GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 12, 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 : 46,127: 3,768 55 1,064 40,948 44,823 45,780 45,942: 347 185
Old : 46,127: 3,768 55 1,064 40,948 44,823 45,780 45,942: 347 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 252: 216 0 225 -179 87 262 312: -10 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.1 2.3 88.8 97.2 99.2 99.6: 0.8 0.4
Old : 100.0: 8.2 0.1 2.3 88.8 97.2 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 2 30 36 35 40:
Old : 48: 4 2 2 30 36 35 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 : 48.7 55.1 69.3 73.9 35.9 41.2 48.0 51.8
Old : 48.7 55.1 69.3 73.9 35.9 41.2 48.0 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,307: 600 145 50 23,452 23,827 24,102 24,022: 205 285
Old : 24,307: 600 145 50 23,452 23,827 24,102 24,022: 205 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 616: 0 0 0 667 727 667 727: -51 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.6 0.2 96.5 98.0 99.2 98.8: 0.8 1.2
Old : 100.0: 2.5 0.6 0.2 96.5 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 : 43: 1 2 1 30 32 32 34:
Old : 43: 1 2 1 30 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 54.1 73.0 75.7 28.7 32.5 38.8 41.7
Old : 60.0 54.1 73.0 75.7 28.7 32.5 38.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, May 12, 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 : 7,408: 803 0 431 4,915 5,813 6,149 6,244: 1,259 1,164
Old : 7,408: 803 0 431 4,915 5,813 6,149 6,244: 1,259 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 29: -55 0 60 17 -47 22 13: 7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 5.8 66.3 78.5 83.0 84.3: 17.0 15.7
Old : 100.0: 10.8 0.0 5.8 66.3 78.5 83.0 84.3: 17.0 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 19 18 20:
Old : 21: 1 0 1 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 58.7 72.3 68.5 47.8 53.1 56.9 57.4
Old : 57.5 58.7 72.3 68.5 47.8 53.1 56.9 57.4
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,909: 306 696 236 10,128 10,103 10,670 11,035: 1,239 874
Old : 11,909: 306 696 236 10,128 10,103 10,670 11,035: 1,239 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 334: 14 15 -9 156 192 161 198: 173 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.8 2.0 85.0 84.8 89.6 92.7: 10.4 7.3
Old : 100.0: 2.6 5.8 2.0 85.0 84.8 89.6 92.7: 10.4 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 : 50: 2 4 3 38 44 41 50:
Old : 50: 2 4 3 38 44 41 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.9 50.6 55.1 31.6 33.5 44.0 45.7
Old : 34.6 38.9 50.6 55.1 31.6 33.5 44.0 45.7
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,998: 140 0 0 8,242 8,154 8,382 8,154: 616 844
Old : 8,998: 140 0 0 8,242 8,154 8,382 8,154: 616 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 82: 0 0 0 29 39 29 39: 53 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 91.6 90.6 93.2 90.6: 6.8 9.4
Old : 100.0: 1.6 0.0 0.0 91.6 90.6 93.2 90.6: 6.8 9.4
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 : 56: 3 0 0 42 50 45 50:
Old : 56: 3 0 0 42 50 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 31.4 49.0 48.1 30.9 27.3 42.6 39.7
Old : 33.4 31.4 49.0 48.1 30.9 27.3 42.6 39.7
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, May 12, 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 : 3,891: 720 75 0 2,090 2,930 2,810 3,005: 1,081 886
Old : 3,891: 720 75 0 2,090 2,930 2,810 3,005: 1,081 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 240: 160 0 0 -15 163 145 163: 95 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.9 0.0 53.7 75.3 72.2 77.2: 27.8 22.8
Old : 100.0: 18.5 1.9 0.0 53.7 75.3 72.2 77.2: 27.8 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 14 17 15 18:
Old : 21: 1 1 0 14 17 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 : 42.9 42.9 57.4 61.2 38.2 38.7 45.9 51.9
Old : 42.9 42.9 57.4 61.2 38.2 38.7 45.9 51.9
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,687: 0 0 0 1,777 2,016 1,777 2,016: 910 671
Old : 2,687: 0 0 0 1,777 2,016 1,777 2,016: 910 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 241: 0 0 0 160 175 160 175: 81 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 66.1 75.0 66.1 75.0: 33.9 25.0
Old : 100.0: 0.0 0.0 0.0 66.1 75.0 66.1 75.0: 33.9 25.0
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 20 16 20 16:
Old : 24: 0 0 0 20 16 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 : 29.2 41.9 46.5 64.1 27.3 41.4 40.1 55.1
Old : 29.2 41.9 46.5 64.1 27.3 41.4 40.1 55.1
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, May 12, 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 : 258,406: 33,222 13,086 37,939 145,152 177,366 216,313 228,391: 42,093 30,015
Old : 258,406: 33,222 13,086 37,939 145,152 177,366 216,313 228,391: 42,093 30,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,634: -967 -2,764 2,102 -693 3,114 442 2,452: 2,192 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.1 14.7 56.2 68.6 83.7 88.4: 16.3 11.6
Old : 100.0: 12.9 5.1 14.7 56.2 68.6 83.7 88.4: 16.3 11.6
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 : 130: 29 25 39 67 60 119 108:
Old : 130: 29 25 39 67 60 119 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 29.8 35.3 40.3 17.6 24.4 25.1 31.1
Old : 24.2 29.8 35.3 40.3 17.6 24.4 25.1 31.1
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, May 12, 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 : 19,277: 565 0 150 18,093 18,514 18,808 18,664: 469 613
Old : 19,277: 565 0 150 18,093 18,514 18,808 18,664: 469 613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,940: 117 0 0 1,640 1,740 1,757 1,740: 183 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.8 93.9 96.0 97.6 96.8: 2.4 3.2
