GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 9, 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 : 39,667: 2,347 25 450 36,579 39,154 39,376 39,629: 291 38
Old : 39,667: 2,347 25 450 36,579 39,154 39,376 39,629: 291 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -304: 0 0 0 -351 179 -351 179: 47 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.1 1.1 92.2 98.7 99.3 99.9: 0.7 0.1
Old : 100.0: 5.9 0.1 1.1 92.2 98.7 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 1 1 36 38 41 40:
Old : 49: 4 1 1 36 38 41 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 : 40.3 56.6 62.3 70.5 34.1 41.6 45.2 49.4
Old : 40.3 56.6 62.3 70.5 34.1 41.6 45.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 9, 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 : 24,064: 550 120 75 23,084 23,584 23,709 23,779: 355 285
Old : 24,064: 550 120 75 23,084 23,584 23,709 23,779: 355 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 712: 0 0 0 467 692 467 692: 245 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.5 0.3 95.9 98.0 98.5 98.8: 1.5 1.2
Old : 100.0: 2.3 0.5 0.3 95.9 98.0 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 1 1 32 32 34 34:
Old : 43: 1 1 1 32 32 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 54.6 72.9 77.6 35.6 40.3 44.9 49.5
Old : 56.3 54.6 72.9 77.6 35.6 40.3 44.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, June 9, 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 : 7,162: 677 25 452 4,744 5,728 5,873 6,205: 1,289 957
Old : 7,162: 677 25 452 4,744 5,728 5,873 6,205: 1,289 957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 272: 70 25 0 248 262 318 287: -46 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.3 6.3 66.2 80.0 82.0 86.6: 18.0 13.4
Old : 100.0: 9.5 0.3 6.3 66.2 80.0 82.0 86.6: 18.0 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 : 22: 1 1 1 17 19 18 21:
Old : 22: 1 1 1 17 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 62.3 73.5 70.7 50.9 55.9 58.8 61.3
Old : 58.9 62.3 73.5 70.7 50.9 55.9 58.8 61.3
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, June 9, 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 : 11,198: 312 356 379 9,367 9,414 10,058 10,149: 1,140 1,049
Old : 11,198: 312 356 379 9,367 9,414 10,058 10,149: 1,140 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 311: 70 -59 75 297 360 442 376: -131 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.2 3.4 83.6 84.1 89.8 90.6: 10.2 9.4
Old : 100.0: 2.8 3.2 3.4 83.6 84.1 89.8 90.6: 10.2 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 : 49: 3 4 4 38 41 42 48:
Old : 49: 3 4 4 38 41 42 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 : 33.9 36.1 48.8 50.9 31.0 32.9 42.9 41.7
Old : 33.9 36.1 48.8 50.9 31.0 32.9 42.9 41.7
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, June 9, 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 : 8,252: 15 15 210 7,434 7,358 7,659 7,583: 593 669
Old : 8,252: 15 15 210 7,434 7,358 7,659 7,583: 593 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 249: 0 0 30 121 338 151 368: 98 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 2.5 90.1 89.2 92.8 91.9: 7.2 8.1
Old : 100.0: 0.2 0.2 2.5 90.1 89.2 92.8 91.9: 7.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 1 3 44 48 47 51:
Old : 55: 1 1 3 44 48 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 25.4 48.7 39.6 32.3 20.7 43.6 33.5
Old : 35.9 25.4 48.7 39.6 32.3 20.7 43.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,228: 87 0 90 4,513 5,261 4,690 5,351: 1,538 877
Old : 6,228: 87 0 90 4,513 5,261 4,690 5,351: 1,538 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -93: 43 0 -43 111 108 111 65: -204 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 1.4 72.5 84.5 75.3 85.9: 24.7 14.1
Old : 100.0: 1.4 0.0 1.4 72.5 84.5 75.3 85.9: 24.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 19 19 20 20:
Old : 20: 1 0 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 45.9 54.8 68.3 27.5 37.9 36.0 46.2
Old : 40.4 45.9 54.8 68.3 27.5 37.9 36.0 46.2
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, June 9, 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 : 3,370: 720 45 0 1,729 2,914 2,449 2,959: 921 411
Old : 3,370: 720 45 0 1,729 2,914 2,449 2,959: 921 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -495: 0 -30 0 -485 14 -485 -16: -10 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.3 0.0 51.3 86.5 72.7 87.8: 27.3 12.2
Old : 100.0: 21.4 1.3 0.0 51.3 86.5 72.7 87.8: 27.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 14 19 15 20:
Old : 23: 1 1 0 14 19 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 45.0 60.3 65.1 41.7 39.5 49.8 57.1
Old : 46.1 45.0 60.3 65.1 41.7 39.5 49.8 57.1
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, June 9, 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 : 2,373: 0 0 0 1,375 1,776 1,375 1,776: 998 597
Old : 2,373: 0 0 0 1,375 1,776 1,375 1,776: 998 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -440: 0 0 0 -509 -326 -509 -326: 69 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 57.9 74.8 57.9 74.8: 42.1 25.2
Old : 100.0: 0.0 0.0 0.0 57.9 74.8 57.9 74.8: 42.1 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 13 15 13:
Old : 21: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 41.3 50.4 65.2 32.7 41.3 48.0 63.5
Old : 35.0 41.3 50.4 65.2 32.7 41.3 48.0 63.5
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, June 9, 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 : 281,579: 41,241 12,901 39,745 156,361 201,622 237,347 254,268: 44,232 27,311
Old : 281,579: 41,241 12,901 39,745 156,361 201,622 237,347 254,268: 44,232 27,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 13,809: 5,200 -1,217 -772 7,687 18,232 12,115 16,243: 1,694 -2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.6 14.1 55.5 71.6 84.3 90.3: 15.7 9.7
