 32.4 35.3 43.5
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,685: 1,818 0 310 4,642 6,457 6,770 6,767: 915 918
Old : 7,685: 1,818 0 310 4,642 6,457 6,770 6,767: 915 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 56: -26 0 36 63 148 73 184: -17 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 0.0 4.0 60.4 84.0 88.1 88.1: 11.9 11.9
Old : 100.0: 23.7 0.0 4.0 60.4 84.0 88.1 88.1: 11.9 11.9
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 0 1 21 25 22 26:
Old : 26: 1 0 1 21 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 55.8 75.9 69.0 55.2 53.8 60.8 58.9
Old : 63.9 55.8 75.9 69.0 55.2 53.8 60.8 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,312: 201 169 189 10,735 11,356 11,125 11,714: 1,187 598
Old : 12,312: 201 169 189 10,735 11,356 11,125 11,714: 1,187 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 352: 5 19 13 234 378 252 410: 100 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.4 1.5 87.2 92.2 90.4 95.1: 9.6 4.9
Old : 100.0: 1.6 1.4 1.5 87.2 92.2 90.4 95.1: 9.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 3 3 38 43 42 46:
Old : 50: 1 3 3 38 43 42 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 : 35.6 34.2 54.2 52.7 34.8 31.2 49.9 41.9
Old : 35.6 34.2 54.2 52.7 34.8 31.2 49.9 41.9
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,385: 153 208 78 8,610 8,406 8,841 8,692: 544 693
Old : 9,385: 153 208 78 8,610 8,406 8,841 8,692: 544 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 302: -4 33 -110 263 192 149 115: 153 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.2 0.8 91.7 89.6 94.2 92.6: 5.8 7.4
Old : 100.0: 1.6 2.2 0.8 91.7 89.6 94.2 92.6: 5.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 4 2 38 44 40 49:
Old : 52: 1 4 2 38 44 40 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 : 33.7 24.4 48.6 41.4 28.7 15.4 38.1 27.6
Old : 33.7 24.4 48.6 41.4 28.7 15.4 38.1 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,626: 0 385 66 4,240 4,309 4,306 4,760: 1,320 866
Old : 5,626: 0 385 66 4,240 4,309 4,306 4,760: 1,320 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 225: 0 107 66 163 50 229 223: -4 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 1.2 75.4 76.6 76.5 84.6: 23.5 15.4
Old : 100.0: 0.0 6.8 1.2 75.4 76.6 76.5 84.6: 23.5 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 23 20 24:
Old : 24: 0 1 1 19 23 20 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 : 41.9 40.4 59.3 60.0 38.3 37.1 47.8 52.4
Old : 41.9 40.4 59.3 60.0 38.3 37.1 47.8 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,800: 0 233 50 2,639 3,035 2,689 3,318: 1,111 482
Old : 3,800: 0 233 50 2,639 3,035 2,689 3,318: 1,111 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 213: 0 95 10 354 149 364 254: -151 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 1.3 69.4 79.9 70.8 87.3: 29.2 12.7
Old : 100.0: 0.0 6.1 1.3 69.4 79.9 70.8 87.3: 29.2 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 16 18 17 20:
Old : 23: 0 2 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 49.1 58.6 65.2 36.4 43.7 41.7 54.7
Old : 45.9 49.1 58.6 65.2 36.4 43.7 41.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,937: 35 0 0 1,089 1,391 1,124 1,391: 813 546
Old : 1,937: 35 0 0 1,089 1,391 1,124 1,391: 813 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 134: 35 0 0 77 69 112 69: 22 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 56.2 71.8 58.0 71.8: 42.0 28.2
Old : 100.0: 1.8 0.0 0.0 56.2 71.8 58.0 71.8: 42.0 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 13 16 14 16:
Old : 22: 1 0 0 13 16 14 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 : 33.8 33.0 48.8 53.9 32.0 32.5 44.0 51.6
Old : 33.8 33.0 48.8 53.9 32.0 32.5 44.0 51.6
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,190: 24,705 16,945 32,305 154,034 171,203 211,044 220,453: 37,146 27,737
Old : 248,190: 24,705 16,945 32,305 154,034 171,203 211,044 220,453: 37,146 27,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -969: 1,560 -1,355 -2,207 403 2,202 -244 -1,360: -725 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.8 13.0 62.1 69.0 85.0 88.8: 15.0 11.2
Old : 100.0: 10.0 6.8 13.0 62.1 69.0 85.0 88.8: 15.0 11.2
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 : 124: 19 31 42 60 63 111 111:
Old : 124: 19 31 42 60 63 111 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 30.8 36.8 40.0 19.3 25.4 25.8 30.2
Old : 26.4 30.8 36.8 40.0 19.3 25.4 25.8 30.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,552: 91 483 0 18,376 17,979 18,467 18,462: 85 90
Old : 18,552: 91 483 0 18,376 17,979 18,467 18,462: 85 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,625: -50 -505 0 1,665 2,130 1,615 1,625: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.6 0.0 99.1 96.9 99.5 99.5: 0.5 0.5
Old : 100.0: 0.5 2.6 0.0 99.1 96.9 99.5 99.5: 0.5 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 : 57: 1 3 0 42 42 43 45:
Old : 57: 1 3 0 42 42 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 32.6 59.6 51.1 33.3 28.5 41.1 38.3
Old : 39.8 32.6 59.6 51.1 33.3 28.5 41.1 38.3
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,535: 150 0 0 10,470 11,310 10,620 11,310: 915 225
