GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 15, 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 : 43,165: 1,794 362 0 41,111 42,703 42,905 43,065: 260 100
Old : 43,165: 1,794 362 0 41,111 42,703 42,905 43,065: 260 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,712: 0 -55 0 2,744 2,850 2,744 2,795: -32 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.8 0.0 95.2 98.9 99.4 99.8: 0.6 0.2
Old : 100.0: 4.2 0.8 0.0 95.2 98.9 99.4 99.8: 0.6 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 : 48: 2 3 0 34 36 36 39:
Old : 48: 2 3 0 34 36 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 40.0 62.1 65.8 16.9 18.1 23.4 23.7
Old : 38.6 40.0 62.1 65.8 16.9 18.1 23.4 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 15, 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 : 20,859: 200 120 50 20,509 20,523 20,759 20,693: 100 166
Old : 20,859: 200 120 50 20,509 20,523 20,759 20,693: 100 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 286: 0 0 0 246 206 246 206: 40 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 0.2 98.3 98.4 99.5 99.2: 0.5 0.8
Old : 100.0: 1.0 0.6 0.2 98.3 98.4 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 29 29 31 31:
Old : 38: 1 1 1 29 29 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 : 63.6 59.4 78.7 79.3 55.2 49.0 62.0 62.9
Old : 63.6 59.4 78.7 79.3 55.2 49.0 62.0 62.9
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, September 15, 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 : 7,108: 0 348 507 5,792 5,454 6,299 6,309: 809 799
Old : 7,108: 0 348 507 5,792 5,454 6,299 6,309: 809 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 65: 0 0 0 26 42 26 42: 39 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 7.1 81.5 76.7 88.6 88.8: 11.4 11.2
Old : 100.0: 0.0 4.9 7.1 81.5 76.7 88.6 88.8: 11.4 11.2
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: 0 2 1 26 25 27 27:
Old : 30: 0 2 1 26 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 56.8 57.3 67.4 38.1 46.1 45.9 50.7
Old : 42.2 56.8 57.3 67.4 38.1 46.1 45.9 50.7
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, September 15, 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 : 11,271: 347 415 500 9,176 9,292 10,023 10,207: 1,248 1,064
Old : 11,271: 347 415 500 9,176 9,292 10,023 10,207: 1,248 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 290: 10 34 0 446 402 456 436: -166 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.7 4.4 81.4 82.4 88.9 90.6: 11.1 9.4
Old : 100.0: 3.1 3.7 4.4 81.4 82.4 88.9 90.6: 11.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 4 3 38 38 41 44:
Old : 46: 1 4 3 38 38 41 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 : 25.2 31.2 42.3 45.4 22.1 20.0 33.0 30.6
Old : 25.2 31.2 42.3 45.4 22.1 20.0 33.0 30.6
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, September 15, 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 : 8,383: 37 122 36 7,898 7,832 7,971 7,990: 412 393
Old : 8,383: 37 122 36 7,898 7,832 7,971 7,990: 412 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 362: 2 0 0 354 384 356 384: 6 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 0.4 94.2 93.4 95.1 95.3: 4.9 4.7
Old : 100.0: 0.4 1.5 0.4 94.2 93.4 95.1 95.3: 4.9 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 : 62: 1 4 3 47 56 50 61:
Old : 62: 1 4 3 47 56 50 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 23.7 47.7 36.4 23.5 17.4 33.8 28.3
Old : 31.4 23.7 47.7 36.4 23.5 17.4 33.8 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, September 15, 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 : 5,952: 115 0 83 4,501 4,699 4,699 4,782: 1,253 1,170
Old : 5,952: 115 0 83 4,501 4,699 4,699 4,782: 1,253 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 30: 0 0 0 37 4 37 4: -7 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 1.4 75.6 78.9 78.9 80.3: 21.1 19.7
Old : 100.0: 1.9 0.0 1.4 75.6 78.9 78.9 80.3: 21.1 19.7
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: 1 0 1 18 20 19 21:
Old : 22: 1 0 1 18 20 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 : 41.4 41.5 55.6 59.6 34.5 32.2 43.0 43.0
Old : 41.4 41.5 55.6 59.6 34.5 32.2 43.0 43.0
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, September 15, 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 : 2,902: 780 0 0 1,388 2,458 2,168 2,458: 734 444
Old : 2,902: 780 0 0 1,388 2,458 2,168 2,458: 734 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 133: 0 0 0 14 129 14 129: 119 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.0 0.0 47.8 84.7 74.7 84.7: 25.3 15.3
Old : 100.0: 26.9 0.0 0.0 47.8 84.7 74.7 84.7: 25.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 12 17 13 17:
Old : 20: 1 0 0 12 17 13 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 : 50.6 48.1 68.0 67.9 48.4 47.2 57.1 61.5
Old : 50.6 48.1 68.0 67.9 48.4 47.2 57.1 61.5
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, September 15, 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 : 8,219: 0 0 0 8,204 8,169 8,204 8,169: 15 50
Old : 8,219: 0 0 0 8,204 8,169 8,204 8,169: 15 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 330: 0 0 0 330 330 330 330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 0.6
Old : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 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 : 22: 0 0 0 20 17 20 17:
Old : 22: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 65.3 79.6 84.4 30.0 39.3 40.4 44.2
Old : 56.0 65.3 79.6 84.4 30.0 39.3 40.4 44.2
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, September 15, 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 : 317,062: 46,114 17,456 39,085 196,946 229,918 282,145 286,459: 34,917 30,603
Old : 317,062: 46,114 17,456 39,085 196,946 229,918 282,145 286,459: 34,917 30,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 10,459: 1,891 -1,363 -1,824 9,144 11,185 9,211 7,998: 1,248 2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.5 12.3 62.1 72.5 89.0 90.3: 11.0 9.7
Old : 100.0: 14.5 5.5 12.3 62.1 72.5 89.0 90.3: 11.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 33 28 48 69 74 129 131:
Old : 151: 33 28 48 69 74 129 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 25.6 35.9 37.6 16.1 15.8 25.7 22.7
Old : 22.8 25.6 35.9 37.6 16.1 15.8 25.7 22.7