Old : 100.0: 2.9 0.0 0.8 93.9 96.0 97.6 96.8: 2.4 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 : 55: 3 0 1 40 48 43 49:
Old : 55: 3 0 1 40 48 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 25.8 59.4 43.6 34.4 22.2 46.9 34.5
Old : 41.6 25.8 59.4 43.6 34.4 22.2 46.9 34.5
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, May 12, 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 : 21,932: 305 0 0 19,493 20,722 19,798 20,722: 2,134 1,210
Old : 21,932: 305 0 0 19,493 20,722 19,798 20,722: 2,134 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,612: 0 0 0 1,612 1,612 1,612 1,612: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 88.9 94.5 90.3 94.5: 9.7 5.5
Old : 100.0: 1.4 0.0 0.0 88.9 94.5 90.3 94.5: 9.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 23 24 25 24:
Old : 30: 2 0 0 23 24 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.0 68.3 70.1 34.7 32.4 41.5 43.6
Old : 52.2 49.0 68.3 70.1 34.7 32.4 41.5 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,568: 6,774 0 20 12,474 17,223 19,268 17,243: 300 2,325
Old : 19,568: 6,774 0 20 12,474 17,223 19,268 17,243: 300 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 456: 600 0 -30 -114 486 456 456: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 0.0 0.1 63.7 88.0 98.5 88.1: 1.5 11.9
Old : 100.0: 34.6 0.0 0.1 63.7 88.0 98.5 88.1: 1.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 13 14 17 15:
Old : 21: 4 0 1 13 14 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 : 69.1 65.7 89.1 81.4 64.2 58.9 77.2 68.6
Old : 69.1 65.7 89.1 81.4 64.2 58.9 77.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, May 12, 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 : 686,113: 88,069 219,806 246,069 267,829 179,304 601,967 645,179: 84,146 40,934
Old : 686,113: 88,069 219,806 246,069 267,829 179,304 601,967 645,179: 84,146 40,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 28,349: 10,555 11,442 11,317 2,056 5,616 23,928 28,375: 4,421 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 32.0 35.9 39.0 26.1 87.7 94.0: 12.3 6.0
Old : 100.0: 12.8 32.0 35.9 39.0 26.1 87.7 94.0: 12.3 6.0
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 : 238: 59 86 105 78 58 214 184:
Old : 238: 59 86 105 78 58 214 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 37.9 34.5 47.7 9.3 20.1 14.1 24.2
Old : 24.0 37.9 34.5 47.7 9.3 20.1 14.1 24.2
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, May 12, 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 : 93,290: 2,379 0 2,980 80,046 81,434 85,405 84,414: 7,885 8,876
Old : 93,290: 2,379 0 2,980 80,046 81,434 85,405 84,414: 7,885 8,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -969: -1,353 0 -257 641 -1,140 -969 -1,397: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 3.2 85.8 87.3 91.5 90.5: 8.5 9.5
Old : 100.0: 2.6 0.0 3.2 85.8 87.3 91.5 90.5: 8.5 9.5
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 : 29: 3 0 3 22 26 25 29:
Old : 29: 3 0 3 22 26 25 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 : 49.8 39.8 70.3 58.2 45.6 32.5 58.4 48.1
Old : 49.8 39.8 70.3 58.2 45.6 32.5 58.4 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, May 12, 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 : 60,433: 1,884 11,593 2,203 46,426 29,034 50,513 42,830: 9,920 17,603
Old : 60,433: 1,884 11,593 2,203 46,426 29,034 50,513 42,830: 9,920 17,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,132: 0 119 31 1,101 -405 1,132 -255: 0 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 19.2 3.6 76.8 48.0 83.6 70.9: 16.4 29.1
Old : 100.0: 3.1 19.2 3.6 76.8 48.0 83.6 70.9: 16.4 29.1
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: 2 2 4 16 15 20 19:
Old : 23: 2 2 4 16 15 20 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 : 44.9 38.6 64.5 52.9 37.0 29.0 53.7 41.2
Old : 44.9 38.6 64.5 52.9 37.0 29.0 53.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, May 12, 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 : 82,329: 3,694 2,750 2,634 68,101 65,941 74,429 71,325: 7,900 11,004
Old : 82,329: 3,694 2,750 2,634 68,101 65,941 74,429 71,325: 7,900 11,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,699: 0 -300 60 3,457 3,581 3,517 3,341: -818 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.3 3.2 82.7 80.1 90.4 86.6: 9.6 13.4
Old : 100.0: 4.5 3.3 3.2 82.7 80.1 90.4 86.6: 9.6 13.4
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 : 33: 2 1 3 25 26 29 29:
Old : 33: 2 1 3 25 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 32.4 51.9 52.4 29.3 26.8 47.7 41.7
Old : 31.4 32.4 51.9 52.4 29.3 26.8 47.7 41.7
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,401: 0 0 0 84,998 85,834 84,998 85,834: 12,403 11,567
Old : 97,401: 0 0 0 84,998 85,834 84,998 85,834: 12,403 11,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 637: 0 0 0 171 637 171 637: 466 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.3 88.1 87.3 88.1: 12.7 11.9
Old : 100.0: 0.0 0.0 0.0 87.3 88.1 87.3 88.1: 12.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 24 22 24 22:
Old : 26: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 42.4 61.1 62.5 31.2 29.8 44.0 45.2
Old : 41.0 42.4 61.1 62.5 31.2 29.8 44.0 45.2
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, May 12, 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 : 93,077: 1,020 9,170 4,566 79,604 73,925 85,190 87,661: 7,887 5,416
