GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,587: 956 225 157 35,284 36,136 36,397 36,518: 190 69
Old : 36,587: 956 225 157 35,284 36,136 36,397 36,518: 190 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,752: 191 -124 -11 -5,866 -5,563 -5,686 -5,698: -66 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.6 0.4 96.4 98.8 99.5 99.8: 0.5 0.2
Old : 100.0: 2.6 0.6 0.4 96.4 98.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 1 36 35 38 39:
Old : 47: 2 3 1 36 35 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 48.4 58.5 71.0 27.2 26.3 35.0 34.4
Old : 38.4 48.4 58.5 71.0 27.2 26.3 35.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 4, 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 : 23,445: 250 120 75 23,030 23,130 23,355 23,325: 90 120
Old : 23,445: 250 120 75 23,030 23,130 23,355 23,325: 90 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,824: -250 0 0 -1,559 -1,804 -1,809 -1,804: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 0.3 98.2 98.7 99.6 99.5: 0.4 0.5
Old : 100.0: 1.1 0.5 0.3 98.2 98.7 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 : 40: 1 1 1 29 31 31 33:
Old : 40: 1 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 : 63.8 62.1 76.3 80.2 54.3 53.1 61.2 63.3
Old : 63.8 62.1 76.3 80.2 54.3 53.1 61.2 63.3
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, August 4, 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 : 7,185: 322 216 472 5,640 5,723 6,434 6,411: 751 774
Old : 7,185: 322 216 472 5,640 5,723 6,434 6,411: 751 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -542: -131 0 0 -274 -491 -405 -491: -137 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.0 6.6 78.5 79.7 89.5 89.2: 10.5 10.8
Old : 100.0: 4.5 3.0 6.6 78.5 79.7 89.5 89.2: 10.5 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 : 26: 1 1 1 23 21 24 23:
Old : 26: 1 1 1 23 21 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 : 46.4 59.8 62.7 70.1 38.1 52.2 50.0 56.5
Old : 46.4 59.8 62.7 70.1 38.1 52.2 50.0 56.5
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, August 4, 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 : 11,037: 165 59 576 9,057 9,159 9,798 9,794: 1,239 1,243
Old : 11,037: 165 59 576 9,057 9,159 9,798 9,794: 1,239 1,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,319: -354 59 -41 -1,255 -1,505 -1,650 -1,487: 331 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.5 5.2 82.1 83.0 88.8 88.7: 11.2 11.3
Old : 100.0: 1.5 0.5 5.2 82.1 83.0 88.8 88.7: 11.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 4 36 40 40 44:
Old : 45: 2 1 4 36 40 40 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 32.5 46.1 46.8 24.6 22.9 36.3 32.4
Old : 27.7 32.5 46.1 46.8 24.6 22.9 36.3 32.4
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, August 4, 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 : 8,137: 240 125 130 7,017 7,020 7,387 7,275: 750 862
Old : 8,137: 240 125 130 7,017 7,020 7,387 7,275: 750 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,010: 9 125 -130 -957 -1,061 -1,078 -1,066: 68 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.5 1.6 86.2 86.3 90.8 89.4: 9.2 10.6
Old : 100.0: 2.9 1.5 1.6 86.2 86.3 90.8 89.4: 9.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 1 1 46 52 47 54:
Old : 56: 1 1 1 46 52 47 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 : 31.7 20.3 44.8 35.0 27.4 17.2 37.4 27.8
Old : 31.7 20.3 44.8 35.0 27.4 17.2 37.4 27.8
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,972: 690 0 0 1,720 2,606 2,410 2,606: 562 366
Old : 2,972: 690 0 0 1,720 2,606 2,410 2,606: 562 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -424: -90 0 0 -279 -422 -369 -422: -55 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.0 0.0 57.9 87.7 81.1 87.7: 18.9 12.3
Old : 100.0: 23.2 0.0 0.0 57.9 87.7 81.1 87.7: 18.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 16 20 17 20:
Old : 24: 1 0 0 16 20 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 : 49.9 43.8 68.4 65.8 48.0 40.2 62.8 59.2
Old : 49.9 43.8 68.4 65.8 48.0 40.2 62.8 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,297: 0 0 0 1,400 1,437 1,400 1,437: 897 860
Old : 2,297: 0 0 0 1,400 1,437 1,400 1,437: 897 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -426: 0 0 0 -481 -335 -481 -335: 55 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 60.9 62.6 60.9 62.6: 39.1 37.4
Old : 100.0: 0.0 0.0 0.0 60.9 62.6 60.9 62.6: 39.1 37.4
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 : 20: 0 0 0 12 13 12 13:
Old : 20: 0 0 0 12 13 12 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 : 38.8 34.0 54.9 54.8 31.9 34.0 44.3 46.9
Old : 38.8 34.0 54.9 54.8 31.9 34.0 44.3 46.9
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, August 4, 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 : 7,889: 0 0 0 7,829 7,829 7,829 7,829: 60 60
Old : 7,889: 0 0 0 7,829 7,829 7,829 7,829: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -546: 0 0 0 -496 -546 -496 -546: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 18 20 18:
Old : 22: 0 0 0 20 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 68.4 78.5 85.4 40.5 54.1 53.2 58.5
Old : 51.5 68.4 78.5 85.4 40.5 54.1 53.2 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, August 4, 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 : 298,371: 47,963 13,239 37,815 174,043 217,985 259,821 269,039: 38,550 29,332
Old : 298,371: 47,963 13,239 37,815 174,043 217,985 259,821 269,039: 38,550 29,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,425: 2,060 -2,835 -807 -4,805 1,772 -3,552 -1,870: 2,127 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.4 12.7 58.3 73.1 87.1 90.2: 12.9 9.8
Old : 100.0: 16.1 4.4 12.7 58.3 73.1 87.1 90.2: 12.9 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 : 138: 32 22 43 65 69 123 115:
Old : 138: 32 22 43 65 69 123 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 28.2 37.1 39.8 15.1 15.1 23.2 23.0
Old : 22.4 28.2 37.1 39.8 15.1 15.1 23.2 23.0
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 19,067: 500 0 525 17,479 17,622 18,504 18,147: 563 920
Old : 19,067: 500 0 525 17,479 17,622 18,504 18,147: 563 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,350: 200 -90 -75 -5,275 -5,255 -5,150 -5,420: -200 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 2.8 91.7 92.4 97.0 95.2: 3.0 4.8