Old : 100.0: 14.6 4.6 14.1 55.5 71.6 84.3 90.3: 15.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 34 23 40 63 65 120 114:
Old : 138: 34 23 40 63 65 120 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 26.5 32.0 39.5 13.4 18.7 22.1 26.1
Old : 20.5 26.5 32.0 39.5 13.4 18.7 22.1 26.1
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, June 9, 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 : 21,953: 637 168 447 20,416 20,836 21,500 21,451: 453 502
Old : 21,953: 637 168 447 20,416 20,836 21,500 21,451: 453 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,692: 304 18 22 1,672 2,600 1,998 2,640: -306 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 2.0 93.0 94.9 97.9 97.7: 2.1 2.3
Old : 100.0: 2.9 0.8 2.0 93.0 94.9 97.9 97.7: 2.1 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 : 65: 4 3 5 39 52 46 57:
Old : 65: 4 3 5 39 52 46 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 23.6 58.6 41.5 31.4 20.2 42.0 33.2
Old : 39.8 23.6 58.6 41.5 31.4 20.2 42.0 33.2
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,235: 295 0 150 19,320 20,625 19,765 20,775: 2,470 1,460
Old : 22,235: 295 0 150 19,320 20,625 19,765 20,775: 2,470 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 875: -75 0 75 484 650 484 725: 391 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.7 86.9 92.8 88.9 93.4: 11.1 6.6
Old : 100.0: 1.3 0.0 0.7 86.9 92.8 88.9 93.4: 11.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 25 25 28 26:
Old : 34: 2 0 1 25 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 45.4 69.0 67.0 36.5 33.6 43.8 45.6
Old : 52.3 45.4 69.0 67.0 36.5 33.6 43.8 45.6
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, June 9, 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 : 19,988: 7,209 0 260 12,519 17,778 19,988 18,038: 0 1,950
Old : 19,988: 7,209 0 260 12,519 17,778 19,988 18,038: 0 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -50: -525 0 0 475 325 -50 325: 0 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 0.0 1.3 62.6 88.9 100.0 90.2: 0.0 9.8
Old : 100.0: 36.1 0.0 1.3 62.6 88.9 100.0 90.2: 0.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 2 13 14 18 16:
Old : 23: 5 0 2 13 14 18 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 : 68.3 65.8 88.9 82.2 64.8 59.7 81.8 73.4
Old : 68.3 65.8 88.9 82.2 64.8 59.7 81.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, June 9, 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 : 2,177: 50 50 100 1,527 1,837 1,677 1,987: 500 190
Old : 2,177: 50 50 100 1,527 1,837 1,677 1,987: 500 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 502: -50 -50 100 177 312 227 362: 275 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.3 4.6 70.1 84.4 77.0 91.3: 23.0 8.7
Old : 100.0: 2.3 2.3 4.6 70.1 84.4 77.0 91.3: 23.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 15 13 17 15:
Old : 23: 1 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 54.5 57.4 74.0 36.7 52.7 48.2 66.5
Old : 39.0 54.5 57.4 74.0 36.7 52.7 48.2 66.5
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, June 9, 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 : 713,310: 103,569 243,222 241,409 277,029 183,172 622,007 667,803: 91,303 45,507
Old : 713,310: 103,569 243,222 241,409 277,029 183,172 622,007 667,803: 91,303 45,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 30,495: 18,408 19,302 -5,958 1,654 2,751 14,104 16,095: 16,391 14,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 34.1 33.8 38.8 25.7 87.2 93.6: 12.8 6.4
Old : 100.0: 14.5 34.1 33.8 38.8 25.7 87.2 93.6: 12.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 74 80 106 84 68 229 199:
Old : 259: 74 80 106 84 68 229 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 34.7 31.8 44.5 9.6 20.6 14.1 25.4
Old : 22.2 34.7 31.8 44.5 9.6 20.6 14.1 25.4
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, June 9, 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 : 88,934: 1,078 0 2,260 77,259 79,668 80,597 81,928: 8,337 7,006
Old : 88,934: 1,078 0 2,260 77,259 79,668 80,597 81,928: 8,337 7,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -71: -376 0 -608 -67 415 -1,051 -193: 980 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.5 86.9 89.6 90.6 92.1: 9.4 7.9
Old : 100.0: 1.2 0.0 2.5 86.9 89.6 90.6 92.1: 9.4 7.9
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 0 2 23 27 25 29:
Old : 29: 2 0 2 23 27 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 : 51.9 41.0 70.4 59.3 47.9 33.6 58.3 50.1
Old : 51.9 41.0 70.4 59.3 47.9 33.6 58.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,961: 1,296 13,158 1,237 44,784 25,039 47,317 39,434: 9,644 17,527
Old : 56,961: 1,296 13,158 1,237 44,784 25,039 47,317 39,434: 9,644 17,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 390: 0 88 0 580 182 580 270: -190 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 23.1 2.2 78.6 44.0 83.1 69.2: 16.9 30.8
Old : 100.0: 2.3 23.1 2.2 78.6 44.0 83.1 69.2: 16.9 30.8
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 : 22: 1 2 3 15 15 18 18:
Old : 22: 1 2 3 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 42.4 68.8 55.4 41.0 34.1 56.9 45.7
Old : 49.0 42.4 68.8 55.4 41.0 34.1 56.9 45.7
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, June 9, 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 : 82,528: 3,623 0 3,648 67,624 67,750 74,895 71,398: 7,633 11,130
Old : 82,528: 3,623 0 3,648 67,624 67,750 74,895 71,398: 7,633 11,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,157: 0 0 0 909 1,401 909 1,401: 248 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 4.4 81.9 82.1 90.8 86.5: 9.2 13.5
Old : 100.0: 4.4 0.0 4.4 81.9 82.1 90.8 86.5: 9.2 13.5
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 : 33: 3 0 3 25 26 29 29:
Old : 33: 3 0 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 33.1 51.6 50.6 28.5 28.6 45.6 42.2
Old : 31.4 33.1 51.6 50.6 28.5 28.6 45.6 42.2