Old : 93,077: 1,020 9,170 4,566 79,604 73,925 85,190 87,661: 7,887 5,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,693: 0 5,374 194 2,511 -181 2,705 5,387: 2,988 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.9 4.9 85.5 79.4 91.5 94.2: 8.5 5.8
Old : 100.0: 1.1 9.9 4.9 85.5 79.4 91.5 94.2: 8.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 25 25 29 29:
Old : 39: 1 4 3 25 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 34.0 61.5 51.3 38.2 30.5 54.0 43.6
Old : 42.8 34.0 61.5 51.3 38.2 30.5 54.0 43.6
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, May 12, 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 : 125,641: 0 7,233 7,816 109,888 103,258 117,704 118,307: 7,937 7,334
Old : 125,641: 0 7,233 7,816 109,888 103,258 117,704 118,307: 7,937 7,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,802: 0 -581 499 1,112 908 1,611 826: 191 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 6.2 87.5 82.2 93.7 94.2: 6.3 5.8
Old : 100.0: 0.0 5.8 6.2 87.5 82.2 93.7 94.2: 6.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 3 22 31 25 34:
Old : 38: 0 3 3 22 31 25 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 : 57.1 31.4 76.5 52.1 51.8 30.7 65.8 48.3
Old : 57.1 31.4 76.5 52.1 51.8 30.7 65.8 48.3
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, May 12, 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 : 78,781: 3,061 9,895 14,126 56,343 46,026 73,530 70,047: 5,251 8,734
Old : 78,781: 3,061 9,895 14,126 56,343 46,026 73,530 70,047: 5,251 8,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,163: 2,152 -202 -144 -996 -736 1,012 -1,082: 151 2,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.6 17.9 71.5 58.4 93.3 88.9: 6.7 11.1
Old : 100.0: 3.9 12.6 17.9 71.5 58.4 93.3 88.9: 6.7 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 : 21: 1 2 3 13 13 16 16:
Old : 21: 1 2 3 13 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 55.7 80.9 75.7 34.6 32.2 46.6 41.8
Old : 60.7 55.7 80.9 75.7 34.6 32.2 46.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, May 12, 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 : 61,480: 1,252 0 310 46,532 48,580 48,094 48,890: 13,386 12,590
Old : 61,480: 1,252 0 310 46,532 48,580 48,094 48,890: 13,386 12,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,171: 0 0 0 1,694 1,441 1,694 1,441: 477 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.5 75.7 79.0 78.2 79.5: 21.8 20.5
Old : 100.0: 2.0 0.0 0.5 75.7 79.0 78.2 79.5: 21.8 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 : 25: 1 0 1 22 19 23 20:
Old : 25: 1 0 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 45.8 52.7 63.8 35.9 38.4 48.1 50.9
Old : 37.1 45.8 52.7 63.8 35.9 38.4 48.1 50.9
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, May 12, 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 : 99,321: 1,432 6,556 6,653 82,866 76,788 90,951 89,997: 8,370 9,324
Old : 99,321: 1,432 6,556 6,653 82,866 76,788 90,951 89,997: 8,370 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,681: -392 512 -663 1,640 2,772 585 2,621: 1,096 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 6.6 6.7 83.4 77.3 91.6 90.6: 8.4 9.4
Old : 100.0: 1.4 6.6 6.7 83.4 77.3 91.6 90.6: 8.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 5 27 27 32 32:
Old : 38: 2 3 5 27 27 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 35.6 53.0 56.2 28.5 32.6 44.7 47.9
Old : 33.3 35.6 53.0 56.2 28.5 32.6 44.7 47.9
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, May 12, 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 : 60,719: 111 4,938 4,204 51,232 42,878 55,547 52,020: 5,172 8,699
Old : 60,719: 111 4,938 4,204 51,232 42,878 55,547 52,020: 5,172 8,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 497: 111 -4,569 2,387 -3,559 3,291 -1,061 1,109: 1,558 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.1 6.9 84.4 70.6 91.5 85.7: 8.5 14.3
Old : 100.0: 0.2 8.1 6.9 84.4 70.6 91.5 85.7: 8.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 11 14 13 16:
Old : 21: 1 1 2 11 14 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 39.6 87.8 62.9 71.0 37.2 80.0 59.4
Old : 73.8 39.6 87.8 62.9 71.0 37.2 80.0 59.4
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, May 12, 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 : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928
Old : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 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 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 2.2
Old : 100.0: 0.0 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 14 16 14 18:
Old : 21: 0 2 0 14 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5
Old : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5
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, May 12, 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 : 223,875: 8,978 9,876 6,262 199,581 197,603 214,821 213,741: 9,054 10,134
Old : 223,875: 8,978 9,876 6,262 199,581 197,603 214,821 213,741: 9,054 10,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 457: -222 -1,212 -705 3,357 2,373 2,430 456: -1,973 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.4 2.8 89.1 88.3 96.0 95.5: 4.0 4.5
Old : 100.0: 4.0 4.4 2.8 89.1 88.3 96.0 95.5: 4.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 1 6 38 33 45 39:
Old : 48: 6 1 6 38 33 45 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 : 28.6 48.5 47.7 63.8 26.6 45.2 37.4 55.2
Old : 28.6 48.5 47.7 63.8 26.6 45.2 37.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, May 12, 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 : 161,936: 1,425 4,240 2,347 143,885 149,939 147,657 156,526: 14,279 5,410
