GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, August 11, 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 : 37,608: 956 225 157 36,323 37,157 37,436 37,539: 172 69
Old : 37,608: 956 225 157 36,323 37,157 37,436 37,539: 172 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,021: 0 0 0 1,039 1,021 1,039 1,021: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.6 0.4 96.6 98.8 99.5 99.8: 0.5 0.2
Old : 100.0: 2.5 0.6 0.4 96.6 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 : 37.1 46.8 57.5 70.5 23.4 25.9 32.4 32.3
Old : 37.1 46.8 57.5 70.5 23.4 25.9 32.4 32.3
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,827: 250 120 75 22,427 22,512 22,752 22,707: 75 120
Old : 22,827: 250 120 75 22,427 22,512 22,752 22,707: 75 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -618: 0 0 0 -603 -618 -603 -618: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 0.3 98.2 98.6 99.7 99.5: 0.3 0.5
Old : 100.0: 1.1 0.5 0.3 98.2 98.6 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 30 31 32 33:
Old : 41: 1 1 1 30 31 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 : 61.9 60.1 75.5 78.8 50.4 48.9 57.6 59.1
Old : 61.9 60.1 75.5 78.8 50.4 48.9 57.6 59.1
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 11, 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 : 7,443: 322 216 472 5,975 6,037 6,769 6,725: 674 718
Old : 7,443: 322 216 472 5,975 6,037 6,769 6,725: 674 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 258: 0 0 0 335 314 335 314: -77 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.9 6.3 80.3 81.1 90.9 90.4: 9.1 9.6
Old : 100.0: 4.3 2.9 6.3 80.3 81.1 90.9 90.4: 9.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 25 22 26 24:
Old : 28: 1 1 1 25 22 26 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 : 46.4 59.1 62.1 69.2 38.6 50.7 49.5 54.9
Old : 46.4 59.1 62.1 69.2 38.6 50.7 49.5 54.9
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 11, 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 : 11,427: 165 136 595 9,529 9,635 10,289 10,366: 1,138 1,061
Old : 11,427: 165 136 595 9,529 9,635 10,289 10,366: 1,138 1,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 390: 0 77 19 472 476 491 572: -101 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.2 5.2 83.4 84.3 90.0 90.7: 10.0 9.3
Old : 100.0: 1.4 1.2 5.2 83.4 84.3 90.0 90.7: 10.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 2 5 39 43 44 48:
Old : 49: 2 2 5 39 43 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 31.6 45.6 45.8 25.5 22.2 36.4 32.4
Old : 27.9 31.6 45.6 45.8 25.5 22.2 36.4 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 11, 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 : 8,435: 278 155 147 7,272 7,320 7,697 7,622: 738 813
Old : 8,435: 278 155 147 7,272 7,320 7,697 7,622: 738 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 298: 38 30 17 255 300 310 347: -12 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 1.7 86.2 86.8 91.3 90.4: 8.7 9.6
Old : 100.0: 3.3 1.8 1.7 86.2 86.8 91.3 90.4: 8.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 2 2 48 52 50 56:
Old : 58: 2 2 2 48 52 50 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 20.9 43.5 34.4 26.7 17.2 37.3 27.9
Old : 30.2 20.9 43.5 34.4 26.7 17.2 37.3 27.9
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 11, 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 : 2,999: 750 0 0 1,672 2,623 2,422 2,623: 577 376
Old : 2,999: 750 0 0 1,672 2,623 2,422 2,623: 577 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 27: 60 0 0 -48 17 12 17: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.0 0.0 55.8 87.5 80.8 87.5: 19.2 12.5
Old : 100.0: 25.0 0.0 0.0 55.8 87.5 80.8 87.5: 19.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 16 19 17 19:
Old : 24: 1 0 0 16 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 43.7 69.2 65.2 49.5 41.0 63.8 59.6
Old : 50.9 43.7 69.2 65.2 49.5 41.0 63.8 59.6
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 11, 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 : 2,352: 0 0 0 1,480 1,432 1,480 1,432: 872 920
Old : 2,352: 0 0 0 1,480 1,432 1,480 1,432: 872 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 55: 0 0 0 80 -5 80 -5: -25 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 62.9 60.9 62.9 60.9: 37.1 39.1
Old : 100.0: 0.0 0.0 0.0 62.9 60.9 62.9 60.9: 37.1 39.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 40.1 34.3 56.2 53.3 34.5 34.3 47.9 46.9
Old : 40.1 34.3 56.2 53.3 34.5 34.3 47.9 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 11, 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 : 8,514: 0 0 0 8,454 8,454 8,454 8,454: 60 60
Old : 8,514: 0 0 0 8,454 8,454 8,454 8,454: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 625: 0 0 0 625 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.6 71.0 80.0 85.9 32.2 47.5 46.7 51.6
Old : 50.6 71.0 80.0 85.9 32.2 47.5 46.7 51.6
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 11, 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 : 305,823: 52,089 14,416 38,542 175,906 226,401 266,537 279,359: 39,286 26,464
Old : 305,823: 52,089 14,416 38,542 175,906 226,401 266,537 279,359: 39,286 26,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 7,452: 4,126 1,177 727 1,863 8,416 6,716 10,320: 736 -2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 4.7 12.6 57.5 74.0 87.2 91.3: 12.8 8.7
Old : 100.0: 17.0 4.7 12.6 57.5 74.0 87.2 91.3: 12.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 32 23 44 65 69 122 119:
Old : 140: 32 23 44 65 69 122 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 29.1 36.5 40.7 14.3 16.1 22.7 24.0
Old : 22.0 29.1 36.5 40.7 14.3 16.1 22.7 24.0
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 21,021: 500 0 575 19,333 19,326 20,408 19,901: 613 1,120
Old : 21,021: 500 0 575 19,333 19,326 20,408 19,901: 613 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,954: 0 0 50 1,854 1,704 1,904 1,754: 50 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 2.7 92.0 91.9 97.1 94.7: 2.9 5.3
