GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 24, 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 : 49,381: 4,084 32 64 45,031 49,220 49,179 49,316: 202 65
Old : 49,381: 4,084 32 64 45,031 49,220 49,179 49,316: 202 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 5,200: 1,708 -30 -45 3,523 5,225 5,186 5,150: 14 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.1 0.1 91.2 99.7 99.6 99.9: 0.4 0.1
Old : 100.0: 8.3 0.1 0.1 91.2 99.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 1 1 37 42 42 43:
Old : 51: 4 1 1 37 42 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 57.7 75.0 78.2 43.8 44.5 51.8 54.4
Old : 54.5 57.7 75.0 78.2 43.8 44.5 51.8 54.4
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 24, 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 : 26,294: 910 120 100 25,083 25,758 26,093 25,978: 201 316
Old : 26,294: 910 120 100 25,083 25,758 26,093 25,978: 201 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,491: 0 0 -25 2,616 2,516 2,591 2,491: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 0.4 95.4 98.0 99.2 98.8: 0.8 1.2
Old : 100.0: 3.5 0.5 0.4 95.4 98.0 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 1 1 34 37 36 39:
Old : 46: 1 1 1 34 37 36 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 : 48.6 49.8 66.3 73.7 21.7 29.3 34.8 37.6
Old : 48.6 49.8 66.3 73.7 21.7 29.3 34.8 37.6
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 24, 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 : 7,793: 1,118 45 399 5,406 6,482 6,923 6,926: 870 867
Old : 7,793: 1,118 45 399 5,406 6,482 6,923 6,926: 870 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 227: 44 39 -27 324 406 341 418: -114 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.6 5.1 69.4 83.2 88.8 88.9: 11.2 11.1
Old : 100.0: 14.3 0.6 5.1 69.4 83.2 88.8 88.9: 11.2 11.1
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 1 2 22 24 24 26:
Old : 26: 1 1 2 22 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 56.2 72.2 68.1 50.6 52.9 60.6 58.8
Old : 57.2 56.2 72.2 68.1 50.6 52.9 60.6 58.8
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 24, 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 : 13,649: 403 897 324 11,931 11,754 12,658 12,975: 991 674
Old : 13,649: 403 897 324 11,931 11,754 12,658 12,975: 991 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 738: 27 432 12 731 309 770 753: -32 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.6 2.4 87.4 86.1 92.7 95.1: 7.3 4.9
Old : 100.0: 3.0 6.6 2.4 87.4 86.1 92.7 95.1: 7.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 6 5 40 46 45 55:
Old : 56: 3 6 5 40 46 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.9 46.4 52.6 27.7 35.0 40.5 45.1
Old : 30.2 37.9 46.4 52.6 27.7 35.0 40.5 45.1
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 24, 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 : 10,730: 269 146 190 9,906 9,627 10,365 9,963: 365 767
Old : 10,730: 269 146 190 9,906 9,627 10,365 9,963: 365 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,303: 5 0 29 1,368 1,679 1,402 1,708: -99 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.4 1.8 92.3 89.7 96.6 92.9: 3.4 7.1
Old : 100.0: 2.5 1.4 1.8 92.3 89.7 96.6 92.9: 3.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 2 4 5 48 54 54 60:
Old : 64: 2 4 5 48 54 54 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 21.7 45.9 37.6 28.6 18.9 36.3 29.9
Old : 31.5 21.7 45.9 37.6 28.6 18.9 36.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, March 24, 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 : 6,161: 165 293 96 4,650 4,956 4,911 5,345: 1,250 816
Old : 6,161: 165 293 96 4,650 4,956 4,911 5,345: 1,250 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 245: 45 69 -78 232 265 199 256: 46 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.8 1.6 75.5 80.4 79.7 86.8: 20.3 13.2
Old : 100.0: 2.7 4.8 1.6 75.5 80.4 79.7 86.8: 20.3 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 21 22 23 23:
Old : 25: 1 1 1 21 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.6 56.3 63.0 32.2 30.5 42.3 46.3
Old : 40.8 40.6 56.3 63.0 32.2 30.5 42.3 46.3
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 24, 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 : 4,076: 305 377 23 2,641 3,259 2,969 3,659: 1,107 417
Old : 4,076: 305 377 23 2,641 3,259 2,969 3,659: 1,107 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 306: 20 2 0 93 259 113 261: 193 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.2 0.6 64.8 80.0 72.8 89.8: 27.2 10.2
Old : 100.0: 7.5 9.2 0.6 64.8 80.0 72.8 89.8: 27.2 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 : 29: 2 3 2 18 21 22 24:
Old : 29: 2 3 2 18 21 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 : 39.9 52.1 54.1 69.4 35.9 48.9 47.3 62.0
Old : 39.9 52.1 54.1 69.4 35.9 48.9 47.3 62.0
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 24, 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 : 3,182: 90 0 0 2,307 2,577 2,397 2,577: 785 605
Old : 3,182: 90 0 0 2,307 2,577 2,397 2,577: 785 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 136: 0 0 0 23 247 23 247: 113 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 72.5 81.0 75.3 81.0: 24.7 19.0
Old : 100.0: 2.8 0.0 0.0 72.5 81.0 75.3 81.0: 24.7 19.0
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 : 24: 1 0 0 17 18 18 18:
Old : 24: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 48.1 53.1 66.2 33.2 43.8 45.9 57.4
Old : 37.6 48.1 53.1 66.2 33.2 43.8 45.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, March 24, 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 GALLONS) :