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,802: 0 0 0 82,531 83,696 82,531 83,696: 12,271 11,106
Old : 94,802: 0 0 0 82,531 83,696 82,531 83,696: 12,271 11,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 279: 0 0 0 401 279 401 279: -122 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.1 88.3 87.1 88.3: 12.9 11.7
Old : 100.0: 0.0 0.0 0.0 87.1 88.3 87.1 88.3: 12.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 22 23 22:
Old : 26: 0 0 0 23 22 23 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 : 41.7 42.5 62.1 61.3 32.4 29.7 45.8 46.3
Old : 41.7 42.5 62.1 61.3 32.4 29.7 45.8 46.3
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, June 9, 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 : 87,820: 195 4,124 5,330 75,966 73,497 81,491 82,951: 6,329 4,869
Old : 87,820: 195 4,124 5,330 75,966 73,497 81,491 82,951: 6,329 4,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,317: 0 -2,746 730 616 3,395 1,346 1,379: -29 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 6.1 86.5 83.7 92.8 94.5: 7.2 5.5
Old : 100.0: 0.2 4.7 6.1 86.5 83.7 92.8 94.5: 7.2 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 : 39: 1 4 3 25 27 28 32:
Old : 39: 1 4 3 25 27 28 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 : 44.6 32.1 61.6 48.1 41.0 29.3 53.8 40.6
Old : 44.6 32.1 61.6 48.1 41.0 29.3 53.8 40.6
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, June 9, 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 : 119,114: 0 5,108 7,227 105,532 100,480 112,759 112,815: 6,355 6,299
Old : 119,114: 0 5,108 7,227 105,532 100,480 112,759 112,815: 6,355 6,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -713: 0 -1,899 699 -551 1,098 148 -102: -861 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 6.1 88.6 84.4 94.7 94.7: 5.3 5.3
Old : 100.0: 0.0 4.3 6.1 88.6 84.4 94.7 94.7: 5.3 5.3
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 : 38: 0 3 3 22 30 25 33:
Old : 38: 0 3 3 22 30 25 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 : 57.8 33.7 75.6 53.0 53.0 33.3 64.9 50.7
Old : 57.8 33.7 75.6 53.0 53.0 33.3 64.9 50.7
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, June 9, 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 : 74,811: 2,200 8,742 14,332 53,594 44,565 70,126 67,639: 4,685 7,172
Old : 74,811: 2,200 8,742 14,332 53,594 44,565 70,126 67,639: 4,685 7,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -347: 152 -254 -533 576 1,287 195 500: -542 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.7 19.2 71.6 59.6 93.7 90.4: 6.3 9.6
Old : 100.0: 2.9 11.7 19.2 71.6 59.6 93.7 90.4: 6.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 14 17 17 20:
Old : 24: 2 1 3 14 17 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 : 61.5 55.1 80.0 74.6 35.5 32.3 45.7 42.3
Old : 61.5 55.1 80.0 74.6 35.5 32.3 45.7 42.3
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,429: 1,192 0 310 41,669 47,730 43,171 48,040: 12,258 7,389
Old : 55,429: 1,192 0 310 41,669 47,730 43,171 48,040: 12,258 7,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -19: 0 0 0 -19 -19 -19 -19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.6 75.2 86.1 77.9 86.7: 22.1 13.3
Old : 100.0: 2.2 0.0 0.6 75.2 86.1 77.9 86.7: 22.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 22 20 23 21:
Old : 26: 1 0 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 51.9 49.7 67.8 31.9 45.8 44.9 55.8
Old : 32.8 51.9 49.7 67.8 31.9 45.8 44.9 55.8
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, June 9, 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 : 100,366: 1,727 2,266 7,839 83,421 82,649 92,987 92,754: 7,379 7,612
Old : 100,366: 1,727 2,266 7,839 83,421 82,649 92,987 92,754: 7,379 7,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 675: -412 -992 697 616 1,330 901 1,035: -226 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.3 7.8 83.1 82.3 92.6 92.4: 7.4 7.6
Old : 100.0: 1.7 2.3 7.8 83.1 82.3 92.6 92.4: 7.4 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 : 39: 2 3 5 27 30 32 35:
Old : 39: 2 3 5 27 30 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.8 55.7 56.0 29.7 36.5 44.8 50.2
Old : 34.1 37.8 55.7 56.0 29.7 36.5 44.8 50.2
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, June 9, 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 : 61,213: 0 5,440 3,968 52,121 43,198 56,089 52,606: 5,124 8,607
Old : 61,213: 0 5,440 3,968 52,121 43,198 56,089 52,606: 5,124 8,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 63: -502 289 257 33 -483 -212 63: 275 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 6.5 85.1 70.6 91.6 85.9: 8.4 14.1
Old : 100.0: 0.0 8.9 6.5 85.1 70.6 91.6 85.9: 8.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 12 15 14 17:
Old : 21: 0 2 2 12 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 40.6 89.0 61.5 72.1 38.3 78.7 57.5
Old : 73.5 40.6 89.0 61.5 72.1 38.3 78.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, June 9, 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 : 128,126: 0 6,952 0 126,968 117,518 126,968 124,470: 1,158 3,656
Old : 128,126: 0 6,952 0 126,968 117,518 126,968 124,470: 1,158 3,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 3,316: 0 0 0 3,316 1,856 3,316 1,856: 0 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 99.1 91.7 99.1 97.1: 0.9 2.9
Old : 100.0: 0.0 5.4 0.0 99.1 91.7 99.1 97.1: 0.9 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 : 22: 0 2 0 16 17 16 19:
Old : 22: 0 2 0 16 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 57.9 88.7 76.5 42.1 42.6 54.4 51.5
Old : 66.9 57.9 88.7 76.5 42.1 42.6 54.4 51.5
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, June 9, 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 : 221,623: 12,290 10,621 4,250 198,104 200,215 214,644 215,086: 6,979 6,537