Old : 161,936: 1,425 4,240 2,347 143,885 149,939 147,657 156,526: 14,279 5,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 255: 0 -108 52 52 303 104 247: 151 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.6 1.4 88.9 92.6 91.2 96.7: 8.8 3.3
Old : 100.0: 0.9 2.6 1.4 88.9 92.6 91.2 96.7: 8.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 2 31 28 33 30:
Old : 36: 1 1 2 31 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 45.9 61.0 66.3 36.9 44.0 49.5 62.7
Old : 42.7 45.9 61.0 66.3 36.9 44.0 49.5 62.7
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, May 12, 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 : 272,590: 20,029 0 12,679 222,302 243,563 255,010 256,242: 17,580 16,348
Old : 272,590: 20,029 0 12,679 222,302 243,563 255,010 256,242: 17,580 16,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 483: 8,905 0 -3,917 -3,929 3,870 1,059 -47: -576 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 4.7 81.6 89.4 93.6 94.0: 6.4 6.0
Old : 100.0: 7.3 0.0 4.7 81.6 89.4 93.6 94.0: 6.4 6.0
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 : 49: 5 0 5 41 41 46 46:
Old : 49: 5 0 5 41 41 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 : 35.3 30.5 54.0 50.8 26.2 29.1 37.8 46.0
Old : 35.3 30.5 54.0 50.8 26.2 29.1 37.8 46.0
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, May 12, 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 : 102,015: 0 3,365 1,270 93,058 89,595 94,328 94,230: 7,687 7,785
Old : 102,015: 0 3,365 1,270 93,058 89,595 94,328 94,230: 7,687 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,309: 0 0 0 1,309 1,309 1,309 1,309: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.2 91.2 87.8 92.5 92.4: 7.5 7.6
Old : 100.0: 0.0 3.3 1.2 91.2 87.8 92.5 92.4: 7.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 5 3 19 19 22 24:
Old : 29: 0 5 3 19 19 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 : 58.9 42.8 79.9 66.3 55.1 39.7 66.8 57.3
Old : 58.9 42.8 79.9 66.3 55.1 39.7 66.8 57.3
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,924: 668 0 0 53,305 51,729 53,973 51,729: 3,951 6,195
Old : 57,924: 668 0 0 53,305 51,729 53,973 51,729: 3,951 6,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,098: 0 0 0 2,098 2,098 2,098 2,098: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 92.0 89.3 93.2 89.3: 6.8 10.7
Old : 100.0: 1.2 0.0 0.0 92.0 89.3 93.2 89.3: 6.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 18 20 18:
Old : 25: 1 0 0 19 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.5 72.4 65.6 53.8 39.1 65.5 53.9
Old : 57.0 45.5 72.4 65.6 53.8 39.1 65.5 53.9
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, May 12, 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 : 3,009,914: 678,523 120,140 942,381 1,350,662 1,934,289 2,971,566 2,996,810: 38,348 13,104
Old : 3,009,914: 678,523 120,140 942,381 1,350,662 1,934,289 2,971,566 2,996,810: 38,348 13,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 46,426: 17,088 -2,432 17,350 11,532 31,610 45,970 46,528: 456 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.0 31.3 44.9 64.3 98.7 99.6: 1.3 0.4
Old : 100.0: 22.5 4.0 31.3 44.9 64.3 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 30 23 48 102 98 154 148:
Old : 165: 30 23 48 102 98 154 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 36.9 44.5 50.0 16.2 20.1 20.5 28.1
Old : 33.8 36.9 44.5 50.0 16.2 20.1 20.5 28.1
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, May 12, 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 : 1,259,716: 199,012 79,765 284,331 769,426 891,677 1,252,769 1,255,773: 6,947 3,943
Old : 1,259,716: 199,012 79,765 284,331 769,426 891,677 1,252,769 1,255,773: 6,947 3,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 41,232: 29,229 -6,229 15,169 -4,120 32,001 40,278 40,941: 954 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 6.3 22.6 61.1 70.8 99.4 99.7: 0.6 0.3
Old : 100.0: 15.8 6.3 22.6 61.1 70.8 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 17 38 40 40 83 81:
Old : 88: 29 17 38 40 40 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 39.9 50.1 59.8 19.2 24.7 28.5 31.0
Old : 31.2 39.9 50.1 59.8 19.2 24.7 28.5 31.0
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, May 12, 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 : 33,989: 1,202 818 1,696 29,652 31,392 32,550 33,906: 1,439 83
Old : 33,989: 1,202 818 1,696 29,652 31,392 32,550 33,906: 1,439 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 87: -660 0 110 363 -19 -187 91: 274 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.4 5.0 87.2 92.4 95.8 99.8: 4.2 0.2
Old : 100.0: 3.5 2.4 5.0 87.2 92.4 95.8 99.8: 4.2 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 : 41: 5 2 6 32 30 40 36:
Old : 41: 5 2 6 32 30 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 40.1 46.3 63.5 15.6 24.6 23.9 35.0
Old : 27.4 40.1 46.3 63.5 15.6 24.6 23.9 35.0
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, May 12, 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 : 7,586: 0 0 0 7,202 7,244 7,202 7,244: 384 342
Old : 7,586: 0 0 0 7,202 7,244 7,202 7,244: 384 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 126: 0 0 0 -130 148 -130 148: 256 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 4.5
Old : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 15 13 15:
Old : 22: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 68.3 80.9 89.0 44.4 61.5 76.7 76.1
Old : 47.2 68.3 80.9 89.0 44.4 61.5 76.7 76.1
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 21,081: 3,234 0 104 15,856 19,413 19,194 19,517: 1,887 1,564