Old : 11,535: 150 0 0 10,470 11,310 10,620 11,310: 915 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,025: 0 0 0 1,025 1,025 1,025 1,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 90.8 98.0 92.1 98.0: 7.9 2.0
Old : 100.0: 1.3 0.0 0.0 90.8 98.0 92.1 98.0: 7.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 20 20 21 20:
Old : 28: 1 0 0 20 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 53.1 75.6 76.7 48.8 48.8 59.4 65.3
Old : 59.7 53.1 75.6 76.7 48.8 48.8 59.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,723: 75 0 0 3,373 3,348 3,448 3,348: 275 375
Old : 3,723: 75 0 0 3,373 3,348 3,448 3,348: 275 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 90.6 89.9 92.6 89.9: 7.4 10.1
Old : 100.0: 2.0 0.0 0.0 90.6 89.9 92.6 89.9: 7.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 19 21 21 21:
Old : 27: 2 0 0 19 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 46.3 70.5 63.8 37.6 34.3 46.1 43.7
Old : 51.0 46.3 70.5 63.8 37.6 34.3 46.1 43.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 679,224: 72,185 217,658 239,045 288,370 180,250 599,600 636,953: 79,624 42,271
Old : 679,224: 72,185 217,658 239,045 288,370 180,250 599,600 636,953: 79,624 42,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -25,700: -1,803 -2,151 -17,218 -11,442 -7,991 -30,463 -27,360: 4,763 1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 32.0 35.2 42.5 26.5 88.3 93.8: 11.7 6.2
Old : 100.0: 10.6 32.0 35.2 42.5 26.5 88.3 93.8: 11.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 47 66 77 75 56 173 156:
Old : 197: 47 66 77 75 56 173 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.3 35.8 48.7 9.0 21.1 13.6 25.3
Old : 24.6 38.3 35.8 48.7 9.0 21.1 13.6 25.3
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,408: 3,007 0 1,969 85,677 84,285 90,653 86,254: 8,755 13,154
Old : 99,408: 3,007 0 1,969 85,677 84,285 90,653 86,254: 8,755 13,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,464: -174 0 428 -467 168 -213 596: 2,677 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 2.0 86.2 84.8 91.2 86.8: 8.8 13.2
Old : 100.0: 3.0 0.0 2.0 86.2 84.8 91.2 86.8: 8.8 13.2
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 : 28: 2 0 2 23 26 25 28:
Old : 28: 2 0 2 23 26 25 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 : 49.3 42.1 68.8 59.6 44.0 34.3 57.0 48.4
Old : 49.3 42.1 68.8 59.6 44.0 34.3 57.0 48.4
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,035: 2,645 7,815 1,575 49,444 35,713 53,664 45,103: 5,371 13,932
Old : 59,035: 2,645 7,815 1,575 49,444 35,713 53,664 45,103: 5,371 13,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 4,050: 0 5,435 -1,815 7,347 -569 5,532 3,051: -1,482 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.2 2.7 83.8 60.5 90.9 76.4: 9.1 23.6
Old : 100.0: 4.5 13.2 2.7 83.8 60.5 90.9 76.4: 9.1 23.6
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 : 28: 1 3 2 19 18 21 22:
Old : 28: 1 3 2 19 18 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 : 38.9 37.7 62.7 56.6 35.0 32.5 58.1 50.0
Old : 38.9 37.7 62.7 56.6 35.0 32.5 58.1 50.0
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,583: 3,951 0 236 70,188 73,520 74,375 73,756: 7,208 7,827
Old : 81,583: 3,951 0 236 70,188 73,520 74,375 73,756: 7,208 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,137: 1,290 0 19 -165 1,326 1,144 1,345: 993 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.3 86.0 90.1 91.2 90.4: 8.8 9.6
Old : 100.0: 4.8 0.0 0.3 86.0 90.1 91.2 90.4: 8.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 1 27 27 29 28:
Old : 36: 2 0 1 27 27 29 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 : 44.5 28.7 64.0 49.6 39.7 27.6 55.5 44.1
Old : 44.5 28.7 64.0 49.6 39.7 27.6 55.5 44.1
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,596: 0 0 0 81,979 82,577 81,979 82,577: 15,617 15,019
Old : 97,596: 0 0 0 81,979 82,577 81,979 82,577: 15,617 15,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -2,451: 0 0 0 -1,166 -5,005 -1,166 -5,005: -1,285 2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.0 84.6 84.0 84.6: 16.0 15.4
Old : 100.0: 0.0 0.0 0.0 84.0 84.6 84.0 84.6: 16.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 34.8 48.6 56.9 66.7 27.9 35.7 38.9 44.7
Old : 34.8 48.6 56.9 66.7 27.9 35.7 38.9 44.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,516: 4,088 0 1,100 33,083 38,196 38,271 39,296: 5,245 4,220
Old : 43,516: 4,088 0 1,100 33,083 38,196 38,271 39,296: 5,245 4,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 336: 224 0 0 512 2,006 736 2,006: -400 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 2.5 76.0 87.8 87.9 90.3: 12.1 9.7
Old : 100.0: 9.4 0.0 2.5 76.0 87.8 87.9 90.3: 12.1 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 23 24 24:
Old : 29: 2 0 1 22 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 61.8 73.0 74.4 52.4 54.2 63.9 61.9
Old : 53.7 61.8 73.0 74.4 52.4 54.2 63.9 61.9
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,259: 550 9,937 3,573 80,252 71,839 84,375 85,349: 5,884 4,910
Old : 90,259: 550 9,937 3,573 80,252 71,839 84,375 85,349: 5,884 4,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,215: 56 3,280 -689 4,609 736 3,976 3,327: -761 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 11.0 4.0 88.9 79.6 93.5 94.6: 6.5 5.4
