GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 3, 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 : 36,628: 216 62 13 35,805 36,553 36,034 36,628: 594 0
Old : 36,628: 216 62 13 35,805 36,553 36,034 36,628: 594 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,264: 216 15 -15 -1,773 -1,257 -1,572 -1,257: 308 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.0 97.8 99.8 98.4 100.0: 1.6 0.0
Old : 100.0: 0.6 0.2 0.0 97.8 99.8 98.4 100.0: 1.6 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 : 46: 1 1 1 36 36 38 37:
Old : 46: 1 1 1 36 36 38 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 : 54.5 63.0 74.4 79.7 47.2 53.1 56.5 60.6
Old : 54.5 63.0 74.4 79.7 47.2 53.1 56.5 60.6
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, March 3, 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 : 22,109: 910 120 125 20,773 21,607 21,808 21,852: 301 257
Old : 22,109: 910 120 125 20,773 21,607 21,808 21,852: 301 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -885: -50 0 0 -820 -835 -870 -835: -15 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 0.6 94.0 97.7 98.6 98.8: 1.4 1.2
Old : 100.0: 4.1 0.5 0.6 94.0 97.7 98.6 98.8: 1.4 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 : 41: 1 1 1 31 34 33 36:
Old : 41: 1 1 1 31 34 33 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 : 44.8 45.6 64.9 73.4 24.6 33.7 39.0 42.5
Old : 44.8 45.6 64.9 73.4 24.6 33.7 39.0 42.5
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, March 3, 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 : 7,449: 1,235 56 455 5,013 5,948 6,703 6,459: 746 990
Old : 7,449: 1,235 56 455 5,013 5,948 6,703 6,459: 746 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -413: -286 -7 -50 -142 -365 -478 -422: 65 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.8 6.1 67.3 79.8 90.0 86.7: 10.0 13.3
Old : 100.0: 16.6 0.8 6.1 67.3 79.8 90.0 86.7: 10.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 18 21 21 24:
Old : 24: 2 1 3 18 21 21 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 : 60.9 56.3 76.0 69.1 54.6 53.4 64.5 59.1
Old : 60.9 56.3 76.0 69.1 54.6 53.4 64.5 59.1
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, March 3, 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 : 11,403: 327 165 321 9,584 10,243 10,232 10,729: 1,171 674
Old : 11,403: 327 165 321 9,584 10,243 10,232 10,729: 1,171 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -773: -14 -39 -111 -597 -735 -722 -885: -51 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.4 2.8 84.0 89.8 89.7 94.1: 10.3 5.9
Old : 100.0: 2.9 1.4 2.8 84.0 89.8 89.7 94.1: 10.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 3 4 38 43 43 47:
Old : 50: 2 3 4 38 43 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 39.1 48.9 53.4 31.2 35.3 43.1 44.8
Old : 34.4 39.1 48.9 53.4 31.2 35.3 43.1 44.8
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, March 3, 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 : 8,069: 247 116 146 7,329 7,197 7,722 7,459: 347 610
Old : 8,069: 247 116 146 7,329 7,197 7,722 7,459: 347 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,330: 17 -38 33 -1,188 -1,194 -1,138 -1,199: -192 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.4 1.8 90.8 89.2 95.7 92.4: 4.3 7.6
Old : 100.0: 3.1 1.4 1.8 90.8 89.2 95.7 92.4: 4.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 2 3 43 48 47 52:
Old : 55: 2 2 3 43 48 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 24.2 46.2 40.2 26.2 19.5 35.3 30.2
Old : 30.2 24.2 46.2 40.2 26.2 19.5 35.3 30.2
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, March 3, 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 : 5,604: 120 254 84 4,126 4,413 4,330 4,751: 1,274 853
Old : 5,604: 120 254 84 4,126 4,413 4,330 4,751: 1,274 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -336: 5 -93 -5 -547 -429 -547 -527: 211 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.5 1.5 73.6 78.7 77.3 84.8: 22.7 15.2
Old : 100.0: 2.1 4.5 1.5 73.6 78.7 77.3 84.8: 22.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 22 22 24:
Old : 25: 1 1 2 20 22 22 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 : 41.6 38.1 55.8 59.1 31.5 30.2 40.8 45.0
Old : 41.6 38.1 55.8 59.1 31.5 30.2 40.8 45.0
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, March 3, 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 : 3,229: 90 351 38 2,059 2,354 2,187 2,743: 1,042 486
Old : 3,229: 90 351 38 2,059 2,354 2,187 2,743: 1,042 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -484: 0 -34 -52 -599 -375 -651 -461: 167 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.9 1.2 63.8 72.9 67.7 84.9: 32.3 15.1
Old : 100.0: 2.8 10.9 1.2 63.8 72.9 67.7 84.9: 32.3 15.1
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: 1 3 2 18 18 21 21:
Old : 26: 1 3 2 18 18 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 : 37.6 42.9 50.7 61.1 29.8 37.9 40.2 50.8
Old : 37.6 42.9 50.7 61.1 29.8 37.9 40.2 50.8
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, March 3, 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 : 2,664: 75 0 0 1,636 1,988 1,711 1,988: 953 676
Old : 2,664: 75 0 0 1,636 1,988 1,711 1,988: 953 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -361: -130 0 0 -309 -35 -439 -35: 78 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 61.4 74.6 64.2 74.6: 35.8 25.4