Old : 21,081: 3,234 0 104 15,856 19,413 19,194 19,517: 1,887 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 146: 74 0 64 22 118 160 182: -14 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 0.5 75.2 92.1 91.0 92.6: 9.0 7.4
Old : 100.0: 15.3 0.0 0.5 75.2 92.1 91.0 92.6: 9.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 16 15 18 17:
Old : 22: 2 0 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 68.7 73.5 85.4 50.8 58.4 66.1 72.8
Old : 53.7 68.7 73.5 85.4 50.8 58.4 66.1 72.8
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, May 12, 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 : 15,495: 0 0 0 14,600 13,899 14,600 13,899: 895 1,596
Old : 15,495: 0 0 0 14,600 13,899 14,600 13,899: 895 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 232: 0 0 0 240 180 240 180: -8 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 89.7 94.2 89.7: 5.8 10.3
Old : 100.0: 0.0 0.0 0.0 94.2 89.7 94.2 89.7: 5.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 13 17 13:
Old : 20: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 64.5 76.1 80.3 35.4 40.7 50.1 46.8
Old : 54.1 64.5 76.1 80.3 35.4 40.7 50.1 46.8
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,037: 80 640 650 26,015 26,919 26,745 28,209: 2,292 828
Old : 29,037: 80 640 650 26,015 26,919 26,745 28,209: 2,292 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 452: 10 0 170 1,084 572 1,264 742: -812 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.2 2.2 89.6 92.7 92.1 97.1: 7.9 2.9
Old : 100.0: 0.3 2.2 2.2 89.6 92.7 92.1 97.1: 7.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 25 22 28 24:
Old : 29: 2 1 2 25 22 28 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 : 37.5 43.4 57.9 69.1 16.5 20.3 24.1 29.2
Old : 37.5 43.4 57.9 69.1 16.5 20.3 24.1 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, May 12, 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 : 26,535: 0 0 0 26,033 25,747 26,033 25,747: 502 788
Old : 26,535: 0 0 0 26,033 25,747 26,033 25,747: 502 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 248: 0 0 0 248 248 248 248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Old : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 15 17 15:
Old : 22: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 82.0 82.9 90.8 48.2 68.8 70.6 74.9
Old : 56.2 82.0 82.9 90.8 48.2 68.8 70.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, May 12, 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 : 12,714: 880 0 0 10,174 11,556 11,054 11,556: 1,660 1,158
Old : 12,714: 880 0 0 10,174 11,556 11,054 11,556: 1,660 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 48: 0 0 0 8 368 8 368: 40 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 80.0 90.9 86.9 90.9: 13.1 9.1
Old : 100.0: 6.9 0.0 0.0 80.0 90.9 86.9 90.9: 13.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 17 17 17:
Old : 21: 1 0 0 16 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 : 40.0 53.9 66.3 78.0 38.6 46.2 61.0 64.5
Old : 40.0 53.9 66.3 78.0 38.6 46.2 61.0 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders - Futures Only, May 12, 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 : 18,438: 670 3,016 200 17,568 15,222 18,438 18,438: 0 0
Old : 18,438: 670 3,016 200 17,568 15,222 18,438 18,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 16.4 1.1 95.3 82.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 16.4 1.1 95.3 82.6 100.0 100.0: 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 : 20: 1 2 1 10 10 11 13:
Old : 20: 1 2 1 10 10 11 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 : 75.3 84.2 94.1 94.6 74.2 83.2 92.0 93.6
Old : 75.3 84.2 94.1 94.6 74.2 83.2 92.0 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, May 12, 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 : 99,414: 6,167 8,645 0 93,247 90,769 99,414 99,414: 0 0
Old : 99,414: 6,167 8,645 0 93,247 90,769 99,414 99,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,669: 0 0 0 1,669 1,669 1,669 1,669: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.7 0.0 93.8 91.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 8.7 0.0 93.8 91.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 11 9 12 11:
Old : 21: 1 2 0 11 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 76.0 91.5 97.8 75.3 76.0 90.3 97.8
Old : 75.3 76.0 91.5 97.8 75.3 76.0 90.3 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0
Old : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 13,944: 0 0 0 13,944 13,944 13,944 13,944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 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: 1 2 0 11 7 12 9:
Old : 20: 1 2 0 11 7 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 99.0
Old : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 99.0
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, May 12, 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 : 151,181: 13,855 6,837 0 137,326 143,064 151,181 149,901: 0 1,280
Old : 151,181: 13,855 6,837 0 137,326 143,064 151,181 149,901: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,233: 0 0 0 2,233 2,233 2,233 2,233: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.5 0.0 90.8 94.6 100.0 99.2: 0.0 0.8
Old : 100.0: 9.2 4.5 0.0 90.8 94.6 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 0 17 26 20 27:
Old : 32: 3 1 0 17 26 20 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 : 61.3 61.0 82.7 77.6 58.5 60.2 79.3 74.7
Old : 61.3 61.0 82.7 77.6 58.5 60.2 79.3 74.7
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, May 12, 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 : 2,450,228: 120,104 50,248 27,336 2,302,788 2,372,644 2,450,228 2,450,228: 0 0