Old : 100.0: 0.6 11.0 4.0 88.9 79.6 93.5 94.6: 6.5 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 : 42: 1 4 2 29 30 32 34:
Old : 42: 1 4 2 29 30 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 28.6 60.0 46.2 39.8 25.5 51.7 39.7
Old : 44.2 28.6 60.0 46.2 39.8 25.5 51.7 39.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,557: 7,959 851 7,826 108,375 111,984 124,160 120,661: 11,397 14,896
Old : 135,557: 7,959 851 7,826 108,375 111,984 124,160 120,661: 11,397 14,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,666: 2,266 -800 -368 720 3,814 2,618 2,646: 48 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.6 5.8 79.9 82.6 91.6 89.0: 8.4 11.0
Old : 100.0: 5.9 0.6 5.8 79.9 82.6 91.6 89.0: 8.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 3 18 29 21 32:
Old : 35: 2 1 3 18 29 21 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 33.6 73.2 49.8 44.1 33.1 60.7 49.0
Old : 51.3 33.6 73.2 49.8 44.1 33.1 60.7 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,047: 2,489 6,206 3,589 33,166 28,725 39,244 38,520: 4,803 5,527
Old : 44,047: 2,489 6,206 3,589 33,166 28,725 39,244 38,520: 4,803 5,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 14.1 8.1 75.3 65.2 89.1 87.5: 10.9 12.5
Old : 100.0: 5.7 14.1 8.1 75.3 65.2 89.1 87.5: 10.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 15 15 18 18:
Old : 20: 3 1 2 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 42.7 71.4 69.9 36.1 39.8 48.6 51.0
Old : 46.8 42.7 71.4 69.9 36.1 39.8 48.6 51.0
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,688: 413 12,897 19,841 58,961 47,266 79,215 80,004: 6,473 5,684
Old : 85,688: 413 12,897 19,841 58,961 47,266 79,215 80,004: 6,473 5,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,151: 0 -999 1,659 1,536 2,794 3,195 3,454: -44 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.1 23.2 68.8 55.2 92.4 93.4: 7.6 6.6
Old : 100.0: 0.5 15.1 23.2 68.8 55.2 92.4 93.4: 7.6 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 : 25: 1 3 3 15 17 19 20:
Old : 25: 1 3 3 15 17 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 : 61.8 52.5 76.0 74.6 36.0 26.5 45.3 40.6
Old : 61.8 52.5 76.0 74.6 36.0 26.5 45.3 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,526: 0 0 0 49,004 46,313 49,004 46,313: 9,522 12,213
Old : 58,526: 0 0 0 49,004 46,313 49,004 46,313: 9,522 12,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,769: 0 0 0 1,333 3,386 1,333 3,386: 2,436 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.7 79.1 83.7 79.1: 16.3 20.9
Old : 100.0: 0.0 0.0 0.0 83.7 79.1 83.7 79.1: 16.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 20 21 20:
Old : 25: 0 0 0 21 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 40.5 63.3 60.1 40.5 31.6 59.0 46.2
Old : 41.1 40.5 63.3 60.1 40.5 31.6 59.0 46.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,616: 6,546 2,879 6,286 71,773 71,129 84,605 80,294: 7,011 11,322
Old : 91,616: 6,546 2,879 6,286 71,773 71,129 84,605 80,294: 7,011 11,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 4,241: 2,681 574 -736 2,406 3,890 4,351 3,728: -110 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.1 6.9 78.3 77.6 92.3 87.6: 7.7 12.4
Old : 100.0: 7.1 3.1 6.9 78.3 77.6 92.3 87.6: 7.7 12.4
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 : 38: 3 3 4 29 29 34 34:
Old : 38: 3 3 4 29 29 34 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 : 31.6 29.5 50.1 47.4 24.7 25.5 39.4 36.9
Old : 31.6 29.5 50.1 47.4 24.7 25.5 39.4 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,809: 0 10,476 3,784 69,185 60,419 72,969 74,679: 3,840 2,130
Old : 76,809: 0 10,476 3,784 69,185 60,419 72,969 74,679: 3,840 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 4.9 90.1 78.7 95.0 97.2: 5.0 2.8
Old : 100.0: 0.0 13.6 4.9 90.1 78.7 95.0 97.2: 5.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 15 15 16 16:
Old : 20: 0 1 1 15 15 16 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 : 67.4 54.9 86.8 77.5 61.1 41.0 63.4 57.5
Old : 67.4 54.9 86.8 77.5 61.1 41.0 63.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,718: 0 0 0 41,862 40,270 41,862 40,270: 856 2,448
Old : 42,718: 0 0 0 41,862 40,270 41,862 40,270: 856 2,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 94.3 98.0 94.3: 2.0 5.7
Old : 100.0: 0.0 0.0 0.0 98.0 94.3 98.0 94.3: 2.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 18 14 18:
Old : 22: 0 0 0 14 18 14 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 : 86.1 51.9 95.8 76.3 74.2 48.5 82.7 68.5
Old : 86.1 51.9 95.8 76.3 74.2 48.5 82.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,139: 0 10,205 2,732 54,545 39,632 57,277 52,569: 4,862 9,570
Old : 62,139: 0 10,205 2,732 54,545 39,632 57,277 52,569: 4,862 9,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.4 4.4 87.8 63.8 92.2 84.6: 7.8 15.4
Old : 100.0: 0.0 16.4 4.4 87.8 63.8 92.2 84.6: 7.8 15.4
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: 0 2 2 14 12 16 14:
Old : 20: 0 2 2 14 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 47.1 85.3 70.3 65.3 43.7 78.7 66.2
Old : 68.0 47.1 85.3 70.3 65.3 43.7 78.7 66.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,735: 3,078 14,394 3,492 31,064 23,391 37,634 41,277: 18,101 14,458
