GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 21, 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 : 40,596: 765 114 168 39,407 40,181 40,340 40,463: 256 133
Old : 40,596: 765 114 168 39,407 40,181 40,340 40,463: 256 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,450: 0 25 -18 2,468 2,433 2,450 2,440: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.3 0.4 97.1 99.0 99.4 99.7: 0.6 0.3
Old : 100.0: 1.9 0.3 0.4 97.1 99.0 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 1 37 36 39 37:
Old : 44: 1 1 1 37 36 39 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 : 41.9 49.7 60.8 68.0 24.9 30.4 31.8 36.7
Old : 41.9 49.7 60.8 68.0 24.9 30.4 31.8 36.7
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, July 21, 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 : 25,845: 500 120 75 25,165 25,530 25,740 25,725: 105 120
Old : 25,845: 500 120 75 25,165 25,530 25,740 25,725: 105 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,108: 0 0 0 1,093 1,108 1,093 1,108: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.5 0.3 97.4 98.8 99.6 99.5: 0.4 0.5
Old : 100.0: 1.9 0.5 0.3 97.4 98.8 99.6 99.5: 0.4 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 : 41: 1 1 1 30 32 32 34:
Old : 41: 1 1 1 30 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 62.6 72.2 79.1 49.5 50.6 58.7 59.4
Old : 57.1 62.6 72.2 79.1 49.5 50.6 58.7 59.4
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, July 21, 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 : 7,589: 453 216 472 5,351 5,901 6,276 6,589: 1,313 1,000
Old : 7,589: 453 216 472 5,351 5,901 6,276 6,589: 1,313 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 232: -2 0 0 211 383 209 383: 23 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.8 6.2 70.5 77.8 82.7 86.8: 17.3 13.2
Old : 100.0: 6.0 2.8 6.2 70.5 77.8 82.7 86.8: 17.3 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 20 22 21 24:
Old : 25: 1 1 1 20 22 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 : 48.1 59.6 63.8 69.2 40.6 52.1 50.2 57.5
Old : 48.1 59.6 63.8 69.2 40.6 52.1 50.2 57.5
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, July 21, 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 : 11,625: 499 0 525 9,649 10,123 10,673 10,648: 952 977
Old : 11,625: 499 0 525 9,649 10,123 10,673 10,648: 952 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 777: -15 0 308 571 577 864 885: -87 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 4.5 83.0 87.1 91.8 91.6: 8.2 8.4
Old : 100.0: 4.3 0.0 4.5 83.0 87.1 91.8 91.6: 8.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 0 4 39 46 44 50:
Old : 51: 4 0 4 39 46 44 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 : 30.6 31.7 47.9 46.7 27.4 25.5 41.2 35.2
Old : 30.6 31.7 47.9 46.7 27.4 25.5 41.2 35.2
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, July 21, 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 : 8,841: 221 0 265 7,652 7,775 8,138 8,040: 703 801
Old : 8,841: 221 0 265 7,652 7,775 8,138 8,040: 703 801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 140: 35 0 -10 72 214 97 204: 43 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 3.0 86.6 87.9 92.0 90.9: 8.0 9.1
Old : 100.0: 2.5 0.0 3.0 86.6 87.9 92.0 90.9: 8.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 0 3 48 52 51 55:
Old : 57: 3 0 3 48 52 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 21.1 43.7 36.0 28.1 18.7 37.7 30.1
Old : 31.7 21.1 43.7 36.0 28.1 18.7 37.7 30.1
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, July 21, 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 : 3,306: 720 0 0 1,755 2,893 2,475 2,893: 831 413
Old : 3,306: 720 0 0 1,755 2,893 2,475 2,893: 831 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 37: 0 0 0 47 17 47 17: -10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.0 0.0 53.1 87.5 74.9 87.5: 25.1 12.5
Old : 100.0: 21.8 0.0 0.0 53.1 87.5 74.9 87.5: 25.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 15 19 16 19:
Old : 22: 1 0 0 15 19 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 : 47.1 41.4 64.7 64.5 44.4 38.2 56.4 58.1
Old : 47.1 41.4 64.7 64.5 44.4 38.2 56.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 7,335: 0 0 0 7,335 7,335 7,335 7,335: 0 0
Old : 7,335: 0 0 0 7,335 7,335 7,335 7,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 240: 0 0 0 240 259 240 259: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 19 16 19 16:
Old : 22: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 66.8 81.5 87.5 38.6 40.5 47.3 49.7
Old : 58.9 66.8 81.5 87.5 38.6 40.5 47.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, July 21, 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 : 300,127: 43,773 21,039 34,158 186,233 212,801 264,164 267,998: 35,963 32,129
Old : 300,127: 43,773 21,039 34,158 186,233 212,801 264,164 267,998: 35,963 32,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,441: 6,942 1,457 447 1,117 5,644 8,506 7,548: -2,065 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.0 11.4 62.1 70.9 88.0 89.3: 12.0 10.7
Old : 100.0: 14.6 7.0 11.4 62.1 70.9 88.0 89.3: 12.0 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 33 34 45 71 72 133 129:
Old : 152: 33 34 45 71 72 133 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 27.0 38.4 38.5 15.3 15.0 24.0 22.2
Old : 23.1 27.0 38.4 38.5 15.3 15.0 24.0 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, July 21, 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 : 22,543: 250 90 550 20,832 21,349 21,632 21,989: 911 554
Old : 22,543: 250 90 550 20,832 21,349 21,632 21,989: 911 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,571: -200 -50 300 1,040 1,173 1,140 1,423: 431 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 2.4 92.4 94.7 96.0 97.5: 4.0 2.5
Old : 100.0: 1.1 0.4 2.4 92.4 94.7 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 2 3 40 50 45 54:
Old : 62: 2 2 3 40 50 45 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 25.8 55.2 41.6 32.2 21.0 47.5 32.8
Old : 37.3 25.8 55.2 41.6 32.2 21.0 47.5 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, July 21, 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 : 22,490: 745 0 200 19,305 21,130 20,250 21,330: 2,240 1,160
Old : 22,490: 745 0 200 19,305 21,130 20,250 21,330: 2,240 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 75: 0 0 75 0 0 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.9 85.8 94.0 90.0 94.8: 10.0 5.2