Old : 221,623: 12,290 10,621 4,250 198,104 200,215 214,644 215,086: 6,979 6,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 3,728: 527 628 159 3,663 2,427 4,349 3,214: -621 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.8 1.9 89.4 90.3 96.9 97.1: 3.1 2.9
Old : 100.0: 5.5 4.8 1.9 89.4 90.3 96.9 97.1: 3.1 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 : 52: 7 1 6 41 36 49 42:
Old : 52: 7 1 6 41 36 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 48.1 47.1 63.2 26.6 44.9 37.6 54.9
Old : 29.1 48.1 47.1 63.2 26.6 44.9 37.6 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, June 9, 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 : 154,965: 1,875 3,395 2,284 139,765 145,288 143,924 150,967: 11,041 3,998
Old : 154,965: 1,875 3,395 2,284 139,765 145,288 143,924 150,967: 11,041 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -165: 0 -579 396 -528 18 -132 -165: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 1.5 90.2 93.8 92.9 97.4: 7.1 2.6
Old : 100.0: 1.2 2.2 1.5 90.2 93.8 92.9 97.4: 7.1 2.6
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 : 37: 1 1 2 31 28 33 30:
Old : 37: 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 : 42.4 46.8 60.0 66.3 37.1 45.3 48.7 63.5
Old : 42.4 46.8 60.0 66.3 37.1 45.3 48.7 63.5
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, June 9, 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 : 270,595: 17,544 0 12,786 222,341 241,223 252,671 254,009: 17,924 16,586
Old : 270,595: 17,544 0 12,786 222,341 241,223 252,671 254,009: 17,924 16,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 3,085: -5,109 0 3,802 3,891 -1,004 2,584 2,798: 501 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 4.7 82.2 89.1 93.4 93.9: 6.6 6.1
Old : 100.0: 6.5 0.0 4.7 82.2 89.1 93.4 93.9: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 0 4 41 41 45 45:
Old : 48: 4 0 4 41 41 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 28.8 55.4 49.2 26.2 27.0 37.5 44.3
Old : 36.7 28.8 55.4 49.2 26.2 27.0 37.5 44.3
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, June 9, 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 : 93,444: 0 3,238 1,248 83,862 80,786 85,110 85,272: 8,334 8,172
Old : 93,444: 0 3,238 1,248 83,862 80,786 85,110 85,272: 8,334 8,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -1,439: 0 0 0 -2,380 -1,656 -2,380 -1,656: 941 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 1.3 89.7 86.5 91.1 91.3: 8.9 8.7
Old : 100.0: 0.0 3.5 1.3 89.7 86.5 91.1 91.3: 8.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 3 18 17 21 22:
Old : 27: 0 4 3 18 17 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 43.9 81.0 68.8 57.2 40.6 67.9 58.1
Old : 61.0 43.9 81.0 68.8 57.2 40.6 67.9 58.1
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,815: 0 0 0 50,901 48,692 50,901 48,692: 4,914 7,123
Old : 55,815: 0 0 0 50,901 48,692 50,901 48,692: 4,914 7,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 640: 0 0 0 640 578 640 578: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.2 87.2 91.2 87.2: 8.8 12.8
Old : 100.0: 0.0 0.0 0.0 91.2 87.2 91.2 87.2: 8.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 17 18 17:
Old : 23: 0 0 0 18 17 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 : 60.0 49.7 75.3 69.6 57.1 42.6 67.5 57.4
Old : 60.0 49.7 75.3 69.6 57.1 42.6 67.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, June 9, 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 : 3,037,386: 621,799 115,566 1,006,164 1,375,271 1,900,101 3,003,234 3,021,831: 34,152 15,555
Old : 3,037,386: 621,799 115,566 1,006,164 1,375,271 1,900,101 3,003,234 3,021,831: 34,152 15,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 27,702: -11,886 -17,774 36,676 1,522 4,440 26,312 23,342: 1,390 4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.8 33.1 45.3 62.6 98.9 99.5: 1.1 0.5
Old : 100.0: 20.5 3.8 33.1 45.3 62.6 98.9 99.5: 1.1 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 : 170: 35 23 50 103 98 159 150:
Old : 170: 35 23 50 103 98 159 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 37.2 43.2 50.2 13.9 19.3 19.8 26.5
Old : 31.3 37.2 43.2 50.2 13.9 19.3 19.8 26.5
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, June 9, 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 : 1,188,123: 217,813 71,778 256,120 698,820 855,681 1,172,753 1,183,579: 15,370 4,544
Old : 1,188,123: 217,813 71,778 256,120 698,820 855,681 1,172,753 1,183,579: 15,370 4,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 30,479: 4,768 12,494 4,567 10,305 11,020 19,640 28,081: 10,839 2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.0 21.6 58.8 72.0 98.7 99.6: 1.3 0.4
Old : 100.0: 18.3 6.0 21.6 58.8 72.0 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 : 91: 28 21 38 41 39 85 82:
Old : 91: 28 21 38 41 39 85 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 39.3 50.4 58.2 22.5 30.8 31.3 39.1
Old : 32.0 39.3 50.4 58.2 22.5 30.8 31.3 39.1
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, June 9, 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 : 35,920: 1,778 1,322 596 33,148 33,938 35,522 35,856: 398 64
Old : 35,920: 1,778 1,322 596 33,148 33,938 35,522 35,856: 398 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,392: 120 240 80 1,364 1,072 1,564 1,392: -172 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.7 1.7 92.3 94.5 98.9 99.8: 1.1 0.2
Old : 100.0: 4.9 3.7 1.7 92.3 94.5 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 6 6 36 29 42 37:
Old : 45: 2 6 6 36 29 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 41.3 48.9 66.1 18.2 26.3 28.1 34.7
Old : 30.5 41.3 48.9 66.1 18.2 26.3 28.1 34.7
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, June 9, 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 : 7,395: 0 0 0 6,967 7,244 6,967 7,244: 428 151
Old : 7,395: 0 0 0 6,967 7,244 6,967 7,244: 428 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 46: 0 0 0 46 46 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 98.0 94.2 98.0: 5.8 2.0
