GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 32,140: 60 0 0 31,850 32,060 31,910 32,060: 230 80
Old : 32,140: 60 0 0 31,850 32,060 31,910 32,060: 230 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,119: 0 0 0 1,069 1,069 1,069 1,069: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.1 99.8 99.3 99.8: 0.7 0.2
Old : 100.0: 0.2 0.0 0.0 99.1 99.8 99.3 99.8: 0.7 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 : 41: 1 0 0 30 35 31 35:
Old : 41: 1 0 0 30 35 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 67.2 75.7 82.7 46.2 61.4 66.1 71.8
Old : 52.3 67.2 75.7 82.7 46.2 61.4 66.1 71.8
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,288: 1,075 120 150 22,842 23,644 24,067 23,914: 221 374
Old : 24,288: 1,075 120 150 22,842 23,644 24,067 23,914: 221 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 877: 300 0 -50 607 852 857 802: 20 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.5 0.6 94.0 97.3 99.1 98.5: 0.9 1.5
Old : 100.0: 4.4 0.5 0.6 94.0 97.3 99.1 98.5: 0.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 1 29 33 32 35:
Old : 40: 2 1 1 29 33 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 51.2 61.4 78.6 19.2 31.9 32.3 41.0
Old : 39.1 51.2 61.4 78.6 19.2 31.9 32.3 41.0
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 7,501: 1,820 0 283 4,471 6,251 6,574 6,534: 927 967
Old : 7,501: 1,820 0 283 4,471 6,251 6,574 6,534: 927 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 195: 185 0 -45 31 132 171 87: 24 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.0 3.8 59.6 83.3 87.6 87.1: 12.4 12.9
Old : 100.0: 24.3 0.0 3.8 59.6 83.3 87.6 87.1: 12.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 19 22 20 23:
Old : 23: 1 0 1 19 22 20 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 : 64.1 57.1 75.6 70.9 56.2 55.2 63.0 60.5
Old : 64.1 57.1 75.6 70.9 56.2 55.2 63.0 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 11,305: 172 141 171 9,758 10,375 10,101 10,687: 1,204 618
Old : 11,305: 172 141 171 9,758 10,375 10,101 10,687: 1,204 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 449: 24 43 -2 364 274 386 315: 63 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 1.5 86.3 91.8 89.3 94.5: 10.7 5.5
Old : 100.0: 1.5 1.2 1.5 86.3 91.8 89.3 94.5: 10.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 3 36 40 39 44:
Old : 48: 2 2 3 36 40 39 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 : 38.9 32.1 56.6 51.5 38.2 31.3 53.9 42.3
Old : 38.9 32.1 56.6 51.5 38.2 31.3 53.9 42.3
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 8,790: 84 100 80 8,033 8,073 8,197 8,253: 593 537
Old : 8,790: 84 100 80 8,033 8,073 8,197 8,253: 593 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 802: -40 100 40 727 695 727 835: 75 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.1 0.9 91.4 91.8 93.3 93.9: 6.7 6.1
Old : 100.0: 1.0 1.1 0.9 91.4 91.8 93.3 93.9: 6.7 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 : 52: 1 2 2 39 47 41 50:
Old : 52: 1 2 2 39 47 41 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 25.0 48.9 40.8 26.8 16.6 35.4 27.2
Old : 31.5 25.0 48.9 40.8 26.8 16.6 35.4 27.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 5,110: 0 248 0 3,867 4,028 3,867 4,276: 1,243 834
Old : 5,110: 0 248 0 3,867 4,028 3,867 4,276: 1,243 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 378: 0 -50 0 161 182 161 132: 217 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 75.7 78.8 75.7 83.7: 24.3 16.3
Old : 100.0: 0.0 4.9 0.0 75.7 78.8 75.7 83.7: 24.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 20 17 21:
Old : 21: 0 1 0 17 20 17 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 : 46.5 40.4 63.2 60.3 41.9 38.0 51.5 54.2
Old : 46.5 40.4 63.2 60.3 41.9 38.0 51.5 54.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 266,536: 24,429 14,246 50,043 150,819 172,529 225,290 236,818: 41,246 29,718
Old : 266,536: 24,429 14,246 50,043 150,819 172,529 225,290 236,818: 41,246 29,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 4,890: 232 -2,125 2,200 -3,204 2,227 -772 2,302: 5,663 2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.3 18.8 56.6 64.7 84.5 88.9: 15.5 11.1