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, September 15, 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 : 20,567: 1,326 50 700 16,845 19,282 18,871 20,032: 1,696 535
Old : 20,567: 1,326 50 700 16,845 19,282 18,871 20,032: 1,696 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,378: 507 50 0 1,680 2,098 2,187 2,148: 191 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.2 3.4 81.9 93.8 91.8 97.4: 8.2 2.6
Old : 100.0: 6.4 0.2 3.4 81.9 93.8 91.8 97.4: 8.2 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 : 59: 4 1 4 41 46 46 51:
Old : 59: 4 1 4 41 46 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 : 29.6 27.6 44.3 45.0 23.9 20.6 33.4 32.1
Old : 29.6 27.6 44.3 45.0 23.9 20.6 33.4 32.1
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,340: 1,040 2,150 75 20,410 19,055 21,525 21,280: 1,815 2,060
Old : 23,340: 1,040 2,150 75 20,410 19,055 21,525 21,280: 1,815 2,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 825: 0 300 0 750 375 750 675: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.2 0.3 87.4 81.6 92.2 91.2: 7.8 8.8
Old : 100.0: 4.5 9.2 0.3 87.4 81.6 92.2 91.2: 7.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 3 1 26 26 30 30:
Old : 39: 4 3 1 26 26 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 47.8 65.4 67.4 38.4 40.8 48.6 49.6
Old : 48.8 47.8 65.4 67.4 38.4 40.8 48.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,995: 6,589 50 300 10,866 15,563 17,755 15,913: 240 2,082
Old : 17,995: 6,589 50 300 10,866 15,563 17,755 15,913: 240 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -985: -1,200 0 0 215 -985 -985 -985: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 0.3 1.7 60.4 86.5 98.7 88.4: 1.3 11.6
Old : 100.0: 36.6 0.3 1.7 60.4 86.5 98.7 88.4: 1.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 11 16 14 17:
Old : 20: 2 1 1 11 16 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 : 75.7 59.4 89.7 74.3 69.4 54.1 76.8 64.3
Old : 75.7 59.4 89.7 74.3 69.4 54.1 76.8 64.3
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, September 15, 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 : 7,643: 0 0 0 6,949 7,332 6,949 7,332: 694 311
Old : 7,643: 0 0 0 6,949 7,332 6,949 7,332: 694 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 155: 0 0 0 160 136 160 136: -5 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 95.9 90.9 95.9: 9.1 4.1
Old : 100.0: 0.0 0.0 0.0 90.9 95.9 90.9 95.9: 9.1 4.1
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 14 15 14 15:
Old : 20: 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 : 56.1 72.5 82.4 91.5 51.2 72.2 77.2 87.6
Old : 56.1 72.5 82.4 91.5 51.2 72.2 77.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 15, 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 : 744,146: 84,448 258,314 243,850 334,359 200,287 662,657 702,451: 81,489 41,695
Old : 744,146: 84,448 258,314 243,850 334,359 200,287 662,657 702,451: 81,489 41,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 23,864: -11,463 -6,226 22,591 14,625 8,954 25,753 25,319: -1,889 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 34.7 32.8 44.9 26.9 89.0 94.4: 11.0 5.6
Old : 100.0: 11.3 34.7 32.8 44.9 26.9 89.0 94.4: 11.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 78 102 119 88 71 246 223:
Old : 283: 78 102 119 88 71 246 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 30.1 38.7 41.3 16.1 17.1 21.8 21.9
Old : 24.7 30.1 38.7 41.3 16.1 17.1 21.8 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, September 15, 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 : 78,348: 790 25 2,097 68,948 70,183 71,835 72,305: 6,513 6,043
Old : 78,348: 790 25 2,097 68,948 70,183 71,835 72,305: 6,513 6,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 929: 246 0 289 1,741 942 2,276 1,231: -1,347 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 2.7 88.0 89.6 91.7 92.3: 8.3 7.7
Old : 100.0: 1.0 0.0 2.7 88.0 89.6 91.7 92.3: 8.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 24 25 27 28:
Old : 30: 2 1 3 24 25 27 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 : 53.2 43.8 69.3 64.3 48.0 36.5 54.4 51.8
Old : 53.2 43.8 69.3 64.3 48.0 36.5 54.4 51.8
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, September 15, 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 : 46,409: 444 2,455 4,397 34,751 23,991 39,592 30,843: 6,817 15,566
Old : 46,409: 444 2,455 4,397 34,751 23,991 39,592 30,843: 6,817 15,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 528: 62 -91 -93 288 -28 257 -212: 271 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.3 9.5 74.9 51.7 85.3 66.5: 14.7 33.5
Old : 100.0: 1.0 5.3 9.5 74.9 51.7 85.3 66.5: 14.7 33.5
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: 2 2 4 16 17 20 21:
Old : 24: 2 2 4 16 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 40.5 73.9 55.0 42.1 30.5 53.8 36.7
Old : 50.0 40.5 73.9 55.0 42.1 30.5 53.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 15, 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 : 70,602: 2,420 0 586 57,967 56,374 60,973 56,960: 9,629 13,642
Old : 70,602: 2,420 0 586 57,967 56,374 60,973 56,960: 9,629 13,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -60: 0 0 0 0 -60 0 -60: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.8 82.1 79.8 86.4 80.7: 13.6 19.3
Old : 100.0: 3.4 0.0 0.8 82.1 79.8 86.4 80.7: 13.6 19.3
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 : 30: 2 0 2 24 26 27 28:
Old : 30: 2 0 2 24 26 27 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 : 34.2 29.1 54.8 46.2 30.3 24.7 42.8 35.7
Old : 34.2 29.1 54.8 46.2 30.3 24.7 42.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,924: 0 0 0 73,801 78,002 73,801 78,002: 10,123 5,922
Old : 83,924: 0 0 0 73,801 78,002 73,801 78,002: 10,123 5,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 0: 0 0 0 0 214 0 214: 0 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.9 92.9 87.9 92.9: 12.1 7.1
Old : 100.0: 0.0 0.0 0.0 87.9 92.9 87.9 92.9: 12.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 24 24 24 24:
Old : 27: 0 0 0 24 24 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 46.3 63.5 66.0 38.6 37.1 54.0 54.5
Old : 43.3 46.3 63.5 66.0 38.6 37.1 54.0 54.5
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,765: 0 2,751 4,211 76,764 76,358 80,975 83,320: 7,790 5,445