Old : 100.0: 2.8 0.0 0.0 61.4 74.6 64.2 74.6: 35.8 25.4
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 0 0 15 14 16 14:
Old : 22: 1 0 0 15 14 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 : 30.2 45.0 46.7 64.5 23.2 43.5 36.3 52.7
Old : 30.2 45.0 46.7 64.5 23.2 43.5 36.3 52.7
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, March 3, 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 : 255,954: 28,158 21,317 27,188 163,255 177,114 218,601 225,619: 37,353 30,335
Old : 255,954: 28,158 21,317 27,188 163,255 177,114 218,601 225,619: 37,353 30,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,169: -1,002 -2,991 -5,025 4,937 6,415 -1,090 -1,601: -2,079 -1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 10.6 63.8 69.2 85.4 88.1: 14.6 11.9
Old : 100.0: 11.0 8.3 10.6 63.8 69.2 85.4 88.1: 14.6 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 : 125: 23 25 34 60 62 104 108:
Old : 125: 23 25 34 60 62 104 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.5 35.6 41.7 18.9 27.5 26.0 33.4
Old : 26.4 32.5 35.6 41.7 18.9 27.5 26.0 33.4
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, March 3, 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 : 15,850: 76 185 41 15,433 15,481 15,550 15,707: 300 143
Old : 15,850: 76 185 41 15,433 15,481 15,550 15,707: 300 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,969: -15 -124 41 -3,876 -3,589 -3,850 -3,672: -119 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.2 0.3 97.4 97.7 98.1 99.1: 1.9 0.9
Old : 100.0: 0.5 1.2 0.3 97.4 97.7 98.1 99.1: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 1 1 37 43 39 45:
Old : 55: 1 1 1 37 43 39 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 : 36.0 29.4 56.2 50.3 32.6 24.1 43.3 37.8
Old : 36.0 29.4 56.2 50.3 32.6 24.1 43.3 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, March 3, 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 : 15,684: 464 0 0 14,410 15,459 14,874 15,459: 810 225
Old : 15,684: 464 0 0 14,410 15,459 14,874 15,459: 810 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -885: -75 0 0 -600 -885 -675 -885: -210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 91.9 98.6 94.8 98.6: 5.2 1.4
Old : 100.0: 3.0 0.0 0.0 91.9 98.6 94.8 98.6: 5.2 1.4
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 : 31: 2 0 0 26 23 28 23:
Old : 31: 2 0 0 26 23 28 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 : 50.9 65.1 70.3 81.6 24.9 32.7 33.1 42.6
Old : 50.9 65.1 70.3 81.6 24.9 32.7 33.1 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 3, 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 : 677,190: 66,171 193,905 267,092 265,809 176,613 599,072 637,610: 78,118 39,580
Old : 677,190: 66,171 193,905 267,092 265,809 176,613 599,072 637,610: 78,118 39,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -11,511: -3,552 -24,722 -3,457 -3,614 4,151 -10,623 -24,028: -888 12,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 28.6 39.4 39.3 26.1 88.5 94.2: 11.5 5.8
Old : 100.0: 9.8 28.6 39.4 39.3 26.1 88.5 94.2: 11.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 42 80 84 78 63 182 173:
Old : 209: 42 80 84 78 63 182 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.0 38.0 47.4 8.7 15.1 13.7 19.1
Old : 28.0 37.0 38.0 47.4 8.7 15.1 13.7 19.1
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, March 3, 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 : 93,350: 1,629 0 3,095 74,425 80,987 79,149 84,082: 14,201 9,268
Old : 93,350: 1,629 0 3,095 74,425 80,987 79,149 84,082: 14,201 9,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,368: 742 -361 38 -8,146 -3,380 -7,366 -3,703: 3,998 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 3.3 79.7 86.8 84.8 90.1: 15.2 9.9
Old : 100.0: 1.7 0.0 3.3 79.7 86.8 84.8 90.1: 15.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 20 25 23 27:
Old : 28: 3 0 2 20 25 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 40.6 66.5 60.0 43.9 32.6 54.4 50.1
Old : 49.6 40.6 66.5 60.0 43.9 32.6 54.4 50.1
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, March 3, 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 : 57,197: 2,690 9,364 1,266 41,930 27,952 45,886 38,582: 11,311 18,615
Old : 57,197: 2,690 9,364 1,266 41,930 27,952 45,886 38,582: 11,311 18,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,332: 21 438 -689 -6,713 -5,755 -7,381 -6,006: 4,049 2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 16.4 2.2 73.3 48.9 80.2 67.5: 19.8 32.5
Old : 100.0: 4.7 16.4 2.2 73.3 48.9 80.2 67.5: 19.8 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 : 20: 1 2 2 14 13 17 15:
Old : 20: 1 2 2 14 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 38.0 66.6 55.2 41.1 32.2 60.2 48.3
Old : 46.0 38.0 66.6 55.2 41.1 32.2 60.2 48.3
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, March 3, 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 : 82,171: 3,401 2,484 1,374 67,739 62,781 72,514 66,639: 9,657 15,532
Old : 82,171: 3,401 2,484 1,374 67,739 62,781 72,514 66,639: 9,657 15,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,740: -186 7 -131 -1,928 -11,141 -2,245 -11,265: 505 9,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.0 1.7 82.4 76.4 88.2 81.1: 11.8 18.9