Old : 100.0: 9.2 5.3 18.8 56.6 64.7 84.5 88.9: 15.5 11.1
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 : 127: 26 22 41 64 67 114 113:
Old : 127: 26 22 41 64 67 114 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 25.8 35.6 35.9 17.2 21.7 22.9 26.6
Old : 25.0 25.8 35.6 35.9 17.2 21.7 22.9 26.6
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 14,672: 141 988 0 14,411 13,594 14,552 14,582: 120 90
Old : 14,672: 141 988 0 14,411 13,594 14,552 14,582: 120 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,078: 141 0 0 1,933 2,078 2,074 2,078: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.7 0.0 98.2 92.7 99.2 99.4: 0.8 0.6
Old : 100.0: 1.0 6.7 0.0 98.2 92.7 99.2 99.4: 0.8 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 : 51: 1 3 0 32 42 33 45:
Old : 51: 1 3 0 32 42 33 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 32.0 68.2 51.6 39.1 30.1 53.3 42.5
Old : 45.0 32.0 68.2 51.6 39.1 30.1 53.3 42.5
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 9,656: 150 0 0 8,566 9,506 8,716 9,506: 940 150
Old : 9,656: 150 0 0 8,566 9,506 8,716 9,506: 940 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 150: 75 0 0 -400 0 -325 0: 475 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 88.7 98.4 90.3 98.4: 9.7 1.6
Old : 100.0: 1.6 0.0 0.0 88.7 98.4 90.3 98.4: 9.7 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 : 25: 1 0 0 17 17 18 17:
Old : 25: 1 0 0 17 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 59.1 77.0 82.7 54.7 57.5 66.3 74.1
Old : 62.5 59.1 77.0 82.7 54.7 57.5 66.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 3,023: 50 0 0 2,273 2,740 2,323 2,740: 700 283
Old : 3,023: 50 0 0 2,273 2,740 2,323 2,740: 700 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 75.2 90.6 76.8 90.6: 23.2 9.4
Old : 100.0: 1.7 0.0 0.0 75.2 90.6 76.8 90.6: 23.2 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 18 20 19 20:
Old : 26: 1 0 0 18 20 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 : 39.7 48.8 55.3 67.0 26.5 36.5 34.2 48.0
Old : 39.7 48.8 55.3 67.0 26.5 36.5 34.2 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 995,940: 128,638 199,956 393,508 392,990 359,236 915,137 952,700: 80,803 43,239
Old : 995,940: 128,638 199,956 393,508 392,990 359,236 915,137 952,700: 80,803 43,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 14,316: 16,684 -9,269 5,658 -10,547 13,138 11,796 9,526: 2,521 4,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.1 39.5 39.5 36.1 91.9 95.7: 8.1 4.3
Old : 100.0: 12.9 20.1 39.5 39.5 36.1 91.9 95.7: 8.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 62 64 87 75 61 187 170:
Old : 210: 62 64 87 75 61 187 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.2 47.9 59.3 10.1 19.7 13.5 23.1
Old : 35.8 47.2 47.9 59.3 10.1 19.7 13.5 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 43,912: 21,760 25,213 5,500 16,595 13,038 43,856 43,751: 56 161
Old : 43,912: 21,760 25,213 5,500 16,595 13,038 43,856 43,751: 56 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,778: 2,054 1,401 -343 198 753 1,909 1,812: -132 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 57.4 12.5 37.8 29.7 99.9 99.6: 0.1 0.4
Old : 100.0: 49.6 57.4 12.5 37.8 29.7 99.9 99.6: 0.1 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 : 32: 8 12 13 9 11 23 30:
Old : 32: 8 12 13 9 11 23 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 : 89.4 65.3 96.3 86.1 64.7 54.9 67.6 64.9
Old : 89.4 65.3 96.3 86.1 64.7 54.9 67.6 64.9
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,737: 3,344 0 1,489 84,882 83,338 89,715 84,827: 6,022 10,910
Old : 95,737: 3,344 0 1,489 84,882 83,338 89,715 84,827: 6,022 10,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,210: 2,249 0 -775 -914 1,383 560 608: 650 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 1.6 88.7 87.0 93.7 88.6: 6.3 11.4
Old : 100.0: 3.5 0.0 1.6 88.7 87.0 93.7 88.6: 6.3 11.4