Old : 100.0: 2.4 0.0 2.7 92.0 91.9 97.1 94.7: 2.9 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 : 61: 4 0 4 40 47 46 51:
Old : 61: 4 0 4 40 47 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 25.3 59.2 41.9 35.7 20.1 48.8 33.8
Old : 42.2 25.3 59.2 41.9 35.7 20.1 48.8 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, August 11, 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 : 21,935: 905 1,200 100 18,590 19,475 19,595 20,775: 2,340 1,160
Old : 21,935: 905 1,200 100 18,590 19,475 19,595 20,775: 2,340 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 210: 0 0 0 210 210 210 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.5 0.5 84.8 88.8 89.3 94.7: 10.7 5.3
Old : 100.0: 4.1 5.5 0.5 84.8 88.8 89.3 94.7: 10.7 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 : 44.6 44.0 61.2 63.0 28.6 34.5 38.9 46.5
Old : 44.6 44.0 61.2 63.0 28.6 34.5 38.9 46.5
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 11, 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 : 18,949: 5,404 50 921 12,384 16,163 18,709 17,134: 240 1,815
Old : 18,949: 5,404 50 921 12,384 16,163 18,709 17,134: 240 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 675: 375 0 150 150 525 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 0.3 4.9 65.4 85.3 98.7 90.4: 1.3 9.6
Old : 100.0: 28.5 0.3 4.9 65.4 85.3 98.7 90.4: 1.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 11 16 15 18:
Old : 21: 3 1 2 11 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 : 71.0 58.0 88.3 75.2 64.2 53.3 75.3 65.1
Old : 71.0 58.0 88.3 75.2 64.2 53.3 75.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, August 11, 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 : 1,602: 0 50 0 1,500 1,502 1,500 1,552: 102 50
Old : 1,602: 0 50 0 1,500 1,502 1,500 1,552: 102 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -659: 0 0 0 -356 -174 -356 -174: -303 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 93.6 93.8 93.6 96.9: 6.4 3.1
Old : 100.0: 0.0 3.1 0.0 93.6 93.8 93.6 96.9: 6.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 13 18 13 19:
Old : 24: 0 1 0 13 18 13 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 : 59.3 37.6 78.0 62.5 49.9 34.5 62.4 56.3
Old : 59.3 37.6 78.0 62.5 49.9 34.5 62.4 56.3
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 11, 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 : 7,858: 0 0 0 7,234 7,565 7,234 7,565: 624 293
Old : 7,858: 0 0 0 7,234 7,565 7,234 7,565: 624 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 81: 0 0 0 75 54 75 54: 6 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 96.3 92.1 96.3: 7.9 3.7
Old : 100.0: 0.0 0.0 0.0 92.1 96.3 92.1 96.3: 7.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 15 14 15:
Old : 21: 0 0 0 14 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 72.2 81.5 90.0 51.4 71.9 76.8 86.0
Old : 55.2 72.2 81.5 90.0 51.4 71.9 76.8 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 11, 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 : 732,986: 94,803 248,823 256,623 294,170 187,708 645,596 693,154: 87,390 39,832
Old : 732,986: 94,803 248,823 256,623 294,170 187,708 645,596 693,154: 87,390 39,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 20,557: 10,976 3,776 12,850 -9,807 -1,329 14,019 15,297: 6,538 5,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 33.9 35.0 40.1 25.6 88.1 94.6: 11.9 5.4
Old : 100.0: 12.9 33.9 35.0 40.1 25.6 88.1 94.6: 11.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 82 92 106 86 66 233 211:
Old : 275: 82 92 106 86 66 233 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 34.5 35.9 44.5 13.0 18.9 17.8 24.8
Old : 24.3 34.5 35.9 44.5 13.0 18.9 17.8 24.8
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 11, 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 : 80,775: 332 120 2,601 71,445 72,934 74,378 75,655: 6,397 5,120
Old : 80,775: 332 120 2,601 71,445 72,934 74,378 75,655: 6,397 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -432: -428 0 0 -2,191 -492 -2,619 -492: 2,187 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 3.2 88.4 90.3 92.1 93.7: 7.9 6.3
Old : 100.0: 0.4 0.1 3.2 88.4 90.3 92.1 93.7: 7.9 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 : 31: 2 1 3 25 27 28 30:
Old : 31: 2 1 3 25 27 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 : 53.2 43.5 69.9 62.6 48.5 36.6 55.4 51.3
Old : 53.2 43.5 69.9 62.6 48.5 36.6 55.4 51.3
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 11, 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 : 49,596: 722 4,674 3,776 37,711 25,563 42,209 34,013: 7,387 15,583
Old : 49,596: 722 4,674 3,776 37,711 25,563 42,209 34,013: 7,387 15,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 40: 170 107 -298 120 183 -8 -8: 48 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.4 7.6 76.0 51.5 85.1 68.6: 14.9 31.4
Old : 100.0: 1.5 9.4 7.6 76.0 51.5 85.1 68.6: 14.9 31.4
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: 2 2 3 16 17 19 21:
Old : 24: 2 2 3 16 17 19 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 71.3 52.3 38.9 29.9 54.4 38.6
Old : 48.0 37.3 71.3 52.3 38.9 29.9 54.4 38.6
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 11, 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 : 75,758: 3,615 0 892 64,454 63,780 68,961 64,672: 6,797 11,086
Old : 75,758: 3,615 0 892 64,454 63,780 68,961 64,672: 6,797 11,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 122: 0 0 0 122 122 122 122: 0 0
: : :
: : 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 85.4: 9.0 14.6
Old : 100.0: 4.8 0.0 1.2 85.1 84.2 91.0 85.4: 9.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 3 26 28 30 31:
Old : 33: 3 0 3 26 28 30 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 : 35.1 31.9 56.0 49.0 31.2 27.3 47.1 39.3
Old : 35.1 31.9 56.0 49.0 31.2 27.3 47.1 39.3
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 11, 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 : 86,920: 0 0 0 75,985 79,605 75,985 79,605: 10,935 7,315
Old : 86,920: 0 0 0 75,985 79,605 75,985 79,605: 10,935 7,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 178: 0 0 0 178 178 178 178: 0 0