Old : 100.0: 4.1 3.0 1.7 82.4 76.4 88.2 81.1: 11.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 23 26 26 28:
Old : 31: 2 1 2 23 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 28.8 61.9 46.9 40.3 25.0 58.5 39.5
Old : 42.4 28.8 61.9 46.9 40.3 25.0 58.5 39.5
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, March 3, 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 : 98,215: 0 0 0 83,201 84,834 83,201 84,834: 15,014 13,381
Old : 98,215: 0 0 0 83,201 84,834 83,201 84,834: 15,014 13,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -2,004: 0 0 0 -1,159 -919 -1,159 -919: -845 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.7 86.4 84.7 86.4: 15.3 13.6
Old : 100.0: 0.0 0.0 0.0 84.7 86.4 84.7 86.4: 15.3 13.6
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: 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 : 37.4 45.7 58.5 65.4 27.7 31.7 40.4 43.6
Old : 37.4 45.7 58.5 65.4 27.7 31.7 40.4 43.6
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, March 3, 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 : 86,084: 0 5,419 1,942 73,443 69,578 75,385 76,939: 10,699 9,145
Old : 86,084: 0 5,419 1,942 73,443 69,578 75,385 76,939: 10,699 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -8,398: 0 -2,427 -913 -11,812 -8,222 -12,725 -11,562: 4,327 3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 2.3 85.3 80.8 87.6 89.4: 12.4 10.6
Old : 100.0: 0.0 6.3 2.3 85.3 80.8 87.6 89.4: 12.4 10.6
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 : 35: 0 2 2 26 28 28 30:
Old : 35: 0 2 2 26 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 22.3 63.4 41.1 36.8 21.9 53.0 36.6
Old : 44.0 22.3 63.4 41.1 36.8 21.9 53.0 36.6
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, March 3, 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 : 129,952: 2,623 1,336 11,196 73,082 106,530 86,901 119,062: 43,051 10,890
Old : 129,952: 2,623 1,336 11,196 73,082 106,530 86,901 119,062: 43,051 10,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -6,363: -2,257 364 3,376 -41,767 -10,455 -40,648 -6,715: 34,285 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.0 8.6 56.2 82.0 66.9 91.6: 33.1 8.4
Old : 100.0: 2.0 1.0 8.6 56.2 82.0 66.9 91.6: 33.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 3 17 27 21 30:
Old : 34: 2 2 3 17 27 21 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 32.2 54.6 52.6 29.1 32.1 41.6 49.8
Old : 36.2 32.2 54.6 52.6 29.1 32.1 41.6 49.8
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, March 3, 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 : 56,408: 0 800 0 50,042 44,628 50,042 45,428: 6,366 10,980
Old : 56,408: 0 800 0 50,042 44,628 50,042 45,428: 6,366 10,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,341: 0 800 0 -2,819 -2,820 -2,819 -2,020: -522 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 88.7 79.1 88.7 80.5: 11.3 19.5
Old : 100.0: 0.0 1.4 0.0 88.7 79.1 88.7 80.5: 11.3 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 24 19 24 20:
Old : 27: 0 1 0 24 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 40.2 63.0 62.2 42.3 34.4 61.8 51.6
Old : 42.8 40.2 63.0 62.2 42.3 34.4 61.8 51.6
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, March 3, 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 : 90,371: 4,612 7,122 5,018 75,379 70,261 85,009 82,401: 5,362 7,970
Old : 90,371: 4,612 7,122 5,018 75,379 70,261 85,009 82,401: 5,362 7,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -5,694: -1,543 -3,916 1,010 -5,296 -2,128 -5,829 -5,034: 135 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.9 5.6 83.4 77.7 94.1 91.2: 5.9 8.8
Old : 100.0: 5.1 7.9 5.6 83.4 77.7 94.1 91.2: 5.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 3 28 26 32 30:
Old : 37: 2 3 3 28 26 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 32.0 53.9 53.9 32.0 26.6 47.6 42.4
Old : 35.4 32.0 53.9 53.9 32.0 26.6 47.6 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, March 3, 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 : 41,982: 944 2,092 1,187 32,319 27,153 34,450 30,432: 7,532 11,550
Old : 41,982: 944 2,092 1,187 32,319 27,153 34,450 30,432: 7,532 11,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -2,419: -62 56 -459 -2,427 -7,799 -2,948 -8,202: 529 5,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.0 2.8 77.0 64.7 82.1 72.5: 17.9 27.5
Old : 100.0: 2.2 5.0 2.8 77.0 64.7 82.1 72.5: 17.9 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 : 23: 1 2 2 17 13 19 16:
Old : 23: 1 2 2 17 13 19 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 : 55.5 34.6 69.8 59.6 52.9 32.2 61.9 47.2
Old : 55.5 34.6 69.8 59.6 52.9 32.2 61.9 47.2
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, March 3, 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 : 134,275: 4,280 1,472 0 128,535 122,663 132,815 124,135: 1,460 10,140
Old : 134,275: 4,280 1,472 0 128,535 122,663 132,815 124,135: 1,460 10,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 542: 0 -1,240 0 666 -4,694 666 -5,934: -124 6,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.1 0.0 95.7 91.4 98.9 92.4: 1.1 7.6
Old : 100.0: 3.2 1.1 0.0 95.7 91.4 98.9 92.4: 1.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 13 14 14 15:
Old : 21: 1 1 0 13 14 14 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 : 76.4 60.9 91.7 81.2 48.2 42.5 57.5 49.9