Old : 100.0: 3.3 0.0 0.9 85.8 94.0 90.0 94.8: 10.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 0 2 24 25 28 27:
Old : 33: 4 0 2 24 25 28 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 : 47.6 46.2 65.7 67.4 30.5 36.5 38.9 47.6
Old : 47.6 46.2 65.7 67.4 30.5 36.5 38.9 47.6
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,789: 4,669 50 996 12,884 15,928 18,549 16,974: 240 1,815
Old : 18,789: 4,669 50 996 12,884 15,928 18,549 16,974: 240 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -75: 1,125 0 -375 -825 300 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 0.3 5.3 68.6 84.8 98.7 90.3: 1.3 9.7
Old : 100.0: 24.8 0.3 5.3 68.6 84.8 98.7 90.3: 1.3 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 : 21: 3 1 2 12 16 16 18:
Old : 21: 3 1 2 12 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 58.5 86.5 76.6 60.8 52.2 72.8 63.9
Old : 68.5 58.5 86.5 76.6 60.8 52.2 72.8 63.9
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, July 21, 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 : 2,261: 0 50 0 1,856 1,676 1,856 1,726: 405 535
Old : 2,261: 0 50 0 1,856 1,676 1,856 1,726: 405 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 350: 0 0 0 400 350 400 350: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 82.1 74.1 82.1 76.3: 17.9 23.7
Old : 100.0: 0.0 2.2 0.0 82.1 74.1 82.1 76.3: 17.9 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 14 14 14 15:
Old : 23: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 42.5 64.6 62.0 39.6 28.1 53.8 41.0
Old : 39.6 42.5 64.6 62.0 39.6 28.1 53.8 41.0
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, July 21, 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 : 752,409: 88,207 246,643 257,240 321,954 204,504 667,401 708,387: 85,008 44,022
Old : 752,409: 88,207 246,643 257,240 321,954 204,504 667,401 708,387: 85,008 44,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 3,169: -10,848 -17,094 7,152 16,558 11,000 12,862 1,058: -9,693 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 32.8 34.2 42.8 27.2 88.7 94.1: 11.3 5.9
Old : 100.0: 11.7 32.8 34.2 42.8 27.2 88.7 94.1: 11.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 78 100 107 85 65 237 211:
Old : 278: 78 100 107 85 65 237 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 33.7 37.4 43.8 12.1 16.2 17.2 21.0
Old : 25.8 33.7 37.4 43.8 12.1 16.2 17.2 21.0
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,097: 1,375 427 1,487 77,342 77,730 80,204 79,644: 4,893 5,453
Old : 85,097: 1,375 427 1,487 77,342 77,730 80,204 79,644: 4,893 5,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -12: -6 -395 -105 369 2,629 258 2,129: -270 -2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 1.7 90.9 91.3 94.3 93.6: 5.7 6.4
Old : 100.0: 1.6 0.5 1.7 90.9 91.3 94.3 93.6: 5.7 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 : 32: 1 2 3 26 28 29 31:
Old : 32: 1 2 3 26 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 41.6 68.3 60.6 47.1 34.0 57.1 47.7
Old : 50.6 41.6 68.3 60.6 47.1 34.0 57.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, July 21, 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 : 52,694: 800 8,862 2,218 41,309 25,490 44,327 36,570: 8,367 16,124
Old : 52,694: 800 8,862 2,218 41,309 25,490 44,327 36,570: 8,367 16,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 520: -124 658 2 732 903 610 1,563: -90 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 16.8 4.2 78.4 48.4 84.1 69.4: 15.9 30.6
Old : 100.0: 1.5 16.8 4.2 78.4 48.4 84.1 69.4: 15.9 30.6
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 : 27: 1 3 3 17 20 20 24:
Old : 27: 1 3 3 17 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 31.9 67.9 46.0 39.0 23.8 54.5 34.1
Old : 47.7 31.9 67.9 46.0 39.0 23.8 54.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,431: 5,360 0 1,444 67,174 68,498 73,978 69,942: 7,453 11,489
Old : 81,431: 5,360 0 1,444 67,174 68,498 73,978 69,942: 7,453 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -662: 856 0 -856 -1,118 194 -1,118 -662: 456 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 1.8 82.5 84.1 90.8 85.9: 9.2 14.1
Old : 100.0: 6.6 0.0 1.8 82.5 84.1 90.8 85.9: 9.2 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 : 33: 3 0 3 26 27 30 30:
Old : 33: 3 0 3 26 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 33.1 54.9 49.7 32.0 28.7 47.1 41.4
Old : 33.7 33.1 54.9 49.7 32.0 28.7 47.1 41.4
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,041: 0 0 0 79,698 82,620 79,698 82,620: 11,343 8,421
Old : 91,041: 0 0 0 79,698 82,620 79,698 82,620: 11,343 8,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 153: 0 0 0 199 1,772 199 1,772: -46 -1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 90.8 87.5 90.8: 12.5 9.2
Old : 100.0: 0.0 0.0 0.0 87.5 90.8 87.5 90.8: 12.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 24 23 24 23:
Old : 27: 0 0 0 24 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 43.5 60.8 62.7 33.7 32.1 47.7 47.9
Old : 39.4 43.5 60.8 62.7 33.7 32.1 47.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, July 21, 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 : 84,443: 5,118 885 4,739 66,489 73,932 76,346 79,556: 8,097 4,887
Old : 84,443: 5,118 885 4,739 66,489 73,932 76,346 79,556: 8,097 4,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -1,698: 2,237 149 -525 -2,378 -266 -666 -642: -1,032 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.0 5.6 78.7 87.6 90.4 94.2: 9.6 5.8
Old : 100.0: 6.1 1.0 5.6 78.7 87.6 90.4 94.2: 9.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 4 24 26 28 31:
Old : 37: 3 2 4 24 26 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 35.5 59.8 53.8 36.2 32.4 48.8 44.9
Old : 42.1 35.5 59.8 53.8 36.2 32.4 48.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, July 21, 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 : 116,248: 0 8,134 5,778 104,476 96,067 110,254 109,979: 5,994 6,269
Old : 116,248: 0 8,134 5,778 104,476 96,067 110,254 109,979: 5,994 6,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,199: 0 91 191 1,008 1,010 1,199 1,292: 0 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 5.0 89.9 82.6 94.8 94.6: 5.2 5.4
Old : 100.0: 0.0 7.0 5.0 89.9 82.6 94.8 94.6: 5.2 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 : 37: 0 3 3 19 28 22 31:
Old : 37: 0 3 3 19 28 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 33.4 75.6 54.6 55.5 33.3 66.9 52.3