Old : 100.0: 0.0 0.0 0.0 94.2 98.0 94.2 98.0: 5.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 13 16 13 16:
Old : 23: 0 0 0 13 16 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 66.0 80.0 86.9 42.9 59.9 76.0 76.7
Old : 45.6 66.0 80.0 86.9 42.9 59.9 76.0 76.7
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, June 9, 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 : 21,061: 3,222 0 86 16,210 19,841 19,518 19,927: 1,543 1,134
Old : 21,061: 3,222 0 86 16,210 19,841 19,518 19,927: 1,543 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 52: 0 0 0 22 52 22 52: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 0.4 77.0 94.2 92.7 94.6: 7.3 5.4
Old : 100.0: 15.3 0.0 0.4 77.0 94.2 92.7 94.6: 7.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 19 19 21 21:
Old : 25: 2 0 2 19 19 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 : 53.4 67.8 72.9 84.0 50.3 57.7 65.5 72.2
Old : 53.4 67.8 72.9 84.0 50.3 57.7 65.5 72.2
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, June 9, 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 : 30,702: 160 620 570 27,531 28,814 28,261 30,004: 2,441 698
Old : 30,702: 160 620 570 27,531 28,814 28,261 30,004: 2,441 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 175: 0 0 0 11 175 11 175: 164 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 1.9 89.7 93.9 92.0 97.7: 8.0 2.3
Old : 100.0: 0.5 2.0 1.9 89.7 93.9 92.0 97.7: 8.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 26 22 29 24:
Old : 29: 2 1 2 26 22 29 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 : 43.5 41.4 61.1 70.9 28.7 29.4 37.7 40.5
Old : 43.5 41.4 61.1 70.9 28.7 29.4 37.7 40.5
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, June 9, 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 : 26,519: 0 0 0 26,045 25,663 26,045 25,663: 474 856
Old : 26,519: 0 0 0 26,045 25,663 26,045 25,663: 474 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 464: 0 0 0 464 464 464 464: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 96.8 98.2 96.8: 1.8 3.2
Old : 100.0: 0.0 0.0 0.0 98.2 96.8 98.2 96.8: 1.8 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 : 20: 0 0 0 15 13 15 13:
Old : 20: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 84.4 83.5 92.2 51.0 71.3 71.3 76.6
Old : 58.2 84.4 83.5 92.2 51.0 71.3 71.3 76.6
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, June 9, 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 : 12,702: 860 0 0 10,080 11,796 10,940 11,796: 1,762 906
Old : 12,702: 860 0 0 10,080 11,796 10,940 11,796: 1,762 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 210: 0 0 0 178 210 178 210: 32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 79.4 92.9 86.1 92.9: 13.9 7.1
Old : 100.0: 6.8 0.0 0.0 79.4 92.9 86.1 92.9: 13.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 16 16 16:
Old : 20: 1 0 0 15 16 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 : 40.2 52.8 65.4 81.6 39.3 45.2 59.5 63.1
Old : 40.2 52.8 65.4 81.6 39.3 45.2 59.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, June 9, 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 : 10,644: 0 0 0 9,577 9,630 9,577 9,630: 1,067 1,014
Old : 10,644: 0 0 0 9,577 9,630 9,577 9,630: 1,067 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -66: 0 0 0 -86 -26 -86 -26: 20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.0 90.5 90.0 90.5: 10.0 9.5
Old : 100.0: 0.0 0.0 0.0 90.0 90.5 90.0 90.5: 10.0 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 : 20: 0 0 0 17 17 17 17:
Old : 20: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 47.1 75.0 72.0 36.8 39.5 51.6 50.8
Old : 52.7 47.1 75.0 72.0 36.8 39.5 51.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 11,952: 0 0 0 11,530 10,906 11,530 10,906: 422 1,046
Old : 11,952: 0 0 0 11,530 10,906 11,530 10,906: 422 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -168: 0 0 0 -184 -208 -184 -208: 16 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 91.2 96.5 91.2: 3.5 8.8
Old : 100.0: 0.0 0.0 0.0 96.5 91.2 96.5 91.2: 3.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 22 16 22 16:
Old : 22: 0 0 0 22 16 22 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 : 37.6 54.4 64.1 75.5 30.8 39.4 45.1 49.1
Old : 37.6 54.4 64.1 75.5 30.8 39.4 45.1 49.1
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, June 9, 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 : 102,318: 6,197 8,045 0 96,121 94,273 102,318 102,318: 0 0
Old : 102,318: 6,197 8,045 0 96,121 94,273 102,318 102,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 2,910: 0 0 0 2,910 2,910 2,910 2,910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.9 0.0 93.9 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 7.9 0.0 93.9 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 13 10 14 12:
Old : 23: 1 2 0 13 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 75.2 88.0 96.5 73.0 75.2 87.9 95.6
Old : 73.0 75.2 88.0 96.5 73.0 75.2 87.9 95.6
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, June 9, 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 : 1,685,856: 71,728 93,120 0 1,614,128 1,592,736 1,685,856 1,685,856: 0 0
Old : 1,685,856: 71,728 93,120 0 1,614,128 1,592,736 1,685,856 1,685,856: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 23,240: -7,760 0 0 31,000 23,240 23,240 23,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.5 0.0 95.7 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 5.5 0.0 95.7 94.5 100.0 100.0: 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 12 7 13 9:
Old : 21: 1 2 0 12 7 13 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 : 74.0 80.6 89.4 99.0 74.0 80.6 89.2 99.0
Old : 74.0 80.6 89.4 99.0 74.0 80.6 89.2 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, June 9, 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 : 155,320: 13,761 7,067 0 141,559 146,973 155,320 154,040: 0 1,280