Old : 76.4 60.9 91.7 81.2 48.2 42.5 57.5 49.9
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, March 3, 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 : 222,123: 9,803 10,418 5,740 191,751 193,457 207,294 209,615: 14,829 12,508
Old : 222,123: 9,803 10,418 5,740 191,751 193,457 207,294 209,615: 14,829 12,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,809: -1,736 771 -801 -8,571 -8,172 -11,108 -8,202: 7,299 4,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.7 2.6 86.3 87.1 93.3 94.4: 6.7 5.6
Old : 100.0: 4.4 4.7 2.6 86.3 87.1 93.3 94.4: 6.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 2 7 34 29 42 36:
Old : 45: 6 2 7 34 29 42 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 : 29.6 52.1 46.8 67.5 27.7 49.9 42.4 59.4
Old : 29.6 52.1 46.8 67.5 27.7 49.9 42.4 59.4
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, March 3, 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 : 165,330: 420 2,571 3,407 142,353 154,445 146,180 160,423: 19,150 4,907
Old : 165,330: 420 2,571 3,407 142,353 154,445 146,180 160,423: 19,150 4,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -6,823: -4 -372 -464 -12,479 -6,756 -12,947 -7,592: 6,124 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.6 2.1 86.1 93.4 88.4 97.0: 11.6 3.0
Old : 100.0: 0.3 1.6 2.1 86.1 93.4 88.4 97.0: 11.6 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 : 36: 1 1 2 31 28 33 30:
Old : 36: 1 1 2 31 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 43.7 55.5 65.4 27.6 39.5 41.4 56.4
Old : 35.2 43.7 55.5 65.4 27.6 39.5 41.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, March 3, 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 : 258,441: 12,775 1,700 13,730 211,422 208,696 237,927 224,126: 20,514 34,315
Old : 258,441: 12,775 1,700 13,730 211,422 208,696 237,927 224,126: 20,514 34,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -15,474: 4,916 -649 -1,734 -20,980 -34,460 -17,798 -36,843: 2,324 21,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.7 5.3 81.8 80.8 92.1 86.7: 7.9 13.3
Old : 100.0: 4.9 0.7 5.3 81.8 80.8 92.1 86.7: 7.9 13.3
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 : 45: 2 1 3 37 38 40 41:
Old : 45: 2 1 3 37 38 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.7 48.5 46.2 24.5 26.9 34.9 36.1
Old : 28.9 27.7 48.5 46.2 24.5 26.9 34.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, March 3, 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 : 122,770: 0 4,067 1,996 116,611 111,979 118,607 118,042: 4,163 4,728
Old : 122,770: 0 4,067 1,996 116,611 111,979 118,607 118,042: 4,163 4,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -10,009: -2,089 -1,937 -558 -9,441 -9,313 -12,088 -11,808: 2,079 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.6 95.0 91.2 96.6 96.1: 3.4 3.9
Old : 100.0: 0.0 3.3 1.6 95.0 91.2 96.6 96.1: 3.4 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 : 38: 0 5 3 26 27 29 32:
Old : 38: 0 5 3 26 27 29 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 : 54.4 38.7 81.3 61.4 50.4 34.9 71.4 53.9
Old : 54.4 38.7 81.3 61.4 50.4 34.9 71.4 53.9
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, March 3, 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 : 48,580: 0 0 0 42,577 42,808 42,577 42,808: 6,003 5,772
Old : 48,580: 0 0 0 42,577 42,808 42,577 42,808: 6,003 5,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,826: 0 -217 0 -4,344 -4,098 -4,344 -4,315: 518 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.6 88.1 87.6 88.1: 12.4 11.9
Old : 100.0: 0.0 0.0 0.0 87.6 88.1 87.6 88.1: 12.4 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 : 21: 0 0 0 16 17 16 17:
Old : 21: 0 0 0 16 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 44.3 67.3 64.2 43.0 39.5 57.8 57.5
Old : 48.1 44.3 67.3 64.2 43.0 39.5 57.8 57.5
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, March 3, 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 : 3,175,272: 692,897 146,694 1,049,853 1,365,384 1,939,363 3,108,134 3,135,910: 67,138 39,362
Old : 3,175,272: 692,897 146,694 1,049,853 1,365,384 1,939,363 3,108,134 3,135,910: 67,138 39,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -150,168: -58,434 8,426 -44,129 -88,012 -135,385 -190,575 -171,088: 40,407 20,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.6 33.1 43.0 61.1 97.9 98.8: 2.1 1.2
Old : 100.0: 21.8 4.6 33.1 43.0 61.1 97.9 98.8: 2.1 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 : 159: 36 16 44 99 96 148 144:
Old : 159: 36 16 44 99 96 148 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.0 45.6 50.9 16.0 19.8 19.7 27.3
Old : 35.6 38.0 45.6 50.9 16.0 19.8 19.7 27.3
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, March 3, 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 : 1,084,633: 169,349 258,361 265,749 643,742 552,867 1,078,840 1,076,977: 5,793 7,656
Old : 1,084,633: 169,349 258,361 265,749 643,742 552,867 1,078,840 1,076,977: 5,793 7,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -280,894: -38,604 -40,168 -125,450 -113,244 -85,576 -277,298 -251,194: -3,596 -29,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.8 24.5 59.4 51.0 99.5 99.3: 0.5 0.7
Old : 100.0: 15.6 23.8 24.5 59.4 51.0 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 26 41 35 35 79 79:
Old : 84: 21 26 41 35 35 79 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.5 49.2 56.2 20.0 22.3 31.1 32.6
Old : 28.2 37.5 49.2 56.2 20.0 22.3 31.1 32.6
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, March 3, 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 : 31,695: 2,944 58 965 27,041 30,392 30,950 31,415: 745 280
Old : 31,695: 2,944 58 965 27,041 30,392 30,950 31,415: 745 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,126: 628 -702 334 -2,089 -1,021 -1,127 -1,389: 1 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.2 3.0 85.3 95.9 97.6 99.1: 2.4 0.9
Old : 100.0: 9.3 0.2 3.0 85.3 95.9 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 2 5 30 26 37 31:
Old : 38: 5 2 5 30 26 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 42.8 47.8 64.9 18.4 32.8 29.3 42.0
Old : 30.0 42.8 47.8 64.9 18.4 32.8 29.3 42.0
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, March 3, 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 : 21,240: 2,960 32 54 17,142 20,414 20,156 20,500: 1,084 740
Old : 21,240: 2,960 32 54 17,142 20,414 20,156 20,500: 1,084 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,180: 120 30 -150 -1,096 -1,076 -1,126 -1,196: -54 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.2 0.3 80.7 96.1 94.9 96.5: 5.1 3.5
Old : 100.0: 13.9 0.2 0.3 80.7 96.1 94.9 96.5: 5.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 18 14 20 16:
Old : 23: 1 1 2 18 14 20 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 : 57.1 79.4 77.6 91.3 54.2 70.7 70.8 77.0
Old : 57.1 79.4 77.6 91.3 54.2 70.7 70.8 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, March 3, 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 : 13,480: 0 0 0 12,810 11,962 12,810 11,962: 670 1,518
Old : 13,480: 0 0 0 12,810 11,962 12,810 11,962: 670 1,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -575: 0 0 0 -517 -535 -517 -535: -58 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 88.7 95.0 88.7: 5.0 11.3
Old : 100.0: 0.0 0.0 0.0 95.0 88.7 95.0 88.7: 5.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 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 : 47.6 59.9 73.3 79.7 35.0 43.6 55.0 54.7
Old : 47.6 59.9 73.3 79.7 35.0 43.6 55.0 54.7
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, March 3, 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 : 29,238: 104 680 516 25,119 27,023 25,739 28,219: 3,499 1,019
Old : 29,238: 104 680 516 25,119 27,023 25,739 28,219: 3,499 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,177: 104 -96 -4 -2,006 -1,230 -1,906 -1,330: 729 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.3 1.8 85.9 92.4 88.0 96.5: 12.0 3.5
Old : 100.0: 0.4 2.3 1.8 85.9 92.4 88.0 96.5: 12.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 43.0 60.9 69.3 24.1 21.9 34.6 37.1
Old : 42.7 43.0 60.9 69.3 24.1 21.9 34.6 37.1
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, March 3, 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 : 28,039: 0 0 0 27,807 27,187 27,807 27,187: 232 852
Old : 28,039: 0 0 0 27,807 27,187 27,807 27,187: 232 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -809: 0 0 0 -783 -757 -783 -757: -26 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 97.0 99.2 97.0: 0.8 3.0
Old : 100.0: 0.0 0.0 0.0 99.2 97.0 99.2 97.0: 0.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 15 17 15:
Old : 22: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 81.6 81.5 90.8 50.8 76.6 74.5 82.4
Old : 55.8 81.6 81.5 90.8 50.8 76.6 74.5 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, March 3, 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 : 8,180: 0 50 30 7,211 7,302 7,241 7,382: 939 798
Old : 8,180: 0 50 30 7,211 7,302 7,241 7,382: 939 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 362: 0 30 0 1,012 622 1,012 652: -650 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.4 88.2 89.3 88.5 90.2: 11.5 9.8
Old : 100.0: 0.0 0.6 0.4 88.2 89.3 88.5 90.2: 11.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 15 16 16 17:
Old : 20: 0 1 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 37.3 76.6 64.0 41.2 33.6 52.4 49.4
Old : 51.3 37.3 76.6 64.0 41.2 33.6 52.4 49.4
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, March 3, 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 : 117,079: 2,224 6,092 2,350 112,505 107,101 117,079 115,543: 0 1,536
Old : 117,079: 2,224 6,092 2,350 112,505 107,101 117,079 115,543: 0 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -5,416: 0 -400 0 -5,196 -4,396 -5,196 -4,796: -220 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.2 2.0 96.1 91.5 100.0 98.7: 0.0 1.3
Old : 100.0: 1.9 5.2 2.0 96.1 91.5 100.0 98.7: 0.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 17 23 19 25:
Old : 26: 2 1 1 17 23 19 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 : 59.1 66.5 83.7 79.8 54.4 61.9 74.5 71.5
Old : 59.1 66.5 83.7 79.8 54.4 61.9 74.5 71.5
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, March 3, 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 : 1,937,297: 0 66,775 46,480 1,890,817 1,800,722 1,937,297 1,913,977: 0 23,320
Old : 1,937,297: 0 66,775 46,480 1,890,817 1,800,722 1,937,297 1,913,977: 0 23,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -76,013: -13,920 -1,248 -160 -61,933 -67,565 -76,013 -68,973: 0 -7,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.4 97.6 93.0 100.0 98.8: 0.0 1.2