Old : 100.0: 2.6 0.0 2.8 91.7 92.4 97.0 95.2: 3.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 0 4 40 45 46 49:
Old : 60: 4 0 4 40 45 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 25.3 56.8 41.9 33.9 20.8 46.2 34.2
Old : 40.0 25.3 56.8 41.9 33.9 20.8 46.2 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,725: 905 1,200 100 18,380 19,265 19,385 20,565: 2,340 1,160
Old : 21,725: 905 1,200 100 18,380 19,265 19,385 20,565: 2,340 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,240: 85 1,200 -100 -1,175 -2,340 -1,190 -1,240: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 0.5 84.6 88.7 89.2 94.7: 10.8 5.3
Old : 100.0: 4.2 5.5 0.5 84.6 88.7 89.2 94.7: 10.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 1 1 24 28 28 30:
Old : 37: 4 1 1 24 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 44.4 61.9 63.6 28.8 34.8 37.6 46.9
Old : 45.0 44.4 61.9 63.6 28.8 34.8 37.6 46.9
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, August 4, 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 : 18,274: 5,029 50 771 12,234 15,638 18,034 16,459: 240 1,815
Old : 18,274: 5,029 50 771 12,234 15,638 18,034 16,459: 240 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -440: -15 0 0 -425 -440 -440 -440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 0.3 4.2 66.9 85.6 98.7 90.1: 1.3 9.9
Old : 100.0: 27.5 0.3 4.2 66.9 85.6 98.7 90.1: 1.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.5 59.0 87.5 75.9 63.3 54.1 74.8 65.2
Old : 69.5 59.0 87.5 75.9 63.3 54.1 74.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 7,777: 0 0 0 7,159 7,511 7,159 7,511: 618 266
Old : 7,777: 0 0 0 7,159 7,511 7,159 7,511: 618 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -334: 0 0 0 -295 -323 -295 -323: -39 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 96.6 92.1 96.6: 7.9 3.4
Old : 100.0: 0.0 0.0 0.0 92.1 96.6 92.1 96.6: 7.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 14 13 14:
Old : 20: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 72.7 81.7 90.7 51.8 72.5 77.0 86.4
Old : 55.3 72.7 81.7 90.7 51.8 72.5 77.0 86.4
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, August 4, 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 : 712,429: 83,827 245,047 243,773 303,977 189,037 631,577 677,857: 80,852 34,572
Old : 712,429: 83,827 245,047 243,773 303,977 189,037 631,577 677,857: 80,852 34,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,437: -5,231 -4,961 13,264 909 1,792 8,942 10,095: -7,505 -8,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 34.4 34.2 42.7 26.5 88.7 95.1: 11.3 4.9
Old : 100.0: 11.8 34.4 34.2 42.7 26.5 88.7 95.1: 11.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 82 88 107 85 68 235 205:
Old : 269: 82 88 107 85 68 235 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 33.3 36.1 43.6 14.1 18.5 19.0 23.9
Old : 24.1 33.3 36.1 43.6 14.1 18.5 19.0 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, August 4, 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 : 81,207: 760 120 2,601 73,636 73,426 76,997 76,147: 4,210 5,060
Old : 81,207: 760 120 2,601 73,636 73,426 76,997 76,147: 4,210 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -4,227: -1,077 -130 867 -3,334 -4,509 -3,544 -3,772: -683 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 3.2 90.7 90.4 94.8 93.8: 5.2 6.2
Old : 100.0: 0.9 0.1 3.2 90.7 90.4 94.8 93.8: 5.2 6.2
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 : 32: 2 1 3 26 27 29 30:
Old : 32: 2 1 3 26 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 43.5 69.4 62.9 47.9 36.7 56.5 51.7
Old : 52.6 43.5 69.4 62.9 47.9 36.7 56.5 51.7
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, August 4, 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 : 49,556: 552 4,567 4,074 37,591 25,380 42,217 34,021: 7,339 15,535
Old : 49,556: 552 4,567 4,074 37,591 25,380 42,217 34,021: 7,339 15,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,373: -248 -7,334 2,157 -6,407 -1,411 -4,498 -6,588: -875 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.2 8.2 75.9 51.2 85.2 68.7: 14.8 31.3
Old : 100.0: 1.1 9.2 8.2 75.9 51.2 85.2 68.7: 14.8 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 3 17 17 20 21:
Old : 24: 1 3 3 17 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 37.3 72.1 52.4 39.0 29.2 54.4 37.9
Old : 48.0 37.3 72.1 52.4 39.0 29.2 54.4 37.9
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, August 4, 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 : 75,636: 3,615 0 892 64,332 63,658 68,839 64,550: 6,797 11,086
Old : 75,636: 3,615 0 892 64,332 63,658 68,839 64,550: 6,797 11,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -7,687: -1,745 0 -552 -4,734 -6,732 -7,031 -7,284: -656 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 1.2 85.1 84.2 91.0 85.3: 9.0 14.7
Old : 100.0: 4.8 0.0 1.2 85.1 84.2 91.0 85.3: 9.0 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 : 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 : 35.8 32.0 56.8 49.1 32.0 27.8 48.0 39.8
Old : 35.8 32.0 56.8 49.1 32.0 27.8 48.0 39.8
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,742: 0 0 0 75,807 79,427 75,807 79,427: 10,935 7,315
Old : 86,742: 0 0 0 75,807 79,427 75,807 79,427: 10,935 7,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,197: 0 0 0 -4,336 -3,995 -4,336 -3,995: -861 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.4 91.6 87.4 91.6: 12.6 8.4
Old : 100.0: 0.0 0.0 0.0 87.4 91.6 87.4 91.6: 12.6 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 : 26: 0 0 0 24 22 24 22:
Old : 26: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 45.6 61.4 65.0 35.2 35.2 49.8 51.9
Old : 40.1 45.6 61.4 65.0 35.2 35.2 49.8 51.9
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, August 4, 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 : 83,059: 5,226 1,096 4,903 65,125 73,211 75,254 79,210: 7,805 3,849
Old : 83,059: 5,226 1,096 4,903 65,125 73,211 75,254 79,210: 7,805 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,051: -590 -68 -405 -4,254 -3,546 -5,249 -4,019: 198 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.3 5.9 78.4 88.1 90.6 95.4: 9.4 4.6