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 : 28: 2 0 2 24 25 26 27:
Old : 28: 2 0 2 24 25 26 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 : 50.2 43.9 70.3 62.5 45.1 36.0 57.1 51.2
Old : 50.2 43.9 70.3 62.5 45.1 36.0 57.1 51.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 53,684: 2,645 2,931 3,361 40,597 34,547 46,603 40,839: 7,081 12,845
Old : 53,684: 2,645 2,931 3,361 40,597 34,547 46,603 40,839: 7,081 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,279: -783 969 -223 2,266 570 1,260 1,316: 19 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.5 6.3 75.6 64.4 86.8 76.1: 13.2 23.9
Old : 100.0: 4.9 5.5 6.3 75.6 64.4 86.8 76.1: 13.2 23.9
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 3 2 17 16 19 20:
Old : 26: 1 3 2 17 16 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 : 38.9 34.9 65.4 55.4 36.4 28.6 59.1 45.6
Old : 38.9 34.9 65.4 55.4 36.4 28.6 59.1 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 77,554: 2,661 0 217 67,923 69,232 70,801 69,449: 6,753 8,105
Old : 77,554: 2,661 0 217 67,923 69,232 70,801 69,449: 6,753 8,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -294: 387 -117 -387 8 98 8 -406: -302 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.3 87.6 89.3 91.3 89.5: 8.7 10.5
Old : 100.0: 3.4 0.0 0.3 87.6 89.3 91.3 89.5: 8.7 10.5
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 : 38: 3 0 1 27 26 30 27:
Old : 38: 3 0 1 27 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 31.1 63.0 51.8 40.7 29.6 54.7 45.8
Old : 44.5 31.1 63.0 51.8 40.7 29.6 54.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 98,809: 0 0 0 83,636 84,050 83,636 84,050: 15,173 14,759
Old : 98,809: 0 0 0 83,636 84,050 83,636 84,050: 15,173 14,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,392: 0 0 0 53 1,821 53 1,821: 1,339 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.6 85.1 84.6 85.1: 15.4 14.9
Old : 100.0: 0.0 0.0 0.0 84.6 85.1 84.6 85.1: 15.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 21 21 21:
Old : 25: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 47.5 59.0 64.9 27.6 36.1 39.9 45.0
Old : 35.9 47.5 59.0 64.9 27.6 36.1 39.9 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 44,534: 3,678 0 1,286 33,832 36,721 38,796 38,007: 5,738 6,527
Old : 44,534: 3,678 0 1,286 33,832 36,721 38,796 38,007: 5,738 6,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -12,861: 20 -342 -498 -11,711 -12,200 -12,189 -13,040: -672 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 2.9 76.0 82.5 87.1 85.3: 12.9 14.7
Old : 100.0: 8.3 0.0 2.9 76.0 82.5 87.1 85.3: 12.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 21 21 23 22:
Old : 27: 2 0 1 21 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 : 55.3 60.1 74.2 71.4 51.6 52.2 62.8 58.2
Old : 55.3 60.1 74.2 71.4 51.6 52.2 62.8 58.2
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,403: 494 5,509 5,097 73,356 69,683 78,947 80,289: 6,456 5,114
Old : 85,403: 494 5,509 5,097 73,356 69,683 78,947 80,289: 6,456 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,100: 0 -91 57 1,043 1,314 1,100 1,280: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.5 6.0 85.9 81.6 92.4 94.0: 7.6 6.0
Old : 100.0: 0.6 6.5 6.0 85.9 81.6 92.4 94.0: 7.6 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 : 42: 1 5 3 26 29 30 34:
Old : 42: 1 5 3 26 29 30 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 : 44.3 28.4 59.8 47.2 39.0 27.5 50.1 40.7
Old : 44.3 28.4 59.8 47.2 39.0 27.5 50.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 131,820: 5,639 1,713 7,797 107,035 107,678 120,471 117,188: 11,349 14,632
Old : 131,820: 5,639 1,713 7,797 107,035 107,678 120,471 117,188: 11,349 14,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 25,046: -12,387 1,713 3,976 32,834 20,575 24,423 26,264: 623 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.3 5.9 81.2 81.7 91.4 88.9: 8.6 11.1
Old : 100.0: 4.3 1.3 5.9 81.2 81.7 91.4 88.9: 8.6 11.1
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 : 35: 2 1 3 19 28 22 31:
Old : 35: 2 1 3 19 28 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 34.6 72.5 50.0 45.7 34.1 59.4 49.2
Old : 53.2 34.6 72.5 50.0 45.7 34.1 59.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,672: 413 9,974 18,697 56,045 47,039 75,155 75,710: 6,517 5,962
Old : 81,672: 413 9,974 18,697 56,045 47,039 75,155 75,710: 6,517 5,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,202: 0 -1,044 1,198 56 1,992 1,254 2,146: 948 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 12.2 22.9 68.6 57.6 92.0 92.7: 8.0 7.3
Old : 100.0: 0.5 12.2 22.9 68.6 57.6 92.0 92.7: 8.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 13 13 17 16:
Old : 23: 1 3 3 13 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.2 77.6 73.8 39.0 29.7 48.3 44.1
Old : 61.1 53.2 77.6 73.8 39.0 29.7 48.3 44.1
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,399: 0 0 0 48,313 43,997 48,313 43,997: 7,086 11,402
Old : 55,399: 0 0 0 48,313 43,997 48,313 43,997: 7,086 11,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,820: 0 0 0 3,082 1,055 3,082 1,055: -262 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.2 79.4 87.2 79.4: 12.8 20.6
Old : 100.0: 0.0 0.0 0.0 87.2 79.4 87.2 79.4: 12.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 41.5 64.0 61.2 37.4 29.9 57.4 46.1
Old : 39.6 41.5 64.0 61.2 37.4 29.9 57.4 46.1
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,320: 6,414 2,621 4,759 63,244 65,496 74,417 72,876: 9,903 11,444
Old : 84,320: 6,414 2,621 4,759 63,244 65,496 74,417 72,876: 9,903 11,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 210: -168 404 -186 -68 114 -422 332: 632 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.1 5.6 75.0 77.7 88.3 86.4: 11.7 13.6
Old : 100.0: 7.6 3.1 5.6 75.0 77.7 88.3 86.4: 11.7 13.6
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 : 35: 2 3 4 27 27 31 32:
Old : 35: 2 3 4 27 27 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 25.7 58.3 45.1 29.9 21.9 46.8 34.1
Old : 38.8 25.7 58.3 45.1 29.9 21.9 46.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 2,177,599: 82,590 104,577 927,315 1,162,311 1,141,119 2,172,216 2,173,012: 5,383 4,588
Old : 2,177,599: 82,590 104,577 927,315 1,162,311 1,141,119 2,172,216 2,173,012: 5,383 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 120,631: 459 19,966 43,502 76,331 57,048 120,292 120,516: 339 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.8 42.6 53.4 52.4 99.8 99.8: 0.2 0.2
Old : 100.0: 3.8 4.8 42.6 53.4 52.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 40 27 61 55 54 119 118:
Old : 123: 40 27 61 55 54 119 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 30.3 49.7 48.3 5.6 5.5 7.4 7.4
Old : 33.2 30.3 49.7 48.3 5.6 5.5 7.4 7.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 63,190: 1,030 14,275 8,323 37,146 26,801 46,499 49,399: 16,691 13,791
Old : 63,190: 1,030 14,275 8,323 37,146 26,801 46,499 49,399: 16,691 13,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -13,442: -6,118 -79 -302 -4,950 -11,187 -11,370 -11,568: -2,072 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 22.6 13.2 58.8 42.4 73.6 78.2: 26.4 21.8
Old : 100.0: 1.6 22.6 13.2 58.8 42.4 73.6 78.2: 26.4 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 : 25: 1 4 3 17 18 20 23:
Old : 25: 1 4 3 17 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.7 56.6 58.4 23.3 32.7 34.9 41.7
Old : 39.8 39.7 56.6 58.4 23.3 32.7 34.9 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,511: 1,286 5,557 2,846 55,145 42,551 59,277 50,954: 5,234 13,557
Old : 64,511: 1,286 5,557 2,846 55,145 42,551 59,277 50,954: 5,234 13,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -9,853: 963 236 -932 -10,002 -10,010 -9,971 -10,706: 118 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.6 4.4 85.5 66.0 91.9 79.0: 8.1 21.0
Old : 100.0: 2.0 8.6 4.4 85.5 66.0 91.9 79.0: 8.1 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 19 18 23 22:
Old : 28: 2 2 4 19 18 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 : 62.5 39.8 78.4 60.4 57.9 33.3 69.9 52.5