Old : 100.0: 0.0 3.4 2.4 97.6 93.0 100.0 98.8: 0.0 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 : 25: 0 3 1 13 18 14 21:
Old : 25: 0 3 1 13 18 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 68.9 90.4 83.2 63.7 66.6 83.8 78.2
Old : 66.1 68.9 90.4 83.2 63.7 66.6 83.8 78.2
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, March 3, 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 : 18,209: 0 0 0 18,103 17,970 18,103 17,970: 106 239
Old : 18,209: 0 0 0 18,103 17,970 18,103 17,970: 106 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,520: 0 0 0 1,565 1,600 1,565 1,600: -45 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 98.7 99.4 98.7: 0.6 1.3
Old : 100.0: 0.0 0.0 0.0 99.4 98.7 99.4 98.7: 0.6 1.3
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 : 30: 0 0 0 26 23 26 23:
Old : 30: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 51.7 84.2 76.9 54.1 36.7 56.1 48.7
Old : 63.8 51.7 84.2 76.9 54.1 36.7 56.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders - Futures Only, March 3, 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 : 5,191: 0 0 0 4,149 4,979 4,149 4,979: 1,042 212
Old : 5,191: 0 0 0 4,149 4,979 4,149 4,979: 1,042 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -565: 0 0 0 -496 -594 -496 -594: -69 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 79.9 95.9 79.9 95.9: 20.1 4.1
Old : 100.0: 0.0 0.0 0.0 79.9 95.9 79.9 95.9: 20.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 19 16 19 16:
Old : 21: 0 0 0 19 16 19 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 : 33.6 59.6 56.4 85.0 21.5 37.6 31.1 48.8
Old : 33.6 59.6 56.4 85.0 21.5 37.6 31.1 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 3, 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 : 1,191,724: 214,302 214,834 287,242 613,910 610,109 1,115,454 1,112,185: 76,270 79,539
Old : 1,191,724: 214,302 214,834 287,242 613,910 610,109 1,115,454 1,112,185: 76,270 79,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 12,553: -19,803 9,478 2,165 25,423 -8,922 7,785 2,721: 4,768 9,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.0 24.1 51.5 51.2 93.6 93.3: 6.4 6.7
Old : 100.0: 18.0 18.0 24.1 51.5 51.2 93.6 93.3: 6.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 77 107 151 85 92 259 269:
Old : 297: 77 107 151 85 92 259 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 18.4 38.9 29.2 16.0 11.4 26.6 18.0
Old : 23.4 18.4 38.9 29.2 16.0 11.4 26.6 18.0
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, March 3, 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 : 197,705: 20,803 23,172 15,080 120,843 114,393 156,726 152,645: 40,979 45,060
Old : 197,705: 20,803 23,172 15,080 120,843 114,393 156,726 152,645: 40,979 45,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -11,094: 1,106 -478 505 -16,265 -8,980 -14,654 -8,953: 3,560 -2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.7 7.6 61.1 57.9 79.3 77.2: 20.7 22.8
Old : 100.0: 10.5 11.7 7.6 61.1 57.9 79.3 77.2: 20.7 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 6 7 21 22 29 31:
Old : 33: 4 6 7 21 22 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 32.5 55.3 48.2 36.1 25.7 44.5 38.8
Old : 40.8 32.5 55.3 48.2 36.1 25.7 44.5 38.8
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, March 3, 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 : 54,866: 2,325 3,316 1,700 50,724 49,713 54,749 54,729: 117 137
Old : 54,866: 2,325 3,316 1,700 50,724 49,713 54,749 54,729: 117 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -7,135: 325 -380 25 -7,385 -6,680 -7,035 -7,035: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.0 3.1 92.5 90.6 99.8 99.8: 0.2 0.2
Old : 100.0: 4.2 6.0 3.1 92.5 90.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 3 3 38 42 44 46:
Old : 55: 4 3 3 38 42 44 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 : 48.6 33.8 65.7 53.2 42.1 28.3 48.8 42.6
Old : 48.6 33.8 65.7 53.2 42.1 28.3 48.8 42.6
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, March 3, 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 : 187,906: 20,535 34,450 36,304 123,165 106,423 180,004 177,177: 7,902 10,729
Old : 187,906: 20,535 34,450 36,304 123,165 106,423 180,004 177,177: 7,902 10,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 2,783: 550 -1,664 1,478 497 2,352 2,525 2,166: 258 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.3 19.3 65.5 56.6 95.8 94.3: 4.2 5.7
Old : 100.0: 10.9 18.3 19.3 65.5 56.6 95.8 94.3: 4.2 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 : 56: 11 21 25 22 22 50 52:
Old : 56: 11 21 25 22 22 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 35.9 58.7 56.5 16.5 14.1 25.4 20.0
Old : 38.7 35.9 58.7 56.5 16.5 14.1 25.4 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, March 3, 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 : 31,910: 4,231 3,145 7,686 15,948 18,484 27,865 29,315: 4,045 2,595
Old : 31,910: 4,231 3,145 7,686 15,948 18,484 27,865 29,315: 4,045 2,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.9 24.1 50.0 57.9 87.3 91.9: 12.7 8.1
Old : 100.0: 13.3 9.9 24.1 50.0 57.9 87.3 91.9: 12.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 8 10 12 19 20:
Old : 21: 5 3 8 10 12 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 : 44.5 43.1 65.9 66.6 23.1 19.8 27.7 29.9