Old : 100.0: 6.3 1.3 5.9 78.4 88.1 90.6 95.4: 9.4 4.6
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 : 38: 2 3 4 25 26 29 31:
Old : 38: 2 3 4 25 26 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 : 42.6 36.2 59.9 57.2 35.2 34.4 47.8 48.6
Old : 42.6 36.2 59.9 57.2 35.2 34.4 47.8 48.6
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, August 4, 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 : 108,723: 0 5,071 6,305 96,303 91,890 102,608 103,266: 6,115 5,457
Old : 108,723: 0 5,071 6,305 96,303 91,890 102,608 103,266: 6,115 5,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -8,564: 0 -604 -995 -7,963 -6,572 -8,958 -8,171: 394 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 5.8 88.6 84.5 94.4 95.0: 5.6 5.0
Old : 100.0: 0.0 4.7 5.8 88.6 84.5 94.4 95.0: 5.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 3 19 28 22 31:
Old : 36: 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 : 62.7 33.7 77.8 55.4 58.7 33.7 70.2 52.8
Old : 62.7 33.7 77.8 55.4 58.7 33.7 70.2 52.8
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, August 4, 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 : 34,700: 0 5,743 1,637 30,977 22,579 32,614 29,959: 2,086 4,741
Old : 34,700: 0 5,743 1,637 30,977 22,579 32,614 29,959: 2,086 4,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,041: 0 -462 0 -1,706 -1,133 -1,706 -1,595: -335 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.6 4.7 89.3 65.1 94.0 86.3: 6.0 13.7
Old : 100.0: 0.0 16.6 4.7 89.3 65.1 94.0 86.3: 6.0 13.7
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 : 61.8 51.7 79.3 74.6 55.1 44.2 66.6 57.4
Old : 61.8 51.7 79.3 74.6 55.1 44.2 66.6 57.4
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, August 4, 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 : 71,564: 11,812 7,377 9,788 45,976 47,302 67,576 64,467: 3,988 7,097
Old : 71,564: 11,812 7,377 9,788 45,976 47,302 67,576 64,467: 3,988 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,275: 8,987 -755 -463 -4,653 5,002 3,871 3,784: -596 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.3 13.7 64.2 66.1 94.4 90.1: 5.6 9.9
Old : 100.0: 16.5 10.3 13.7 64.2 66.1 94.4 90.1: 5.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.1 58.5 85.3 75.4 47.6 41.7 56.1 49.8
Old : 63.1 58.5 85.3 75.4 47.6 41.7 56.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 4, 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 : 49,434: 0 0 0 33,659 41,373 33,659 41,373: 15,775 8,061
Old : 49,434: 0 0 0 33,659 41,373 33,659 41,373: 15,775 8,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,798: -150 0 -310 -4,518 -2,770 -4,978 -3,080: 2,180 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.1 83.7 68.1 83.7: 31.9 16.3
Old : 100.0: 0.0 0.0 0.0 68.1 83.7 68.1 83.7: 31.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 18 20 18:
Old : 22: 0 0 0 20 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 55.3 49.0 71.2 32.3 48.7 42.4 57.2
Old : 33.9 55.3 49.0 71.2 32.3 48.7 42.4 57.2
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, August 4, 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 : 92,242: 5,943 259 5,902 73,085 80,812 84,930 86,973: 7,312 5,269
Old : 92,242: 5,943 259 5,902 73,085 80,812 84,930 86,973: 7,312 5,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -6,306: -2,832 -83 -209 -3,502 -4,785 -6,543 -5,077: 237 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.3 6.4 79.2 87.6 92.1 94.3: 7.9 5.7
Old : 100.0: 6.4 0.3 6.4 79.2 87.6 92.1 94.3: 7.9 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 : 39: 3 2 5 26 31 31 36:
Old : 39: 3 2 5 26 31 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 44.8 57.8 63.7 34.3 43.8 45.5 57.9
Old : 37.8 44.8 57.8 63.7 34.3 43.8 45.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,860: 1,225 4,248 4,476 51,018 43,233 56,719 51,957: 4,141 8,903
Old : 60,860: 1,225 4,248 4,476 51,018 43,233 56,719 51,957: 4,141 8,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -4,552: 480 846 -605 -4,009 -4,236 -4,134 -3,995: -418 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.0 7.4 83.8 71.0 93.2 85.4: 6.8 14.6
Old : 100.0: 2.0 7.0 7.4 83.8 71.0 93.2 85.4: 6.8 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 : 21: 1 1 2 12 15 14 17:
Old : 21: 1 1 2 12 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 37.8 90.7 60.7 72.1 33.4 77.3 53.8
Old : 72.1 37.8 90.7 60.7 72.1 33.4 77.3 53.8
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, August 4, 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 : 117,333: 0 5,216 0 115,201 108,709 115,201 113,925: 2,132 3,408
Old : 117,333: 0 5,216 0 115,201 108,709 115,201 113,925: 2,132 3,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -8,746: -1,240 -1,116 0 -9,514 -7,316 -10,754 -8,432: 2,008 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 98.2 92.6 98.2 97.1: 1.8 2.9
Old : 100.0: 0.0 4.4 0.0 98.2 92.6 98.2 97.1: 1.8 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: 0 2 0 18 17 18 19:
Old : 23: 0 2 0 18 17 18 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 : 67.1 59.2 89.6 80.9 48.9 50.6 58.1 57.1
Old : 67.1 59.2 89.6 80.9 48.9 50.6 58.1 57.1
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, August 4, 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 : 217,214: 8,101 12,831 3,555 198,698 195,348 210,354 211,734: 6,860 5,480
Old : 217,214: 8,101 12,831 3,555 198,698 195,348 210,354 211,734: 6,860 5,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -8,619: -1,269 2,836 -1,760 -6,266 -9,944 -9,295 -8,868: 676 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.9 1.6 91.5 89.9 96.8 97.5: 3.2 2.5
Old : 100.0: 3.7 5.9 1.6 91.5 89.9 96.8 97.5: 3.2 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 : 51: 4 2 5 40 36 46 41:
Old : 51: 4 2 5 40 36 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 44.9 47.6 60.7 27.0 42.0 40.0 51.6
Old : 30.9 44.9 47.6 60.7 27.0 42.0 40.0 51.6
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, August 4, 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 : 144,195: 467 0 3,895 130,807 136,429 135,169 140,324: 9,026 3,871
Old : 144,195: 467 0 3,895 130,807 136,429 135,169 140,324: 9,026 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -7,049: -633 -2,030 1,274 -5,141 -6,332 -4,500 -7,088: -2,549 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 2.7 90.7 94.6 93.7 97.3: 6.3 2.7