: : :
All : 3,374: 0 0 0 3,374 3,374 3,374 3,374: 0 0
Old : 3,374: 0 0 0 3,374 3,374 3,374 3,374: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 12 15 12:
Old : 20: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 84.0 86.4 97.0 52.7 66.3 65.6 69.1
Old : 65.3 84.0 86.4 97.0 52.7 66.3 65.6 69.1
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 24, 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 : 266,131: 33,212 14,131 28,793 161,682 193,527 223,687 236,451: 42,444 29,680
Old : 266,131: 33,212 14,131 28,793 161,682 193,527 223,687 236,451: 42,444 29,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,653: 2,557 -5,079 -1,603 -4,033 5,701 -3,079 -981: 1,426 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.3 10.8 60.8 72.7 84.1 88.8: 15.9 11.2
Old : 100.0: 12.5 5.3 10.8 60.8 72.7 84.1 88.8: 15.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 27 17 34 62 60 108 98:
Old : 118: 27 17 34 62 60 108 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.8 36.0 43.1 17.1 29.8 25.1 35.7
Old : 24.5 33.8 36.0 43.1 17.1 29.8 25.1 35.7
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 24, 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 : 20,932: 76 335 41 20,555 20,503 20,672 20,879: 260 53
Old : 20,932: 76 335 41 20,555 20,503 20,672 20,879: 260 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,321: 0 50 0 2,211 2,451 2,211 2,501: -890 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.6 0.2 98.2 98.0 98.8 99.7: 1.2 0.3
Old : 100.0: 0.4 1.6 0.2 98.2 98.0 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 2 1 43 48 45 51:
Old : 60: 1 2 1 43 48 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 26.0 57.4 46.3 37.1 24.2 51.4 40.4
Old : 39.1 26.0 57.4 46.3 37.1 24.2 51.4 40.4
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 24, 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 : 19,394: 639 0 0 16,425 18,674 17,064 18,674: 2,330 720
Old : 19,394: 639 0 0 16,425 18,674 17,064 18,674: 2,330 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,225: 140 0 0 1,155 2,580 1,295 2,580: -70 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 84.7 96.3 88.0 96.3: 12.0 3.7
Old : 100.0: 3.3 0.0 0.0 84.7 96.3 88.0 96.3: 12.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 0 23 22 26 22:
Old : 31: 3 0 0 23 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 57.9 66.2 81.3 28.5 41.9 37.2 51.8
Old : 49.4 57.9 66.2 81.3 28.5 41.9 37.2 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 24, 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 : 636,183: 73,597 194,615 227,430 253,059 181,915 554,086 603,960: 82,097 32,223
Old : 636,183: 73,597 194,615 227,430 253,059 181,915 554,086 603,960: 82,097 32,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -26,349: 722 6,553 -27,095 -4,678 1,025 -31,051 -19,517: 4,702 -6,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 30.6 35.7 39.8 28.6 87.1 94.9: 12.9 5.1
Old : 100.0: 11.6 30.6 35.7 39.8 28.6 87.1 94.9: 12.9 5.1
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 : 224: 61 69 94 81 65 204 177:
Old : 224: 61 69 94 81 65 204 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.6 32.9 47.6 9.6 19.7 13.9 23.9
Old : 23.4 36.6 32.9 47.6 9.6 19.7 13.9 23.9
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 24, 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 : 94,411: 2,893 0 2,621 78,959 83,457 84,473 86,078: 9,938 8,333
Old : 94,411: 2,893 0 2,621 78,959 83,457 84,473 86,078: 9,938 8,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 106: -417 0 141 603 -133 327 8: -221 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 2.8 83.6 88.4 89.5 91.2: 10.5 8.8
Old : 100.0: 3.1 0.0 2.8 83.6 88.4 89.5 91.2: 10.5 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 : 30: 3 0 2 23 26 26 28:
Old : 30: 3 0 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 : 50.1 40.2 67.4 60.2 45.6 32.1 56.6 50.7
Old : 50.1 40.2 67.4 60.2 45.6 32.1 56.6 50.7
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,062: 2,690 11,028 1,794 45,242 29,663 49,726 42,485: 12,336 19,577
Old : 62,062: 2,690 11,028 1,794 45,242 29,663 49,726 42,485: 12,336 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 3,629: 0 2,974 -26 3,194 155 3,168 3,103: 461 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.8 2.9 72.9 47.8 80.1 68.5: 19.9 31.5
Old : 100.0: 4.3 17.8 2.9 72.9 47.8 80.1 68.5: 19.9 31.5
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 : 46.6 41.5 66.3 57.4 42.5 34.4 60.3 49.1
Old : 46.6 41.5 66.3 57.4 42.5 34.4 60.3 49.1
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 24, 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 : 86,583: 4,005 2,236 1,622 71,719 70,160 77,346 74,018: 9,237 12,565
Old : 86,583: 4,005 2,236 1,622 71,719 70,160 77,346 74,018: 9,237 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -95: 302 0 0 273 304 575 304: -670 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.6 1.9 82.8 81.0 89.3 85.5: 10.7 14.5
Old : 100.0: 4.6 2.6 1.9 82.8 81.0 89.3 85.5: 10.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 24 25 27 27:
Old : 31: 2 1 2 24 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 33.3 59.6 52.9 38.3 27.9 55.7 44.9
Old : 40.7 33.3 59.6 52.9 38.3 27.9 55.7 44.9
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 24, 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 : 98,992: 0 0 0 82,381 85,520 82,381 85,520: 16,611 13,472