Old : 59.7 33.4 75.6 54.6 55.5 33.3 66.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, July 21, 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 : 35,241: 0 7,010 593 32,502 22,451 33,095 30,054: 2,146 5,187
Old : 35,241: 0 7,010 593 32,502 22,451 33,095 30,054: 2,146 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -234: 0 1,510 -288 54 -1,758 -234 -536: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.9 1.7 92.2 63.7 93.9 85.3: 6.1 14.7
Old : 100.0: 0.0 19.9 1.7 92.2 63.7 93.9 85.3: 6.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 16 13 18 15:
Old : 20: 0 2 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 53.7 81.0 73.9 57.7 47.9 72.9 64.1
Old : 61.0 53.7 81.0 73.9 57.7 47.9 72.9 64.1
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, July 21, 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 : 68,101: 2,397 8,132 10,499 50,651 42,137 63,547 60,768: 4,554 7,333
Old : 68,101: 2,397 8,132 10,499 50,651 42,137 63,547 60,768: 4,554 7,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -193: 1,262 -287 -54 -1,641 148 -433 -193: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.9 15.4 74.4 61.9 93.3 89.2: 6.7 10.8
Old : 100.0: 3.5 11.9 15.4 74.4 61.9 93.3 89.2: 6.7 10.8
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: 2 1 3 15 18 18 21:
Old : 23: 2 1 3 15 18 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 : 64.1 50.4 81.9 69.9 41.3 32.8 49.1 42.4
Old : 64.1 50.4 81.9 69.9 41.3 32.8 49.1 42.4
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, July 21, 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 : 51,473: 150 0 310 39,489 43,384 39,949 43,694: 11,524 7,779
Old : 51,473: 150 0 310 39,489 43,384 39,949 43,694: 11,524 7,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 76.7 84.3 77.6 84.9: 22.4 15.1
Old : 100.0: 0.3 0.0 0.6 76.7 84.3 77.6 84.9: 22.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 23 20 24 21:
Old : 26: 1 0 1 23 20 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 54.3 50.7 68.0 33.0 48.1 46.4 55.5
Old : 33.5 54.3 50.7 68.0 33.0 48.1 46.4 55.5
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, July 21, 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 : 95,474: 5,521 342 6,289 76,651 82,283 88,461 88,914: 7,013 6,560
Old : 95,474: 5,521 342 6,289 76,651 82,283 88,461 88,914: 7,013 6,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 902: 926 0 -435 -334 1,809 157 1,374: 745 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.4 6.6 80.3 86.2 92.7 93.1: 7.3 6.9
Old : 100.0: 5.8 0.4 6.6 80.3 86.2 92.7 93.1: 7.3 6.9
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 : 40: 4 1 5 27 32 32 37:
Old : 40: 4 1 5 27 32 32 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 : 38.5 40.2 58.9 59.3 34.9 39.0 46.6 53.7
Old : 38.5 40.2 58.9 59.3 34.9 39.0 46.6 53.7
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, July 21, 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 : 64,860: 283 3,604 4,941 55,081 46,855 60,305 55,400: 4,555 9,460
Old : 64,860: 283 3,604 4,941 55,081 46,855 60,305 55,400: 4,555 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -8: -20 -105 4 -12 93 -28 -8: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.6 7.6 84.9 72.2 93.0 85.4: 7.0 14.6
Old : 100.0: 0.4 5.6 7.6 84.9 72.2 93.0 85.4: 7.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 13 15 15 17:
Old : 22: 1 1 2 13 15 15 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 : 71.1 35.5 89.5 57.5 70.8 32.0 76.4 50.9
Old : 71.1 35.5 89.5 57.5 70.8 32.0 76.4 50.9
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, July 21, 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 : 126,978: 1,240 6,332 0 123,296 116,986 124,536 123,318: 2,442 3,660
Old : 126,978: 1,240 6,332 0 123,296 116,986 124,536 123,318: 2,442 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,423: 0 0 0 1,423 1,295 1,423 1,295: 0 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.0 0.0 97.1 92.1 98.1 97.1: 1.9 2.9
Old : 100.0: 1.0 5.0 0.0 97.1 92.1 98.1 97.1: 1.9 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 : 23: 1 2 0 16 17 17 19:
Old : 23: 1 2 0 16 17 17 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 : 67.3 60.5 89.8 79.5 46.5 51.0 60.8 59.4
Old : 67.3 60.5 89.8 79.5 46.5 51.0 60.8 59.4
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, July 21, 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 : 224,968: 9,328 12,123 4,854 204,952 202,140 219,134 219,117: 5,834 5,851
Old : 224,968: 9,328 12,123 4,854 204,952 202,140 219,134 219,117: 5,834 5,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,946: -334 298 -38 2,318 1,546 1,946 1,806: 0 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.4 2.2 91.1 89.9 97.4 97.4: 2.6 2.6
Old : 100.0: 4.1 5.4 2.2 91.1 89.9 97.4 97.4: 2.6 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 : 55: 4 3 5 43 39 50 44:
Old : 55: 4 3 5 43 39 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 45.4 47.3 61.3 26.9 42.4 39.2 52.3
Old : 30.5 45.4 47.3 61.3 26.9 42.4 39.2 52.3
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, July 21, 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 : 149,253: 1,100 1,598 2,772 134,393 140,983 138,265 145,353: 10,988 3,900
Old : 149,253: 1,100 1,598 2,772 134,393 140,983 138,265 145,353: 10,988 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 682: 0 -906 454 240 1,471 694 1,019: -12 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 1.9 90.0 94.5 92.6 97.4: 7.4 2.6
Old : 100.0: 0.7 1.1 1.9 90.0 94.5 92.6 97.4: 7.4 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 : 42.1 48.5 59.5 67.1 37.3 47.0 48.6 64.9
Old : 42.1 48.5 59.5 67.1 37.3 47.0 48.6 64.9
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, July 21, 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 : 265,415: 21,480 1,064 10,874 214,028 236,682 246,382 248,620: 19,033 16,795
Old : 265,415: 21,480 1,064 10,874 214,028 236,682 246,382 248,620: 19,033 16,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 836: 568 0 240 -1,804 -1,884 -996 -1,644: 1,832 2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.4 4.1 80.6 89.2 92.8 93.7: 7.2 6.3
Old : 100.0: 8.1 0.4 4.1 80.6 89.2 92.8 93.7: 7.2 6.3
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 : 49: 5 2 5 39 39 45 45:
Old : 49: 5 2 5 39 39 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 : 38.4 28.2 57.3 48.2 30.0 25.0 41.9 43.4