Old : 62.5 39.8 78.4 60.4 57.9 33.3 69.9 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 219,670: 9,437 5,786 6,422 192,770 200,612 208,629 212,820: 11,041 6,850
Old : 219,670: 9,437 5,786 6,422 192,770 200,612 208,629 212,820: 11,041 6,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,483: 513 -3,467 753 1,365 4,048 2,631 1,334: -1,148 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.6 2.9 87.8 91.3 95.0 96.9: 5.0 3.1
Old : 100.0: 4.3 2.6 2.9 87.8 91.3 95.0 96.9: 5.0 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 : 51: 4 2 4 42 35 48 39:
Old : 51: 4 2 4 42 35 48 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 : 31.5 56.4 50.2 70.9 30.3 54.4 46.2 64.2
Old : 31.5 56.4 50.2 70.9 30.3 54.4 46.2 64.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 174,222: 0 6,411 4,985 154,432 152,956 159,417 164,352: 14,805 9,870
Old : 174,222: 0 6,411 4,985 154,432 152,956 159,417 164,352: 14,805 9,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,412: 0 -112 112 -281 -2,198 -169 -2,198: -2,243 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 2.9 88.6 87.8 91.5 94.3: 8.5 5.7
Old : 100.0: 0.0 3.7 2.9 88.6 87.8 91.5 94.3: 8.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 3 33 29 36 32:
Old : 39: 0 3 3 33 29 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 41.4 55.9 61.8 23.6 38.6 38.6 54.7
Old : 33.9 41.4 55.9 61.8 23.6 38.6 38.6 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 266,784: 1,330 3,491 15,739 231,201 235,322 248,270 254,552: 18,514 12,232
Old : 266,784: 1,330 3,491 15,739 231,201 235,322 248,270 254,552: 18,514 12,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 9,036: 1,147 -6,612 2,914 4,474 12,852 8,535 9,154: 501 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 5.9 86.7 88.2 93.1 95.4: 6.9 4.6
Old : 100.0: 0.5 1.3 5.9 86.7 88.2 93.1 95.4: 6.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 3 5 40 39 45 44:
Old : 50: 2 3 5 40 39 45 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 : 31.6 28.8 49.9 48.7 27.0 27.1 38.3 40.0
Old : 31.6 28.8 49.9 48.7 27.0 27.1 38.3 40.0
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 156,916: 3,237 12,242 6,198 140,444 133,798 149,879 152,238: 7,037 4,678
Old : 156,916: 3,237 12,242 6,198 140,444 133,798 149,879 152,238: 7,037 4,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -19,005: 0 -2,432 -956 -17,989 -14,885 -18,945 -18,273: -60 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.8 3.9 89.5 85.3 95.5 97.0: 4.5 3.0
Old : 100.0: 2.1 7.8 3.9 89.5 85.3 95.5 97.0: 4.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 6 33 33 41 39:
Old : 46: 2 6 6 33 33 41 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 : 45.6 32.3 71.1 56.6 42.5 27.5 59.8 44.5
Old : 45.6 32.3 71.1 56.6 42.5 27.5 59.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 47,800: 0 1,070 0 41,177 39,362 41,177 40,432: 6,623 7,368
Old : 47,800: 0 1,070 0 41,177 39,362 41,177 40,432: 6,623 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,220: 0 0 0 1,792 2,220 1,792 2,220: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 86.1 82.3 86.1 84.6: 13.9 15.4
Old : 100.0: 0.0 2.2 0.0 86.1 82.3 86.1 84.6: 13.9 15.4
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 : 23: 0 1 0 20 17 20 18:
Old : 23: 0 1 0 20 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 46.0 68.5 63.4 44.0 34.2 56.4 50.5
Old : 48.8 46.0 68.5 63.4 44.0 34.2 56.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,222,150: 755,120 149,535 1,080,985 1,359,652 1,970,586 3,195,757 3,201,106: 26,393 21,044
Old : 3,222,150: 755,120 149,535 1,080,985 1,359,652 1,970,586 3,195,757 3,201,106: 26,393 21,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -172: -37,336 -4,474 15,883 22,875 -10,034 1,422 1,375: -1,594 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.6 33.5 42.2 61.2 99.2 99.3: 0.8 0.7
Old : 100.0: 23.4 4.6 33.5 42.2 61.2 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 29 21 46 103 94 153 143:
Old : 160: 29 21 46 103 94 153 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 36.1 50.6 50.5 19.7 19.6 23.5 28.2