Old : 88,765: 0 2,751 4,211 76,764 76,358 80,975 83,320: 7,790 5,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,674: 0 422 288 966 417 1,254 1,127: 420 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 4.7 86.5 86.0 91.2 93.9: 8.8 6.1
Old : 100.0: 0.0 3.1 4.7 86.5 86.0 91.2 93.9: 8.8 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 : 37: 0 2 2 28 27 30 29:
Old : 37: 0 2 2 28 27 30 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 : 41.5 38.8 58.9 59.9 36.2 38.3 50.4 55.5
Old : 41.5 38.8 58.9 59.9 36.2 38.3 50.4 55.5
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,309: 0 4,293 8,301 93,110 88,774 101,411 101,368: 6,898 6,941
Old : 108,309: 0 4,293 8,301 93,110 88,774 101,411 101,368: 6,898 6,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,975: -196 2,818 -75 1,460 -604 1,189 2,139: 786 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 7.7 86.0 82.0 93.6 93.6: 6.4 6.4
Old : 100.0: 0.0 4.0 7.7 86.0 82.0 93.6 93.6: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 2 19 27 21 30:
Old : 35: 0 3 2 19 27 21 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 : 61.7 36.4 79.4 58.1 57.5 35.9 69.2 54.2
Old : 61.7 36.4 79.4 58.1 57.5 35.9 69.2 54.2
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, September 15, 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 : 36,260: 0 6,342 2,503 31,544 22,985 34,047 31,830: 2,213 4,430
Old : 36,260: 0 6,342 2,503 31,544 22,985 34,047 31,830: 2,213 4,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 591: 0 131 275 316 30 591 436: 0 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 6.9 87.0 63.4 93.9 87.8: 6.1 12.2
Old : 100.0: 0.0 17.5 6.9 87.0 63.4 93.9 87.8: 6.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.8 48.4 79.3 75.1 54.0 37.8 62.6 57.1
Old : 60.8 48.4 79.3 75.1 54.0 37.8 62.6 57.1
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, September 15, 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 : 48,828: 0 0 0 34,526 42,348 34,526 42,348: 14,302 6,480
Old : 48,828: 0 0 0 34,526 42,348 34,526 42,348: 14,302 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,150: 0 0 0 1,625 2,251 1,625 2,251: -475 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 70.7 86.7 70.7 86.7: 29.3 13.3
Old : 100.0: 0.0 0.0 0.0 70.7 86.7 70.7 86.7: 29.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 22 19 22 19:
Old : 24: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 58.7 49.8 75.1 32.3 53.7 42.1 61.5
Old : 34.7 58.7 49.8 75.1 32.3 53.7 42.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,627: 2,597 5,047 4,943 80,619 82,932 88,159 92,922: 9,468 4,705
Old : 97,627: 2,597 5,047 4,943 80,619 82,932 88,159 92,922: 9,468 4,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 203: 122 -248 311 -2,698 16 -2,265 79: 2,468 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.2 5.1 82.6 84.9 90.3 95.2: 9.7 4.8
Old : 100.0: 2.7 5.2 5.1 82.6 84.9 90.3 95.2: 9.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 1 5 26 32 31 37:
Old : 40: 4 1 5 26 32 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 42.0 63.3 62.1 39.5 41.2 52.2 58.0
Old : 42.7 42.0 63.3 62.1 39.5 41.2 52.2 58.0
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, September 15, 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 : 62,967: 1,424 9,354 2,485 55,310 40,952 59,219 52,791: 3,748 10,176
Old : 62,967: 1,424 9,354 2,485 55,310 40,952 59,219 52,791: 3,748 10,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,463: 62 1,621 0 2,401 842 2,463 2,463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 14.9 3.9 87.8 65.0 94.0 83.8: 6.0 16.2
Old : 100.0: 2.3 14.9 3.9 87.8 65.0 94.0 83.8: 6.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 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 : 79.9 41.9 91.2 64.1 79.9 39.0 85.1 60.4
Old : 79.9 41.9 91.2 64.1 79.9 39.0 85.1 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 15, 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 : 115,581: 1,364 4,756 496 111,709 107,041 113,569 112,293: 2,012 3,288
Old : 115,581: 1,364 4,756 496 111,709 107,041 113,569 112,293: 2,012 3,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 4,340: 0 744 0 4,340 3,356 4,340 4,100: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.1 0.4 96.6 92.6 98.3 97.2: 1.7 2.8
Old : 100.0: 1.2 4.1 0.4 96.6 92.6 98.3 97.2: 1.7 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 : 25: 1 2 1 19 17 20 20:
Old : 25: 1 2 1 19 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 59.3 87.4 81.8 49.3 51.4 56.2 58.7
Old : 67.0 59.3 87.4 81.8 49.3 51.4 56.2 58.7
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, September 15, 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 : 225,808: 8,473 12,212 5,025 203,285 202,590 216,783 219,827: 9,025 5,981
Old : 225,808: 8,473 12,212 5,025 203,285 202,590 216,783 219,827: 9,025 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,507: -1,187 1,222 -348 3,135 447 1,600 1,321: -93 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.4 2.2 90.0 89.7 96.0 97.4: 4.0 2.6
Old : 100.0: 3.8 5.4 2.2 90.0 89.7 96.0 97.4: 4.0 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 : 50: 4 2 4 38 39 44 43:
Old : 50: 4 2 4 38 39 44 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 : 30.3 46.8 47.8 61.1 26.8 43.3 38.5 51.5
Old : 30.3 46.8 47.8 61.1 26.8 43.3 38.5 51.5
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 149,117: 1,550 425 2,955 131,784 142,711 136,289 146,091: 12,828 3,026
Old : 149,117: 1,550 425 2,955 131,784 142,711 136,289 146,091: 12,828 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 558: -155 0 146 387 412 378 558: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 2.0 88.4 95.7 91.4 98.0: 8.6 2.0
Old : 100.0: 1.0 0.3 2.0 88.4 95.7 91.4 98.0: 8.6 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 : 38: 1 1 2 31 28 33 30:
Old : 38: 1 1 2 31 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.7 56.6 69.9 35.8 44.4 48.5 63.8
Old : 39.7 46.7 56.6 69.9 35.8 44.4 48.5 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, September 15, 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 : 258,892: 15,215 0 12,538 212,728 232,739 240,481 245,277: 18,411 13,615