Old : 55,735: 3,078 14,394 3,492 31,064 23,391 37,634 41,277: 18,101 14,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 0: 0 0 0 0 -31 0 -31: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 25.8 6.3 55.7 42.0 67.5 74.1: 32.5 25.9
Old : 100.0: 5.5 25.8 6.3 55.7 42.0 67.5 74.1: 32.5 25.9
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 : 24: 1 4 3 16 17 19 22:
Old : 24: 1 4 3 16 17 19 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 : 35.5 39.0 53.7 55.3 25.9 36.4 41.3 47.8
Old : 35.5 39.0 53.7 55.3 25.9 36.4 41.3 47.8
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,118: 1,528 3,076 2,734 40,854 36,149 45,116 41,959: 5,002 8,159
Old : 50,118: 1,528 3,076 2,734 40,854 36,149 45,116 41,959: 5,002 8,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -7,014: 436 -102 -112 -7,282 -3,302 -6,958 -3,516: -56 -3,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.1 5.5 81.5 72.1 90.0 83.7: 10.0 16.3
Old : 100.0: 3.0 6.1 5.5 81.5 72.1 90.0 83.7: 10.0 16.3
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 : 31: 2 2 4 21 19 25 23:
Old : 31: 2 2 4 21 19 25 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 : 52.2 33.7 70.1 57.8 49.6 27.3 64.7 48.2
Old : 52.2 33.7 70.1 57.8 49.6 27.3 64.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,037: 4,280 0 0 118,757 119,273 123,037 119,273: 0 3,764
Old : 123,037: 4,280 0 0 118,757 119,273 123,037 119,273: 0 3,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 96.5 96.9 100.0 96.9: 0.0 3.1
Old : 100.0: 3.5 0.0 0.0 96.5 96.9 100.0 96.9: 0.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 13 14 14 14:
Old : 21: 1 0 0 13 14 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 64.1 92.3 86.1 52.9 50.3 62.0 61.6
Old : 78.0 64.1 92.3 86.1 52.9 50.3 62.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,716: 7,199 7,732 6,949 202,164 206,283 216,312 220,964: 11,404 6,752
Old : 227,716: 7,199 7,732 6,949 202,164 206,283 216,312 220,964: 11,404 6,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 8,487: -216 610 148 8,233 7,865 8,165 8,623: 322 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 3.1 88.8 90.6 95.0 97.0: 5.0 3.0
Old : 100.0: 3.2 3.4 3.1 88.8 90.6 95.0 97.0: 5.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 5 4 42 33 48 39:
Old : 53: 3 5 4 42 33 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 53.6 48.6 68.5 28.5 50.9 44.5 60.8
Old : 30.1 53.6 48.6 68.5 28.5 50.9 44.5 60.8
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,422: 0 5,554 4,572 160,732 161,376 165,304 171,502: 11,118 4,920
Old : 176,422: 0 5,554 4,572 160,732 161,376 165,304 171,502: 11,118 4,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,803: 0 -699 -545 6,577 5,691 6,032 4,447: -3,229 -1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 2.6 91.1 91.5 93.7 97.2: 6.3 2.8
Old : 100.0: 0.0 3.1 2.6 91.1 91.5 93.7 97.2: 6.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 3 3 34 29 37 32:
Old : 40: 0 3 3 34 29 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 40.7 55.2 62.5 24.3 39.6 39.3 54.2
Old : 35.2 40.7 55.2 62.5 24.3 39.6 39.3 54.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,892: 568 12,115 14,807 248,684 241,982 264,059 268,904: 14,833 9,988
Old : 278,892: 568 12,115 14,807 248,684 241,982 264,059 268,904: 14,833 9,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 7,653: -75 5,924 -2,446 14,219 5,197 11,698 8,675: -4,045 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.3 5.3 89.2 86.8 94.7 96.4: 5.3 3.6
Old : 100.0: 0.2 4.3 5.3 89.2 86.8 94.7 96.4: 5.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 4 5 42 41 47 46:
Old : 52: 1 4 5 42 41 47 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 : 31.5 27.8 50.9 47.6 28.4 25.9 40.5 38.6
Old : 31.5 27.8 50.9 47.6 28.4 25.9 40.5 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,594: 3,237 6,308 4,898 133,074 129,061 141,209 140,267: 3,385 4,327
Old : 144,594: 3,237 6,308 4,898 133,074 129,061 141,209 140,267: 3,385 4,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 119: 0 83 29 90 63 119 175: 0 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.4 3.4 92.0 89.3 97.7 97.0: 2.3 3.0
Old : 100.0: 2.2 4.4 3.4 92.0 89.3 97.7 97.0: 2.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 6 32 33 40 39:
Old : 46: 2 6 6 32 33 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 34.4 74.7 56.5 46.2 31.1 65.4 50.4
Old : 49.6 34.4 74.7 56.5 46.2 31.1 65.4 50.4
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,501: 0 1,070 0 40,603 38,637 40,603 39,707: 6,898 7,794
Old : 47,501: 0 1,070 0 40,603 38,637 40,603 39,707: 6,898 7,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -430: 0 0 0 -705 -856 -705 -856: 275 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 85.5 81.3 85.5 83.6: 14.5 16.4
Old : 100.0: 0.0 2.3 0.0 85.5 81.3 85.5 83.6: 14.5 16.4
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 : 23: 0 1 0 20 17 20 18:
Old : 23: 0 1 0 20 17 20 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 : 49.6 41.8 69.5 59.2 44.8 33.8 56.4 49.4
Old : 49.6 41.8 69.5 59.2 44.8 33.8 56.4 49.4
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,279,784: 740,599 146,582 1,089,090 1,424,166 2,023,774 3,253,855 3,259,446: 25,929 20,338