Old : 100.0: 0.3 0.0 2.7 90.7 94.6 93.7 97.3: 6.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 2 31 27 33 29:
Old : 37: 2 0 2 31 27 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 49.0 58.9 67.3 37.2 47.3 49.0 64.8
Old : 42.1 49.0 58.9 67.3 37.2 47.3 49.0 64.8
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, August 4, 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 : 259,825: 14,818 726 12,626 214,306 231,516 241,750 244,868: 18,075 14,957
Old : 259,825: 14,818 726 12,626 214,306 231,516 241,750 244,868: 18,075 14,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -7,988: -1,574 -338 -550 -5,728 -5,510 -7,852 -6,398: -136 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.3 4.9 82.5 89.1 93.0 94.2: 7.0 5.8
Old : 100.0: 5.7 0.3 4.9 82.5 89.1 93.0 94.2: 7.0 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 : 47: 4 1 5 37 39 42 44:
Old : 47: 4 1 5 37 39 42 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 : 40.7 28.4 57.9 47.8 31.8 24.5 43.1 42.1
Old : 40.7 28.4 57.9 47.8 31.8 24.5 43.1 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,802: 1,062 1,485 951 73,948 74,439 75,961 76,875: 6,841 5,927
Old : 82,802: 1,062 1,485 951 73,948 74,439 75,961 76,875: 6,841 5,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,827: 0 -119 -9 -5,468 -5,658 -5,477 -5,786: -350 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 1.1 89.3 89.9 91.7 92.8: 8.3 7.2
Old : 100.0: 1.3 1.8 1.1 89.3 89.9 91.7 92.8: 8.3 7.2
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 : 24: 2 1 2 19 17 22 19:
Old : 24: 2 1 2 19 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 45.8 81.2 68.9 56.6 40.5 64.5 57.8
Old : 62.0 45.8 81.2 68.9 56.6 40.5 64.5 57.8
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, August 4, 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 : 2,822,772: 663,764 101,632 816,856 1,312,056 1,891,576 2,792,676 2,810,064: 30,096 12,708
Old : 2,822,772: 663,764 101,632 816,856 1,312,056 1,891,576 2,792,676 2,810,064: 30,096 12,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -143,689: 52,875 -23,068 -80,707 -120,482 -42,581 -148,314 -146,356: 4,625 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.6 28.9 46.5 67.0 98.9 99.5: 1.1 0.5
Old : 100.0: 23.5 3.6 28.9 46.5 67.0 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 41 22 54 99 97 162 152:
Old : 173: 41 22 54 99 97 162 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.4 43.0 48.6 17.2 21.3 23.2 29.2
Old : 31.5 35.4 43.0 48.6 17.2 21.3 23.2 29.2
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, August 4, 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 : 1,041,936: 144,553 61,005 265,833 629,058 714,000 1,039,444 1,040,838: 2,492 1,098
Old : 1,041,936: 144,553 61,005 265,833 629,058 714,000 1,039,444 1,040,838: 2,492 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -131,526: -58,814 12,193 -27,588 -12,550 -106,333 -98,952 -121,728: -32,574 -9,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.9 25.5 60.4 68.5 99.8 99.9: 0.2 0.1
Old : 100.0: 13.9 5.9 25.5 60.4 68.5 99.8 99.9: 0.2 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 : 95: 32 18 35 43 43 85 86:
Old : 95: 32 18 35 43 43 85 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 35.4 46.8 56.8 19.1 27.4 26.0 36.1
Old : 29.2 35.4 46.8 56.8 19.1 27.4 26.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 4, 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 : 37,460: 1,130 1,246 182 35,688 35,976 37,000 37,404: 460 56
Old : 37,460: 1,130 1,246 182 35,688 35,976 37,000 37,404: 460 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,030: -380 -390 38 -1,628 -1,700 -1,970 -2,052: -60 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.3 0.5 95.3 96.0 98.8 99.9: 1.2 0.1
Old : 100.0: 3.0 3.3 0.5 95.3 96.0 98.8 99.9: 1.2 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 : 45: 4 3 4 37 31 43 36:
Old : 45: 4 3 4 37 31 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 41.0 57.1 64.7 19.7 28.2 29.0 39.1
Old : 39.9 41.0 57.1 64.7 19.7 28.2 29.0 39.1
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,579: 0 80 0 8,196 8,393 8,196 8,473: 383 106
Old : 8,579: 0 80 0 8,196 8,393 8,196 8,473: 383 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,321: 0 80 0 1,344 1,264 1,344 1,344: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 95.5 97.8 95.5 98.8: 4.5 1.2
Old : 100.0: 0.0 0.9 0.0 95.5 97.8 95.5 98.8: 4.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 12 16 12 17:
Old : 24: 0 1 0 12 16 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 : 59.1 73.5 85.0 88.5 56.8 69.3 82.8 82.4
Old : 59.1 73.5 85.0 88.5 56.8 69.3 82.8 82.4
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 21,284: 2,992 0 72 16,842 20,038 19,906 20,110: 1,378 1,174
Old : 21,284: 2,992 0 72 16,842 20,038 19,906 20,110: 1,378 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -814: 12 0 -94 -786 -898 -868 -992: 54 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.3 79.1 94.1 93.5 94.5: 6.5 5.5
Old : 100.0: 14.1 0.0 0.3 79.1 94.1 93.5 94.5: 6.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 22 20 24 22:
Old : 27: 2 0 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 62.7 69.9 80.9 48.6 53.2 62.8 68.4
Old : 51.7 62.7 69.9 80.9 48.6 53.2 62.8 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, August 4, 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 : 31,867: 100 580 600 28,596 30,025 29,296 31,205: 2,571 662
Old : 31,867: 100 580 600 28,596 30,025 29,296 31,205: 2,571 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -751: 20 -20 -10 -1,051 -777 -1,041 -807: 290 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.8 1.9 89.7 94.2 91.9 97.9: 8.1 2.1
Old : 100.0: 0.3 1.8 1.9 89.7 94.2 91.9 97.9: 8.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 24 21 26 23:
Old : 27: 1 1 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 : 44.5 42.4 65.2 71.9 30.7 29.6 38.0 40.8
Old : 44.5 42.4 65.2 71.9 30.7 29.6 38.0 40.8
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, August 4, 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 : 24,475: 0 0 0 23,993 23,795 23,993 23,795: 482 680