: : :
: : 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 : 40.3 45.5 61.6 64.8 35.4 35.1 50.0 52.1
Old : 40.3 45.5 61.6 64.8 35.4 35.1 50.0 52.1
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 11, 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 : 86,332: 3,901 1,194 5,536 70,723 75,238 80,160 81,968: 6,172 4,364
Old : 86,332: 3,901 1,194 5,536 70,723 75,238 80,160 81,968: 6,172 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 3,273: -1,325 98 633 5,598 2,027 4,906 2,758: -1,633 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.4 6.4 81.9 87.1 92.9 94.9: 7.1 5.1
Old : 100.0: 4.5 1.4 6.4 81.9 87.1 92.9 94.9: 7.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 4 27 26 31 31:
Old : 38: 2 3 4 27 26 31 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 : 42.9 34.9 59.5 55.8 35.6 33.8 50.7 49.9
Old : 42.9 34.9 59.5 55.8 35.6 33.8 50.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, August 11, 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 : 110,214: 0 3,099 7,308 97,031 92,274 104,339 102,681: 5,875 7,533
Old : 110,214: 0 3,099 7,308 97,031 92,274 104,339 102,681: 5,875 7,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,491: 0 -1,972 1,003 728 384 1,731 -585: -240 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 6.6 88.0 83.7 94.7 93.2: 5.3 6.8
Old : 100.0: 0.0 2.8 6.6 88.0 83.7 94.7 93.2: 5.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.8 33.2 78.3 54.2 57.9 33.2 69.2 52.4
Old : 61.8 33.2 78.3 54.2 57.9 33.2 69.2 52.4
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 11, 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 : 34,852: 0 5,509 1,965 30,219 22,487 32,184 29,961: 2,668 4,891
Old : 34,852: 0 5,509 1,965 30,219 22,487 32,184 29,961: 2,668 4,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 152: 0 -234 328 -758 -92 -430 2: 582 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 5.6 86.7 64.5 92.3 86.0: 7.7 14.0
Old : 100.0: 0.0 15.8 5.6 86.7 64.5 92.3 86.0: 7.7 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 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 : 58.7 51.1 76.1 74.9 51.7 42.9 63.2 56.0
Old : 58.7 51.1 76.1 74.9 51.7 42.9 63.2 56.0
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,598: 14,181 5,023 11,726 48,581 54,278 74,488 71,027: 4,110 7,571
Old : 78,598: 14,181 5,023 11,726 48,581 54,278 74,488 71,027: 4,110 7,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 7,034: 2,369 -2,354 1,938 2,605 6,976 6,912 6,560: 122 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.4 14.9 61.8 69.1 94.8 90.4: 5.2 9.6
Old : 100.0: 18.0 6.4 14.9 61.8 69.1 94.8 90.4: 5.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 15 17 18 19:
Old : 23: 2 1 2 15 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 : 62.5 62.5 86.1 77.9 47.8 43.7 56.8 50.9
Old : 62.5 62.5 86.1 77.9 47.8 43.7 56.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 11, 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 : 50,406: 0 0 0 34,631 42,345 34,631 42,345: 15,775 8,061
Old : 50,406: 0 0 0 34,631 42,345 34,631 42,345: 15,775 8,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 972: 0 0 0 972 972 972 972: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.7 84.0 68.7 84.0: 31.3 16.0
Old : 100.0: 0.0 0.0 0.0 68.7 84.0 68.7 84.0: 31.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 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 : 33.2 55.9 50.0 71.7 31.7 49.6 42.7 57.7
Old : 33.2 55.9 50.0 71.7 31.7 49.6 42.7 57.7
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 11, 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 : 92,891: 4,728 959 5,135 74,806 81,378 84,669 87,472: 8,222 5,419
Old : 92,891: 4,728 959 5,135 74,806 81,378 84,669 87,472: 8,222 5,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 649: -1,215 700 -767 1,721 566 -261 499: 910 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.0 5.5 80.5 87.6 91.1 94.2: 8.9 5.8
Old : 100.0: 5.1 1.0 5.5 80.5 87.6 91.1 94.2: 8.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 5 25 30 30 35:
Old : 38: 3 2 5 25 30 30 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 : 36.8 44.5 57.5 62.9 33.0 43.5 46.8 57.3
Old : 36.8 44.5 57.5 62.9 33.0 43.5 46.8 57.3
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,348: 1,011 5,254 3,834 52,362 43,233 57,207 52,321: 4,141 9,027
Old : 61,348: 1,011 5,254 3,834 52,362 43,233 57,207 52,321: 4,141 9,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 488: -214 1,006 -642 1,344 0 488 364: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 8.6 6.2 85.4 70.5 93.2 85.3: 6.8 14.7
Old : 100.0: 1.6 8.6 6.2 85.4 70.5 93.2 85.3: 6.8 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 : 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 : 72.9 38.1 90.0 60.8 72.9 34.7 77.8 55.0
Old : 72.9 38.1 90.0 60.8 72.9 34.7 77.8 55.0
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 11, 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 : 118,833: 0 5,216 0 116,701 110,209 116,701 115,425: 2,132 3,408
Old : 118,833: 0 5,216 0 116,701 110,209 116,701 115,425: 2,132 3,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,500: 0 0 0 1,500 1,500 1,500 1,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 98.2 92.7 98.2 97.1: 1.8 2.9
Old : 100.0: 0.0 4.4 0.0 98.2 92.7 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 : 25: 0 2 0 20 17 20 19:
Old : 25: 0 2 0 20 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 58.4 87.4 81.2 46.1 50.0 55.4 56.3
Old : 66.3 58.4 87.4 81.2 46.1 50.0 55.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, August 11, 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 : 216,413: 7,618 12,248 4,201 197,005 194,428 208,824 210,877: 7,589 5,536
Old : 216,413: 7,618 12,248 4,201 197,005 194,428 208,824 210,877: 7,589 5,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -801: -483 -583 646 -1,693 -920 -1,530 -857: 729 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.7 1.9 91.0 89.8 96.5 97.4: 3.5 2.6