Old : 3,279,784: 740,599 146,582 1,089,090 1,424,166 2,023,774 3,253,855 3,259,446: 25,929 20,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 57,646: -15,153 2,628 8,702 65,134 47,160 58,683 58,490: -1,037 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.5 33.2 43.4 61.7 99.2 99.4: 0.8 0.6
Old : 100.0: 22.6 4.5 33.2 43.4 61.7 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 : 171: 34 18 49 108 100 160 152:
Old : 171: 34 18 49 108 100 160 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 36.9 48.5 51.4 18.3 19.3 22.3 28.6
Old : 38.1 36.9 48.5 51.4 18.3 19.3 22.3 28.6
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,345,006: 157,755 230,608 428,588 741,133 649,668 1,327,476 1,308,864: 17,530 36,142
Old : 1,345,006: 157,755 230,608 428,588 741,133 649,668 1,327,476 1,308,864: 17,530 36,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 52,490: 7,650 -16,554 15,715 17,198 22,126 40,563 21,287: 11,927 31,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.1 31.9 55.1 48.3 98.7 97.3: 1.3 2.7
Old : 100.0: 11.7 17.1 31.9 55.1 48.3 98.7 97.3: 1.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 20 36 42 36 36 84 86:
Old : 94: 20 36 42 36 36 84 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.8 54.6 51.6 21.1 13.2 30.6 21.6
Old : 32.9 33.8 54.6 51.6 21.1 13.2 30.6 21.6
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,686: 1,816 1,212 819 28,351 29,397 30,986 31,428: 700 258
Old : 31,686: 1,816 1,212 819 28,351 29,397 30,986 31,428: 700 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -191: 0 240 -120 113 -179 -7 -59: -184 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.8 2.6 89.5 92.8 97.8 99.2: 2.2 0.8
Old : 100.0: 5.7 3.8 2.6 89.5 92.8 97.8 99.2: 2.2 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 : 41: 5 2 5 30 30 37 36:
Old : 41: 5 2 5 30 30 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 41.3 50.2 65.6 18.1 34.6 29.4 46.5
Old : 32.3 41.3 50.2 65.6 18.1 34.6 29.4 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,928: 2,720 50 294 17,610 20,900 20,624 21,244: 1,304 684
Old : 21,928: 2,720 50 294 17,610 20,900 20,624 21,244: 1,304 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -32: 0 -6 -2 -54 -30 -56 -38: 24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.2 1.3 80.3 95.3 94.1 96.9: 5.9 3.1
Old : 100.0: 12.4 0.2 1.3 80.3 95.3 94.1 96.9: 5.9 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 : 25: 1 1 2 20 17 22 19:
Old : 25: 1 1 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 77.8 75.3 89.6 49.7 66.5 67.2 72.3
Old : 53.6 77.8 75.3 89.6 49.7 66.5 67.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,213: 0 0 0 12,967 12,765 12,967 12,765: 1,246 1,448
Old : 14,213: 0 0 0 12,967 12,765 12,967 12,765: 1,246 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 202: 0 0 0 210 202 210 202: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.2 89.8 91.2 89.8: 8.8 10.2
Old : 100.0: 0.0 0.0 0.0 91.2 89.8 91.2 89.8: 8.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 14 17 14:
Old : 21: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 59.3 71.6 79.2 39.0 49.3 57.7 61.8
Old : 46.7 59.3 71.6 79.2 39.0 49.3 57.7 61.8
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,391: 0 720 480 25,741 27,701 26,221 28,901: 3,170 490
Old : 29,391: 0 720 480 25,741 27,701 26,221 28,901: 3,170 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -3,158: 0 0 -240 -2,968 -2,678 -3,208 -2,918: 50 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 1.6 87.6 94.2 89.2 98.3: 10.8 1.7
Old : 100.0: 0.0 2.4 1.6 87.6 94.2 89.2 98.3: 10.8 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: 0 1 1 27 21 28 22:
Old : 28: 0 1 1 27 21 28 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 : 41.1 46.0 62.3 70.0 21.0 22.1 30.4 34.9
Old : 41.1 46.0 62.3 70.0 21.0 22.1 30.4 34.9
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,432: 0 0 0 28,220 27,608 28,220 27,608: 212 824
Old : 28,432: 0 0 0 28,220 27,608 28,220 27,608: 212 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -208: 0 0 0 -228 -228 -228 -228: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.1 99.3 97.1: 0.7 2.9
Old : 100.0: 0.0 0.0 0.0 99.3 97.1 99.3 97.1: 0.7 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 : 23: 0 0 0 18 18 18 18:
Old : 23: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 79.1 82.0 88.7 54.2 75.6 75.3 81.9
Old : 58.8 79.1 82.0 88.7 54.2 75.6 75.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,344: 140 0 0 12,316 12,844 12,456 12,844: 888 500
Old : 13,344: 140 0 0 12,316 12,844 12,456 12,844: 888 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 92.3 96.3 93.3 96.3: 6.7 3.7
Old : 100.0: 1.0 0.0 0.0 92.3 96.3 93.3 96.3: 6.7 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 : 20: 1 0 0 12 16 13 16:
Old : 20: 1 0 0 12 16 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 67.3 84.3 84.1 47.7 47.6 59.1 62.4
Old : 60.7 67.3 84.3 84.1 47.7 47.6 59.1 62.4
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,278: 0 0 0 9,756 9,654 9,756 9,654: 522 624
Old : 10,278: 0 0 0 9,756 9,654 9,756 9,654: 522 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 93.9 94.9 93.9: 5.1 6.1