Old : 44.5 43.1 65.9 66.6 23.1 19.8 27.7 29.9
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, March 3, 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 : 100,287: 2,677 8,241 11,226 61,721 52,820 75,624 72,287: 24,663 28,000
Old : 100,287: 2,677 8,241 11,226 61,721 52,820 75,624 72,287: 24,663 28,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -3,605: 28 586 -752 -2,810 -4,314 -3,534 -4,480: -71 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.2 11.2 61.5 52.7 75.4 72.1: 24.6 27.9
Old : 100.0: 2.7 8.2 11.2 61.5 52.7 75.4 72.1: 24.6 27.9
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: 2 2 4 20 21 24 25:
Old : 25: 2 2 4 20 21 24 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 : 28.5 27.4 46.2 47.0 21.3 18.8 28.9 25.7
Old : 28.5 27.4 46.2 47.0 21.3 18.8 28.9 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 3, 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 : 36,900: 495 7,745 765 35,640 28,390 36,900 36,900: 0 0
Old : 36,900: 495 7,745 765 35,640 28,390 36,900 36,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -726: -230 50 300 -796 -1,076 -726 -726: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 21.0 2.1 96.6 76.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 21.0 2.1 96.6 76.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 6 1 25 32 26 39:
Old : 43: 1 6 1 25 32 26 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 : 62.2 32.5 82.0 57.1 58.3 32.5 74.5 56.7
Old : 62.2 32.5 82.0 57.1 58.3 32.5 74.5 56.7
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, March 3, 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 : 11,460: 7,364 3,122 0 2,367 7,521 9,731 10,643: 1,729 817
Old : 11,460: 7,364 3,122 0 2,367 7,521 9,731 10,643: 1,729 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,045: -663 162 -19 -191 -1,170 -873 -1,027: -172 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 27.2 0.0 20.7 65.6 84.9 92.9: 15.1 7.1
Old : 100.0: 64.3 27.2 0.0 20.7 65.6 84.9 92.9: 15.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 37 19 0 19 17 56 36:
Old : 90: 37 19 0 19 17 56 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 : 40.4 50.2 51.2 68.2 40.4 50.2 51.2 68.2
Old : 40.4 50.2 51.2 68.2 40.4 50.2 51.2 68.2
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, March 3, 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 : 19,443: 10,226 2,075 141 5,836 15,970 16,203 18,186: 3,240 1,257
Old : 19,443: 10,226 2,075 141 5,836 15,970 16,203 18,186: 3,240 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,427: -1,164 114 39 -120 -1,517 -1,245 -1,364: -182 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 10.7 0.7 30.0 82.1 83.3 93.5: 16.7 6.5
Old : 100.0: 52.6 10.7 0.7 30.0 82.1 83.3 93.5: 16.7 6.5
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 : 82: 37 15 7 12 21 55 37:
Old : 82: 37 15 7 12 21 55 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 : 32.7 37.4 50.3 61.0 32.7 37.4 50.3 61.0
Old : 32.7 37.4 50.3 61.0 32.7 37.4 50.3 61.0
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, March 3, 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 : 180,753: 56,754 6,288 8,813 99,801 153,294 165,368 168,395: 15,385 12,358
Old : 180,753: 56,754 6,288 8,813 99,801 153,294 165,368 168,395: 15,385 12,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -7,333: 1,995 -6,569 -2,074 -6,925 1,391 -7,004 -7,252: -329 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 3.5 4.9 55.2 84.8 91.5 93.2: 8.5 6.8
Old : 100.0: 31.4 3.5 4.9 55.2 84.8 91.5 93.2: 8.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 57 17 34 62 79 130 121:
Old : 165: 57 17 34 62 79 130 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 27.6 38.4 40.2 19.8 21.0 30.8 29.5
Old : 25.8 27.6 38.4 40.2 19.8 21.0 30.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders - Futures Only, March 3, 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 : 6,852: 3,941 677 325 1,793 5,149 6,059 6,151: 793 701
Old : 6,852: 3,941 677 325 1,793 5,149 6,059 6,151: 793 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 9.9 4.7 26.2 75.1 88.4 89.8: 11.6 10.2
Old : 100.0: 57.5 9.9 4.7 26.2 75.1 88.4 89.8: 11.6 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 : 20: 9 2 3 8 8 19 12:
Old : 20: 9 2 3 8 8 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 62.8 65.0 80.8 44.4 52.7 59.1 64.4
Old : 48.0 62.8 65.0 80.8 44.4 52.7 59.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, March 3, 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 : 5,673: 0 50 0 5,473 5,327 5,473 5,377: 200 296
Old : 5,673: 0 50 0 5,473 5,327 5,473 5,377: 200 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -745: 0 0 0 -645 -645 -645 -645: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 96.5 93.9 96.5 94.8: 3.5 5.2
Old : 100.0: 0.0 0.9 0.0 96.5 93.9 96.5 94.8: 3.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 0 23 27 23 28:
Old : 33: 0 1 0 23 27 23 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 : 44.7 39.6 67.2 57.3 19.8 15.4 26.3 22.5
Old : 44.7 39.6 67.2 57.3 19.8 15.4 26.3 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, March 3, 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 : 27,614: 1,658 0 0 25,099 27,556 26,757 27,556: 857 58