Old : 38.4 28.2 57.3 48.2 30.0 25.0 41.9 43.4
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, July 21, 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 : 88,982: 1,062 2,304 960 79,766 78,971 81,788 82,235: 7,194 6,747
Old : 88,982: 1,062 2,304 960 79,766 78,971 81,788 82,235: 7,194 6,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -90: 0 -350 0 -93 279 -93 -71: 3 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.6 1.1 89.6 88.7 91.9 92.4: 8.1 7.6
Old : 100.0: 1.2 2.6 1.1 89.6 88.7 91.9 92.4: 8.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 20 19 23 22:
Old : 27: 2 2 2 20 19 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 : 60.8 43.5 80.6 67.9 56.9 40.0 65.9 57.7
Old : 60.8 43.5 80.6 67.9 56.9 40.0 65.9 57.7
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, July 21, 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 : 52,402: 0 0 0 46,950 44,384 46,950 44,384: 5,452 8,018
Old : 52,402: 0 0 0 46,950 44,384 46,950 44,384: 5,452 8,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.6 84.7 89.6 84.7: 10.4 15.3
Old : 100.0: 0.0 0.0 0.0 89.6 84.7 89.6 84.7: 10.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 16 17 16:
Old : 22: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 54.8 75.1 72.1 58.8 47.5 67.6 60.6
Old : 62.0 54.8 75.1 72.1 58.8 47.5 67.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, July 21, 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 : 2,929,957: 614,089 133,066 886,290 1,407,062 1,900,762 2,907,441 2,920,118: 22,516 9,839
Old : 2,929,957: 614,089 133,066 886,290 1,407,062 1,900,762 2,907,441 2,920,118: 22,516 9,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 25,594: -7,382 -19,236 13,287 21,702 31,333 27,607 25,384: -2,013 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.5 30.2 48.0 64.9 99.2 99.7: 0.8 0.3
Old : 100.0: 21.0 4.5 30.2 48.0 64.9 99.2 99.7: 0.8 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 : 184: 38 26 56 107 103 170 162:
Old : 184: 38 26 56 107 103 170 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 34.8 43.7 47.8 15.8 19.2 21.7 26.5
Old : 31.5 34.8 43.7 47.8 15.8 19.2 21.7 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, July 21, 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 : 1,139,038: 179,955 50,984 285,307 670,327 800,658 1,135,589 1,136,949: 3,449 2,089
Old : 1,139,038: 179,955 50,984 285,307 670,327 800,658 1,135,589 1,136,949: 3,449 2,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 37,535: 29,708 3,351 6,726 1,879 27,433 38,313 37,510: -778 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.5 25.0 58.9 70.3 99.7 99.8: 0.3 0.2
Old : 100.0: 15.8 4.5 25.0 58.9 70.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 16 40 43 43 92 88:
Old : 99: 38 16 40 43 43 92 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 36.9 49.1 57.3 18.7 28.7 26.9 36.5
Old : 28.9 36.9 49.1 57.3 18.7 28.7 26.9 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,737: 0 75 0 1,034 1,304 1,034 1,379: 703 358
Old : 1,737: 0 75 0 1,034 1,304 1,034 1,379: 703 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 4: 0 0 0 -12 3 -12 3: 16 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 59.5 75.1 59.5 79.4: 40.5 20.6
Old : 100.0: 0.0 4.3 0.0 59.5 75.1 59.5 79.4: 40.5 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 17 14 18:
Old : 20: 0 1 0 14 17 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 34.3 49.4 54.6 23.8 27.6 28.8 43.0
Old : 34.5 34.3 49.4 54.6 23.8 27.6 28.8 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, July 21, 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 : 38,089: 1,350 1,756 304 35,943 35,995 37,597 38,055: 492 34
Old : 38,089: 1,350 1,756 304 35,943 35,995 37,597 38,055: 492 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 305: 20 120 -30 335 211 325 301: -20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.6 0.8 94.4 94.5 98.7 99.9: 1.3 0.1
Old : 100.0: 3.5 4.6 0.8 94.4 94.5 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 4 5 36 32 43 38:
Old : 46: 4 4 5 36 32 43 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 : 34.5 39.0 51.4 63.4 15.6 24.3 24.7 33.8
Old : 34.5 39.0 51.4 63.4 15.6 24.3 24.7 33.8
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, July 21, 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 : 7,216: 0 0 0 6,810 7,087 6,810 7,087: 406 129
Old : 7,216: 0 0 0 6,810 7,087 6,810 7,087: 406 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 98.2 94.4 98.2: 5.6 1.8
Old : 100.0: 0.0 0.0 0.0 94.4 98.2 94.4 98.2: 5.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 12 17 12 17:
Old : 23: 0 0 0 12 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 63.9 80.3 84.7 44.8 58.6 76.4 75.7
Old : 48.1 63.9 80.3 84.7 44.8 58.6 76.4 75.7
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, July 21, 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 : 22,058: 2,980 0 166 17,708 20,904 20,854 21,070: 1,204 988
Old : 22,058: 2,980 0 166 17,708 20,904 20,854 21,070: 1,204 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 418: 0 0 0 408 538 408 538: 10 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.8 80.3 94.8 94.5 95.5: 5.5 4.5
Old : 100.0: 13.5 0.0 0.8 80.3 94.8 94.5 95.5: 5.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 24 21 26 23:
Old : 28: 2 0 2 24 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 63.5 70.5 81.3 48.9 53.7 63.2 68.4
Old : 52.2 63.5 70.5 81.3 48.9 53.7 63.2 68.4
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, July 21, 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 : 31,702: 80 600 610 28,395 29,886 29,085 31,096: 2,617 606
Old : 31,702: 80 600 610 28,395 29,886 29,085 31,096: 2,617 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 498: 0 0 0 490 498 490 498: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 1.9 89.6 94.3 91.7 98.1: 8.3 1.9
Old : 100.0: 0.3 1.9 1.9 89.6 94.3 91.7 98.1: 8.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 26 22 28 24:
Old : 30: 1 1 2 26 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 41.7 62.8 71.7 29.3 29.0 37.7 41.6
Old : 43.7 41.7 62.8 71.7 29.3 29.0 37.7 41.6
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, July 21, 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 : 25,565: 0 0 0 25,075 24,797 25,075 24,797: 490 768
Old : 25,565: 0 0 0 25,075 24,797 25,075 24,797: 490 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -10: 0 0 0 -10 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Old : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 14 17 14:
Old : 20: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 85.3 83.2 92.7 52.2 73.0 72.1 77.5
Old : 57.8 85.3 83.2 92.7 52.2 73.0 72.1 77.5
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,688: 840 26 28 11,266 12,722 12,134 12,776: 1,554 912
Old : 13,688: 840 26 28 11,266 12,722 12,134 12,776: 1,554 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 14: 0 0 0 -30 -6 -30 -6: 44 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.2 0.2 82.3 92.9 88.6 93.3: 11.4 6.7
Old : 100.0: 6.1 0.2 0.2 82.3 92.9 88.6 93.3: 11.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 18 19 20 20:
Old : 24: 1 1 1 18 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 : 36.0 46.5 60.7 75.2 34.5 39.1 52.7 58.6
Old : 36.0 46.5 60.7 75.2 34.5 39.1 52.7 58.6
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, July 21, 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 : 11,686: 0 0 0 10,615 11,262 10,615 11,262: 1,071 424
Old : 11,686: 0 0 0 10,615 11,262 10,615 11,262: 1,071 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -88: 0 0 0 -88 -92 -88 -92: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 96.4 90.8 96.4: 9.2 3.6
Old : 100.0: 0.0 0.0 0.0 90.8 96.4 90.8 96.4: 9.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 49.1 74.1 73.1 47.1 48.7 64.2 63.3
Old : 53.1 49.1 74.1 73.1 47.1 48.7 64.2 63.3
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, July 21, 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 : 12,272: 0 0 0 11,724 11,066 11,724 11,066: 548 1,206
Old : 12,272: 0 0 0 11,724 11,066 11,724 11,066: 548 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 268: 0 0 0 52 238 52 238: 216 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 90.2 95.5 90.2: 4.5 9.8
Old : 100.0: 0.0 0.0 0.0 95.5 90.2 95.5 90.2: 4.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 23 19 23 19:
Old : 23: 0 0 0 23 19 23 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 : 38.1 54.9 63.2 73.4 29.9 41.0 43.5 48.3
Old : 38.1 54.9 63.2 73.4 29.9 41.0 43.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Commitments of Traders - Futures Only, July 21, 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 : 539,584: 15,840 23,440 15,520 508,224 500,624 539,584 539,584: 0 0
Old : 539,584: 15,840 23,440 15,520 508,224 500,624 539,584 539,584: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.3 2.9 94.2 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 4.3 2.9 94.2 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 13 5 15 7:
Old : 20: 2 1 1 13 5 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 94.2 85.2 100.0 60.9 94.2 84.8 95.7
Old : 60.9 94.2 85.2 100.0 60.9 94.2 84.8 95.7
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, July 21, 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 : 102,894: 683 7,605 5,140 97,071 90,149 102,894 102,894: 0 0
Old : 102,894: 683 7,605 5,140 97,071 90,149 102,894 102,894: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,591: 0 0 0 2,591 2,591 2,591 2,591: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.4 5.0 94.3 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 7.4 5.0 94.3 87.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 14 11 15 14:
Old : 24: 1 2 1 14 11 15 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 : 69.4 72.3 86.5 89.8 68.9 70.2 82.7 85.2
Old : 69.4 72.3 86.5 89.8 68.9 70.2 82.7 85.2
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, July 21, 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 : 1,646,952: 0 138,608 43,792 1,603,160 1,464,552 1,646,952 1,646,952: 0 0
Old : 1,646,952: 0 138,608 43,792 1,603,160 1,464,552 1,646,952 1,646,952: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 46,480: 0 0 0 46,480 46,480 46,480 46,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 2.7 97.3 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.4 2.7 97.3 88.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 1 13 10 14 13:
Old : 22: 0 3 1 13 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 76.7 89.3 94.6 73.4 76.7 87.9 91.7
Old : 73.8 76.7 89.3 94.6 73.4 76.7 87.9 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, July 21, 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 : 162,462: 11,879 1,333 5,140 145,443 154,819 162,462 161,292: 0 1,170
Old : 162,462: 11,879 1,333 5,140 145,443 154,819 162,462 161,292: 0 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,803: 0 0 0 2,803 2,803 2,803 2,803: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.8 3.2 89.5 95.3 100.0 99.3: 0.0 0.7
Old : 100.0: 7.3 0.8 3.2 89.5 95.3 100.0 99.3: 0.0 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 : 33: 3 1 1 18 25 22 26:
Old : 33: 3 1 1 18 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 55.1 66.5 75.8 45.6 52.8 63.2 67.2
Old : 46.2 55.1 66.5 75.8 45.6 52.8 63.2 67.2
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, July 21, 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 : 2,289,578: 166,144 0 56,352 2,067,082 2,233,226 2,289,578 2,289,578: 0 0
Old : 2,289,578: 166,144 0 56,352 2,067,082 2,233,226 2,289,578 2,289,578: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 51,102: 0 0 0 51,102 51,102 51,102 51,102: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 2.5 90.3 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 0.0 2.5 90.3 97.5 100.0 100.0: 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 : 35: 4 0 2 19 20 23 22:
Old : 35: 4 0 2 19 20 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 : 60.7 62.3 84.5 80.5 60.7 60.2 81.8 75.8
Old : 60.7 62.3 84.5 80.5 60.7 60.2 81.8 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, July 21, 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 : 42,623: 38 3,855 42 42,414 38,215 42,494 42,112: 129 511
Old : 42,623: 38 3,855 42 42,414 38,215 42,494 42,112: 129 511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.0 0.1 99.5 89.7 99.7 98.8: 0.3 1.2
Old : 100.0: 0.1 9.0 0.1 99.5 89.7 99.7 98.8: 0.3 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 : 21: 1 1 1 13 12 14 14:
Old : 21: 1 1 1 13 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 78.0 90.8 92.7 67.7 77.6 82.9 89.7
Old : 70.5 78.0 90.8 92.7 67.7 77.6 82.9 89.7
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, July 21, 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 : 756,381: 0 68,160 0 756,381 688,221 756,381 756,381: 0 0