Old : 2,450,228: 120,104 50,248 27,336 2,302,788 2,372,644 2,450,228 2,450,228: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 25,120: 7,760 0 0 17,360 25,120 25,120 25,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 1.1 94.0 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 2.1 1.1 94.0 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 18 22 20 25:
Old : 30: 2 1 2 18 22 20 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 : 65.5 63.6 91.0 79.9 63.6 63.0 87.4 76.4
Old : 65.5 63.6 91.0 79.9 63.6 63.0 87.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 493,151: 4,664 70,000 0 488,487 423,151 493,151 493,151: 0 0
Old : 493,151: 4,664 70,000 0 488,487 423,151 493,151 493,151: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.2 0.0 99.1 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 14.2 0.0 99.1 85.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 9 12 10 13:
Old : 20: 1 1 0 9 12 10 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 : 73.6 60.4 98.2 83.2 68.9 57.6 91.6 80.4
Old : 73.6 60.4 98.2 83.2 68.9 57.6 91.6 80.4
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,298: 0 0 0 17,433 18,173 17,433 18,173: 865 125
Old : 18,298: 0 0 0 17,433 18,173 17,433 18,173: 865 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -104: 0 0 0 -143 -134 -143 -134: 39 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 99.3 95.3 99.3: 4.7 0.7
Old : 100.0: 0.0 0.0 0.0 95.3 99.3 95.3 99.3: 4.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 23 23 23 23:
Old : 30: 0 0 0 23 23 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 : 59.7 50.4 82.1 81.1 50.5 32.1 55.0 50.0
Old : 59.7 50.4 82.1 81.1 50.5 32.1 55.0 50.0
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, May 12, 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 : 6,155: 0 0 0 5,021 6,015 5,021 6,015: 1,134 140
Old : 6,155: 0 0 0 5,021 6,015 5,021 6,015: 1,134 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -26: 0 0 0 -36 -46 -36 -46: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 81.6 97.7 81.6 97.7: 18.4 2.3
Old : 100.0: 0.0 0.0 0.0 81.6 97.7 81.6 97.7: 18.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 17 20 17:
Old : 22: 0 0 0 20 17 20 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 : 40.9 57.6 60.5 82.0 29.1 42.3 38.3 54.5
Old : 40.9 57.6 60.5 82.0 29.1 42.3 38.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Commitments of Traders - Futures Only, May 12, 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 : 8,409: 0 0 0 8,255 8,259 8,255 8,259: 154 150
Old : 8,409: 0 0 0 8,255 8,259 8,255 8,259: 154 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 390: 0 0 0 390 390 390 390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 98.2 98.2 98.2: 1.8 1.8
Old : 100.0: 0.0 0.0 0.0 98.2 98.2 98.2 98.2: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 18 16 18:
Old : 21: 0 0 0 16 18 16 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 : 71.5 47.4 86.6 74.2 59.0 35.8 61.5 51.6
Old : 71.5 47.4 86.6 74.2 59.0 35.8 61.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, May 12, 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 : 1,246,806: 170,991 167,925 277,306 673,149 690,277 1,121,446 1,135,508: 125,360 111,298
Old : 1,246,806: 170,991 167,925 277,306 673,149 690,277 1,121,446 1,135,508: 125,360 111,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 48,852: -4,452 -18,803 15,175 6,080 27,572 16,803 23,944: 32,049 24,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.5 22.2 54.0 55.4 89.9 91.1: 10.1 8.9
Old : 100.0: 13.7 13.5 22.2 54.0 55.4 89.9 91.1: 10.1 8.9
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 : 305: 83 111 146 86 94 268 266:
Old : 305: 83 111 146 86 94 268 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 16.2 34.8 27.7 13.9 10.5 21.1 15.6
Old : 21.7 16.2 34.8 27.7 13.9 10.5 21.1 15.6
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, May 12, 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 : 208,736: 19,736 31,395 10,733 141,191 110,737 171,660 152,865: 37,076 55,871
Old : 208,736: 19,736 31,395 10,733 141,191 110,737 171,660 152,865: 37,076 55,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 3,021: 425 4,485 -481 3,086 -8,711 3,030 -4,707: -9 7,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.0 5.1 67.6 53.1 82.2 73.2: 17.8 26.8
Old : 100.0: 9.5 15.0 5.1 67.6 53.1 82.2 73.2: 17.8 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 5 5 23 24 29 30:
Old : 33: 2 5 5 23 24 29 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 : 36.5 28.7 55.5 45.3 32.9 22.2 47.1 35.8
Old : 36.5 28.7 55.5 45.3 32.9 22.2 47.1 35.8
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, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 68,657: 5,361 2,466 2,275 59,033 61,826 66,669 66,567: 1,988 2,090
Old : 68,657: 5,361 2,466 2,275 59,033 61,826 66,669 66,567: 1,988 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,852: 300 -75 275 1,277 1,602 1,852 1,802: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.6 3.3 86.0 90.1 97.1 97.0: 2.9 3.0
Old : 100.0: 7.8 3.6 3.3 86.0 90.1 97.1 97.0: 2.9 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 : 60: 7 3 3 37 43 46 48:
Old : 60: 7 3 3 37 43 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.1 61.2 47.2 29.4 24.9 36.8 33.1
Old : 42.5 30.1 61.2 47.2 29.4 24.9 36.8 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, May 12, 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 : 203,638: 27,044 38,510 37,213 130,345 119,371 194,602 195,094: 9,036 8,544