Old : 98,992: 0 0 0 82,381 85,520 82,381 85,520: 16,611 13,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -29: 0 0 0 62 0 62 0: -91 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.2 86.4 83.2 86.4: 16.8 13.6
Old : 100.0: 0.0 0.0 0.0 83.2 86.4 83.2 86.4: 16.8 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 22 21 22 21:
Old : 25: 0 0 0 22 21 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 45.2 57.5 65.1 26.7 31.5 39.3 43.0
Old : 36.9 45.2 57.5 65.1 26.7 31.5 39.3 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 24, 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 : 93,683: 0 3,416 3,883 81,665 77,634 85,548 84,933: 8,135 8,750
Old : 93,683: 0 3,416 3,883 81,665 77,634 85,548 84,933: 8,135 8,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,152: 0 449 70 2,054 3,191 2,124 3,710: 28 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 4.1 87.2 82.9 91.3 90.7: 8.7 9.3
Old : 100.0: 0.0 3.6 4.1 87.2 82.9 91.3 90.7: 8.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 3 27 27 30 30:
Old : 37: 0 3 3 27 27 30 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 : 42.1 21.2 62.1 39.2 35.3 20.6 51.1 35.6
Old : 42.1 21.2 62.1 39.2 35.3 20.6 51.1 35.6
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 24, 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 : 133,349: 3,353 4,043 8,581 109,916 112,545 121,850 125,169: 11,499 8,180
Old : 133,349: 3,353 4,043 8,581 109,916 112,545 121,850 125,169: 11,499 8,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,647: 1,723 1,888 -2,406 3,271 2,981 2,588 2,463: 59 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.0 6.4 82.4 84.4 91.4 93.9: 8.6 6.1
Old : 100.0: 2.5 3.0 6.4 82.4 84.4 91.4 93.9: 8.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 3 20 28 24 31:
Old : 36: 2 2 3 20 28 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 32.2 74.8 51.6 47.1 31.7 62.5 49.5
Old : 54.0 32.2 74.8 51.6 47.1 31.7 62.5 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, March 24, 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 : 82,013: 211 5,759 20,177 53,902 47,737 74,290 73,673: 7,723 8,340
Old : 82,013: 211 5,759 20,177 53,902 47,737 74,290 73,673: 7,723 8,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 353: 74 -282 79 -758 336 -605 133: 958 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.0 24.6 65.7 58.2 90.6 89.8: 9.4 10.2
Old : 100.0: 0.3 7.0 24.6 65.7 58.2 90.6 89.8: 9.4 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: 1 2 3 11 14 14 17:
Old : 20: 1 2 3 11 14 14 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 : 62.6 58.5 77.9 72.9 32.2 25.6 39.7 34.9
Old : 62.6 58.5 77.9 72.9 32.2 25.6 39.7 34.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,291: 0 338 248 51,081 45,729 51,329 46,315: 6,962 11,976
Old : 58,291: 0 338 248 51,081 45,729 51,329 46,315: 6,962 11,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 632: 0 0 0 219 763 219 763: 413 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.4 87.6 78.4 88.1 79.5: 11.9 20.5
Old : 100.0: 0.0 0.6 0.4 87.6 78.4 88.1 79.5: 11.9 20.5
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 1 24 19 25 20:
Old : 27: 0 1 1 24 19 25 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 : 39.4 38.5 59.9 60.9 38.9 32.4 58.7 48.9
Old : 39.4 38.5 59.9 60.9 38.9 32.4 58.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,487: 4,514 8,294 6,169 81,089 72,340 91,772 86,803: 7,715 12,684
Old : 99,487: 4,514 8,294 6,169 81,089 72,340 91,772 86,803: 7,715 12,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,883: -214 -898 796 608 -613 1,190 -715: 693 2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.3 6.2 81.5 72.7 92.2 87.3: 7.8 12.7
Old : 100.0: 4.5 8.3 6.2 81.5 72.7 92.2 87.3: 7.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 4 27 25 32 30:
Old : 37: 2 4 4 27 25 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 : 34.0 30.6 50.8 51.3 30.0 26.9 44.3 42.4
Old : 34.0 30.6 50.8 51.3 30.0 26.9 44.3 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
Commitments of Traders - Futures Only, March 24, 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 : 40,352: 0 0 0 39,226 37,416 39,226 37,416: 1,126 2,936
Old : 40,352: 0 0 0 39,226 37,416 39,226 37,416: 1,126 2,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 92.7 97.2 92.7: 2.8 7.3
Old : 100.0: 0.0 0.0 0.0 97.2 92.7 97.2 92.7: 2.8 7.3
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 : 22: 0 0 0 12 14 12 14:
Old : 22: 0 0 0 12 14 12 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 : 77.5 52.4 93.6 78.4 65.5 50.3 79.9 70.8
Old : 77.5 52.4 93.6 78.4 65.5 50.3 79.9 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders - Futures Only, March 24, 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 : 66,803: 0 19,491 978 61,501 33,088 62,479 53,557: 4,324 13,246
Old : 66,803: 0 19,491 978 61,501 33,088 62,479 53,557: 4,324 13,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.2 1.5 92.1 49.5 93.5 80.2: 6.5 19.8
Old : 100.0: 0.0 29.2 1.5 92.1 49.5 93.5 80.2: 6.5 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 13 11 15 13:
Old : 20: 0 2 2 13 11 15 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 : 71.1 49.8 88.4 72.0 68.5 48.3 84.8 69.0
Old : 71.1 49.8 88.4 72.0 68.5 48.3 84.8 69.0
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 24, 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 : 40,573: 731 1,878 1,285 32,142 30,090 34,158 33,253: 6,415 7,320
Old : 40,573: 731 1,878 1,285 32,142 30,090 34,158 33,253: 6,415 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -915: 302 -214 -302 -915 -399 -915 -915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.6 3.2 79.2 74.2 84.2 82.0: 15.8 18.0