Old : 756,381: 0 68,160 0 756,381 688,221 756,381 756,381: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 14 11 15:
Old : 21: 0 1 0 11 14 11 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 : 74.9 68.2 97.4 89.4 73.6 66.4 89.7 84.8
Old : 74.9 68.2 97.4 89.4 73.6 66.4 89.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, July 21, 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 : 36,015: 6,556 0 0 28,949 36,015 35,505 36,015: 510 0
Old : 36,015: 6,556 0 0 28,949 36,015 35,505 36,015: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,163: 0 0 0 6,163 6,780 6,163 6,780: 0 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.0 0.0 80.4 100.0 98.6 100.0: 1.4 0.0
Old : 100.0: 18.2 0.0 0.0 80.4 100.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 16 21 18 21:
Old : 28: 2 0 0 16 21 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 : 68.7 58.9 93.2 81.6 67.4 58.7 82.9 77.2
Old : 68.7 58.9 93.2 81.6 67.4 58.7 82.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, July 21, 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 : 593,208: 113,710 4,433 752 478,746 588,023 593,208 593,208: 0 0
Old : 593,208: 113,710 4,433 752 478,746 588,023 593,208 593,208: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.7 0.1 80.7 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.2 0.7 0.1 80.7 99.1 100.0 100.0: 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 1 1 12 15 14 16:
Old : 23: 1 1 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 61.5 94.6 84.3 66.1 61.5 87.1 82.0
Old : 70.9 61.5 94.6 84.3 66.1 61.5 87.1 82.0
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,744: 86 84 593 16,816 18,051 17,495 18,728: 1,249 16
Old : 18,744: 86 84 593 16,816 18,051 17,495 18,728: 1,249 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 958: 15 0 293 483 665 791 958: 167 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 3.2 89.7 96.3 93.3 99.9: 6.7 0.1
Old : 100.0: 0.5 0.4 3.2 89.7 96.3 93.3 99.9: 6.7 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 : 38: 1 1 2 29 31 31 34:
Old : 38: 1 1 2 29 31 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 45.4 60.9 66.4 36.3 33.3 41.8 47.4
Old : 39.3 45.4 60.9 66.4 36.3 33.3 41.8 47.4
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, July 21, 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 : 7,986: 0 0 0 7,761 7,844 7,761 7,844: 225 142
Old : 7,986: 0 0 0 7,761 7,844 7,761 7,844: 225 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 98: 0 0 0 98 172 98 172: 0 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 98.2 97.2 98.2: 2.8 1.8
Old : 100.0: 0.0 0.0 0.0 97.2 98.2 97.2 98.2: 2.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 24 21 24 21:
Old : 27: 0 0 0 24 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 61.5 61.3 85.9 30.7 48.6 44.5 58.6
Old : 40.5 61.5 61.3 85.9 30.7 48.6 44.5 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
Commitments of Traders - Futures Only, July 21, 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 : 17,380: 295 45 300 16,125 16,998 16,720 17,343: 660 37
Old : 17,380: 295 45 300 16,125 16,998 16,720 17,343: 660 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.3 1.7 92.8 97.8 96.2 99.8: 3.8 0.2
Old : 100.0: 1.7 0.3 1.7 92.8 97.8 96.2 99.8: 3.8 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 : 20: 2 1 1 14 16 17 17:
Old : 20: 2 1 1 14 16 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 : 75.7 56.9 90.1 85.2 43.1 28.8 43.8 43.1
Old : 75.7 56.9 90.1 85.2 43.1 28.8 43.8 43.1
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, July 21, 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 : 13,423: 359 0 312 12,473 12,996 13,144 13,308: 279 115
Old : 13,423: 359 0 312 12,473 12,996 13,144 13,308: 279 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 739: 110 0 0 641 739 751 739: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 2.3 92.9 96.8 97.9 99.1: 2.1 0.9
Old : 100.0: 2.7 0.0 2.3 92.9 96.8 97.9 99.1: 2.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 23 19 25 21:
Old : 29: 2 0 2 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 45.1 79.2 74.8 56.4 39.4 63.2 53.2
Old : 60.1 45.1 79.2 74.8 56.4 39.4 63.2 53.2
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, July 21, 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 : 1,149,799: 191,829 189,611 252,638 633,889 645,398 1,078,356 1,087,647: 71,443 62,152
Old : 1,149,799: 191,829 189,611 252,638 633,889 645,398 1,078,356 1,087,647: 71,443 62,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -53,930: -2,384 11,555 -11,773 -7,866 -24,827 -22,023 -25,045: -31,907 -28,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.5 22.0 55.1 56.1 93.8 94.6: 6.2 5.4
Old : 100.0: 16.7 16.5 22.0 55.1 56.1 93.8 94.6: 6.2 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 : 305: 93 103 155 79 89 270 263:
Old : 305: 93 103 155 79 89 270 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 16.0 35.1 27.9 16.2 9.9 21.7 15.8
Old : 24.9 16.0 35.1 27.9 16.2 9.9 21.7 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, July 21, 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 : 216,093: 36,684 37,824 3,911 155,316 124,177 195,911 165,912: 20,182 50,181
Old : 216,093: 36,684 37,824 3,911 155,316 124,177 195,911 165,912: 20,182 50,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 4,871: 621 2,057 -30 5,496 4,469 6,087 6,496: -1,216 -1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.5 1.8 71.9 57.5 90.7 76.8: 9.3 23.2
Old : 100.0: 17.0 17.5 1.8 71.9 57.5 90.7 76.8: 9.3 23.2
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 : 38: 4 6 5 25 26 31 35:
Old : 38: 4 6 5 25 26 31 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 : 34.8 30.1 54.6 48.2 32.1 23.2 48.1 37.4
Old : 34.8 30.1 54.6 48.2 32.1 23.2 48.1 37.4
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, July 21, 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 : 66,437: 2,190 675 1,980 62,192 63,707 66,362 66,362: 75 75
Old : 66,437: 2,190 675 1,980 62,192 63,707 66,362 66,362: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,765: -100 -50 -350 2,190 2,140 1,740 1,740: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.0 3.0 93.6 95.9 99.9 99.9: 0.1 0.1
Old : 100.0: 3.3 1.0 3.0 93.6 95.9 99.9 99.9: 0.1 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 : 58: 3 4 4 43 44 48 50:
Old : 58: 3 4 4 43 44 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 : 45.1 31.0 62.4 48.5 32.6 21.2 40.4 29.8
Old : 45.1 31.0 62.4 48.5 32.6 21.2 40.4 29.8
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, July 21, 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 : 173,590: 17,910 42,458 22,278 126,137 98,940 166,325 163,676: 7,265 9,914
Old : 173,590: 17,910 42,458 22,278 126,137 98,940 166,325 163,676: 7,265 9,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -843: 89 -667 2,413 -3,239 -2,501 -737 -755: -106 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 24.5 12.8 72.7 57.0 95.8 94.3: 4.2 5.7
Old : 100.0: 10.3 24.5 12.8 72.7 57.0 95.8 94.3: 4.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 16 20 22 22 43 45:
Old : 47: 7 16 20 22 22 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 35.7 59.6 55.5 19.9 15.7 30.1 22.6
Old : 42.7 35.7 59.6 55.5 19.9 15.7 30.1 22.6
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, July 21, 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 : 45,250: 12,741 3,400 4,385 24,222 34,613 41,348 42,398: 3,902 2,852
Old : 45,250: 12,741 3,400 4,385 24,222 34,613 41,348 42,398: 3,902 2,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -2,481: 472 925 -124 -3,195 -3,430 -2,847 -2,629: 366 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 7.5 9.7 53.5 76.5 91.4 93.7: 8.6 6.3
Old : 100.0: 28.2 7.5 9.7 53.5 76.5 91.4 93.7: 8.6 6.3
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: 5 5 7 13 16 23 23:
Old : 26: 5 5 7 13 16 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 50.5 65.0 68.0 39.8 32.9 43.1 40.8
Old : 47.3 50.5 65.0 68.0 39.8 32.9 43.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, July 21, 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 : 45,892: 1,200 955 1,260 28,909 29,946 31,369 32,161: 14,523 13,731
Old : 45,892: 1,200 955 1,260 28,909 29,946 31,369 32,161: 14,523 13,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 228: 0 0 0 2,257 127 2,257 127: -2,029 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.1 2.7 63.0 65.3 68.4 70.1: 31.6 29.9
Old : 100.0: 2.6 2.1 2.7 63.0 65.3 68.4 70.1: 31.6 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 18 18 20 19:
Old : 23: 1 1 1 18 18 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 : 36.0 32.1 49.8 48.8 25.8 26.5 35.6 35.6
Old : 36.0 32.1 49.8 48.8 25.8 26.5 35.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, July 21, 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 : 112,167: 7,551 2,285 7,593 54,525 75,622 69,669 85,500: 42,498 26,667
Old : 112,167: 7,551 2,285 7,593 54,525 75,622 69,669 85,500: 42,498 26,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 457: 0 0 0 403 349 403 349: 54 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.0 6.8 48.6 67.4 62.1 76.2: 37.9 23.8
Old : 100.0: 6.7 2.0 6.8 48.6 67.4 62.1 76.2: 37.9 23.8
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: 2 1 3 19 19 22 22:
Old : 23: 2 1 3 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 33.2 41.0 53.3 15.7 26.4 24.1 36.9
Old : 27.5 33.2 41.0 53.3 15.7 26.4 24.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, July 21, 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 : 44,587: 2,905 858 615 40,977 43,012 44,497 44,485: 90 102
Old : 44,587: 2,905 858 615 40,977 43,012 44,497 44,485: 90 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 3,665: 0 0 60 3,605 3,605 3,665 3,665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.9 1.4 91.9 96.5 99.8 99.8: 0.2 0.2
Old : 100.0: 6.5 1.9 1.4 91.9 96.5 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 1 29 33 31 37:
Old : 46: 2 3 1 29 33 31 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 : 58.8 35.4 74.0 53.8 52.6 32.8 61.5 49.2
Old : 58.8 35.4 74.0 53.8 52.6 32.8 61.5 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, July 21, 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 : 17,166: 11,877 2,737 279 2,885 13,607 15,041 16,623: 2,125 543
Old : 17,166: 11,877 2,737 279 2,885 13,607 15,041 16,623: 2,125 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 903: 783 -409 88 -346 1,437 525 1,116: 378 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 15.9 1.6 16.8 79.3 87.6 96.8: 12.4 3.2
Old : 100.0: 69.2 15.9 1.6 16.8 79.3 87.6 96.8: 12.4 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 : 119: 61 14 5 16 27 81 43:
Old : 119: 61 14 5 16 27 81 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 : 34.3 41.3 49.0 58.7 34.3 41.3 49.0 58.7
Old : 34.3 41.3 49.0 58.7 34.3 41.3 49.0 58.7
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, July 21, 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 : 21,774: 12,867 3,127 29 5,729 17,192 18,625 20,348: 3,149 1,426
Old : 21,774: 12,867 3,127 29 5,729 17,192 18,625 20,348: 3,149 1,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 208: 770 198 -15 -639 486 116 669: 92 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 14.4 0.1 26.3 79.0 85.5 93.5: 14.5 6.5
Old : 100.0: 59.1 14.4 0.1 26.3 79.0 85.5 93.5: 14.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 48 18 2 15 24 65 42:
Old : 99: 48 18 2 15 24 65 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 : 28.5 37.6 44.1 55.8 28.5 37.5 44.1 55.8
Old : 28.5 37.6 44.1 55.8 28.5 37.5 44.1 55.8
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, July 21, 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 : 203,831: 52,271 10,349 14,876 121,815 163,596 188,962 188,821: 14,869 15,010
Old : 203,831: 52,271 10,349 14,876 121,815 163,596 188,962 188,821: 14,869 15,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 7,024: 5,721 1,741 -1,821 1,030 7,552 4,930 7,472: 2,094 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.1 7.3 59.8 80.3 92.7 92.6: 7.3 7.4
Old : 100.0: 25.6 5.1 7.3 59.8 80.3 92.7 92.6: 7.3 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 : 178: 50 29 40 80 88 151 140:
Old : 178: 50 29 40 80 88 151 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 24.6 33.6 36.7 14.2 18.0 21.6 23.9
Old : 22.3 24.6 33.6 36.7 14.2 18.0 21.6 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, July 21, 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 : 23,217: 1,476 167 293 16,106 18,513 17,875 18,973: 5,342 4,244
Old : 23,217: 1,476 167 293 16,106 18,513 17,875 18,973: 5,342 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 801: 324 0 6 571 624 901 630: -100 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.7 1.3 69.4 79.7 77.0 81.7: 23.0 18.3