Old : 258,892: 15,215 0 12,538 212,728 232,739 240,481 245,277: 18,411 13,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 751: 1,336 -490 -70 -280 1,407 986 847: -235 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 4.8 82.2 89.9 92.9 94.7: 7.1 5.3
Old : 100.0: 5.9 0.0 4.8 82.2 89.9 92.9 94.7: 7.1 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 : 46: 4 0 4 38 39 42 43:
Old : 46: 4 0 4 38 39 42 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 : 39.3 28.7 56.4 48.4 30.8 24.3 41.2 42.3
Old : 39.3 28.7 56.4 48.4 30.8 24.3 41.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, September 15, 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 : 75,841: 792 1,379 933 67,639 68,390 69,364 70,702: 6,477 5,139
Old : 75,841: 792 1,379 933 67,639 68,390 69,364 70,702: 6,477 5,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.8 1.2 89.2 90.2 91.5 93.2: 8.5 6.8
Old : 100.0: 1.0 1.8 1.2 89.2 90.2 91.5 93.2: 8.5 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 : 23: 1 1 2 18 15 21 17:
Old : 23: 1 1 2 18 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 49.0 81.7 70.2 58.3 42.1 64.1 59.0
Old : 63.0 49.0 81.7 70.2 58.3 42.1 64.1 59.0
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, September 15, 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 : 2,952,962: 615,827 86,499 940,742 1,372,243 1,914,953 2,928,812 2,942,194: 24,150 10,768
Old : 2,952,962: 615,827 86,499 940,742 1,372,243 1,914,953 2,928,812 2,942,194: 24,150 10,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 16,395: 10,506 -21,405 9,178 -1,515 29,756 18,169 17,529: -1,774 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 2.9 31.9 46.5 64.8 99.2 99.6: 0.8 0.4
Old : 100.0: 20.9 2.9 31.9 46.5 64.8 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 40 26 60 106 103 175 166:
Old : 187: 40 26 60 106 103 175 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.2 43.8 47.1 14.8 19.5 21.2 26.6
Old : 30.8 35.2 43.8 47.1 14.8 19.5 21.2 26.6
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, September 15, 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 : 1,063,630: 141,785 118,546 225,238 693,716 714,073 1,060,739 1,057,857: 2,891 5,773
Old : 1,063,630: 141,785 118,546 225,238 693,716 714,073 1,060,739 1,057,857: 2,891 5,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 17,798: 15,779 -7,526 3,043 -1,065 21,982 17,757 17,499: 41 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 11.1 21.2 65.2 67.1 99.7 99.5: 0.3 0.5
Old : 100.0: 13.3 11.1 21.2 65.2 67.1 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 : 94: 22 26 35 43 43 84 85:
Old : 94: 22 26 35 43 43 84 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 36.9 47.5 57.9 25.3 30.0 34.0 40.4
Old : 31.9 36.9 47.5 57.9 25.3 30.0 34.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, September 15, 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 : 1,702: 15 236 37 1,588 1,411 1,640 1,684: 62 18
Old : 1,702: 15 236 37 1,588 1,411 1,640 1,684: 62 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 13.9 2.2 93.3 82.9 96.4 98.9: 3.6 1.1
Old : 100.0: 0.9 13.9 2.2 93.3 82.9 96.4 98.9: 3.6 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 : 20: 1 3 1 11 10 12 14:
Old : 20: 1 3 1 11 10 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 62.6 91.6 85.0 74.2 60.6 88.0 82.7
Old : 74.2 62.6 91.6 85.0 74.2 60.6 88.0 82.7
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, September 15, 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 : 37,501: 502 896 194 36,129 36,394 36,825 37,484: 676 17
Old : 37,501: 502 896 194 36,129 36,394 36,825 37,484: 676 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -205: -220 580 -100 111 -688 -209 -208: 4 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.4 0.5 96.3 97.0 98.2 100.0: 1.8 0.0
Old : 100.0: 1.3 2.4 0.5 96.3 97.0 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 : 43: 3 2 2 35 31 39 34:
Old : 43: 3 2 2 35 31 39 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 : 46.2 44.9 63.4 69.0 28.3 30.4 35.8 40.6
Old : 46.2 44.9 63.4 69.0 28.3 30.4 35.8 40.6
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, September 15, 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 : 8,057: 0 44 0 7,695 7,907 7,695 7,951: 362 106
Old : 8,057: 0 44 0 7,695 7,907 7,695 7,951: 362 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -814: -344 0 0 -470 -559 -814 -559: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 95.5 98.1 95.5 98.7: 4.5 1.3
Old : 100.0: 0.0 0.5 0.0 95.5 98.1 95.5 98.7: 4.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 12 16 12 17:
Old : 23: 0 1 0 12 16 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 71.3 84.7 89.2 54.6 67.9 81.8 83.7
Old : 57.5 71.3 84.7 89.2 54.6 67.9 81.8 83.7
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, September 15, 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 : 20,211: 2,940 0 58 15,959 19,058 18,957 19,116: 1,254 1,095
Old : 20,211: 2,940 0 58 15,959 19,058 18,957 19,116: 1,254 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -16: 0 0 0 -16 -16 -16 -16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 0.3 79.0 94.3 93.8 94.6: 6.2 5.4
Old : 100.0: 14.5 0.0 0.3 79.0 94.3 93.8 94.6: 6.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 21 18 23 20:
Old : 25: 2 0 2 21 18 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 : 50.1 62.1 69.0 81.7 46.6 53.6 61.3 69.4
Old : 50.1 62.1 69.0 81.7 46.6 53.6 61.3 69.4
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, September 15, 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 : 31,733: 0 622 582 29,606 29,971 30,188 31,175: 1,545 558
Old : 31,733: 0 622 582 29,606 29,971 30,188 31,175: 1,545 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 144: 0 26 4 700 120 704 150: -560 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 1.8 93.3 94.4 95.1 98.2: 4.9 1.8
Old : 100.0: 0.0 2.0 1.8 93.3 94.4 95.1 98.2: 4.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 26 23 28 25:
Old : 29: 0 2 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 45.2 65.4 70.5 29.5 32.2 37.9 42.7
Old : 44.2 45.2 65.4 70.5 29.5 32.2 37.9 42.7
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, September 15, 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 : 23,773: 0 0 0 23,295 23,181 23,295 23,181: 478 592