Old : 155,320: 13,761 7,067 0 141,559 146,973 155,320 154,040: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 7,196: 440 0 0 6,756 7,196 7,196 7,196: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.5 0.0 91.1 94.6 100.0 99.2: 0.0 0.8
Old : 100.0: 8.9 4.5 0.0 91.1 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 : 33: 4 1 0 17 23 21 24:
Old : 33: 4 1 0 17 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 60.7 74.1 78.7 53.0 56.8 73.2 71.4
Old : 53.3 60.7 74.1 78.7 53.0 56.8 73.2 71.4
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, June 9, 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 : 2,254,459: 109,064 48,208 31,360 2,114,035 2,174,891 2,254,459 2,254,459: 0 0
Old : 2,254,459: 109,064 48,208 31,360 2,114,035 2,174,891 2,254,459 2,254,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -27,622: 0 -7,760 0 -27,622 -19,862 -27,622 -27,622: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.1 1.4 93.8 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 2.1 1.4 93.8 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 15 19 18 21:
Old : 31: 3 1 1 15 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 64.5 87.8 81.1 60.6 64.5 82.4 80.0
Old : 60.6 64.5 87.8 81.1 60.6 64.5 82.4 80.0
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, June 9, 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 : 683,081: 0 70,000 0 683,081 613,081 683,081 683,081: 0 0
Old : 683,081: 0 70,000 0 683,081 613,081 683,081 683,081: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 204,335: 0 0 0 204,335 204,335 204,335 204,335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 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 : 21: 0 1 0 12 13 12 14:
Old : 21: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 68.6 93.0 88.0 66.2 66.5 84.5 82.9
Old : 74.1 68.6 93.0 88.0 66.2 66.5 84.5 82.9
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,920: 0 50 90 16,950 17,735 17,040 17,875: 880 45
Old : 17,920: 0 50 90 16,950 17,735 17,040 17,875: 880 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -866: 0 50 90 -976 -931 -886 -791: 20 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.5 94.6 99.0 95.1 99.7: 4.9 0.3
Old : 100.0: 0.0 0.3 0.5 94.6 99.0 95.1 99.7: 4.9 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 : 34: 0 1 1 28 26 29 27:
Old : 34: 0 1 1 28 26 29 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 : 58.5 48.3 74.4 71.6 48.4 31.3 51.1 46.3
Old : 58.5 48.3 74.4 71.6 48.4 31.3 51.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders - Futures Only, June 9, 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 : 7,059: 0 0 0 6,197 6,999 6,197 6,999: 862 60
Old : 7,059: 0 0 0 6,197 6,999 6,197 6,999: 862 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,055: 0 0 0 885 1,055 885 1,055: 170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.8 99.2 87.8 99.2: 12.2 0.8
Old : 100.0: 0.0 0.0 0.0 87.8 99.2 87.8 99.2: 12.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 20 17 20 17:
Old : 23: 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 : 31.6 52.7 54.4 82.9 22.6 39.8 36.4 51.5
Old : 31.6 52.7 54.4 82.9 22.6 39.8 36.4 51.5
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, June 9, 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 : 10,655: 0 0 0 9,995 10,030 9,995 10,030: 660 625
Old : 10,655: 0 0 0 9,995 10,030 9,995 10,030: 660 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,017: 0 0 0 1,132 1,087 1,132 1,087: -115 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.8 94.1 93.8 94.1: 6.2 5.9
Old : 100.0: 0.0 0.0 0.0 93.8 94.1 93.8 94.1: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 19 20 19:
Old : 24: 0 0 0 20 19 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 : 63.1 45.6 79.9 68.7 55.5 36.4 62.4 50.7
Old : 63.1 45.6 79.9 68.7 55.5 36.4 62.4 50.7
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, June 9, 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 : 1,203,679: 204,490 156,607 288,748 589,809 656,131 1,083,047 1,101,486: 120,632 102,193
Old : 1,203,679: 204,490 156,607 288,748 589,809 656,131 1,083,047 1,101,486: 120,632 102,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 12,041: 4,993 -3,203 9,191 -7,792 1,809 6,392 7,797: 5,649 4,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.0 24.0 49.0 54.5 90.0 91.5: 10.0 8.5
Old : 100.0: 17.0 13.0 24.0 49.0 54.5 90.0 91.5: 10.0 8.5
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 : 297: 98 93 140 76 89 261 250:
Old : 297: 98 93 140 76 89 261 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 16.3 33.6 27.1 14.1 10.0 19.5 15.8
Old : 22.2 16.3 33.6 27.1 14.1 10.0 19.5 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, June 9, 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 : 215,636: 33,980 36,273 8,036 155,117 127,309 197,133 171,618: 18,503 44,018
Old : 215,636: 33,980 36,273 8,036 155,117 127,309 197,133 171,618: 18,503 44,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 6,867: 6,026 1,626 -71 13,020 9,121 18,975 10,676: -12,108 -3,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.8 3.7 71.9 59.0 91.4 79.6: 8.6 20.4
Old : 100.0: 15.8 16.8 3.7 71.9 59.0 91.4 79.6: 8.6 20.4
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: 4 5 7 26 26 35 33:
Old : 38: 4 5 7 26 26 35 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 : 36.0 30.4 55.4 47.2 32.9 24.1 48.4 37.1
Old : 36.0 30.4 55.4 47.2 32.9 24.1 48.4 37.1
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, June 9, 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 : 65,955: 5,087 550 2,470 58,143 62,685 65,700 65,705: 255 250
Old : 65,955: 5,087 550 2,470 58,143 62,685 65,700 65,705: 255 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,580: -349 25 100 2,002 3,643 1,753 3,768: -173 -2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.8 3.7 88.2 95.0 99.6 99.6: 0.4 0.4