Old : 100.0: 6.4 0.7 1.3 69.4 79.7 77.0 81.7: 23.0 18.3
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 : 27: 2 1 2 18 21 20 24:
Old : 27: 2 1 2 18 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 43.1 62.6 59.9 46.6 43.1 56.4 54.6
Old : 50.3 43.1 62.6 59.9 46.6 43.1 56.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, July 21, 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 : 10,203: 1,404 200 250 8,449 9,503 10,103 9,953: 100 250
Old : 10,203: 1,404 200 250 8,449 9,503 10,103 9,953: 100 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 882: 50 50 -50 932 932 932 932: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.0 2.5 82.8 93.1 99.0 97.5: 1.0 2.5
Old : 100.0: 13.8 2.0 2.5 82.8 93.1 99.0 97.5: 1.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 1 30 33 35 35:
Old : 46: 4 2 1 30 33 35 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 : 37.8 36.8 60.6 55.4 24.8 19.8 35.8 29.0
Old : 37.8 36.8 60.6 55.4 24.8 19.8 35.8 29.0
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, July 21, 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 : 40,092: 2,455 0 0 36,687 40,089 39,142 40,089: 950 3
Old : 40,092: 2,455 0 0 36,687 40,089 39,142 40,089: 950 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 263: 778 -75 0 -287 338 491 263: -228 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 91.5 100.0 97.6 100.0: 2.4 0.0
Old : 100.0: 6.1 0.0 0.0 91.5 100.0 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 0 0 34 28 37 28:
Old : 40: 3 0 0 34 28 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 69.4 60.5 84.0 25.4 47.4 38.0 55.1
Old : 41.0 69.4 60.5 84.0 25.4 47.4 38.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,014: 829 0 143 20,768 20,453 21,740 20,596: 274 1,418
Old : 22,014: 829 0 143 20,768 20,453 21,740 20,596: 274 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 28: 50 -100 50 -72 78 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.6 94.3 92.9 98.8 93.6: 1.2 6.4
Old : 100.0: 3.8 0.0 0.6 94.3 92.9 98.8 93.6: 1.2 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 : 29: 2 0 2 22 19 24 21:
Old : 29: 2 0 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 82.5 79.3 88.4 60.5 73.7 75.5 76.7
Old : 61.6 82.5 79.3 88.4 60.5 73.7 75.5 76.7
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,541: 150 50 50 17,241 17,341 17,441 17,441: 100 100
Old : 17,541: 150 50 50 17,241 17,341 17,441 17,441: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 450: 0 0 0 350 350 350 350: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 0.3 98.3 98.9 99.4 99.4: 0.6 0.6
Old : 100.0: 0.9 0.3 0.3 98.3 98.9 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 1 1 29 31 31 33:
Old : 48: 2 1 1 29 31 31 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 : 57.5 49.2 74.2 71.2 36.6 32.1 47.7 46.5
Old : 57.5 49.2 74.2 71.2 36.6 32.1 47.7 46.5
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, July 21, 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 : 4,487: 130 387 0 3,156 3,361 3,286 3,748: 1,201 739
Old : 4,487: 130 387 0 3,156 3,361 3,286 3,748: 1,201 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1: 4 0 0 -22 -8 -18 -8: 19 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.6 0.0 70.3 74.9 73.2 83.5: 26.8 16.5
Old : 100.0: 2.9 8.6 0.0 70.3 74.9 73.2 83.5: 26.8 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 18 17 20:
Old : 25: 1 2 0 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 38.5 64.9 60.0 48.8 37.0 61.0 56.9
Old : 51.6 38.5 64.9 60.0 48.8 37.0 61.0 56.9
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, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,827: 195 0 0 16,531 17,282 16,726 17,282: 1,101 545
Old : 17,827: 195 0 0 16,531 17,282 16,726 17,282: 1,101 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,242: 25 0 0 752 1,302 777 1,302: 465 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 92.7 96.9 93.8 96.9: 6.2 3.1
Old : 100.0: 1.1 0.0 0.0 92.7 96.9 93.8 96.9: 6.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 21 12 22 12:
Old : 25: 1 0 0 21 12 22 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 : 58.4 86.8 77.7 94.1 51.3 76.6 64.3 77.3
Old : 58.4 86.8 77.7 94.1 51.3 76.6 64.3 77.3
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, July 21, 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 : 24,266: 2,492 1,158 114 21,074 22,775 23,680 24,047: 586 219
Old : 24,266: 2,492 1,158 114 21,074 22,775 23,680 24,047: 586 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 60: -36 0 0 96 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.8 0.5 86.8 93.9 97.6 99.1: 2.4 0.9
Old : 100.0: 10.3 4.8 0.5 86.8 93.9 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 2 2 25 28 30 32:
Old : 42: 5 2 2 25 28 30 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 : 34.7 45.0 56.3 64.9 29.3 37.3 46.3 51.6
Old : 34.7 45.0 56.3 64.9 29.3 37.3 46.3 51.6
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, July 21, 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 : 10,206: 0 0 0 10,010 9,956 10,010 9,956: 196 250
Old : 10,206: 0 0 0 10,010 9,956 10,010 9,956: 196 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 548: 0 0 0 548 526 548 526: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.6 98.1 97.6: 1.9 2.4
Old : 100.0: 0.0 0.0 0.0 98.1 97.6 98.1 97.6: 1.9 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 : 31: 0 0 0 25 23 25 23:
Old : 31: 0 0 0 25 23 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 53.2 61.7 73.8 24.8 29.8 37.1 40.6
Old : 38.8 53.2 61.7 73.8 24.8 29.8 37.1 40.6
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, July 21, 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 : 60,372: 5,386 36 1,569 48,443 57,558 55,398 59,163: 4,974 1,209
Old : 60,372: 5,386 36 1,569 48,443 57,558 55,398 59,163: 4,974 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 210: 685 -701 336 -805 581 216 216: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.1 2.6 80.2 95.3 91.8 98.0: 8.2 2.0
Old : 100.0: 8.9 0.1 2.6 80.2 95.3 91.8 98.0: 8.2 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 : 48: 5 1 3 32 39 38 42:
Old : 48: 5 1 3 32 39 38 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 : 28.2 30.1 48.7 50.3 22.5 22.0 32.6 34.6
Old : 28.2 30.1 48.7 50.3 22.5 22.0 32.6 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009