Old : 203,638: 27,044 38,510 37,213 130,345 119,371 194,602 195,094: 9,036 8,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -707: 2,036 2,405 -3,437 -299 -64 -1,700 -1,096: 993 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.9 18.3 64.0 58.6 95.6 95.8: 4.4 4.2
Old : 100.0: 13.3 18.9 18.3 64.0 58.6 95.6 95.8: 4.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 16 18 27 20 20 52 50:
Old : 56: 16 18 27 20 20 52 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.8 55.1 52.8 16.6 14.4 23.6 21.1
Old : 40.4 35.8 55.1 52.8 16.6 14.4 23.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, May 12, 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 : 62,842: 0 1,365 1,260 48,526 46,018 49,786 48,643: 13,056 14,199
Old : 62,842: 0 1,365 1,260 48,526 46,018 49,786 48,643: 13,056 14,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,169: 0 0 0 2,444 4,809 2,444 4,809: 1,725 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.0 77.2 73.2 79.2 77.4: 20.8 22.6
Old : 100.0: 0.0 2.2 2.0 77.2 73.2 79.2 77.4: 20.8 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 19 15 20 16:
Old : 22: 0 1 1 19 15 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 : 49.5 40.8 64.2 57.6 31.3 25.4 40.3 34.9
Old : 49.5 40.8 64.2 57.6 31.3 25.4 40.3 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, May 12, 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 : 111,784: 6,993 3,465 8,106 48,976 61,781 64,075 73,352: 47,709 38,432
Old : 111,784: 6,993 3,465 8,106 48,976 61,781 64,075 73,352: 47,709 38,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,386: 1,062 330 -252 -796 921 14 999: 1,372 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.1 7.3 43.8 55.3 57.3 65.6: 42.7 34.4
Old : 100.0: 6.3 3.1 7.3 43.8 55.3 57.3 65.6: 42.7 34.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 4 17 17 21 21:
Old : 22: 3 1 4 17 17 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 : 28.2 29.4 41.6 48.2 18.3 22.5 24.6 30.8
Old : 28.2 29.4 41.6 48.2 18.3 22.5 24.6 30.8
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, May 12, 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 : 39,470: 1,185 3,808 750 36,515 34,035 38,450 38,593: 1,020 877
Old : 39,470: 1,185 3,808 750 36,515 34,035 38,450 38,593: 1,020 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,020: 0 0 0 920 1,070 920 1,070: 100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.6 1.9 92.5 86.2 97.4 97.8: 2.6 2.2
Old : 100.0: 3.0 9.6 1.9 92.5 86.2 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 6 1 27 34 28 41:
Old : 46: 1 6 1 27 34 28 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 32.6 80.0 54.1 59.8 32.3 69.6 50.9
Old : 64.2 32.6 80.0 54.1 59.8 32.3 69.6 50.9
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, May 12, 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 : 15,532: 10,472 3,647 78 2,764 11,337 13,314 15,062: 2,218 470
Old : 15,532: 10,472 3,647 78 2,764 11,337 13,314 15,062: 2,218 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,190: 1,001 53 44 -39 1,450 1,006 1,547: 184 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 23.5 0.5 17.8 73.0 85.7 97.0: 14.3 3.0
Old : 100.0: 67.4 23.5 0.5 17.8 73.0 85.7 97.0: 14.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 56 15 1 14 27 71 43:
Old : 113: 56 15 1 14 27 71 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 : 35.4 36.8 49.2 54.4 35.4 36.8 49.2 54.4
Old : 35.4 36.8 49.2 54.4 35.4 36.8 49.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, May 12, 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 : 20,600: 9,972 3,000 8 7,098 16,053 17,078 19,061: 3,522 1,539
Old : 20,600: 9,972 3,000 8 7,098 16,053 17,078 19,061: 3,522 1,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 90: 59 -96 2 131 232 192 138: -102 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 14.6 0.0 34.5 77.9 82.9 92.5: 17.1 7.5
Old : 100.0: 48.4 14.6 0.0 34.5 77.9 82.9 92.5: 17.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 39 14 2 11 24 52 38:
Old : 87: 39 14 2 11 24 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 32.0 45.5 53.2 30.4 32.0 45.5 53.2
Old : 30.4 32.0 45.5 53.2 30.4 32.0 45.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, May 12, 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 : 211,652: 64,735 8,658 13,244 116,030 175,424 194,009 197,326: 17,643 14,326
Old : 211,652: 64,735 8,658 13,244 116,030 175,424 194,009 197,326: 17,643 14,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,982: 4,188 363 -128 587 2,886 4,647 3,121: -1,665 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.1 6.3 54.8 82.9 91.7 93.2: 8.3 6.8
Old : 100.0: 30.6 4.1 6.3 54.8 82.9 91.7 93.2: 8.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 58 20 42 76 86 155 133:
Old : 179: 58 20 42 76 86 155 133:
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 : 20.3 31.2 32.3 42.9 14.9 22.0 23.6 29.6
Old : 20.3 31.2 32.3 42.9 14.9 22.0 23.6 29.6
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, May 12, 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 : 8,725: 1,050 900 0 7,575 7,005 8,625 7,905: 100 820
Old : 8,725: 1,050 900 0 7,575 7,005 8,625 7,905: 100 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 530: 0 300 0 530 230 530 530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.3 0.0 86.8 80.3 98.9 90.6: 1.1 9.4
Old : 100.0: 12.0 10.3 0.0 86.8 80.3 98.9 90.6: 1.1 9.4
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 : 35: 2 1 0 24 28 26 29:
Old : 35: 2 1 0 24 28 26 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 : 50.3 38.6 71.0 55.2 36.0 24.2 47.2 34.5