Old : 100.0: 3.5 5.7 1.9 91.0 89.8 96.5 97.4: 3.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 2 5 40 37 46 42:
Old : 52: 4 2 5 40 37 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 45.5 47.6 60.9 26.9 43.1 39.4 51.6
Old : 30.8 45.5 47.6 60.9 26.9 43.1 39.4 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 11, 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 : 150,444: 325 29 3,917 135,895 142,719 140,137 146,665: 10,307 3,779
Old : 150,444: 325 29 3,917 135,895 142,719 140,137 146,665: 10,307 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 6,249: -142 29 22 5,088 6,290 4,968 6,341: 1,281 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 2.6 90.3 94.9 93.1 97.5: 6.9 2.5
Old : 100.0: 0.2 0.0 2.6 90.3 94.9 93.1 97.5: 6.9 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 : 37: 1 1 2 31 27 33 29:
Old : 37: 1 1 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 : 40.4 47.8 58.1 67.4 35.6 46.2 48.7 63.7
Old : 40.4 47.8 58.1 67.4 35.6 46.2 48.7 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, August 11, 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 : 262,480: 13,432 1,041 13,397 216,940 233,815 243,769 248,253: 18,711 14,227
Old : 262,480: 13,432 1,041 13,397 216,940 233,815 243,769 248,253: 18,711 14,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 2,655: -1,386 315 771 2,634 2,299 2,019 3,385: 636 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.4 5.1 82.7 89.1 92.9 94.6: 7.1 5.4
Old : 100.0: 5.1 0.4 5.1 82.7 89.1 92.9 94.6: 7.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 5 37 39 42 44:
Old : 47: 3 2 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 : 39.8 28.6 57.0 48.4 30.7 24.8 41.8 42.4
Old : 39.8 28.6 57.0 48.4 30.7 24.8 41.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, August 11, 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 : 81,763: 1,062 1,485 951 72,909 73,400 74,922 75,836: 6,841 5,927
Old : 81,763: 1,062 1,485 951 72,909 73,400 74,922 75,836: 6,841 5,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -1,039: 0 0 0 -1,039 -1,039 -1,039 -1,039: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 1.2 89.2 89.8 91.6 92.8: 8.4 7.2
Old : 100.0: 1.3 1.8 1.2 89.2 89.8 91.6 92.8: 8.4 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 16 22 18:
Old : 24: 2 1 2 19 16 22 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 : 61.5 46.4 81.0 69.8 57.4 41.0 65.3 58.5
Old : 61.5 46.4 81.0 69.8 57.4 41.0 65.3 58.5
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 11, 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 : 2,854,115: 655,391 93,826 832,386 1,337,625 1,914,065 2,825,402 2,840,277: 28,713 13,838
Old : 2,854,115: 655,391 93,826 832,386 1,337,625 1,914,065 2,825,402 2,840,277: 28,713 13,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 31,343: -8,373 -7,806 15,530 25,569 22,489 32,726 30,213: -1,383 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.3 29.2 46.9 67.1 99.0 99.5: 1.0 0.5
Old : 100.0: 23.0 3.3 29.2 46.9 67.1 99.0 99.5: 1.0 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 : 178: 42 24 56 100 97 165 156:
Old : 178: 42 24 56 100 97 165 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.2 42.9 48.4 16.9 21.2 22.7 29.2
Old : 31.6 35.2 42.9 48.4 16.9 21.2 22.7 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 11, 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 : 1,055,984: 151,104 63,781 264,235 637,836 726,563 1,053,175 1,054,579: 2,809 1,405
Old : 1,055,984: 151,104 63,781 264,235 637,836 726,563 1,053,175 1,054,579: 2,809 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 14,048: 6,551 2,776 -1,598 8,778 12,563 13,731 13,741: 317 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 6.0 25.0 60.4 68.8 99.7 99.9: 0.3 0.1
Old : 100.0: 14.3 6.0 25.0 60.4 68.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 31 20 36 43 43 87 86:
Old : 96: 31 20 36 43 43 87 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 : 29.7 36.1 47.2 56.9 19.8 28.1 27.0 36.6
Old : 29.7 36.1 47.2 56.9 19.8 28.1 27.0 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, August 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,544: 50 95 0 1,210 1,193 1,260 1,288: 284 256
Old : 1,544: 50 95 0 1,210 1,193 1,260 1,288: 284 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.2 0.0 78.4 77.3 81.6 83.4: 18.4 16.6
Old : 100.0: 3.2 6.2 0.0 78.4 77.3 81.6 83.4: 18.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 17 16 18 17:
Old : 20: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.5 63.8 63.5 36.2 30.8 45.6 43.1
Old : 41.0 39.5 63.8 63.5 36.2 30.8 45.6 43.1
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 11, 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 : 37,362: 1,130 1,246 182 35,586 35,878 36,898 37,306: 464 56
Old : 37,362: 1,130 1,246 182 35,586 35,878 36,898 37,306: 464 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -98: 0 0 0 -102 -98 -102 -98: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.3 0.5 95.2 96.0 98.8 99.9: 1.2 0.1
Old : 100.0: 3.0 3.3 0.5 95.2 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 : 39.4 41.7 57.6 65.2 20.2 28.9 29.4 39.2
Old : 39.4 41.7 57.6 65.2 20.2 28.9 29.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 11, 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 : 8,923: 344 80 0 8,196 8,737 8,540 8,817: 383 106
Old : 8,923: 344 80 0 8,196 8,737 8,540 8,817: 383 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 344: 344 0 0 0 344 344 344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.9 0.0 91.9 97.9 95.7 98.8: 4.3 1.2
Old : 100.0: 3.9 0.9 0.0 91.9 97.9 95.7 98.8: 4.3 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 : 26: 1 1 0 12 17 13 18:
Old : 26: 1 1 0 12 17 13 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 : 56.8 70.6 81.7 86.6 54.6 66.6 79.6 80.7
Old : 56.8 70.6 81.7 86.6 54.6 66.6 79.6 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, August 11, 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 16,822 20,038 19,886 20,110: 1,398 1,174