Old : 100.0: 0.0 0.0 0.0 94.9 93.9 94.9 93.9: 5.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 13 17 13:
Old : 20: 0 0 0 17 13 17 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 : 45.8 55.9 70.8 81.3 43.3 46.2 60.9 61.4
Old : 45.8 55.9 70.8 81.3 43.3 46.2 60.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 57,241: 0 9,170 0 56,801 47,815 56,801 56,985: 440 256
Old : 57,241: 0 9,170 0 56,801 47,815 56,801 56,985: 440 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 9,249: 0 200 0 9,249 9,049 9,249 9,249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 0.0 99.2 83.5 99.2 99.6: 0.8 0.4
Old : 100.0: 0.0 16.0 0.0 99.2 83.5 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 17 22 17 24:
Old : 27: 0 2 0 17 22 17 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 : 70.7 41.9 88.4 64.7 59.3 30.8 67.3 47.9
Old : 70.7 41.9 88.4 64.7 59.3 30.8 67.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 MEGAWATT HOURS) :
: : :
All : 790,324: 0 167,440 0 790,324 622,884 790,324 790,324: 0 0
Old : 790,324: 0 167,440 0 790,324 622,884 790,324 790,324: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 150,836: 0 0 0 150,836 220,636 150,836 220,636: 0 -69,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.2 0.0 100.0 78.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 21.2 0.0 100.0 78.8 100.0 100.0: 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 : 23: 0 2 0 12 17 12 19:
Old : 23: 0 2 0 12 17 12 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 : 76.6 54.7 94.7 80.1 70.9 54.7 77.2 71.2
Old : 76.6 54.7 94.7 80.1 70.9 54.7 77.2 71.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,430: 0 0 0 17,370 16,887 17,370 16,887: 60 543
Old : 17,430: 0 0 0 17,370 16,887 17,370 16,887: 60 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 443: 0 0 0 455 333 455 333: -12 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 96.9 99.7 96.9: 0.3 3.1
Old : 100.0: 0.0 0.0 0.0 99.7 96.9 99.7 96.9: 0.3 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 : 26: 0 0 0 21 19 21 19:
Old : 26: 0 0 0 21 19 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 : 70.2 53.5 90.1 78.2 58.2 36.0 61.2 50.6
Old : 70.2 53.5 90.1 78.2 58.2 36.0 61.2 50.6
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,245,999: 226,101 174,449 300,179 635,238 676,012 1,161,518 1,150,640: 84,481 95,359
Old : 1,245,999: 226,101 174,449 300,179 635,238 676,012 1,161,518 1,150,640: 84,481 95,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -4,328: 677 -4,841 -3,852 1,289 3,647 -1,886 -5,046: -2,442 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.0 24.1 51.0 54.3 93.2 92.3: 6.8 7.7
Old : 100.0: 18.1 14.0 24.1 51.0 54.3 93.2 92.3: 6.8 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 : 272: 74 102 132 76 82 236 237:
Old : 272: 74 102 132 76 82 236 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 18.6 38.4 30.7 15.1 8.8 21.8 13.9
Old : 24.7 18.6 38.4 30.7 15.1 8.8 21.8 13.9
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 188,693: 21,900 9,651 10,266 106,546 107,379 138,712 127,296: 49,981 61,397
Old : 188,693: 21,900 9,651 10,266 106,546 107,379 138,712 127,296: 49,981 61,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 10,019: -253 -727 -3,340 13,976 12,758 10,383 8,691: -364 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.1 5.4 56.5 56.9 73.5 67.5: 26.5 32.5
Old : 100.0: 11.6 5.1 5.4 56.5 56.9 73.5 67.5: 26.5 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 3 4 18 19 23 25:
Old : 27: 4 3 4 18 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 29.1 53.2 42.3 33.5 23.6 40.6 33.2
Old : 38.9 29.1 53.2 42.3 33.5 23.6 40.6 33.2
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,394: 780 2,572 1,880 54,724 52,642 57,384 57,094: 10 300
Old : 57,394: 780 2,572 1,880 54,724 52,642 57,384 57,094: 10 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,850: -75 -772 75 2,888 3,301 2,888 2,604: -38 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.5 3.3 95.3 91.7 100.0 99.5: 0.0 0.5
Old : 100.0: 1.4 4.5 3.3 95.3 91.7 100.0 99.5: 0.0 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 : 56: 4 3 4 38 45 45 50:
Old : 56: 4 3 4 38 45 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 29.3 63.5 50.5 39.2 24.3 43.9 34.7
Old : 50.5 29.3 63.5 50.5 39.2 24.3 43.9 34.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,461: 17,777 38,240 31,529 122,650 101,680 171,956 171,449: 7,505 8,012
Old : 179,461: 17,777 38,240 31,529 122,650 101,680 171,956 171,449: 7,505 8,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,481: 80 -1,132 3,393 -247 407 3,226 2,668: 255 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.3 17.6 68.3 56.7 95.8 95.5: 4.2 4.5
Old : 100.0: 9.9 21.3 17.6 68.3 56.7 95.8 95.5: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 20 21 24 23 48 50:
Old : 54: 10 20 21 24 23 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 34.3 58.7 56.8 18.1 16.2 26.3 21.5
Old : 38.9 34.3 58.7 56.8 18.1 16.2 26.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,784: 4,463 6,135 6,169 17,198 16,017 27,830 28,321: 2,954 2,463
Old : 30,784: 4,463 6,135 6,169 17,198 16,017 27,830 28,321: 2,954 2,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 279: 350 0 0 0 350 350 350: -71 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.9 20.0 55.9 52.0 90.4 92.0: 9.6 8.0