Old : 50.3 38.6 71.0 55.2 36.0 24.2 47.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, May 12, 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 : 35,013: 1,411 0 1 32,252 34,648 33,664 34,649: 1,349 364
Old : 35,013: 1,411 0 1 32,252 34,648 33,664 34,649: 1,349 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,534: 0 0 0 2,899 2,484 2,899 2,484: -365 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 92.1 99.0 96.1 99.0: 3.9 1.0
Old : 100.0: 4.0 0.0 0.0 92.1 99.0 96.1 99.0: 3.9 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 : 42: 3 0 1 35 28 38 29:
Old : 42: 3 0 1 35 28 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 62.7 58.2 87.5 28.0 47.4 42.1 61.8
Old : 39.0 62.7 58.2 87.5 28.0 47.4 42.1 61.8
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, May 12, 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 : 25,198: 1,079 0 70 23,464 24,025 24,613 24,095: 585 1,103
Old : 25,198: 1,079 0 70 23,464 24,025 24,613 24,095: 585 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 150: 75 0 -25 100 190 150 165: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.3 93.1 95.3 97.7 95.6: 2.3 4.4
Old : 100.0: 4.3 0.0 0.3 93.1 95.3 97.7 95.6: 2.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 22 15 24 17:
Old : 27: 2 0 2 22 15 24 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 : 63.3 85.6 78.9 91.3 61.1 77.1 76.1 79.8
Old : 63.3 85.6 78.9 91.3 61.1 77.1 76.1 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, May 12, 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 : 19,081: 200 50 0 18,557 18,931 18,757 18,981: 324 100
Old : 19,081: 200 50 0 18,557 18,931 18,757 18,981: 324 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,188: 0 0 0 2,463 2,338 2,463 2,338: -275 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 0.0 97.3 99.2 98.3 99.5: 1.7 0.5
Old : 100.0: 1.0 0.3 0.0 97.3 99.2 98.3 99.5: 1.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 0 27 27 28 28:
Old : 40: 1 1 0 27 27 28 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 : 64.7 57.8 79.5 79.1 50.9 42.9 59.9 56.4
Old : 64.7 57.8 79.5 79.1 50.9 42.9 59.9 56.4
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, May 12, 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 : 4,329: 0 531 0 3,244 2,976 3,244 3,507: 1,085 822
Old : 4,329: 0 531 0 3,244 2,976 3,244 3,507: 1,085 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 127: 0 0 0 232 96 232 96: -105 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 0.0 74.9 68.7 74.9 81.0: 25.1 19.0
Old : 100.0: 0.0 12.3 0.0 74.9 68.7 74.9 81.0: 25.1 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: 0 2 0 17 18 17 20:
Old : 24: 0 2 0 17 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 43.7 67.5 64.3 55.6 43.2 64.3 62.5
Old : 56.3 43.7 67.5 64.3 55.6 43.2 64.3 62.5
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, May 12, 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 : 18,264: 75 0 0 17,304 18,074 17,379 18,074: 885 190
Old : 18,264: 75 0 0 17,304 18,074 17,379 18,074: 885 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 204: 0 0 0 204 204 204 204: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 94.7 99.0 95.2 99.0: 4.8 1.0
Old : 100.0: 0.4 0.0 0.0 94.7 99.0 95.2 99.0: 4.8 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 : 22: 1 0 0 21 11 22 11:
Old : 22: 1 0 0 21 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 96.0 79.8 98.4 60.9 87.4 74.1 87.4
Old : 62.1 96.0 79.8 98.4 60.9 87.4 74.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, May 12, 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 : 27,230: 1,865 768 189 22,509 25,191 24,563 26,148: 2,667 1,082
Old : 27,230: 1,865 768 189 22,509 25,191 24,563 26,148: 2,667 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,116: 369 -192 0 621 1,464 990 1,272: 126 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.8 0.7 82.7 92.5 90.2 96.0: 9.8 4.0
Old : 100.0: 6.8 2.8 0.7 82.7 92.5 90.2 96.0: 9.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 1 2 27 30 33 33:
Old : 42: 6 1 2 27 30 33 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 : 38.5 50.3 59.3 69.6 33.2 45.0 48.5 60.4
Old : 38.5 50.3 59.3 69.6 33.2 45.0 48.5 60.4
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, May 12, 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 : 10,837: 1,133 0 0 9,075 10,473 10,208 10,473: 629 364
Old : 10,837: 1,133 0 0 9,075 10,473 10,208 10,473: 629 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 540: 248 0 0 340 588 588 588: -48 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 83.7 96.6 94.2 96.6: 5.8 3.4
Old : 100.0: 10.5 0.0 0.0 83.7 96.6 94.2 96.6: 5.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 24 23 25 23:
Old : 32: 1 0 0 24 23 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 54.3 63.2 77.3 45.5 47.3 57.7 61.2
Old : 46.8 54.3 63.2 77.3 45.5 47.3 57.7 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 57,187: 4,347 2,998 1,320 46,468 49,739 52,135 54,057: 5,052 3,130
Old : 57,187: 4,347 2,998 1,320 46,468 49,739 52,135 54,057: 5,052 3,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,763: 0 -1,401 831 1,392 2,472 2,223 1,902: 540 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.2 2.3 81.3 87.0 91.2 94.5: 8.8 5.5
Old : 100.0: 7.6 5.2 2.3 81.3 87.0 91.2 94.5: 8.8 5.5
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 : 43: 5 2 4 27 33 33 38:
Old : 43: 5 2 4 27 33 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 27.0 49.5 44.8 21.7 17.7 32.0 30.4
Old : 28.4 27.0 49.5 44.8 21.7 17.7 32.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009