Old : 27,614: 1,658 0 0 25,099 27,556 26,757 27,556: 857 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,258: -30 0 0 -1,156 -1,248 -1,186 -1,248: -72 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.0 90.9 99.8 96.9 99.8: 3.1 0.2
Old : 100.0: 6.0 0.0 0.0 90.9 99.8 96.9 99.8: 3.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 0 33 30 36 30:
Old : 43: 3 0 0 33 30 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 57.4 57.0 83.2 27.6 44.9 40.6 56.1
Old : 36.9 57.4 57.0 83.2 27.6 44.9 40.6 56.1
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, March 3, 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 : 20,335: 0 590 75 18,854 18,905 18,929 19,570: 1,406 765
Old : 20,335: 0 590 75 18,854 18,905 18,929 19,570: 1,406 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -786: 0 75 50 -966 -966 -916 -841: 130 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.4 92.7 93.0 93.1 96.2: 6.9 3.8
Old : 100.0: 0.0 2.9 0.4 92.7 93.0 93.1 96.2: 6.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 18 11 19 13:
Old : 23: 0 2 1 18 11 19 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 : 70.2 88.1 82.7 93.5 70.2 80.3 79.3 84.3
Old : 70.2 88.1 82.7 93.5 70.2 80.3 79.3 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, March 3, 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 : 15,216: 399 0 0 14,817 15,216 15,216 15,216: 0 0
Old : 15,216: 399 0 0 14,817 15,216 15,216 15,216: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,455: -75 -50 0 -1,380 -1,405 -1,455 -1,455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 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 : 33: 2 0 0 26 18 28 18:
Old : 33: 2 0 0 26 18 28 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 : 62.6 74.7 75.7 88.7 39.7 50.8 50.8 61.1
Old : 62.6 74.7 75.7 88.7 39.7 50.8 50.8 61.1
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, March 3, 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 : 4,108: 0 451 0 3,114 2,863 3,114 3,314: 994 794
Old : 4,108: 0 451 0 3,114 2,863 3,114 3,314: 994 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -327: 0 -31 0 -348 -363 -348 -394: 21 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 0.0 75.8 69.7 75.8 80.7: 24.2 19.3
Old : 100.0: 0.0 11.0 0.0 75.8 69.7 75.8 80.7: 24.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 15 16 17:
Old : 21: 0 2 0 16 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 47.8 67.8 67.2 55.5 47.0 63.3 61.9
Old : 56.4 47.8 67.8 67.2 55.5 47.0 63.3 61.9
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, March 3, 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 : 24,340: 987 896 402 22,406 22,901 23,795 24,199: 545 141
Old : 24,340: 987 896 402 22,406 22,901 23,795 24,199: 545 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -808: -482 155 103 -486 -1,099 -865 -841: 57 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.7 1.7 92.1 94.1 97.8 99.4: 2.2 0.6
Old : 100.0: 4.1 3.7 1.7 92.1 94.1 97.8 99.4: 2.2 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 : 43: 3 3 2 25 29 29 33:
Old : 43: 3 3 2 25 29 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 58.5 73.6 74.4 49.4 57.0 71.2 70.8
Old : 50.6 58.5 73.6 74.4 49.4 57.0 71.2 70.8
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, March 3, 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 : 6,078: 0 480 0 4,162 5,407 4,162 5,887: 1,916 191
Old : 6,078: 0 480 0 4,162 5,407 4,162 5,887: 1,916 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -111: 0 0 0 -359 -91 -359 -91: 248 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 68.5 89.0 68.5 96.9: 31.5 3.1
Old : 100.0: 0.0 7.9 0.0 68.5 89.0 68.5 96.9: 31.5 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 : 22: 0 2 0 11 16 11 18:
Old : 22: 0 2 0 11 16 11 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 : 53.6 56.0 66.0 77.5 50.4 50.0 51.7 67.3
Old : 53.6 56.0 66.0 77.5 50.4 50.0 51.7 67.3
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, March 3, 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 : 8,879: 225 90 0 8,608 8,728 8,833 8,818: 46 61
Old : 8,879: 225 90 0 8,608 8,728 8,833 8,818: 46 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,341: 17 -45 0 -1,357 -1,297 -1,340 -1,342: -1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.0 0.0 96.9 98.3 99.5 99.3: 0.5 0.7
Old : 100.0: 2.5 1.0 0.0 96.9 98.3 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 22 20 25 21:
Old : 31: 3 1 0 22 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 57.4 72.2 76.6 42.4 43.2 48.9 51.2
Old : 52.3 57.4 72.2 76.6 42.4 43.2 48.9 51.2
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, March 3, 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 : 50,975: 3,795 7,778 1,940 41,969 40,159 47,704 49,877: 3,271 1,098
Old : 50,975: 3,795 7,778 1,940 41,969 40,159 47,704 49,877: 3,271 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,144: -96 -101 -378 -642 -832 -1,116 -1,311: -28 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.3 3.8 82.3 78.8 93.6 97.8: 6.4 2.2
Old : 100.0: 7.4 15.3 3.8 82.3 78.8 93.6 97.8: 6.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 8 4 27 31 35 41:
Old : 48: 6 8 4 27 31 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 26.6 52.0 46.7 29.7 18.3 43.2 31.9
Old : 30.8 26.6 52.0 46.7 29.7 18.3 43.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009