Old : 21,284: 2,992 0 72 16,822 20,038 19,886 20,110: 1,398 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 0: 0 0 0 -20 0 -20 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.3 79.0 94.1 93.4 94.5: 6.6 5.5
Old : 100.0: 14.1 0.0 0.3 79.0 94.1 93.4 94.5: 6.6 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 : 51.6 62.7 69.8 80.9 48.5 53.2 62.7 68.4
Old : 51.6 62.7 69.8 80.9 48.5 53.2 62.7 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 11, 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: August 4, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 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 11, 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 : 24,571: 0 0 0 24,089 23,891 24,089 23,891: 482 680
Old : 24,571: 0 0 0 24,089 23,891 24,089 23,891: 482 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 96: 0 0 0 96 96 96 96: 0 0
: : :
: : 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 : 58.3 86.3 83.4 93.5 53.5 75.9 73.9 79.9
Old : 58.3 86.3 83.4 93.5 53.5 75.9 73.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, August 11, 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 : 13,400: 820 0 0 11,050 12,518 11,870 12,518: 1,530 882
Old : 13,400: 820 0 0 11,050 12,518 11,870 12,518: 1,530 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -4: 0 0 0 -10 20 -10 20: 6 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 82.5 93.4 88.6 93.4: 11.4 6.6
Old : 100.0: 6.1 0.0 0.0 82.5 93.4 88.6 93.4: 11.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 36.5 46.1 60.1 75.7 34.6 38.4 53.4 59.3
Old : 36.5 46.1 60.1 75.7 34.6 38.4 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 11, 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 : 12,498: 0 0 0 11,519 11,970 11,519 11,970: 979 528
Old : 12,498: 0 0 0 11,519 11,970 11,519 11,970: 979 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 548: 0 0 0 554 434 554 434: -6 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.2 95.8 92.2 95.8: 7.8 4.2
Old : 100.0: 0.0 0.0 0.0 92.2 95.8 92.2 95.8: 7.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 16 17 16 17:
Old : 22: 0 0 0 16 17 16 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 : 55.8 48.2 75.7 73.8 50.7 45.8 63.7 64.0
Old : 55.8 48.2 75.7 73.8 50.7 45.8 63.7 64.0
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 11, 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 : 12,476: 0 0 0 11,978 10,978 11,978 10,978: 498 1,498
Old : 12,476: 0 0 0 11,978 10,978 11,978 10,978: 498 1,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 294: 0 0 0 294 174 294 174: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 88.0 96.0 88.0: 4.0 12.0
Old : 100.0: 0.0 0.0 0.0 96.0 88.0 96.0 88.0: 4.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 22 18 22 18:
Old : 23: 0 0 0 22 18 22 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 : 39.9 52.9 64.1 70.9 31.9 40.4 45.9 50.5
Old : 39.9 52.9 64.1 70.9 31.9 40.4 45.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders - Futures Only, August 11, 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 : 22,571: 1,060 1,266 0 21,300 21,094 22,360 22,360: 211 211
Old : 22,571: 1,060 1,266 0 21,300 21,094 22,360 22,360: 211 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.6 0.0 94.4 93.5 99.1 99.1: 0.9 0.9
Old : 100.0: 4.7 5.6 0.0 94.4 93.5 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 10 13 11:
Old : 20: 1 1 0 12 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 87.9 94.7 97.2 68.7 87.8 93.4 97.0
Old : 70.0 87.9 94.7 97.2 68.7 87.8 93.4 97.0
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 11, 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 : 521,708: 4,080 19,200 12,240 505,388 490,268 521,708 521,708: 0 0
Old : 521,708: 4,080 19,200 12,240 505,388 490,268 521,708 521,708: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 31,380: 0 0 0 31,380 31,380 31,380 31,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.7 2.3 96.9 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 3.7 2.3 96.9 94.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 14 5 16 7:
Old : 21: 1 2 1 14 5 16 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 : 59.8 95.5 85.3 100.0 59.8 95.5 85.3 96.9
Old : 59.8 95.5 85.3 100.0 59.8 95.5 85.3 96.9
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 11, 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 : 98,474: 0 6,888 4,997 93,477 86,589 98,474 98,474: 0 0
Old : 98,474: 0 6,888 4,997 93,477 86,589 98,474 98,474: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 687: 0 -320 320 367 687 687 687: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 5.1 94.9 87.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.0 5.1 94.9 87.9 100.0 100.0: 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 : 24: 0 3 1 15 11 16 14:
Old : 24: 0 3 1 15 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 69.8 85.1 88.5 68.1 67.0 81.9 83.3
Old : 68.1 69.8 85.1 88.5 68.1 67.0 81.9 83.3
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 11, 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: August 4, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 11, 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 : 153,978: 10,006 406 5,546 138,426 146,971 153,978 152,923: 0 1,055
Old : 153,978: 10,006 406 5,546 138,426 146,971 153,978 152,923: 0 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 825: 525 320 0 300 505 825 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.3 3.6 89.9 95.4 100.0 99.3: 0.0 0.7
Old : 100.0: 6.5 0.3 3.6 89.9 95.4 100.0 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 : 44.9 54.7 66.8 74.9 43.6 53.9 61.3 67.3
Old : 44.9 54.7 66.8 74.9 43.6 53.9 61.3 67.3
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 11, 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 : 2,238,360: 177,744 0 43,905 2,016,711 2,194,455 2,238,360 2,238,360: 0 0
Old : 2,238,360: 177,744 0 43,905 2,016,711 2,194,455 2,238,360 2,238,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -3,563: 0 0 0 -3,563 -3,563 -3,563 -3,563: 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 : 61.6 63.2 85.3 81.9 60.7 60.0 81.4 76.4