Old : 100.0: 7.7 0.8 3.7 88.2 95.0 99.6 99.6: 0.4 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 : 56: 6 2 4 39 43 47 47:
Old : 56: 6 2 4 39 43 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 33.7 66.7 51.6 38.7 26.9 49.1 40.2
Old : 47.4 33.7 66.7 51.6 38.7 26.9 49.1 40.2
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, June 9, 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 : 183,438: 27,894 46,454 23,231 121,821 104,353 172,946 174,038: 10,492 9,400
Old : 183,438: 27,894 46,454 23,231 121,821 104,353 172,946 174,038: 10,492 9,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 3,452: 908 161 1,577 -314 356 2,171 2,094: 1,281 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.3 12.7 66.4 56.9 94.3 94.9: 5.7 5.1
Old : 100.0: 15.2 25.3 12.7 66.4 56.9 94.3 94.9: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 20 28 18 18 48 50:
Old : 53: 14 20 28 18 18 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 36.7 57.6 54.1 19.2 18.0 30.1 25.7
Old : 41.3 36.7 57.6 54.1 19.2 18.0 30.1 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,633: 4,866 2,725 3,259 28,729 31,644 36,854 37,628: 3,779 3,005
Old : 40,633: 4,866 2,725 3,259 28,729 31,644 36,854 37,628: 3,779 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 2,843: -933 -223 213 5,003 4,055 4,283 4,045: -1,440 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.7 8.0 70.7 77.9 90.7 92.6: 9.3 7.4
Old : 100.0: 12.0 6.7 8.0 70.7 77.9 90.7 92.6: 9.3 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: 4 3 5 12 14 20 19:
Old : 22: 4 3 5 12 14 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 : 43.9 47.5 70.7 69.1 25.5 19.5 28.3 26.1
Old : 43.9 47.5 70.7 69.1 25.5 19.5 28.3 26.1
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, June 9, 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 : 110,046: 7,146 2,373 7,709 50,623 71,321 65,478 81,403: 44,568 28,643
Old : 110,046: 7,146 2,373 7,709 50,623 71,321 65,478 81,403: 44,568 28,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -2,412: 183 -788 -156 2,189 7,613 2,216 6,669: -4,628 -9,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.2 7.0 46.0 64.8 59.5 74.0: 40.5 26.0
Old : 100.0: 6.5 2.2 7.0 46.0 64.8 59.5 74.0: 40.5 26.0
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: 2 1 3 17 18 20 21:
Old : 21: 2 1 3 17 18 20 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 : 28.0 31.8 42.1 52.2 16.1 24.3 23.6 34.4
Old : 28.0 31.8 42.1 52.2 16.1 24.3 23.6 34.4
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, June 9, 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 : 39,591: 2,850 2,583 510 36,076 36,096 39,436 39,189: 155 402
Old : 39,591: 2,850 2,583 510 36,076 36,096 39,436 39,189: 155 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,150: 0 -150 0 1,600 1,525 1,600 1,375: -450 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.5 1.3 91.1 91.2 99.6 99.0: 0.4 1.0
Old : 100.0: 7.2 6.5 1.3 91.1 91.2 99.6 99.0: 0.4 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 : 46: 2 6 1 28 32 30 39:
Old : 46: 2 6 1 28 32 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 32.1 77.1 49.9 57.5 30.0 67.6 46.7
Old : 62.1 32.1 77.1 49.9 57.5 30.0 67.6 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, June 9, 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 : 16,182: 10,839 2,486 154 2,705 13,021 13,698 15,661: 2,484 521
Old : 16,182: 10,839 2,486 154 2,705 13,021 13,698 15,661: 2,484 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 53: 362 59 -31 -267 40 64 68: -11 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 15.4 1.0 16.7 80.5 84.6 96.8: 15.4 3.2
Old : 100.0: 67.0 15.4 1.0 16.7 80.5 84.6 96.8: 15.4 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 : 129: 73 15 3 17 26 93 43:
Old : 129: 73 15 3 17 26 93 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 : 33.9 43.0 43.9 61.0 33.9 42.6 43.9 60.1
Old : 33.9 43.0 43.9 61.0 33.9 42.6 43.9 60.1
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, June 9, 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 : 24,233: 12,535 3,604 303 6,297 18,908 19,135 22,815: 5,098 1,418
Old : 24,233: 12,535 3,604 303 6,297 18,908 19,135 22,815: 5,098 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,071: 1,380 -27 -1 -533 1,230 846 1,202: 225 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 14.9 1.3 26.0 78.0 79.0 94.1: 21.0 5.9
Old : 100.0: 51.7 14.9 1.3 26.0 78.0 79.0 94.1: 21.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 47 13 3 11 24 60 38:
Old : 94: 47 13 3 11 24 60 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 : 24.8 33.1 37.8 52.9 24.8 33.1 37.8 52.9
Old : 24.8 33.1 37.8 52.9 24.8 33.1 37.8 52.9
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, June 9, 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 : 214,629: 73,923 10,947 14,700 106,225 173,418 194,848 199,065: 19,781 15,564
Old : 214,629: 73,923 10,947 14,700 106,225 173,418 194,848 199,065: 19,781 15,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 4,219: 2,850 862 316 37 3,100 3,203 4,278: 1,016 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 5.1 6.8 49.5 80.8 90.8 92.7: 9.2 7.3
Old : 100.0: 34.4 5.1 6.8 49.5 80.8 90.8 92.7: 9.2 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 : 185: 67 21 40 78 86 161 134:
Old : 185: 67 21 40 78 86 161 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 28.8 28.4 40.0 14.8 22.3 24.2 31.4
Old : 17.6 28.8 28.4 40.0 14.8 22.3 24.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, June 9, 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 : 10,223: 1,250 900 100 8,623 8,973 9,973 9,973: 250 250