Old : 100.0: 1.8 4.6 3.2 79.2 74.2 84.2 82.0: 15.8 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 60.0 39.0 73.3 65.6 52.6 34.4 60.2 49.5
Old : 60.0 39.0 73.3 65.6 52.6 34.4 60.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 135,400: 4,640 1,472 0 130,760 130,512 135,400 131,984: 0 3,416
Old : 135,400: 4,640 1,472 0 130,760 130,512 135,400 131,984: 0 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.1 0.0 96.6 96.4 100.0 97.5: 0.0 2.5
Old : 100.0: 3.4 1.1 0.0 96.6 96.4 100.0 97.5: 0.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 15 15 17 16:
Old : 24: 2 1 0 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 61.9 91.4 83.2 47.1 46.9 56.6 56.3
Old : 75.1 61.9 91.4 83.2 47.1 46.9 56.6 56.3
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 24, 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 : 233,791: 11,983 12,070 4,806 206,689 205,743 223,478 222,619: 10,313 11,172
Old : 233,791: 11,983 12,070 4,806 206,689 205,743 223,478 222,619: 10,313 11,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 7,567: 1,802 724 -678 6,584 7,126 7,708 7,172: -141 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 2.1 88.4 88.0 95.6 95.2: 4.4 4.8
Old : 100.0: 5.1 5.2 2.1 88.4 88.0 95.6 95.2: 4.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 6 37 31 45 37:
Old : 48: 6 2 6 37 31 45 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 51.3 47.2 66.2 27.6 49.6 41.0 58.9
Old : 29.5 51.3 47.2 66.2 27.6 49.6 41.0 58.9
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 24, 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 : 166,384: 420 2,061 3,623 147,497 156,086 151,540 161,770: 14,844 4,614
Old : 166,384: 420 2,061 3,623 147,497 156,086 151,540 161,770: 14,844 4,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,811: 0 -60 0 -593 -1,111 -593 -1,171: -1,218 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 2.2 88.6 93.8 91.1 97.2: 8.9 2.8
Old : 100.0: 0.3 1.2 2.2 88.6 93.8 91.1 97.2: 8.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 32 30 34 32:
Old : 38: 1 1 2 32 30 34 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 : 37.2 44.6 56.0 66.8 30.5 40.7 43.2 59.0
Old : 37.2 44.6 56.0 66.8 30.5 40.7 43.2 59.0
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 24, 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 : 271,790: 15,634 2,316 12,551 225,655 242,798 253,840 257,665: 17,950 14,125
Old : 271,790: 15,634 2,316 12,551 225,655 242,798 253,840 257,665: 17,950 14,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,649: 2,906 368 -5,069 4,459 6,964 2,296 2,263: -647 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.9 4.6 83.0 89.3 93.4 94.8: 6.6 5.2
Old : 100.0: 5.8 0.9 4.6 83.0 89.3 93.4 94.8: 6.6 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 : 50: 4 1 4 41 40 46 44:
Old : 50: 4 1 4 41 40 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.6 45.6 49.1 22.3 27.3 32.3 40.5
Old : 27.9 28.6 45.6 49.1 22.3 27.3 32.3 40.5
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 123,268: 0 3,560 2,150 117,461 113,755 119,611 119,465: 3,657 3,803
Old : 123,268: 0 3,560 2,150 117,461 113,755 119,611 119,465: 3,657 3,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 612: 0 -180 154 489 936 643 910: -31 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 1.7 95.3 92.3 97.0 96.9: 3.0 3.1
Old : 100.0: 0.0 2.9 1.7 95.3 92.3 97.0 96.9: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 5 3 28 29 31 34:
Old : 40: 0 5 3 28 29 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 38.4 81.2 61.1 50.4 34.4 71.3 53.3
Old : 54.1 38.4 81.2 61.1 50.4 34.4 71.3 53.3
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 24, 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 : 56,958: 0 0 0 52,132 45,973 52,132 45,973: 4,826 10,985
Old : 56,958: 0 0 0 52,132 45,973 52,132 45,973: 4,826 10,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 419: 0 0 0 453 -151 453 -151: -34 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 80.7 91.5 80.7: 8.5 19.3
Old : 100.0: 0.0 0.0 0.0 91.5 80.7 91.5 80.7: 8.5 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 : 22: 0 0 0 17 17 17 17:
Old : 22: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 43.9 70.7 61.6 46.3 36.6 61.1 51.8
Old : 52.1 43.9 70.7 61.6 46.3 36.6 61.1 51.8
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 24, 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 : 3,212,635: 685,091 144,502 1,037,536 1,454,536 2,011,266 3,177,163 3,193,304: 35,472 19,331
Old : 3,212,635: 685,091 144,502 1,037,536 1,454,536 2,011,266 3,177,163 3,193,304: 35,472 19,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 16,460: -12,395 -5,227 -750 26,924 21,587 13,779 15,610: 2,681 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.5 32.3 45.3 62.6 98.9 99.4: 1.1 0.6
Old : 100.0: 21.3 4.5 32.3 45.3 62.6 98.9 99.4: 1.1 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 : 173: 34 19 48 108 101 159 154:
Old : 173: 34 19 48 108 101 159 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 38.1 45.2 50.7 16.1 20.6 19.7 27.9
Old : 35.0 38.1 45.2 50.7 16.1 20.6 19.7 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 24, 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 : 1,290,812: 228,729 175,664 270,482 785,558 842,239 1,284,769 1,288,385: 6,043 2,427