Old : 61.6 63.2 85.3 81.9 60.7 60.0 81.4 76.4
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 11, 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 37,304 41,173 40,856: 148 465
Old : 41,321: 38 3,510 42 41,093 37,304 41,173 40,856: 148 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 0: 0 0 0 0 220 0 220: 0 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.5 0.1 99.4 90.3 99.6 98.9: 0.4 1.1
Old : 100.0: 0.1 8.5 0.1 99.4 90.3 99.6 98.9: 0.4 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 : 24: 1 1 1 14 14 15 16:
Old : 24: 1 1 1 14 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 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 11, 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 : 40,617: 5,220 210 110 34,777 40,297 40,107 40,617: 510 0
Old : 40,617: 5,220 210 110 34,777 40,297 40,107 40,617: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 125: -110 210 110 125 -195 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.5 0.3 85.6 99.2 98.7 100.0: 1.3 0.0
Old : 100.0: 12.9 0.5 0.3 85.6 99.2 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 : 32: 2 1 1 20 24 22 26:
Old : 32: 2 1 1 20 24 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 49.4 84.3 74.2 57.9 49.0 76.4 69.4
Old : 59.2 49.4 84.3 74.2 57.9 49.0 76.4 69.4
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 11, 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 : 726,533: 98,189 0 1,176 627,168 725,357 726,533 726,533: 0 0
Old : 726,533: 98,189 0 1,176 627,168 725,357 726,533 726,533: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -705: -3,138 0 768 1,665 -1,473 -705 -705: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.2 86.3 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 13.5 0.0 0.2 86.3 99.8 100.0 100.0: 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 : 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 : 59.4 54.0 84.1 78.4 53.5 50.6 75.5 71.5
Old : 59.4 54.0 84.1 78.4 53.5 50.6 75.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, August 11, 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 : 21,298: 20 84 120 20,606 20,948 20,746 21,152: 552 146
Old : 21,298: 20 84 120 20,606 20,948 20,746 21,152: 552 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -771: 20 0 -20 2 -781 2 -801: -773 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.6 96.8 98.4 97.4 99.3: 2.6 0.7
Old : 100.0: 0.1 0.4 0.6 96.8 98.4 97.4 99.3: 2.6 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 : 41: 1 1 1 32 35 33 37:
Old : 41: 1 1 1 32 35 33 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 : 31.6 45.2 53.3 64.6 25.6 28.0 34.6 37.5
Old : 31.6 45.2 53.3 64.6 25.6 28.0 34.6 37.5
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 11, 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 : 8,765: 230 0 0 8,342 8,657 8,572 8,657: 193 108
Old : 8,765: 230 0 0 8,342 8,657 8,572 8,657: 193 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 55: 0 0 0 55 55 55 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 95.2 98.8 97.8 98.8: 2.2 1.2
Old : 100.0: 2.6 0.0 0.0 95.2 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 : 27: 1 0 0 22 20 23 20:
Old : 27: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 58.4 61.7 84.2 35.0 49.6 48.3 60.0
Old : 41.0 58.4 61.7 84.2 35.0 49.6 48.3 60.0
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 11, 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 : 18,773: 200 0 65 18,008 18,698 18,273 18,763: 500 10
Old : 18,773: 200 0 65 18,008 18,698 18,273 18,763: 500 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 560: -50 0 0 490 560 440 560: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.3 95.9 99.6 97.3 99.9: 2.7 0.1
Old : 100.0: 1.1 0.0 0.3 95.9 99.6 97.3 99.9: 2.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 17 18 18:
Old : 21: 1 0 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 52.6 91.9 84.2 49.7 32.5 50.1 47.4
Old : 76.0 52.6 91.9 84.2 49.7 32.5 50.1 47.4
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 11, 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 : 15,427: 390 0 440 14,347 14,842 15,177 15,282: 250 145
Old : 15,427: 390 0 440 14,347 14,842 15,177 15,282: 250 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 860: 0 0 0 870 830 870 830: -10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 2.9 93.0 96.2 98.4 99.1: 1.6 0.9
Old : 100.0: 2.5 0.0 2.9 93.0 96.2 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.2 44.7 76.6 73.5 51.3 37.6 61.0 51.0
Old : 53.2 44.7 76.6 73.5 51.3 37.6 61.0 51.0
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 11, 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 : 1,172,385: 214,274 187,197 279,466 594,530 634,308 1,088,270 1,100,971: 84,115 71,414
Old : 1,172,385: 214,274 187,197 279,466 594,530 634,308 1,088,270 1,100,971: 84,115 71,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -30,213: -5,282 1,786 5,882 -27,043 -34,008 -26,443 -26,340: -3,770 -3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.0 23.8 50.7 54.1 92.8 93.9: 7.2 6.1
Old : 100.0: 18.3 16.0 23.8 50.7 54.1 92.8 93.9: 7.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 104 87 147 86 91 277 252:
Old : 307: 104 87 147 86 91 277 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.6 31.4 26.1 15.5 9.1 21.1 14.9
Old : 21.7 15.6 31.4 26.1 15.5 9.1 21.1 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 11, 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 : 206,399: 31,907 40,704 3,328 145,339 113,739 180,574 157,771: 25,825 48,628
Old : 206,399: 31,907 40,704 3,328 145,339 113,739 180,574 157,771: 25,825 48,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,412: -3,545 1,999 -259 1,671 -643 -2,133 1,097: 3,545 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.7 1.6 70.4 55.1 87.5 76.4: 12.5 23.6
Old : 100.0: 15.5 19.7 1.6 70.4 55.1 87.5 76.4: 12.5 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: 3 5 4 28 27 33 34:
Old : 38: 3 5 4 28 27 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 30.9 56.4 48.8 33.9 25.6 50.4 41.0
Old : 36.8 30.9 56.4 48.8 33.9 25.6 50.4 41.0
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 60,464: 1,445 725 2,345 56,489 57,234 60,279 60,304: 185 160
Old : 60,464: 1,445 725 2,345 56,489 57,234 60,279 60,304: 185 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 2,109: 200 25 -375 2,254 2,454 2,079 2,104: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.2 3.9 93.4 94.7 99.7 99.7: 0.3 0.3
Old : 100.0: 2.4 1.2 3.9 93.4 94.7 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 6 5 41 43 47 51:
Old : 58: 3 6 5 41 43 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 29.9 66.6 48.4 35.6 16.6 39.8 25.6
Old : 48.1 29.9 66.6 48.4 35.6 16.6 39.8 25.6
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 11, 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 : 181,983: 22,267 45,950 20,360 132,172 106,717 174,799 173,027: 7,184 8,956
Old : 181,983: 22,267 45,950 20,360 132,172 106,717 174,799 173,027: 7,184 8,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 3,218: 3,804 2,268 -2,996 2,013 3,791 2,821 3,063: 397 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 25.2 11.2 72.6 58.6 96.1 95.1: 3.9 4.9
Old : 100.0: 12.2 25.2 11.2 72.6 58.6 96.1 95.1: 3.9 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 : 55: 8 21 21 25 24 48 51:
Old : 55: 8 21 21 25 24 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 34.5 59.7 54.5 19.3 15.4 28.9 21.9
Old : 43.0 34.5 59.7 54.5 19.3 15.4 28.9 21.9
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 11, 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 : 47,365: 12,782 4,475 3,477 28,140 38,084 44,399 46,036: 2,966 1,329
Old : 47,365: 12,782 4,475 3,477 28,140 38,084 44,399 46,036: 2,966 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,421: 213 1,000 -250 2,311 1,416 2,274 2,166: -853 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.4 7.3 59.4 80.4 93.7 97.2: 6.3 2.8
Old : 100.0: 27.0 9.4 7.3 59.4 80.4 93.7 97.2: 6.3 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 : 30: 6 6 7 15 18 26 26:
Old : 30: 6 6 7 15 18 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 48.9 67.1 68.2 39.3 30.9 43.3 40.3
Old : 48.1 48.9 67.1 68.2 39.3 30.9 43.3 40.3
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 110,366: 10,435 2,080 6,986 60,032 78,403 77,453 87,469: 32,913 22,897
Old : 110,366: 10,435 2,080 6,986 60,032 78,403 77,453 87,469: 32,913 22,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,582: 0 750 -27 1,576 684 1,549 1,407: 33 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.9 6.3 54.4 71.0 70.2 79.3: 29.8 20.7
Old : 100.0: 9.5 1.9 6.3 54.4 71.0 70.2 79.3: 29.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 33.2 44.7 53.5 18.5 27.3 27.6 38.3
Old : 30.5 33.2 44.7 53.5 18.5 27.3 27.6 38.3
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 11, 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 : 42,322: 3,195 948 325 38,727 40,832 42,247 42,105: 75 217
Old : 42,322: 3,195 948 325 38,727 40,832 42,247 42,105: 75 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : 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 27 34 29 38:
Old : 44: 2 3 1 27 34 29 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 33.8 77.8 53.0 57.3 31.5 66.3 47.8
Old : 63.7 33.8 77.8 53.0 57.3 31.5 66.3 47.8
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 11, 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 : 20,323: 14,184 3,131 639 2,953 16,274 17,776 20,044: 2,547 279
Old : 20,323: 14,184 3,131 639 2,953 16,274 17,776 20,044: 2,547 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 545: 166 372 191 83 -52 440 511: 105 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 15.4 3.1 14.5 80.1 87.5 98.6: 12.5 1.4
Old : 100.0: 69.8 15.4 3.1 14.5 80.1 87.5 98.6: 12.5 1.4
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 : 142: 81 14 7 18 28 105 46:
Old : 142: 81 14 7 18 28 105 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 41.0 46.1 56.2 30.1 41.0 44.6 56.2
Old : 31.5 41.0 46.1 56.2 30.1 41.0 44.6 56.2
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 24,264: 15,039 2,067 241 4,930 20,920 20,210 23,228: 4,054 1,036
Old : 24,264: 15,039 2,067 241 4,930 20,920 20,210 23,228: 4,054 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 992: 993 22 -9 -220 780 764 793: 228 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 8.5 1.0 20.3 86.2 83.3 95.7: 16.7 4.3
Old : 100.0: 62.0 8.5 1.0 20.3 86.2 83.3 95.7: 16.7 4.3
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 : 111: 61 12 3 10 30 73 43:
Old : 111: 61 12 3 10 30 73 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 36.6 39.0 54.7 24.4 36.6 39.0 54.6
Old : 24.4 36.6 39.0 54.7 24.4 36.6 39.0 54.6
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 11, 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 : 215,557: 68,670 9,389 17,586 112,552 178,432 198,808 205,407: 16,749 10,150
Old : 215,557: 68,670 9,389 17,586 112,552 178,432 198,808 205,407: 16,749 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 4,477: 4,226 1,504 472 -572 4,154 4,126 6,130: 351 -1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.4 8.2 52.2 82.8 92.2 95.3: 7.8 4.7
Old : 100.0: 31.9 4.4 8.2 52.2 82.8 92.2 95.3: 7.8 4.7
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 : 183: 58 22 39 72 93 150 139:
Old : 183: 58 22 39 72 93 150 139:
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 : 20.4 24.3 32.3 37.2 14.6 16.2 22.4 23.8
Old : 20.4 24.3 32.3 37.2 14.6 16.2 22.4 23.8
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 11, 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 : 21,159: 1,416 0 244 13,743 16,215 15,403 16,459: 5,756 4,700
Old : 21,159: 1,416 0 244 13,743 16,215 15,403 16,459: 5,756 4,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 234: 87 0 -6 -123 60 -42 54: 276 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 1.2 65.0 76.6 72.8 77.8: 27.2 22.2