Old : 23,773: 0 0 0 23,295 23,181 23,295 23,181: 478 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -12: 0 0 0 -14 -12 -14 -12: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 97.5 98.0 97.5: 2.0 2.5
Old : 100.0: 0.0 0.0 0.0 98.0 97.5 98.0 97.5: 2.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 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 : 62.2 86.7 85.5 93.7 56.8 78.4 76.5 81.9
Old : 62.2 86.7 85.5 93.7 56.8 78.4 76.5 81.9
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, September 15, 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 : 13,348: 796 0 0 11,508 12,394 12,304 12,394: 1,044 954
Old : 13,348: 796 0 0 11,508 12,394 12,304 12,394: 1,044 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 20: 56 0 0 0 -40 56 -40: -36 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.0 86.2 92.9 92.2 92.9: 7.8 7.1
Old : 100.0: 6.0 0.0 0.0 86.2 92.9 92.2 92.9: 7.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 21 18 23 18:
Old : 25: 2 0 0 21 18 23 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 : 35.3 44.9 58.9 75.0 30.2 36.0 48.7 54.2
Old : 35.3 44.9 58.9 75.0 30.2 36.0 48.7 54.2
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, September 15, 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 : 12,408: 0 0 0 11,365 11,982 11,365 11,982: 1,043 426
Old : 12,408: 0 0 0 11,365 11,982 11,365 11,982: 1,043 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 94: 0 0 0 250 104 250 104: -156 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 96.6 91.6 96.6: 8.4 3.4
Old : 100.0: 0.0 0.0 0.0 91.6 96.6 91.6 96.6: 8.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 53.9 77.1 75.9 52.5 53.9 66.0 70.9
Old : 57.5 53.9 77.1 75.9 52.5 53.9 66.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, September 15, 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 : 13,048: 0 0 0 12,560 10,790 12,560 10,790: 488 2,258
Old : 13,048: 0 0 0 12,560 10,790 12,560 10,790: 488 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 6: 0 0 0 6 -182 6 -182: 0 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 82.7 96.3 82.7: 3.7 17.3
Old : 100.0: 0.0 0.0 0.0 96.3 82.7 96.3 82.7: 3.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 22 19 22 19:
Old : 23: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 54.6 66.0 69.8 33.8 43.9 48.1 47.5
Old : 40.6 54.6 66.0 69.8 33.8 43.9 48.1 47.5
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, September 15, 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 : 21,866: 0 1,140 0 21,676 20,536 21,676 21,676: 190 190
Old : 21,866: 0 1,140 0 21,676 20,536 21,676 21,676: 190 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 220: 0 0 0 220 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 99.1 93.9 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 5.2 0.0 99.1 93.9 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 : 22: 0 1 0 13 8 13 9:
Old : 22: 0 1 0 13 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 86.6 91.1 98.6 68.5 86.6 91.1 98.6
Old : 68.5 86.6 91.1 98.6 68.5 86.6 91.1 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, September 15, 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 : 94,956: 0 6,325 0 94,956 88,631 94,956 94,956: 0 0
Old : 94,956: 0 6,325 0 94,956 88,631 94,956 94,956: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 612: 0 0 0 612 612 612 612: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 100.0 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.7 0.0 100.0 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 16 14 16 16:
Old : 25: 0 2 0 16 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 67.0 84.1 86.2 67.1 63.5 81.4 80.3
Old : 67.1 67.0 84.1 86.2 67.1 63.5 81.4 80.3
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, September 15, 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 : 1,572,002: 0 81,600 0 1,572,002 1,490,402 1,572,002 1,572,002: 0 0
Old : 1,572,002: 0 81,600 0 1,572,002 1,490,402 1,572,002 1,572,002: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 3,186: 0 0 0 3,186 3,186 3,186 3,186: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 14 12 14 14:
Old : 24: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 74.0 88.3 92.0 71.9 71.3 86.7 87.1
Old : 71.9 74.0 88.3 92.0 71.9 71.3 86.7 87.1
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, September 15, 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 : 146,210: 7,990 0 0 138,220 145,260 146,210 145,260: 0 950
Old : 146,210: 7,990 0 0 138,220 145,260 146,210 145,260: 0 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 387: 0 0 0 387 387 387 387: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 94.5 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 5.5 0.0 0.0 94.5 99.4 100.0 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 : 36: 3 0 0 18 29 21 29:
Old : 36: 3 0 0 18 29 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 53.8 66.3 72.8 40.2 52.5 60.4 66.4
Old : 42.7 53.8 66.3 72.8 40.2 52.5 60.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, September 15, 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 : 2,158,212: 108,392 0 0 2,049,820 2,158,212 2,158,212 2,158,212: 0 0
Old : 2,158,212: 108,392 0 0 2,049,820 2,158,212 2,158,212 2,158,212: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 3,578: 0 0 0 3,578 3,578 3,578 3,578: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 0 16 22 19 22:
Old : 30: 3 0 0 16 22 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 63.0 86.1 82.9 60.1 59.8 81.8 76.8
Old : 61.0 63.0 86.1 82.9 60.1 59.8 81.8 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, September 15, 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 : 47,002: 38 3,195 42 46,837 43,342 46,917 46,579: 85 423
Old : 47,002: 38 3,195 42 46,837 43,342 46,917 46,579: 85 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,360: 0 0 0 2,360 2,360 2,360 2,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.8 0.1 99.6 92.2 99.8 99.1: 0.2 0.9
Old : 100.0: 0.1 6.8 0.1 99.6 92.2 99.8 99.1: 0.2 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 : 26: 1 1 1 18 13 19 15:
Old : 26: 1 1 1 18 13 19 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 65.8 79.3 87.7 51.2 65.5 69.4 78.6