Old : 1,290,812: 228,729 175,664 270,482 785,558 842,239 1,284,769 1,288,385: 6,043 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 64,282: 38,976 15,969 -5,584 31,327 54,901 64,719 65,286: -437 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.6 21.0 60.9 65.2 99.5 99.8: 0.5 0.2
Old : 100.0: 17.7 13.6 21.0 60.9 65.2 99.5 99.8: 0.5 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 : 90: 26 25 42 37 37 85 82:
Old : 90: 26 25 42 37 37 85 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 35.6 49.5 55.8 19.0 22.8 30.1 32.0
Old : 30.7 35.6 49.5 55.8 19.0 22.8 30.1 32.0
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 24, 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 : 33,982: 2,944 90 1,013 28,811 32,838 32,768 33,941: 1,214 41
Old : 33,982: 2,944 90 1,013 28,811 32,838 32,768 33,941: 1,214 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 816: 0 -8 8 734 1,036 742 1,036: 74 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.3 3.0 84.8 96.6 96.4 99.9: 3.6 0.1
Old : 100.0: 8.7 0.3 3.0 84.8 96.6 96.4 99.9: 3.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 2 5 30 28 38 33:
Old : 40: 6 2 5 30 28 38 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 : 32.1 40.5 49.6 66.1 17.7 31.0 27.7 40.2
Old : 32.1 40.5 49.6 66.1 17.7 31.0 27.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,330: 0 0 0 8,224 7,900 8,224 7,900: 106 430
Old : 8,330: 0 0 0 8,224 7,900 8,224 7,900: 106 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 94.8 98.7 94.8: 1.3 5.2
Old : 100.0: 0.0 0.0 0.0 98.7 94.8 98.7 94.8: 1.3 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 : 20: 0 0 0 13 14 13 14:
Old : 20: 0 0 0 13 14 13 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 : 48.4 70.4 84.3 90.9 45.9 61.9 80.4 75.5
Old : 48.4 70.4 84.3 90.9 45.9 61.9 80.4 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 24, 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 : 20,754: 2,960 52 52 16,654 19,594 19,666 19,698: 1,088 1,056
Old : 20,754: 2,960 52 52 16,654 19,594 19,666 19,698: 1,088 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 260: 0 0 0 256 280 256 280: 4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.3 0.3 80.2 94.4 94.8 94.9: 5.2 5.1
Old : 100.0: 14.3 0.3 0.3 80.2 94.4 94.8 94.9: 5.2 5.1
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 : 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 : 55.9 76.6 76.4 90.7 53.0 67.6 69.4 74.8
Old : 55.9 76.6 76.4 90.7 53.0 67.6 69.4 74.8
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 24, 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 : 13,504: 0 0 0 12,786 12,026 12,786 12,026: 718 1,478
Old : 13,504: 0 0 0 12,786 12,026 12,786 12,026: 718 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -360: 0 0 0 -360 -360 -360 -360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 89.1 94.7 89.1: 5.3 10.9
Old : 100.0: 0.0 0.0 0.0 94.7 89.1 94.7 89.1: 5.3 10.9
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 : 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 : 50.1 60.2 75.3 79.9 36.8 43.9 55.7 55.8
Old : 50.1 60.2 75.3 79.9 36.8 43.9 55.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, March 24, 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 : 28,930: 100 680 520 25,294 26,796 25,914 27,996: 3,016 934
Old : 28,930: 100 680 520 25,294 26,796 25,914 27,996: 3,016 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 70: -4 0 4 63 67 63 71: 7 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.4 1.8 87.4 92.6 89.6 96.8: 10.4 3.2
Old : 100.0: 0.3 2.4 1.8 87.4 92.6 89.6 96.8: 10.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 23 18 25 20:
Old : 26: 1 1 2 23 18 25 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 : 42.5 43.4 61.8 70.6 23.1 22.2 33.3 36.4
Old : 42.5 43.4 61.8 70.6 23.1 22.2 33.3 36.4
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 24, 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 : 28,569: 0 0 0 28,289 27,717 28,289 27,717: 280 852
Old : 28,569: 0 0 0 28,289 27,717 28,289 27,717: 280 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -6: 0 0 0 -6 -6 -6 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Old : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 16 17 16:
Old : 22: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 79.0 81.4 88.1 49.5 68.9 73.5 75.9
Old : 54.6 79.0 81.4 88.1 49.5 68.9 73.5 75.9
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 24, 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 : 8,778: 0 50 30 7,815 7,880 7,845 7,960: 933 818
Old : 8,778: 0 50 30 7,815 7,880 7,845 7,960: 933 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -34: 0 0 0 -148 186 -148 186: 114 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.3 89.0 89.8 89.4 90.7: 10.6 9.3
Old : 100.0: 0.0 0.6 0.3 89.0 89.8 89.4 90.7: 10.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 17 17 18 18:
Old : 20: 0 1 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 36.4 77.0 62.5 44.0 32.4 53.1 48.7
Old : 55.4 36.4 77.0 62.5 44.0 32.4 53.1 48.7
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 24, 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 : 126,491: 2,004 7,942 2,570 121,917 114,699 126,491 125,211: 0 1,280
Old : 126,491: 2,004 7,942 2,570 121,917 114,699 126,491 125,211: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,966: 0 870 0 4,966 4,096 4,966 4,966: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.3 2.0 96.4 90.7 100.0 99.0: 0.0 1.0
Old : 100.0: 1.6 6.3 2.0 96.4 90.7 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 18 27 20 29:
Old : 31: 1 2 1 18 27 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 61.1 78.9 73.7 51.1 58.4 69.8 67.1