Old : 24,475: 0 0 0 23,993 23,795 23,993 23,795: 482 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,230: 0 0 0 -1,222 -1,142 -1,222 -1,142: -8 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 97.2 98.0 97.2: 2.0 2.8
Old : 100.0: 0.0 0.0 0.0 98.0 97.2 98.0 97.2: 2.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.5 86.2 83.3 93.5 53.8 75.8 73.8 79.8
Old : 58.5 86.2 83.3 93.5 53.8 75.8 73.8 79.8
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, August 4, 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 : 13,404: 820 0 0 11,060 12,498 11,880 12,498: 1,524 906
Old : 13,404: 820 0 0 11,060 12,498 11,880 12,498: 1,524 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -292: -20 -16 -32 -210 -248 -262 -296: -30 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 82.5 93.2 88.6 93.2: 11.4 6.8
Old : 100.0: 6.1 0.0 0.0 82.5 93.2 88.6 93.2: 11.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 18 18 19 18:
Old : 23: 1 0 0 18 18 19 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 : 36.6 46.1 60.2 75.6 34.6 38.3 53.4 59.3
Old : 36.6 46.1 60.2 75.6 34.6 38.3 53.4 59.3
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, August 4, 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 : 11,950: 0 0 0 10,965 11,536 10,965 11,536: 985 414
Old : 11,950: 0 0 0 10,965 11,536 10,965 11,536: 985 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 250: 0 0 0 436 260 436 260: -186 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 96.5 91.8 96.5: 8.2 3.5
Old : 100.0: 0.0 0.0 0.0 91.8 96.5 91.8 96.5: 8.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 17 17 17:
Old : 22: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 49.6 77.1 73.7 51.0 47.2 64.6 63.9
Old : 56.3 49.6 77.1 73.7 51.0 47.2 64.6 63.9
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, August 4, 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 : 12,182: 0 0 0 11,684 10,804 11,684 10,804: 498 1,378
Old : 12,182: 0 0 0 11,684 10,804 11,684 10,804: 498 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -104: 0 0 0 -74 -266 -74 -266: -30 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 88.7 95.9 88.7: 4.1 11.3
Old : 100.0: 0.0 0.0 0.0 95.9 88.7 95.9 88.7: 4.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.4 51.8 65.1 70.2 31.9 38.6 45.0 49.0
Old : 40.4 51.8 65.1 70.2 31.9 38.6 45.0 49.0
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, August 4, 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 : 490,328: 4,080 19,200 12,240 474,008 458,888 490,328 490,328: 0 0
Old : 490,328: 4,080 19,200 12,240 474,008 458,888 490,328 490,328: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -49,256: -11,760 -4,240 -3,280 -34,216 -41,736 -49,256 -49,256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.9 2.5 96.7 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 3.9 2.5 96.7 93.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 13 5 15 7:
Old : 20: 1 2 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 : 63.6 95.2 88.3 100.0 63.6 95.2 88.3 96.7
Old : 63.6 95.2 88.3 100.0 63.6 95.2 88.3 96.7
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, August 4, 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 : 97,787: 0 7,208 4,677 93,110 85,902 97,787 97,787: 0 0
Old : 97,787: 0 7,208 4,677 93,110 85,902 97,787 97,787: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -4,707: -683 3 -463 -3,561 -4,247 -4,707 -4,707: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 4.8 95.2 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.4 4.8 95.2 87.8 100.0 100.0: 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 : 24: 0 3 1 14 11 15 14:
Old : 24: 0 3 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 : 68.6 70.1 85.3 88.3 68.6 67.3 82.3 83.2
Old : 68.6 70.1 85.3 88.3 68.6 67.3 82.3 83.2
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, August 4, 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 : 1,620,448: 0 139,360 39,280 1,581,168 1,441,808 1,620,448 1,620,448: 0 0
Old : 1,620,448: 0 139,360 39,280 1,581,168 1,441,808 1,620,448 1,620,448: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -69,184: 0 752 -4,512 -64,672 -65,424 -69,184 -69,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 2.4 97.6 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.6 2.4 97.6 89.0 100.0 100.0: 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 : 23: 0 3 1 14 11 15 14:
Old : 23: 0 3 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 : 72.5 75.8 87.6 93.4 72.2 73.2 85.9 88.2
Old : 72.5 75.8 87.6 93.4 72.2 73.2 85.9 88.2
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, August 4, 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 : 153,153: 9,481 86 5,546 138,126 146,466 153,153 152,098: 0 1,055
Old : 153,153: 9,481 86 5,546 138,126 146,466 153,153 152,098: 0 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -12,642: -1,998 -736 0 -10,644 -11,791 -12,642 -12,527: 0 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.1 3.6 90.2 95.6 100.0 99.3: 0.0 0.7
Old : 100.0: 6.2 0.1 3.6 90.2 95.6 100.0 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 : 35: 4 1 1 17 26 22 27:
Old : 35: 4 1 1 17 26 22 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 : 44.8 55.0 67.4 75.3 43.4 54.2 62.2 67.6
Old : 44.8 55.0 67.4 75.3 43.4 54.2 62.2 67.6
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, August 4, 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 : 2,241,923: 177,744 0 43,905 2,020,274 2,198,018 2,241,923 2,241,923: 0 0
Old : 2,241,923: 177,744 0 43,905 2,020,274 2,198,018 2,241,923 2,241,923: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -126,568: 2,256 0 -11,280 -117,544 -115,288 -126,568 -126,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 2.0 90.1 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 0.0 2.0 90.1 98.0 100.0 100.0: 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 : 30: 4 0 2 16 20 20 22:
Old : 30: 4 0 2 16 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 63.1 85.5 81.7 60.9 59.9 81.6 76.2
Old : 61.8 63.1 85.5 81.7 60.9 59.9 81.6 76.2
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, August 4, 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 : 41,321: 38 3,510 42 41,093 37,084 41,173 40,636: 148 685