Old : 100.0: 14.5 19.9 20.0 55.9 52.0 90.4 92.0: 9.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 5 11 12 19 19:
Old : 22: 5 4 5 11 12 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 : 60.4 44.3 76.4 66.9 32.7 23.7 36.6 33.7
Old : 60.4 44.3 76.4 66.9 32.7 23.7 36.6 33.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,221: 0 6,005 180 55,444 43,274 55,624 49,459: 12,597 18,762
Old : 68,221: 0 6,005 180 55,444 43,274 55,624 49,459: 12,597 18,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,256: 0 -30 0 2,641 871 2,641 841: 615 2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.3 81.3 63.4 81.5 72.5: 18.5 27.5
Old : 100.0: 0.0 8.8 0.3 81.3 63.4 81.5 72.5: 18.5 27.5
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 : 24: 0 2 1 17 16 18 18:
Old : 24: 0 2 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 38.2 68.7 57.1 30.7 25.1 41.5 32.9
Old : 52.0 38.2 68.7 57.1 30.7 25.1 41.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,609: 2,605 9,159 11,891 58,540 48,715 73,036 69,765: 30,573 33,844
Old : 103,609: 2,605 9,159 11,891 58,540 48,715 73,036 69,765: 30,573 33,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,316: -178 444 541 229 1,090 592 2,075: 1,724 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.8 11.5 56.5 47.0 70.5 67.3: 29.5 32.7
Old : 100.0: 2.5 8.8 11.5 56.5 47.0 70.5 67.3: 29.5 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 4 18 18 22 22:
Old : 22: 1 3 4 18 18 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 : 28.6 27.9 45.4 46.5 20.4 17.3 28.0 24.0
Old : 28.6 27.9 45.4 46.5 20.4 17.3 28.0 24.0
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,445: 0 7,165 95 32,350 25,185 32,445 32,445: 0 0
Old : 32,445: 0 7,165 95 32,350 25,185 32,445 32,445: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,225: 0 -75 0 1,225 1,300 1,225 1,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.1 0.3 99.7 77.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 22.1 0.3 99.7 77.6 100.0 100.0: 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 : 42: 0 7 1 22 30 23 37:
Old : 42: 0 7 1 22 30 23 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 : 60.0 35.5 83.9 56.2 57.0 35.5 78.7 54.1
Old : 60.0 35.5 83.9 56.2 57.0 35.5 78.7 54.1
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,759: 8,696 3,601 92 2,225 8,278 11,013 11,971: 1,746 788
Old : 12,759: 8,696 3,601 92 2,225 8,278 11,013 11,971: 1,746 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 372: 325 90 7 120 398 452 495: -80 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 28.2 0.7 17.4 64.9 86.3 93.8: 13.7 6.2
Old : 100.0: 68.2 28.2 0.7 17.4 64.9 86.3 93.8: 13.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 41 20 3 16 23 59 44:
Old : 99: 41 20 3 16 23 59 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 : 38.7 45.7 49.5 63.5 38.7 45.7 49.3 63.5
Old : 38.7 45.7 49.5 63.5 38.7 45.7 49.3 63.5
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,522: 9,778 2,394 67 5,514 15,017 15,359 17,478: 3,163 1,044
Old : 18,522: 9,778 2,394 67 5,514 15,017 15,359 17,478: 3,163 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 690: 566 425 -60 -138 425 368 790: 322 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 12.9 0.4 29.8 81.1 82.9 94.4: 17.1 5.6
Old : 100.0: 52.8 12.9 0.4 29.8 81.1 82.9 94.4: 17.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 33 14 3 16 23 51 38:
Old : 83: 33 14 3 16 23 51 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 : 35.1 34.9 51.4 58.0 35.1 34.9 51.4 58.0
Old : 35.1 34.9 51.4 58.0 35.1 34.9 51.4 58.0
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 186,245: 50,832 3,671 14,019 105,636 157,252 170,487 174,942: 15,758 11,303
Old : 186,245: 50,832 3,671 14,019 105,636 157,252 170,487 174,942: 15,758 11,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -15,084: -2,180 27 -2,781 -8,417 -10,758 -13,378 -13,512: -1,706 -1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 2.0 7.5 56.7 84.4 91.5 93.9: 8.5 6.1
Old : 100.0: 27.3 2.0 7.5 56.7 84.4 91.5 93.9: 8.5 6.1
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 : 164: 49 18 34 74 86 140 126:
Old : 164: 49 18 34 74 86 140 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.9 36.6 36.4 16.5 13.9 26.5 22.3
Old : 24.1 25.9 36.6 36.4 16.5 13.9 26.5 22.3
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,860: 0 687 81 12,633 12,647 12,714 13,415: 5,146 4,445
Old : 17,860: 0 687 81 12,633 12,647 12,714 13,415: 5,146 4,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 389: 0 55 -15 646 162 631 202: -242 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.5 70.7 70.8 71.2 75.1: 28.8 24.9
Old : 100.0: 0.0 3.8 0.5 70.7 70.8 71.2 75.1: 28.8 24.9
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 : 23: 0 1 1 16 19 17 20:
Old : 23: 0 1 1 16 19 17 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 : 49.3 40.4 60.9 53.8 40.6 31.2 44.1 41.3
Old : 49.3 40.4 60.9 53.8 40.6 31.2 44.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,822: 150 0 0 4,672 4,822 4,822 4,822: 0 0