Old : 58.7 65.8 79.3 87.7 51.2 65.5 69.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, September 15, 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 : 716,277: 0 64,240 0 716,277 652,037 716,277 716,277: 0 0
Old : 716,277: 0 64,240 0 716,277 652,037 716,277 716,277: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 14 12 15:
Old : 22: 0 1 0 12 14 12 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 : 76.3 67.3 94.3 90.6 75.0 65.4 89.8 85.7
Old : 76.3 67.3 94.3 90.6 75.0 65.4 89.8 85.7
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, September 15, 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 : 47,189: 1,290 320 0 45,899 46,869 47,189 47,189: 0 0
Old : 47,189: 1,290 320 0 45,899 46,869 47,189 47,189: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -608: 0 0 0 -608 -608 -608 -608: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.7 0.0 97.3 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.7 0.0 97.3 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 0 21 25 22 27:
Old : 33: 1 2 0 21 25 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 : 52.8 42.6 76.1 63.9 44.7 41.1 66.2 60.1
Old : 52.8 42.6 76.1 63.9 44.7 41.1 66.2 60.1
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, September 15, 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 : 794,582: 27,151 23,400 2,304 765,127 768,878 794,582 794,582: 0 0
Old : 794,582: 27,151 23,400 2,304 765,127 768,878 794,582 794,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 13,359: 0 23,400 0 13,359 -10,041 13,359 13,359: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.9 0.3 96.3 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 2.9 0.3 96.3 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 20 23 22 25:
Old : 33: 2 1 1 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 47.3 70.9 69.2 44.1 41.2 63.0 60.1
Old : 49.0 47.3 70.9 69.2 44.1 41.2 63.0 60.1
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, September 15, 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 : 20,922: 276 84 74 20,045 20,578 20,395 20,736: 527 186
Old : 20,922: 276 84 74 20,045 20,578 20,395 20,736: 527 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 34: -15 0 0 79 49 64 49: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.4 95.8 98.4 97.5 99.1: 2.5 0.9
Old : 100.0: 1.3 0.4 0.4 95.8 98.4 97.5 99.1: 2.5 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 : 40: 1 1 1 31 34 32 36:
Old : 40: 1 1 1 31 34 32 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 : 33.6 43.6 56.0 65.1 24.4 32.5 34.5 40.0
Old : 33.6 43.6 56.0 65.1 24.4 32.5 34.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders - Futures Only, September 15, 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 : 8,861: 217 0 0 8,463 8,576 8,680 8,576: 181 285
Old : 8,861: 217 0 0 8,463 8,576 8,680 8,576: 181 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 375: 0 0 0 375 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 95.5 96.8 98.0 96.8: 2.0 3.2
Old : 100.0: 2.4 0.0 0.0 95.5 96.8 98.0 96.8: 2.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 19 22 19:
Old : 26: 1 0 0 21 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 57.1 61.8 80.8 32.8 47.6 43.4 55.9
Old : 40.9 57.1 61.8 80.8 32.8 47.6 43.4 55.9
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 14,898: 335 0 125 14,156 14,673 14,616 14,798: 282 100
Old : 14,898: 335 0 125 14,156 14,673 14,616 14,798: 282 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 75: 90 0 -5 5 80 90 75: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.8 95.0 98.5 98.1 99.3: 1.9 0.7
Old : 100.0: 2.2 0.0 0.8 95.0 98.5 98.1 99.3: 1.9 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 : 27: 1 0 1 22 21 23 22:
Old : 27: 1 0 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 45.4 78.2 75.2 54.3 40.6 63.6 51.8
Old : 55.1 45.4 78.2 75.2 54.3 40.6 63.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,528: 0 275 232 5,871 5,355 6,103 5,862: 425 666
Old : 6,528: 0 275 232 5,871 5,355 6,103 5,862: 425 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,764: 0 -15 102 1,607 1,612 1,709 1,699: 55 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 3.6 89.9 82.0 93.5 89.8: 6.5 10.2
Old : 100.0: 0.0 4.2 3.6 89.9 82.0 93.5 89.8: 6.5 10.2
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: 0 1 1 22 19 23 20:
Old : 26: 0 1 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.8 60.8 65.0 18.6 15.8 24.8 22.4
Old : 35.3 43.8 60.8 65.0 18.6 15.8 24.8 22.4
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, September 15, 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 : 1,197,629: 219,352 173,795 273,646 629,344 676,051 1,122,342 1,123,492: 75,287 74,137
Old : 1,197,629: 219,352 173,795 273,646 629,344 676,051 1,122,342 1,123,492: 75,287 74,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 19,366: 7,416 -5,029 13,255 -366 8,621 20,305 16,847: -939 2,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.5 22.8 52.5 56.4 93.7 93.8: 6.3 6.2
Old : 100.0: 18.3 14.5 22.8 52.5 56.4 93.7 93.8: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 102 98 140 88 95 276 261:
Old : 315: 102 98 140 88 95 276 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 14.6 32.6 25.3 15.9 8.8 21.0 13.7
Old : 23.4 14.6 32.6 25.3 15.9 8.8 21.0 13.7
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, September 15, 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 : 212,481: 34,412 34,820 1,058 148,314 126,812 183,784 162,690: 28,697 49,791
Old : 212,481: 34,412 34,820 1,058 148,314 126,812 183,784 162,690: 28,697 49,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 6,163: 609 2,802 0 4,825 5,012 5,434 7,814: 729 -1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.4 0.5 69.8 59.7 86.5 76.6: 13.5 23.4
Old : 100.0: 16.2 16.4 0.5 69.8 59.7 86.5 76.6: 13.5 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 4 4 28 27 33 33:
Old : 37: 3 4 4 28 27 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 32.7 55.8 52.3 34.5 27.9 50.4 42.7
Old : 35.8 32.7 55.8 52.3 34.5 27.9 50.4 42.7
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, September 15, 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 : 69,332: 152 1,835 345 68,010 66,652 68,507 68,832: 825 500