Old : 41,321: 38 3,510 42 41,093 37,084 41,173 40,636: 148 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,109: 0 -345 0 -2,086 -1,938 -2,086 -2,283: -23 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.5 0.1 99.4 89.7 99.6 98.3: 0.4 1.7
Old : 100.0: 0.1 8.5 0.1 99.4 89.7 99.6 98.3: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 14 13 15 15:
Old : 23: 1 1 1 14 13 15 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 : 68.7 76.1 89.0 93.2 66.1 75.8 82.1 87.1
Old : 68.7 76.1 89.0 93.2 66.1 75.8 82.1 87.1
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, August 4, 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 : 40,492: 5,330 0 0 34,652 40,492 39,982 40,492: 510 0
Old : 40,492: 5,330 0 0 34,652 40,492 39,982 40,492: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,866: -1,426 0 0 -440 -1,866 -1,866 -1,866: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 0.0 85.6 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 13.2 0.0 0.0 85.6 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 0 20 24 22 24:
Old : 31: 2 0 0 20 24 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 49.6 84.8 74.6 58.3 49.1 76.8 69.8
Old : 59.6 49.6 84.8 74.6 58.3 49.1 76.8 69.8
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, August 4, 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 : 727,238: 101,327 0 408 625,503 726,830 727,238 727,238: 0 0
Old : 727,238: 101,327 0 408 625,503 726,830 727,238 727,238: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -20,179: -23,880 0 408 3,293 -20,587 -20,179 -20,179: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.1 86.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 13.9 0.0 0.1 86.0 99.9 100.0 100.0: 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 : 29: 2 0 1 18 21 20 22:
Old : 29: 2 0 1 18 21 20 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 : 59.3 53.9 84.0 78.5 53.5 50.5 75.4 71.6
Old : 59.3 53.9 84.0 78.5 53.5 50.5 75.4 71.6
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, August 4, 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 : 22,069: 0 84 140 20,604 21,729 20,744 21,953: 1,325 116
Old : 22,069: 0 84 140 20,604 21,729 20,744 21,953: 1,325 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,350: 0 0 0 1,335 1,390 1,335 1,390: 15 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.6 93.4 98.5 94.0 99.5: 6.0 0.5
Old : 100.0: 0.0 0.4 0.6 93.4 98.5 94.0 99.5: 6.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 1 1 31 35 32 37:
Old : 40: 0 1 1 31 35 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 : 33.6 46.3 56.4 65.4 28.5 29.4 34.4 39.4
Old : 33.6 46.3 56.4 65.4 28.5 29.4 34.4 39.4
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,710: 230 0 0 8,287 8,602 8,517 8,602: 193 108
Old : 8,710: 230 0 0 8,287 8,602 8,517 8,602: 193 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 144: -20 0 0 16 188 -4 188: 148 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 95.1 98.8 97.8 98.8: 2.2 1.2
Old : 100.0: 2.6 0.0 0.0 95.1 98.8 97.8 98.8: 2.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 20 22 20:
Old : 26: 1 0 0 21 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 58.2 63.8 84.7 35.6 48.5 48.6 58.7
Old : 42.9 58.2 63.8 84.7 35.6 48.5 48.6 58.7
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, August 4, 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 : 18,213: 250 0 65 17,518 18,138 17,833 18,203: 380 10
Old : 18,213: 250 0 65 17,518 18,138 17,833 18,203: 380 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 368: -15 0 65 433 330 483 395: -115 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.4 96.2 99.6 97.9 99.9: 2.1 0.1
Old : 100.0: 1.4 0.0 0.4 96.2 99.6 97.9 99.9: 2.1 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 : 21: 2 0 1 16 17 18 18:
Old : 21: 2 0 1 16 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 54.2 92.6 84.9 49.6 32.6 50.1 47.3
Old : 76.8 54.2 92.6 84.9 49.6 32.6 50.1 47.3
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, August 4, 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 : 14,567: 390 0 440 13,477 14,012 14,307 14,452: 260 115
Old : 14,567: 390 0 440 13,477 14,012 14,307 14,452: 260 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -36: -40 0 225 -202 -261 -17 -36: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 3.0 92.5 96.2 98.2 99.2: 1.8 0.8
Old : 100.0: 2.7 0.0 3.0 92.5 96.2 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 23 21 24 22:
Old : 28: 1 0 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 44.2 78.2 72.3 52.5 36.6 62.9 50.8
Old : 55.9 44.2 78.2 72.3 52.5 36.6 62.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, August 4, 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 : 1,202,598: 219,556 185,411 273,584 621,573 668,316 1,114,713 1,127,311: 87,885 75,287
Old : 1,202,598: 219,556 185,411 273,584 621,573 668,316 1,114,713 1,127,311: 87,885 75,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 29,018: 19,902 -9,667 18,221 -18,895 13,640 19,228 22,194: 9,790 6,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.4 22.7 51.7 55.6 92.7 93.7: 7.3 6.3
Old : 100.0: 18.3 15.4 22.7 51.7 55.6 92.7 93.7: 7.3 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 : 308: 102 90 151 84 93 279 256:
Old : 308: 102 90 151 84 93 279 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 15.7 32.4 26.7 15.1 9.1 20.9 14.9
Old : 22.7 15.7 32.4 26.7 15.1 9.1 20.9 14.9
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, August 4, 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 : 204,987: 35,452 38,705 3,587 143,668 114,382 182,707 156,674: 22,280 48,313
Old : 204,987: 35,452 38,705 3,587 143,668 114,382 182,707 156,674: 22,280 48,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -6,956: -1,197 139 78 -2,919 -6,111 -4,038 -5,894: -2,918 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.9 1.7 70.1 55.8 89.1 76.4: 10.9 23.6
Old : 100.0: 17.3 18.9 1.7 70.1 55.8 89.1 76.4: 10.9 23.6
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 : 38: 4 5 6 27 27 34 35:
Old : 38: 4 5 6 27 27 34 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 : 36.7 31.1 56.2 48.4 33.4 25.1 49.5 39.8