Old : 100.0: 6.7 0.0 1.2 65.0 76.6 72.8 77.8: 27.2 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 13 16 15 17:
Old : 21: 2 0 1 13 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 43.8 62.2 61.2 45.2 42.1 53.9 53.3
Old : 50.9 43.8 62.2 61.2 45.2 42.1 53.9 53.3
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,825: 2,104 0 150 8,088 10,075 10,342 10,225: 483 600
Old : 10,825: 2,104 0 150 8,088 10,075 10,342 10,225: 483 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,687: 150 0 0 1,187 1,337 1,337 1,337: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 1.4 74.7 93.1 95.5 94.5: 4.5 5.5
Old : 100.0: 19.4 0.0 1.4 74.7 93.1 95.5 94.5: 4.5 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 : 44: 5 0 1 32 28 38 29:
Old : 44: 5 0 1 32 28 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 41.6 50.3 59.4 25.4 28.8 38.3 41.4
Old : 29.4 41.6 50.3 59.4 25.4 28.8 38.3 41.4
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 11, 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 : 37,663: 3,075 0 0 33,897 37,661 36,972 37,661: 691 2
Old : 37,663: 3,075 0 0 33,897 37,661 36,972 37,661: 691 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -432: 100 0 0 -532 -432 -432 -432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 90.0 100.0 98.2 100.0: 1.8 0.0
Old : 100.0: 8.2 0.0 0.0 90.0 100.0 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 : 42: 3 0 0 34 30 37 30:
Old : 42: 3 0 0 34 30 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 66.8 63.7 84.1 31.6 44.8 40.6 56.2
Old : 47.3 66.8 63.7 84.1 31.6 44.8 40.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, August 11, 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 : 20,067: 976 0 23 18,762 18,677 19,761 18,700: 306 1,367
Old : 20,067: 976 0 23 18,762 18,677 19,761 18,700: 306 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 685: 0 0 0 685 685 685 685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.1 93.5 93.1 98.5 93.2: 1.5 6.8
Old : 100.0: 4.9 0.0 0.1 93.5 93.1 98.5 93.2: 1.5 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 : 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 : 56.0 85.8 78.0 90.5 53.8 81.6 73.6 82.4
Old : 56.0 85.8 78.0 90.5 53.8 81.6 73.6 82.4
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,516: 150 0 50 16,316 16,361 16,516 16,411: 0 105
Old : 16,516: 150 0 50 16,316 16,361 16,516 16,411: 0 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,260: 0 0 0 1,260 1,155 1,260 1,155: 0 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.3 98.8 99.1 100.0 99.4: 0.0 0.6
Old : 100.0: 0.9 0.0 0.3 98.8 99.1 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 0 1 27 27 29 28:
Old : 42: 1 0 1 27 27 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 48.4 74.1 70.9 33.4 27.6 42.6 40.1
Old : 57.7 48.4 74.1 70.9 33.4 27.6 42.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders - Futures Only, August 11, 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 : 4,479: 382 283 9 2,994 3,594 3,385 3,886: 1,094 593
Old : 4,479: 382 283 9 2,994 3,594 3,385 3,886: 1,094 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 59: 84 0 0 -13 155 71 155: -12 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.3 0.2 66.8 80.2 75.6 86.8: 24.4 13.2
Old : 100.0: 8.5 6.3 0.2 66.8 80.2 75.6 86.8: 24.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 20 20 23 23:
Old : 30: 3 2 1 20 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 41.3 61.2 60.5 44.8 37.7 58.3 54.6
Old : 47.4 41.3 61.2 60.5 44.8 37.7 58.3 54.6
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 11, 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 : 15,082: 145 0 0 14,030 14,412 14,175 14,412: 907 670
Old : 15,082: 145 0 0 14,030 14,412 14,175 14,412: 907 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 3: 0 0 0 3 3 3 3: 0 0
: : :
: : 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 11 22 11:
Old : 24: 1 0 0 21 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 84.9 76.4 93.2 46.6 76.3 63.4 76.5
Old : 55.7 84.9 76.4 93.2 46.6 76.3 63.4 76.5
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 11, 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 : 21,423: 2,401 952 98 18,389 20,145 20,888 21,195: 535 228
Old : 21,423: 2,401 952 98 18,389 20,145 20,888 21,195: 535 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -287: 32 0 0 -319 -287 -287 -287: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 4.4 0.5 85.8 94.0 97.5 98.9: 2.5 1.1
Old : 100.0: 11.2 4.4 0.5 85.8 94.0 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 31 32 35:
Old : 42: 5 2 2 27 31 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 41.1 54.4 63.2 25.1 34.6 43.2 48.9
Old : 32.6 41.1 54.4 63.2 25.1 34.6 43.2 48.9
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 11, 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 : 9,739: 152 90 0 9,224 9,354 9,376 9,444: 363 295
Old : 9,739: 152 90 0 9,224 9,354 9,376 9,444: 363 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -238: 107 0 0 -594 -381 -487 -381: 249 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.9 0.0 94.7 96.0 96.3 97.0: 3.7 3.0
Old : 100.0: 1.6 0.9 0.0 94.7 96.0 96.3 97.0: 3.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 27 20 28 21:
Old : 33: 1 1 0 27 20 28 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 : 42.4 57.4 65.9 78.8 35.4 47.6 55.4 61.7
Old : 42.4 57.4 65.9 78.8 35.4 47.6 55.4 61.7
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 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 60,292: 7,705 11 1,679 46,195 57,416 55,579 59,106: 4,713 1,186
Old : 60,292: 7,705 11 1,679 46,195 57,416 55,579 59,106: 4,713 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 966: 908 0 -50 108 1,016 966 966: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 2.8 76.6 95.2 92.2 98.0: 7.8 2.0
Old : 100.0: 12.8 0.0 2.8 76.6 95.2 92.2 98.0: 7.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 26.3 31.4 46.4 51.1 20.6 24.1 31.3 36.9
Old : 26.3 31.4 46.4 51.1 20.6 24.1 31.3 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009