Old : 55.3 61.1 78.9 73.7 51.1 58.4 69.8 67.1
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 24, 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 : 1,994,817: 0 74,135 46,480 1,948,337 1,850,882 1,994,817 1,971,497: 0 23,320
Old : 1,994,817: 0 74,135 46,480 1,948,337 1,850,882 1,994,817 1,971,497: 0 23,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 3,680: 0 0 0 3,680 3,680 3,680 3,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 2.3 97.7 92.8 100.0 98.8: 0.0 1.2
Old : 100.0: 0.0 3.7 2.3 97.7 92.8 100.0 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 : 26: 0 3 1 12 19 13 22:
Old : 26: 0 3 1 12 19 13 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 65.7 89.9 80.9 64.9 63.2 84.3 76.5
Old : 65.4 65.7 89.9 80.9 64.9 63.2 84.3 76.5
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 24, 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 : 16,951: 0 0 0 16,815 16,837 16,815 16,837: 136 114
Old : 16,951: 0 0 0 16,815 16,837 16,815 16,837: 136 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 283: 0 0 0 293 373 293 373: -10 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 0.7
Old : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 27 25 27 25:
Old : 30: 0 0 0 27 25 27 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 : 61.1 52.3 83.5 74.7 56.9 38.2 61.4 54.3
Old : 61.1 52.3 83.5 74.7 56.9 38.2 61.4 54.3
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 24, 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 : 6,478: 0 0 0 5,605 6,478 5,605 6,478: 873 0
Old : 6,478: 0 0 0 5,605 6,478 5,605 6,478: 873 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 374: 0 0 0 334 374 334 374: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.5 100.0 86.5 100.0: 13.5 0.0
Old : 100.0: 0.0 0.0 0.0 86.5 100.0 86.5 100.0: 13.5 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 : 24: 0 0 0 22 19 22 19:
Old : 24: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 58.8 59.6 82.4 29.1 49.0 40.8 59.5
Old : 37.7 58.8 59.6 82.4 29.1 49.0 40.8 59.5
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 24, 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 : 1,160,240: 192,871 175,234 263,814 639,673 662,394 1,096,358 1,101,442: 63,882 58,798
Old : 1,160,240: 192,871 175,234 263,814 639,673 662,394 1,096,358 1,101,442: 63,882 58,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -36,873: -3,079 -7,209 -4,771 -20,972 -14,641 -28,822 -26,621: -8,051 -10,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.1 22.7 55.1 57.1 94.5 94.9: 5.5 5.1
Old : 100.0: 16.6 15.1 22.7 55.1 57.1 94.5 94.9: 5.5 5.1
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 : 289: 85 98 132 83 88 251 244:
Old : 289: 85 98 132 83 88 251 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 19.9 38.2 32.1 16.7 13.4 24.9 19.8
Old : 25.6 19.9 38.2 32.1 16.7 13.4 24.9 19.8
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 24, 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 : 207,192: 23,410 27,996 14,680 124,682 114,909 162,772 157,585: 44,420 49,607
Old : 207,192: 23,410 27,996 14,680 124,682 114,909 162,772 157,585: 44,420 49,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 5,514: 1,108 1,834 -427 7,329 5,479 8,010 6,886: -2,496 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.5 7.1 60.2 55.5 78.6 76.1: 21.4 23.9
Old : 100.0: 11.3 13.5 7.1 60.2 55.5 78.6 76.1: 21.4 23.9
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 : 34: 4 6 7 21 23 29 32:
Old : 34: 4 6 7 21 23 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 : 40.0 31.6 53.7 45.8 35.7 25.8 44.4 37.8
Old : 40.0 31.6 53.7 45.8 35.7 25.8 44.4 37.8
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 24, 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 : 70,923: 2,179 3,141 2,225 66,131 65,070 70,535 70,436: 388 487
Old : 70,923: 2,179 3,141 2,225 66,131 65,070 70,535 70,436: 388 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 10,619: 304 1,905 400 9,644 10,627 10,348 12,932: 271 -2,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.4 3.1 93.2 91.7 99.5 99.3: 0.5 0.7
Old : 100.0: 3.1 4.4 3.1 93.2 91.7 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 : 57: 6 2 2 39 43 46 46:
Old : 57: 6 2 2 39 43 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 29.6 64.9 51.6 32.4 23.1 38.2 33.1
Old : 46.9 29.6 64.9 51.6 32.4 23.1 38.2 33.1
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 24, 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 : 197,410: 36,604 38,050 37,552 114,216 111,219 188,372 186,821: 9,038 10,589
Old : 197,410: 36,604 38,050 37,552 114,216 111,219 188,372 186,821: 9,038 10,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -7,294: 3,511 765 -6,374 -4,596 -1,435 -7,459 -7,044: 165 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.3 19.0 57.9 56.3 95.4 94.6: 4.6 5.4
Old : 100.0: 18.5 19.3 19.0 57.9 56.3 95.4 94.6: 4.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 12 21 24 22 22 50 52:
Old : 57: 12 21 24 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 : 39.3 37.2 58.9 53.5 19.7 15.6 27.0 21.8
Old : 39.3 37.2 58.9 53.5 19.7 15.6 27.0 21.8
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 24, 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 : 36,416: 9,471 3,145 6,481 16,372 23,629 32,324 33,255: 4,092 3,161
Old : 36,416: 9,471 3,145 6,481 16,372 23,629 32,324 33,255: 4,092 3,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,345: 5,340 0 -830 -422 4,750 4,088 3,920: 257 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.6 17.8 45.0 64.9 88.8 91.3: 11.2 8.7