Old : 36.7 31.1 56.2 48.4 33.4 25.1 49.5 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 58,355: 1,245 700 2,720 54,235 54,780 58,200 58,200: 155 155
Old : 58,355: 1,245 700 2,720 54,235 54,780 58,200 58,200: 155 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -9,008: -945 100 690 -8,743 -9,788 -8,998 -8,998: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.2 4.7 92.9 93.9 99.7 99.7: 0.3 0.3
Old : 100.0: 2.1 1.2 4.7 92.9 93.9 99.7 99.7: 0.3 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 : 58: 3 5 6 40 44 47 52:
Old : 58: 3 5 6 40 44 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 29.6 64.5 47.2 36.4 18.5 40.9 27.4
Old : 46.9 29.6 64.5 47.2 36.4 18.5 40.9 27.4
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, August 4, 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 : 178,765: 18,463 43,682 23,356 130,159 102,926 171,978 169,964: 6,787 8,801
Old : 178,765: 18,463 43,682 23,356 130,159 102,926 171,978 169,964: 6,787 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,393: 649 398 783 2,009 2,295 3,441 3,476: -48 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 24.4 13.1 72.8 57.6 96.2 95.1: 3.8 4.9
Old : 100.0: 10.3 24.4 13.1 72.8 57.6 96.2 95.1: 3.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 19 23 25 24 49 50:
Old : 53: 7 19 23 25 24 49 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 : 43.0 34.8 59.6 55.1 19.4 15.2 29.3 21.8
Old : 43.0 34.8 59.6 55.1 19.4 15.2 29.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, August 4, 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 : 45,944: 12,569 3,475 3,727 25,829 36,668 42,125 43,870: 3,819 2,074
Old : 45,944: 12,569 3,475 3,727 25,829 36,668 42,125 43,870: 3,819 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 789: -64 350 -666 1,428 1,626 698 1,310: 91 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.6 8.1 56.2 79.8 91.7 95.5: 8.3 4.5
Old : 100.0: 27.4 7.6 8.1 56.2 79.8 91.7 95.5: 8.3 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 : 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 : 48.5 50.6 67.6 70.3 39.8 32.4 42.6 41.3
Old : 48.5 50.6 67.6 70.3 39.8 32.4 42.6 41.3
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 108,784: 10,435 1,330 7,013 58,456 77,719 75,904 86,062: 32,880 22,722
Old : 108,784: 10,435 1,330 7,013 58,456 77,719 75,904 86,062: 32,880 22,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -4,516: 2,794 -540 -415 -6,047 -2,730 -3,668 -3,685: -848 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.2 6.4 53.7 71.4 69.8 79.1: 30.2 20.9
Old : 100.0: 9.6 1.2 6.4 53.7 71.4 69.8 79.1: 30.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 21 20 25 23:
Old : 25: 3 1 3 21 20 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 : 30.5 33.3 44.9 53.7 18.3 27.2 27.6 37.5
Old : 30.5 33.3 44.9 53.7 18.3 27.2 27.6 37.5
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, August 4, 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 : 42,357: 3,195 948 325 38,762 40,867 42,282 42,140: 75 217
Old : 42,357: 3,195 948 325 38,762 40,867 42,282 42,140: 75 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,185: -10 -210 -290 -4,870 -4,740 -5,170 -5,240: -15 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.2 0.8 91.5 96.5 99.8 99.5: 0.2 0.5
Old : 100.0: 7.5 2.2 0.8 91.5 96.5 99.8 99.5: 0.2 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 : 44: 2 3 1 28 32 30 36:
Old : 44: 2 3 1 28 32 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 33.9 77.5 53.4 57.2 31.6 65.9 47.9
Old : 63.7 33.9 77.5 53.4 57.2 31.6 65.9 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 4, 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 : 19,778: 14,018 2,759 448 2,870 16,326 17,336 19,533: 2,442 245
Old : 19,778: 14,018 2,759 448 2,870 16,326 17,336 19,533: 2,442 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,413: 1,023 47 144 46 1,432 1,213 1,623: 200 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 13.9 2.3 14.5 82.5 87.7 98.8: 12.3 1.2
Old : 100.0: 70.9 13.9 2.3 14.5 82.5 87.7 98.8: 12.3 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 : 141: 81 12 7 17 29 104 45:
Old : 141: 81 12 7 17 29 104 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 : 31.0 41.2 45.7 58.0 31.0 41.2 45.7 58.0
Old : 31.0 41.2 45.7 58.0 31.0 41.2 45.7 58.0
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, August 4, 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 : 23,272: 14,046 2,045 250 5,150 20,140 19,446 22,435: 3,826 837
Old : 23,272: 14,046 2,045 250 5,150 20,140 19,446 22,435: 3,826 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 983: 1,213 -773 45 -450 1,954 808 1,226: 175 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 8.8 1.1 22.1 86.5 83.6 96.4: 16.4 3.6
Old : 100.0: 60.4 8.8 1.1 22.1 86.5 83.6 96.4: 16.4 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 : 102: 56 11 1 10 27 66 39:
Old : 102: 56 11 1 10 27 66 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 39.1 40.2 58.2 25.8 39.1 40.2 58.2
Old : 25.8 39.1 40.2 58.2 25.8 39.1 40.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 211,080: 64,444 7,885 17,114 113,124 174,278 194,682 199,277: 16,398 11,803
Old : 211,080: 64,444 7,885 17,114 113,124 174,278 194,682 199,277: 16,398 11,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 6,104: 4,313 1,923 1,818 -1,386 5,382 4,745 9,123: 1,359 -3,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 3.7 8.1 53.6 82.6 92.2 94.4: 7.8 5.6
Old : 100.0: 30.5 3.7 8.1 53.6 82.6 92.2 94.4: 7.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 56 22 39 72 94 151 139:
Old : 184: 56 22 39 72 94 151 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 25.3 32.6 38.0 14.5 17.5 22.9 24.8
Old : 20.6 25.3 32.6 38.0 14.5 17.5 22.9 24.8
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, August 4, 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 : 20,925: 1,329 0 250 13,866 16,155 15,445 16,405: 5,480 4,520
Old : 20,925: 1,329 0 250 13,866 16,155 15,445 16,405: 5,480 4,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,488: -201 -167 -43 -2,074 -2,204 -2,318 -2,414: -170 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 1.2 66.3 77.2 73.8 78.4: 26.2 21.6