Old : 69,332: 152 1,835 345 68,010 66,652 68,507 68,832: 825 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 4,910: 0 -25 0 4,385 4,510 4,385 4,485: 525 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.6 0.5 98.1 96.1 98.8 99.3: 1.2 0.7
Old : 100.0: 0.2 2.6 0.5 98.1 96.1 98.8 99.3: 1.2 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 : 58: 2 5 4 44 48 50 54:
Old : 58: 2 5 4 44 48 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 29.4 58.5 46.9 29.0 15.0 35.1 23.0
Old : 42.3 29.4 58.5 46.9 29.0 15.0 35.1 23.0
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, September 15, 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 : 171,634: 19,698 44,827 13,390 131,723 104,503 164,811 162,720: 6,823 8,914
Old : 171,634: 19,698 44,827 13,390 131,723 104,503 164,811 162,720: 6,823 8,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 946: -1,017 -2,529 1,593 515 1,508 1,091 572: -145 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.1 7.8 76.7 60.9 96.0 94.8: 4.0 5.2
Old : 100.0: 11.5 26.1 7.8 76.7 60.9 96.0 94.8: 4.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 17 19 25 24 47 46:
Old : 51: 7 17 19 25 24 47 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 : 46.0 33.5 60.3 50.1 22.4 16.6 33.1 23.3
Old : 46.0 33.5 60.3 50.1 22.4 16.6 33.1 23.3
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, September 15, 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 : 38,946: 1,864 3,225 1,682 31,505 30,285 35,051 35,192: 3,895 3,754
Old : 38,946: 1,864 3,225 1,682 31,505 30,285 35,051 35,192: 3,895 3,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -1,791: 419 -100 126 -2,069 -2,407 -1,524 -2,381: -267 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 8.3 4.3 80.9 77.8 90.0 90.4: 10.0 9.6
Old : 100.0: 4.8 8.3 4.3 80.9 77.8 90.0 90.4: 10.0 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 : 22: 3 3 5 14 15 19 21:
Old : 22: 3 3 5 14 15 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 : 48.6 48.5 69.3 70.1 31.5 29.4 36.7 37.5
Old : 48.6 48.5 69.3 70.1 31.5 29.4 36.7 37.5
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 108,315: 4,923 2,088 1,543 74,092 81,109 80,558 84,740: 27,757 23,575
Old : 108,315: 4,923 2,088 1,543 74,092 81,109 80,558 84,740: 27,757 23,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 595: 0 0 0 7,585 54 7,585 54: -6,990 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.9 1.4 68.4 74.9 74.4 78.2: 25.6 21.8
Old : 100.0: 4.5 1.9 1.4 68.4 74.9 74.4 78.2: 25.6 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 23 20 26 22:
Old : 26: 2 1 2 23 20 26 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 : 32.1 34.1 48.1 55.5 21.5 28.6 32.7 39.4
Old : 32.1 34.1 48.1 55.5 21.5 28.6 32.7 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, September 15, 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 : 42,713: 400 1,428 0 42,103 41,133 42,503 42,561: 210 152
Old : 42,713: 400 1,428 0 42,103 41,133 42,503 42,561: 210 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 115: 0 0 0 115 115 115 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 0.0 98.6 96.3 99.5 99.6: 0.5 0.4
Old : 100.0: 0.9 3.3 0.0 98.6 96.3 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 3 0 28 34 29 37:
Old : 44: 1 3 0 28 34 29 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 : 63.9 33.3 77.6 52.9 52.9 30.3 63.7 45.8
Old : 63.9 33.3 77.6 52.9 52.9 30.3 63.7 45.8
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, September 15, 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 : 22,121: 15,029 2,555 193 4,347 18,952 19,569 21,700: 2,552 421
Old : 22,121: 15,029 2,555 193 4,347 18,952 19,569 21,700: 2,552 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -251: -179 -180 40 -170 -75 -309 -215: 58 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 11.6 0.9 19.7 85.7 88.5 98.1: 11.5 1.9
Old : 100.0: 67.9 11.6 0.9 19.7 85.7 88.5 98.1: 11.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 86 11 2 19 27 106 39:
Old : 139: 86 11 2 19 27 106 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 : 33.0 43.1 46.4 59.9 33.0 43.0 45.9 59.5
Old : 33.0 43.1 46.4 59.9 33.0 43.0 45.9 59.5
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, September 15, 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 : 29,051: 19,097 2,576 32 4,469 25,434 23,598 28,042: 5,453 1,009
Old : 29,051: 19,097 2,576 32 4,469 25,434 23,598 28,042: 5,453 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,143: 1,517 144 -232 -14 2,111 1,271 2,023: 872 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 8.9 0.1 15.4 87.5 81.2 96.5: 18.8 3.5
Old : 100.0: 65.7 8.9 0.1 15.4 87.5 81.2 96.5: 18.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 74 15 3 10 30 84 48:
Old : 126: 74 15 3 10 30 84 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 : 19.5 34.5 34.4 51.3 19.4 34.5 33.8 50.6
Old : 19.5 34.5 34.4 51.3 19.4 34.5 33.8 50.6
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, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 203,784: 47,577 13,266 14,345 127,859 164,170 189,781 191,781: 14,003 12,003
Old : 203,784: 47,577 13,266 14,345 127,859 164,170 189,781 191,781: 14,003 12,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -2,901: -5,766 2,698 -1,645 4,232 -6,110 -3,179 -5,057: 278 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.5 7.0 62.7 80.6 93.1 94.1: 6.9 5.9
Old : 100.0: 23.3 6.5 7.0 62.7 80.6 93.1 94.1: 6.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 51 24 42 72 82 148 133:
Old : 177: 51 24 42 72 82 148 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 22.2 34.0 34.6 13.9 9.4 21.3 16.9
Old : 21.6 22.2 34.0 34.6 13.9 9.4 21.3 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 20,953: 1,263 0 220 14,818 16,115 16,301 16,335: 4,652 4,618
Old : 20,953: 1,263 0 220 14,818 16,115 16,301 16,335: 4,652 4,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 407: 21 0 7 375 416 403 423: 4 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 1.0 70.7 76.9 77.8 78.0: 22.2 22.0
Old : 100.0: 6.0 0.0 1.0 70.7 76.9 77.8 78.0: 22.2 22.0
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: 2 0 1 17 19 19 20:
Old : 23: 2 0 1 17 19 19 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 : 55.8 39.3 67.3 55.4 51.9 38.0 56.3 48.5
Old : 55.8 39.3 67.3 55.4 51.9 38.0 56.3 48.5