Old : 100.0: 26.0 8.6 17.8 45.0 64.9 88.8 91.3: 11.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 3 8 11 13 21 21:
Old : 23: 7 3 8 11 13 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 : 44.2 45.6 65.4 67.9 29.6 25.7 35.7 35.6
Old : 44.2 45.6 65.4 67.9 29.6 25.7 35.7 35.6
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 24, 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 : 108,808: 3,661 6,826 11,396 64,060 65,869 79,117 84,091: 29,691 24,717
Old : 108,808: 3,661 6,826 11,396 64,060 65,869 79,117 84,091: 29,691 24,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,086: 24 -143 -376 4,241 4,995 3,889 4,476: -1,803 -2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 6.3 10.5 58.9 60.5 72.7 77.3: 27.3 22.7
Old : 100.0: 3.4 6.3 10.5 58.9 60.5 72.7 77.3: 27.3 22.7
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 : 26: 2 2 4 21 22 25 26:
Old : 26: 2 2 4 21 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 30.5 42.3 50.9 17.9 20.6 26.0 29.9
Old : 26.9 30.5 42.3 50.9 17.9 20.6 26.0 29.9
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 24, 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 : 40,099: 120 4,955 1,230 38,749 33,914 40,099 40,099: 0 0
Old : 40,099: 120 4,955 1,230 38,749 33,914 40,099 40,099: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 3,000: 0 -90 0 3,000 3,090 3,000 3,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 12.4 3.1 96.6 84.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 12.4 3.1 96.6 84.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 5 1 26 30 27 36:
Old : 41: 1 5 1 26 30 27 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 : 63.0 32.9 81.2 55.5 57.2 32.7 71.3 55.2
Old : 63.0 32.9 81.2 55.5 57.2 32.7 71.3 55.2
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,363: 8,134 3,335 37 2,432 8,266 10,603 11,638: 1,760 725
Old : 12,363: 8,134 3,335 37 2,432 8,266 10,603 11,638: 1,760 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 88: 134 -254 0 -275 505 -141 251: 229 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 27.0 0.3 19.7 66.9 85.8 94.1: 14.2 5.9
Old : 100.0: 65.8 27.0 0.3 19.7 66.9 85.8 94.1: 14.2 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 : 99: 39 20 1 16 23 56 44:
Old : 99: 39 20 1 16 23 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 42.0 50.7 58.6 39.7 42.0 50.7 58.6
Old : 39.7 42.0 50.7 58.6 39.7 42.0 50.7 58.6
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 24, 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 : 20,940: 10,176 2,187 208 6,262 17,191 16,646 19,586: 4,294 1,354
Old : 20,940: 10,176 2,187 208 6,262 17,191 16,646 19,586: 4,294 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,040: 584 -453 116 -307 1,684 393 1,347: 647 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 10.4 1.0 29.9 82.1 79.5 93.5: 20.5 6.5
Old : 100.0: 48.6 10.4 1.0 29.9 82.1 79.5 93.5: 20.5 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 : 80: 35 12 3 15 24 52 37:
Old : 80: 35 12 3 15 24 52 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 : 28.9 37.4 44.5 59.0 28.9 37.4 44.5 59.0
Old : 28.9 37.4 44.5 59.0 28.9 37.4 44.5 59.0
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 24, 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 : 210,290: 64,052 6,178 12,663 116,880 180,111 193,595 198,952: 16,695 11,338
Old : 210,290: 64,052 6,178 12,663 116,880 180,111 193,595 198,952: 16,695 11,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 5,035: 4,925 -129 483 -413 4,635 4,995 4,989: 40 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.9 6.0 55.6 85.6 92.1 94.6: 7.9 5.4
Old : 100.0: 30.5 2.9 6.0 55.6 85.6 92.1 94.6: 7.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 55 20 39 76 87 150 133:
Old : 174: 55 20 39 76 87 150 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 29.3 34.7 39.6 17.4 22.4 27.3 30.0
Old : 22.5 29.3 34.7 39.6 17.4 22.4 27.3 30.0
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 24, 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 : 8,652: 3,601 602 457 3,439 6,720 7,497 7,779: 1,155 873
Old : 8,652: 3,601 602 457 3,439 6,720 7,497 7,779: 1,155 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,059: -320 -155 200 1,164 1,064 1,044 1,109: 15 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 7.0 5.3 39.7 77.7 86.7 89.9: 13.3 10.1
Old : 100.0: 41.6 7.0 5.3 39.7 77.7 86.7 89.9: 13.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 3 10 9 19 13:
Old : 20: 7 2 3 10 9 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 : 46.6 54.3 64.4 77.5 42.8 44.9 51.7 56.1
Old : 46.6 54.3 64.4 77.5 42.8 44.9 51.7 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, March 24, 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 : 8,008: 50 0 50 7,708 7,662 7,808 7,712: 200 296
Old : 8,008: 50 0 50 7,708 7,662 7,808 7,712: 200 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.6 96.3 95.7 97.5 96.3: 2.5 3.7
Old : 100.0: 0.6 0.0 0.6 96.3 95.7 97.5 96.3: 2.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 0 1 26 28 27 29:
Old : 35: 1 0 1 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.2 68.5 60.3 22.3 19.6 28.0 25.9
Old : 46.6 39.2 68.5 60.3 22.3 19.6 28.0 25.9
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 24, 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 : 30,221: 1,433 0 50 27,786 30,113 29,269 30,163: 952 58
Old : 30,221: 1,433 0 50 27,786 30,113 29,269 30,163: 952 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 875: -50 0 0 925 875 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.2 91.9 99.6 96.8 99.8: 3.2 0.2