Old : 100.0: 6.4 0.0 1.2 66.3 77.2 73.8 78.4: 26.2 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 13 16 15 18:
Old : 21: 2 0 2 13 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 44.2 62.9 62.2 45.0 42.5 53.9 53.7
Old : 51.4 44.2 62.9 62.2 45.0 42.5 53.9 53.7
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,138: 1,954 0 150 6,901 8,738 9,005 8,888: 133 250
Old : 9,138: 1,954 0 150 6,901 8,738 9,005 8,888: 133 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,610: 550 -100 -250 -1,943 -1,260 -1,643 -1,610: 33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 1.6 75.5 95.6 98.5 97.3: 1.5 2.7
Old : 100.0: 21.4 0.0 1.6 75.5 95.6 98.5 97.3: 1.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 0 1 29 26 35 27:
Old : 43: 5 0 1 29 26 35 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 : 32.7 44.4 54.7 63.0 29.5 29.8 42.4 42.8
Old : 32.7 44.4 54.7 63.0 29.5 29.8 42.4 42.8
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, August 4, 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 : 38,095: 2,975 0 0 34,429 38,093 37,404 38,093: 691 2
Old : 38,095: 2,975 0 0 34,429 38,093 37,404 38,093: 691 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,814: 220 0 0 -2,950 -2,813 -2,730 -2,813: -84 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 90.4 100.0 98.2 100.0: 1.8 0.0
Old : 100.0: 7.8 0.0 0.0 90.4 100.0 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 0 0 34 29 37 29:
Old : 41: 3 0 0 34 29 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 66.9 65.1 83.5 33.3 44.8 42.7 56.1
Old : 48.7 66.9 65.1 83.5 33.3 44.8 42.7 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,382: 976 0 23 18,077 17,992 19,076 18,015: 306 1,367
Old : 19,382: 976 0 23 18,077 17,992 19,076 18,015: 306 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,141: -23 0 -8 -2,141 -2,086 -2,172 -2,094: 31 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.1 93.3 92.8 98.4 92.9: 1.6 7.1
Old : 100.0: 5.0 0.0 0.1 93.3 92.8 98.4 92.9: 1.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 22 15 24 16:
Old : 28: 2 0 1 22 15 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 85.2 78.6 90.1 55.3 78.4 72.5 79.5
Old : 57.6 85.2 78.6 90.1 55.3 78.4 72.5 79.5
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,256: 150 0 50 15,056 15,206 15,256 15,256: 0 0
Old : 15,256: 150 0 50 15,056 15,206 15,256 15,256: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,600: 0 -50 0 -2,600 -2,550 -2,600 -2,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.3 98.7 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.3 98.7 99.7 100.0 100.0: 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 : 42: 1 0 1 27 26 29 27:
Old : 42: 1 0 1 27 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 50.1 72.1 70.7 29.4 29.9 41.0 41.8
Old : 54.2 50.1 72.1 70.7 29.4 29.9 41.0 41.8
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, August 4, 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 : 4,420: 298 283 9 3,007 3,439 3,314 3,731: 1,106 689
Old : 4,420: 298 283 9 3,007 3,439 3,314 3,731: 1,106 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -415: 167 -104 0 -258 -195 -91 -299: -324 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.4 0.2 68.0 77.8 75.0 84.4: 25.0 15.6
Old : 100.0: 6.7 6.4 0.2 68.0 77.8 75.0 84.4: 25.0 15.6
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 : 28: 2 2 1 18 19 20 22:
Old : 28: 2 2 1 18 19 20 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 : 48.2 38.9 62.0 58.7 45.2 34.9 58.8 52.6
Old : 48.2 38.9 62.0 58.7 45.2 34.9 58.8 52.6
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, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,079: 145 0 0 14,027 14,409 14,172 14,409: 907 670
Old : 15,079: 145 0 0 14,027 14,409 14,172 14,409: 907 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,754: -50 0 0 -2,510 -2,879 -2,560 -2,879: -194 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 93.0 95.6 94.0 95.6: 6.0 4.4
Old : 100.0: 1.0 0.0 0.0 93.0 95.6 94.0 95.6: 6.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 21 10 22 10:
Old : 24: 1 0 0 21 10 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 86.2 76.5 93.6 48.6 77.7 65.0 77.8
Old : 55.2 86.2 76.5 93.6 48.6 77.7 65.0 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,710: 2,369 952 98 18,708 20,432 21,175 21,482: 535 228
Old : 21,710: 2,369 952 98 18,708 20,432 21,175 21,482: 535 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,546: -123 -256 -16 -2,236 -2,283 -2,375 -2,555: -171 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.4 0.5 86.2 94.1 97.5 98.9: 2.5 1.1
Old : 100.0: 10.9 4.4 0.5 86.2 94.1 97.5 98.9: 2.5 1.1
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 : 42: 5 2 2 27 29 32 33:
Old : 42: 5 2 2 27 29 32 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 : 31.5 42.0 53.9 63.8 25.4 35.5 42.5 49.7
Old : 31.5 42.0 53.9 63.8 25.4 35.5 42.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,977: 45 90 0 9,818 9,735 9,863 9,825: 114 152
Old : 9,977: 45 90 0 9,818 9,735 9,863 9,825: 114 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,500: 0 90 0 -1,436 -1,510 -1,436 -1,420: -64 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 0.0 98.4 97.6 98.9 98.5: 1.1 1.5
Old : 100.0: 0.5 0.9 0.0 98.4 97.6 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 27 19 28 20:
Old : 33: 1 1 0 27 19 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 51.5 67.4 76.9 34.0 39.7 51.4 53.1
Old : 42.9 51.5 67.4 76.9 34.0 39.7 51.4 53.1
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, August 4, 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 : 59,326: 6,797 11 1,729 46,087 56,400 54,613 58,140: 4,713 1,186
Old : 59,326: 6,797 11 1,729 46,087 56,400 54,613 58,140: 4,713 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,741: 1,222 -25 -416 -3,125 -2,241 -2,319 -2,682: -422 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.0 2.9 77.7 95.1 92.1 98.0: 7.9 2.0
Old : 100.0: 11.5 0.0 2.9 77.7 95.1 92.1 98.0: 7.9 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 : 47: 5 1 3 32 38 38 41:
Old : 47: 5 1 3 32 38 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.8 45.9 50.9 21.1 23.4 31.6 36.3
Old : 26.7 30.8 45.9 50.9 21.1 23.4 31.6 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009