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, September 15, 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 : 11,324: 2,204 0 100 8,137 10,118 10,441 10,218: 883 1,106
Old : 11,324: 2,204 0 100 8,137 10,118 10,441 10,218: 883 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 414: 250 0 0 -36 214 214 214: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 0.0 0.9 71.9 89.4 92.2 90.2: 7.8 9.8
Old : 100.0: 19.5 0.0 0.9 71.9 89.4 92.2 90.2: 7.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 0 1 32 32 38 33:
Old : 46: 6 0 1 32 32 38 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 : 32.1 37.7 53.2 54.0 27.4 27.5 41.0 38.3
Old : 32.1 37.7 53.2 54.0 27.4 27.5 41.0 38.3
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, September 15, 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 : 37,345: 2,745 0 60 33,538 37,284 36,343 37,344: 1,002 1
Old : 37,345: 2,745 0 60 33,538 37,284 36,343 37,344: 1,002 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,828: -110 -50 48 1,895 1,905 1,833 1,903: -5 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.2 89.8 99.8 97.3 100.0: 2.7 0.0
Old : 100.0: 7.4 0.0 0.2 89.8 99.8 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 1 32 32 35 33:
Old : 43: 3 0 1 32 32 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 65.3 57.8 81.1 32.3 45.8 42.8 58.8
Old : 41.9 65.3 57.8 81.1 32.3 45.8 42.8 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, September 15, 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 : 21,996: 895 0 345 19,381 20,326 20,621 20,671: 1,375 1,325
Old : 21,996: 895 0 345 19,381 20,326 20,621 20,671: 1,375 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 890: 15 0 0 825 890 840 890: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 1.6 88.1 92.4 93.7 94.0: 6.3 6.0
Old : 100.0: 4.1 0.0 1.6 88.1 92.4 93.7 94.0: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 25 16 28 17:
Old : 32: 3 0 1 25 16 28 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 : 55.0 85.2 75.2 89.6 51.9 81.7 70.8 83.7
Old : 55.0 85.2 75.2 89.6 51.9 81.7 70.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 15, 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 : 16,457: 450 100 0 16,007 16,057 16,457 16,157: 0 300
Old : 16,457: 450 100 0 16,007 16,057 16,457 16,157: 0 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 0.0 97.3 97.6 100.0 98.2: 0.0 1.8
Old : 100.0: 2.7 0.6 0.0 97.3 97.6 100.0 98.2: 0.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 1 0 26 28 28 29:
Old : 43: 2 1 0 26 28 28 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 : 59.2 50.2 74.6 69.8 34.9 30.4 42.9 41.3
Old : 59.2 50.2 74.6 69.8 34.9 30.4 42.9 41.3
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, September 15, 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 : 4,198: 340 212 0 2,564 3,332 2,904 3,544: 1,294 654
Old : 4,198: 340 212 0 2,564 3,332 2,904 3,544: 1,294 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 4: -66 24 0 -23 -6 -89 18: 93 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.1 0.0 61.1 79.4 69.2 84.4: 30.8 15.6
Old : 100.0: 8.1 5.1 0.0 61.1 79.4 69.2 84.4: 30.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 15 18 17 20:
Old : 27: 2 2 0 15 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 37.4 60.2 61.9 43.6 35.5 57.1 59.2
Old : 45.5 37.4 60.2 61.9 43.6 35.5 57.1 59.2
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, September 15, 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 : 15,018: 300 0 0 14,311 14,548 14,611 14,548: 407 470
Old : 15,018: 300 0 0 14,311 14,548 14,611 14,548: 407 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 508: 300 0 0 328 508 628 508: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 95.3 96.9 97.3 96.9: 2.7 3.1
Old : 100.0: 2.0 0.0 0.0 95.3 96.9 97.3 96.9: 2.7 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 : 26: 1 0 0 23 15 24 15:
Old : 26: 1 0 0 23 15 24 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 : 60.3 74.3 75.9 88.5 52.6 65.6 65.4 72.4
Old : 60.3 74.3 75.9 88.5 52.6 65.6 65.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, September 15, 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 : 20,562: 2,418 714 82 17,614 19,445 20,114 20,241: 448 321
Old : 20,562: 2,418 714 82 17,614 19,445 20,114 20,241: 448 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 784: 0 0 0 784 784 784 784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.5 0.4 85.7 94.6 97.8 98.4: 2.2 1.6
Old : 100.0: 11.8 3.5 0.4 85.7 94.6 97.8 98.4: 2.2 1.6
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 : 45: 5 3 2 29 33 34 38:
Old : 45: 5 3 2 29 33 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 33.6 52.3 58.6 22.4 27.0 37.3 40.3
Old : 30.4 33.6 52.3 58.6 22.4 27.0 37.3 40.3
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, September 15, 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 : 9,345: 267 357 19 8,729 8,737 9,015 9,113: 330 232
Old : 9,345: 267 357 19 8,729 8,737 9,015 9,113: 330 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 1,073: 45 267 0 973 751 1,018 1,018: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.8 0.2 93.4 93.5 96.5 97.5: 3.5 2.5
Old : 100.0: 2.9 3.8 0.2 93.4 93.5 96.5 97.5: 3.5 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 : 31: 1 2 1 25 20 26 23:
Old : 31: 1 2 1 25 20 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 : 47.7 54.7 71.1 76.9 40.4 43.9 59.0 58.3
Old : 47.7 54.7 71.1 76.9 40.4 43.9 59.0 58.3
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, September 15, 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 : 56,025: 9,586 270 1,637 42,470 53,497 53,693 55,404: 2,332 621
Old : 56,025: 9,586 270 1,637 42,470 53,497 53,693 55,404: 2,332 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 366: -489 270 189 666 -57 366 402: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.5 2.9 75.8 95.5 95.8 98.9: 4.2 1.1
Old : 100.0: 17.1 0.5 2.9 75.8 95.5 95.8 98.9: 4.2 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 : 49: 8 1 4 32 36 40 41:
Old : 49: 8 1 4 32 36 40 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 : 27.9 30.6 46.5 52.3 20.0 23.1 31.6 37.7
Old : 27.9 30.6 46.5 52.3 20.0 23.1 31.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009