Old : 100.0: 4.7 0.0 0.2 91.9 99.6 96.8 99.8: 3.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 1 34 29 37 30:
Old : 43: 3 0 1 34 29 37 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 55.6 57.1 83.9 28.8 41.1 41.8 55.7
Old : 36.9 55.6 57.1 83.9 28.8 41.1 41.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, March 24, 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 : 22,615: 0 565 125 21,424 21,100 21,549 21,790: 1,066 825
Old : 22,615: 0 565 125 21,424 21,100 21,549 21,790: 1,066 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 635: 0 -100 0 1,175 630 1,175 530: -540 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.6 94.7 93.3 95.3 96.4: 4.7 3.6
Old : 100.0: 0.0 2.5 0.6 94.7 93.3 95.3 96.4: 4.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 19 11 20 13:
Old : 24: 0 2 1 19 11 20 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 : 70.1 87.3 82.5 93.9 70.1 80.1 79.6 85.0
Old : 70.1 87.3 82.5 93.9 70.1 80.1 79.6 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, March 24, 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 : 17,616: 449 0 0 17,167 17,616 17,616 17,616: 0 0
Old : 17,616: 449 0 0 17,167 17,616 17,616 17,616: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.0 0.0 97.5 100.0 100.0 100.0: 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 : 39: 3 0 0 30 20 33 20:
Old : 39: 3 0 0 30 20 33 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 : 64.0 74.1 76.1 88.6 45.8 55.3 56.1 64.1
Old : 64.0 74.1 76.1 88.6 45.8 55.3 56.1 64.1
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 24, 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 : 4,572: 0 658 0 3,450 3,064 3,450 3,722: 1,122 850
Old : 4,572: 0 658 0 3,450 3,064 3,450 3,722: 1,122 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 55: 0 0 0 45 35 45 35: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.4 0.0 75.5 67.0 75.5 81.4: 24.5 18.6
Old : 100.0: 0.0 14.4 0.0 75.5 67.0 75.5 81.4: 24.5 18.6
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 : 20: 0 2 0 15 16 15 18:
Old : 20: 0 2 0 15 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 49.0 69.2 68.3 56.8 48.9 62.0 63.0
Old : 59.1 49.0 69.2 68.3 56.8 48.9 62.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,623: 75 0 0 20,388 21,308 20,463 21,308: 1,160 315
Old : 21,623: 75 0 0 20,388 21,308 20,463 21,308: 1,160 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 94.3 98.5 94.6 98.5: 5.4 1.5
Old : 100.0: 0.3 0.0 0.0 94.3 98.5 94.6 98.5: 5.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 19 10 20 10:
Old : 20: 1 0 0 19 10 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 95.9 80.4 98.5 63.9 86.6 74.0 86.6
Old : 64.8 95.9 80.4 98.5 63.9 86.6 74.0 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, March 24, 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 : 28,011: 780 1,397 483 26,080 26,083 27,343 27,963: 668 48
Old : 28,011: 780 1,397 483 26,080 26,083 27,343 27,963: 668 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,215: 159 21 81 972 1,119 1,212 1,221: 3 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.0 1.7 93.1 93.1 97.6 99.8: 2.4 0.2
Old : 100.0: 2.8 5.0 1.7 93.1 93.1 97.6 99.8: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 3 3 28 29 33 34:
Old : 44: 4 3 3 28 29 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 57.2 70.6 76.3 48.4 54.1 69.2 70.4
Old : 49.3 57.2 70.6 76.3 48.4 54.1 69.2 70.4
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 24, 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 : 6,174: 0 480 0 4,258 5,503 4,258 5,983: 1,916 191
Old : 6,174: 0 480 0 4,258 5,503 4,258 5,983: 1,916 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 69.0 89.1 69.0 96.9: 31.0 3.1
Old : 100.0: 0.0 7.8 0.0 69.0 89.1 69.0 96.9: 31.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 11 15 11 17:
Old : 22: 0 2 0 11 15 11 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 55.2 65.1 76.3 47.4 49.2 54.0 67.8
Old : 51.3 55.2 65.1 76.3 47.4 49.2 54.0 67.8
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 24, 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 : 10,855: 225 90 0 10,494 10,749 10,719 10,839: 136 16
Old : 10,855: 225 90 0 10,494 10,749 10,719 10,839: 136 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 324: 0 0 0 189 324 189 324: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.8 0.0 96.7 99.0 98.7 99.9: 1.3 0.1
Old : 100.0: 2.1 0.8 0.0 96.7 99.0 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 24 20 26 21:
Old : 31: 2 1 0 24 20 26 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 : 52.6 66.4 70.6 81.8 47.4 56.9 55.8 65.6
Old : 52.6 66.4 70.6 81.8 47.4 56.9 55.8 65.6
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 24, 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 : 53,103: 3,951 7,099 2,357 43,389 42,753 49,697 52,209: 3,406 894
Old : 53,103: 3,951 7,099 2,357 43,389 42,753 49,697 52,209: 3,406 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,584: 96 968 504 1,255 1,327 1,855 2,799: -271 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.4 4.4 81.7 80.5 93.6 98.3: 6.4 1.7
Old : 100.0: 7.4 13.4 4.4 81.7 80.5 93.6 98.3: 6.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 6 4 29 33 38 40:
Old : 48: 6 6 4 29 33 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 29.9 51.2 49.0 26.5 19.9 38.5 32.0
Old : 29.2 29.9 51.2 49.0 26.5 19.9 38.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009