Old : 4,822: 150 0 0 4,672 4,822 4,822 4,822: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 300: 100 0 0 200 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 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 : 31: 2 0 0 22 23 24 23:
Old : 31: 2 0 0 22 23 24 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 : 36.8 36.9 63.9 58.6 29.6 30.3 42.7 40.3
Old : 36.8 36.9 63.9 58.6 29.6 30.3 42.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,089: 1,208 325 0 23,738 25,760 24,946 26,085: 1,143 4
Old : 26,089: 1,208 325 0 23,738 25,760 24,946 26,085: 1,143 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 2,035: 0 275 0 1,915 1,760 1,915 2,035: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.2 0.0 91.0 98.7 95.6 100.0: 4.4 0.0
Old : 100.0: 4.6 1.2 0.0 91.0 98.7 95.6 100.0: 4.4 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 : 39: 2 1 0 30 26 32 27:
Old : 39: 2 1 0 30 26 32 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 : 42.3 60.6 62.1 83.4 34.7 51.2 50.0 62.7
Old : 42.3 60.6 62.1 83.4 34.7 51.2 50.0 62.7
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,805: 0 100 100 18,244 18,825 18,344 19,025: 1,461 780
Old : 19,805: 0 100 100 18,244 18,825 18,344 19,025: 1,461 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,278: -75 100 75 3,278 3,058 3,278 3,233: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.5 92.1 95.1 92.6 96.1: 7.4 3.9
Old : 100.0: 0.0 0.5 0.5 92.1 95.1 92.6 96.1: 7.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 17 14 18 15:
Old : 21: 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 : 66.0 85.2 80.0 91.9 61.5 75.4 71.1 77.8
Old : 66.0 85.2 80.0 91.9 61.5 75.4 71.1 77.8
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,275: 225 0 0 11,050 11,275 11,275 11,275: 0 0
Old : 11,275: 225 0 0 11,050 11,275 11,275 11,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,295: -50 0 0 1,345 1,295 1,295 1,295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 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 : 38: 2 0 0 29 21 31 21:
Old : 38: 2 0 0 29 21 31 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 : 47.8 61.6 66.7 77.8 39.2 56.3 56.1 68.1
Old : 47.8 61.6 66.7 77.8 39.2 56.3 56.1 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,564: 0 417 0 3,481 3,364 3,481 3,781: 1,083 783
Old : 4,564: 0 417 0 3,481 3,364 3,481 3,781: 1,083 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 99: 0 279 0 153 131 153 410: -54 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.0 76.3 73.7 76.3 82.8: 23.7 17.2
Old : 100.0: 0.0 9.1 0.0 76.3 73.7 76.3 82.8: 23.7 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 16 17 16 19:
Old : 23: 0 2 0 16 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 47.7 65.4 65.6 50.5 46.6 59.5 59.9
Old : 51.8 47.7 65.4 65.6 50.5 46.6 59.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,227: 300 381 168 20,182 20,642 20,650 21,191: 577 36
Old : 21,227: 300 381 168 20,182 20,642 20,650 21,191: 577 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 648: 0 96 60 588 510 648 666: 0 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.8 0.8 95.1 97.2 97.3 99.8: 2.7 0.2
Old : 100.0: 1.4 1.8 0.8 95.1 97.2 97.3 99.8: 2.7 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 : 34: 1 2 1 20 23 22 25:
Old : 34: 1 2 1 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 64.5 81.3 80.5 54.2 64.5 79.7 75.3
Old : 55.7 64.5 81.3 80.5 54.2 64.5 79.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,224: 29 459 2 4,445 4,430 4,476 4,891: 748 333
Old : 5,224: 29 459 2 4,445 4,430 4,476 4,891: 748 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.8 0.0 85.1 84.8 85.7 93.6: 14.3 6.4
Old : 100.0: 0.6 8.8 0.0 85.1 84.8 85.7 93.6: 14.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 1 11 13 12 17:
Old : 22: 1 3 1 11 13 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 54.6 81.8 81.2 60.5 52.3 65.0 66.7
Old : 66.4 54.6 81.8 81.2 60.5 52.3 65.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,495: 405 90 44 9,016 9,345 9,465 9,479: 30 16
Old : 9,495: 405 90 44 9,016 9,345 9,465 9,479: 30 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 369: -44 45 44 369 280 369 369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.9 0.5 95.0 98.4 99.7 99.8: 0.3 0.2
Old : 100.0: 4.3 0.9 0.5 95.0 98.4 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 23 19 24 21:
Old : 27: 1 1 1 23 19 24 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 : 60.4 53.9 77.6 78.3 56.9 46.7 63.7 57.4
Old : 60.4 53.9 77.6 78.3 56.9 46.7 63.7 57.4
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 - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 48,734: 3,621 6,053 2,326 39,220 39,407 45,167 47,786: 3,567 948
Old : 48,734: 3,621 6,053 2,326 39,220 39,407 45,167 47,786: 3,567 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,574: 480 2,554 -184 3,050 886 3,346 3,256: 228 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.4 4.8 80.5 80.9 92.7 98.1: 7.3 1.9
Old : 100.0: 7.4 12.4 4.8 80.5 80.9 92.7 98.1: 7.3 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 : 43: 5 7 4 26 28 34 36:
Old : 43: 5 7 4 26 28 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 32.5 57.1 51.8 33.1 25.1 45.8 39.2
Old : 36.4 32.5 57.1 51.8 33.1 25.1 45.8 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009