Old : 10,223: 1,250 900 100 8,623 8,973 9,973 9,973: 250 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 739: 0 0 0 789 1,439 789 1,439: -50 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.8 1.0 84.3 87.8 97.6 97.6: 2.4 2.4
Old : 100.0: 12.2 8.8 1.0 84.3 87.8 97.6 97.6: 2.4 2.4
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 : 43: 4 1 1 29 32 33 34:
Old : 43: 4 1 1 29 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 34.7 62.8 55.9 27.9 24.0 37.1 34.2
Old : 40.1 34.7 62.8 55.9 27.9 24.0 37.1 34.2
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, June 9, 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 : 36,044: 1,472 0 101 32,686 35,840 34,259 35,941: 1,785 103
Old : 36,044: 1,472 0 101 32,686 35,840 34,259 35,941: 1,785 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,315: 200 0 0 595 1,365 795 1,365: 520 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.3 90.7 99.4 95.0 99.7: 5.0 0.3
Old : 100.0: 4.1 0.0 0.3 90.7 99.4 95.0 99.7: 5.0 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 : 41: 3 0 1 34 26 37 27:
Old : 41: 3 0 1 34 26 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 65.7 61.2 86.7 27.6 45.9 40.0 58.2
Old : 42.6 65.7 61.2 86.7 27.6 45.9 40.0 58.2
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, June 9, 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 : 23,127: 1,137 0 113 21,494 21,845 22,744 21,958: 383 1,169
Old : 23,127: 1,137 0 113 21,494 21,845 22,744 21,958: 383 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 710: 175 0 -50 625 710 750 660: -40 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.5 92.9 94.5 98.3 94.9: 1.7 5.1
Old : 100.0: 4.9 0.0 0.5 92.9 94.5 98.3 94.9: 1.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 15 22 17:
Old : 28: 2 0 2 20 15 22 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 : 63.7 81.6 81.0 89.9 61.7 75.9 76.8 81.3
Old : 63.7 81.6 81.0 89.9 61.7 75.9 76.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, June 9, 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 : 19,071: 300 50 0 17,871 19,021 18,171 19,071: 900 0
Old : 19,071: 300 50 0 17,871 19,021 18,171 19,071: 900 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,295: 50 0 0 944 1,345 994 1,345: 301 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 0.0 93.7 99.7 95.3 100.0: 4.7 0.0
Old : 100.0: 1.6 0.3 0.0 93.7 99.7 95.3 100.0: 4.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 1 0 24 32 27 33:
Old : 43: 3 1 0 24 32 27 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 : 62.0 49.9 76.2 70.0 44.1 34.3 53.1 47.6
Old : 62.0 49.9 76.2 70.0 44.1 34.3 53.1 47.6
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, June 9, 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 : 4,309: 0 455 0 3,238 3,087 3,238 3,542: 1,071 767
Old : 4,309: 0 455 0 3,238 3,087 3,238 3,542: 1,071 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 160: 0 0 0 55 130 55 130: 105 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 0.0 75.1 71.6 75.1 82.2: 24.9 17.8
Old : 100.0: 0.0 10.6 0.0 75.1 71.6 75.1 82.2: 24.9 17.8
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 : 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 39.2 68.4 62.0 53.1 38.1 63.5 59.8
Old : 56.3 39.2 68.4 62.0 53.1 38.1 63.5 59.8
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, June 9, 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 : 16,386: 270 0 0 15,433 16,251 15,703 16,251: 683 135
Old : 16,386: 270 0 0 15,433 16,251 15,703 16,251: 683 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 23: 120 0 0 -27 -27 93 -27: -70 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 94.2 99.2 95.8 99.2: 4.2 0.8
Old : 100.0: 1.6 0.0 0.0 94.2 99.2 95.8 99.2: 4.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 21 11 22 11:
Old : 24: 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 : 61.0 95.1 78.8 98.5 60.1 88.6 74.6 89.8
Old : 61.0 95.1 78.8 98.5 60.1 88.6 74.6 89.8
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,481: 2,519 768 114 22,143 24,429 24,776 25,311: 705 170
Old : 25,481: 2,519 768 114 22,143 24,429 24,776 25,311: 705 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -15: 636 0 0 1,178 1,077 1,814 1,077: -1,829 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.0 0.4 86.9 95.9 97.2 99.3: 2.8 0.7
Old : 100.0: 9.9 3.0 0.4 86.9 95.9 97.2 99.3: 2.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 1 2 28 27 33 30:
Old : 42: 5 1 2 28 27 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 : 37.2 50.5 59.0 69.1 32.7 44.3 49.0 58.7
Old : 37.2 50.5 59.0 69.1 32.7 44.3 49.0 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,817: 1,174 217 0 8,377 9,334 9,551 9,551: 266 266
Old : 9,817: 1,174 217 0 8,377 9,334 9,551 9,551: 266 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 594: 5 0 0 798 659 803 659: -209 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.2 0.0 85.3 95.1 97.3 97.3: 2.7 2.7
Old : 100.0: 12.0 2.2 0.0 85.3 95.1 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 0 25 23 26 25:
Old : 33: 1 2 0 25 23 26 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 : 43.9 46.5 64.3 70.1 38.8 32.3 51.9 49.6
Old : 43.9 46.5 64.3 70.1 38.8 32.3 51.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, June 9, 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 : 58,496: 6,494 681 669 46,932 55,906 54,095 57,256: 4,401 1,240
Old : 58,496: 6,494 681 669 46,932 55,906 54,095 57,256: 4,401 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -243: -1,082 132 -750 1,640 1,227 -192 609: -51 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 1.1 80.2 95.6 92.5 97.9: 7.5 2.1
Old : 100.0: 11.1 1.2 1.1 80.2 95.6 92.5 97.9: 7.5 2.1
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 : 46: 7 2 5 27 36 34 43:
Old : 46: 7 2 5 27 36 34 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 : 29.6 28.2 49.6 48.6 23.0 20.5 34.2 32.5
Old : 29.6 28.2 49.6 48.6 23.0 20.5 34.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009