Old : 40.0 36.1 50.6 50.5 19.7 19.6 23.5 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 1,245,782: 146,289 264,766 392,101 702,691 585,077 1,241,081 1,241,944: 4,701 3,838
Old : 1,245,782: 146,289 264,766 392,101 702,691 585,077 1,241,081 1,241,944: 4,701 3,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 84,542: -17,807 -12,008 73,779 30,094 22,174 86,066 83,945: -1,524 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 21.3 31.5 56.4 47.0 99.6 99.7: 0.4 0.3
Old : 100.0: 11.7 21.3 31.5 56.4 47.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 17 33 39 36 35 78 82:
Old : 87: 17 33 39 36 35 78 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 39.4 54.8 55.7 20.2 17.6 30.1 26.6
Old : 30.4 39.4 54.8 55.7 20.2 17.6 30.1 26.6
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 98,635: 4,281 656 8,021 85,695 89,596 97,997 98,273: 638 362
Old : 98,635: 4,281 656 8,021 85,695 89,596 97,997 98,273: 638 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,814: 224 -14 272 2,400 2,374 2,896 2,632: -82 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.7 8.1 86.9 90.8 99.4 99.6: 0.6 0.4
Old : 100.0: 4.3 0.7 8.1 86.9 90.8 99.4 99.6: 0.6 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 : 43: 4 4 8 32 32 41 40:
Old : 43: 4 4 8 32 32 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 43.9 60.1 65.1 10.3 13.2 14.8 17.4
Old : 40.3 43.9 60.1 65.1 10.3 13.2 14.8 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 38,685: 2,747 0 411 34,243 37,620 37,401 38,031: 1,284 654
Old : 38,685: 2,747 0 411 34,243 37,620 37,401 38,031: 1,284 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,234: 5 0 1 3,108 3,225 3,114 3,226: 120 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 1.1 88.5 97.2 96.7 98.3: 3.3 1.7
Old : 100.0: 7.1 0.0 1.1 88.5 97.2 96.7 98.3: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 21 19 23 21:
Old : 25: 2 0 2 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 79.2 75.6 91.3 26.0 35.0 36.0 39.5
Old : 51.5 79.2 75.6 91.3 26.0 35.0 36.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 14,016: 0 0 0 12,762 12,558 12,762 12,558: 1,254 1,458
Old : 14,016: 0 0 0 12,762 12,558 12,762 12,558: 1,254 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 470: 0 0 0 274 430 274 430: 196 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 89.6 91.1 89.6: 8.9 10.4
Old : 100.0: 0.0 0.0 0.0 91.1 89.6 91.1 89.6: 8.9 10.4
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 14 17 14:
Old : 21: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 60.2 71.1 78.7 39.4 49.9 56.9 61.1
Old : 47.1 60.2 71.1 78.7 39.4 49.9 56.9 61.1
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 33,435: 0 720 720 29,707 31,125 30,427 32,565: 3,008 870
Old : 33,435: 0 720 720 29,707 31,125 30,427 32,565: 3,008 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 180: 0 0 0 124 0 124 0: 56 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.2 88.9 93.1 91.0 97.4: 9.0 2.6
Old : 100.0: 0.0 2.2 2.2 88.9 93.1 91.0 97.4: 9.0 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 : 27: 0 1 1 26 21 27 22:
Old : 27: 0 1 1 26 21 27 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 : 46.8 51.3 65.8 72.1 18.6 19.3 26.3 29.9
Old : 46.8 51.3 65.8 72.1 18.6 19.3 26.3 29.9
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 29,481: 0 0 0 29,289 28,617 29,289 28,617: 192 864
Old : 29,481: 0 0 0 29,289 28,617 29,289 28,617: 192 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 869: 0 0 0 869 869 869 869: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.1 99.3 97.1: 0.7 2.9
Old : 100.0: 0.0 0.0 0.0 99.3 97.1 99.3 97.1: 0.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 17 17 17:
Old : 23: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 76.1 83.6 86.3 56.4 73.8 77.3 81.7
Old : 60.7 76.1 83.6 86.3 56.4 73.8 77.3 81.7
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 17,098: 0 5 70 16,896 16,590 16,966 16,665: 132 433
Old : 17,098: 0 5 70 16,896 16,590 16,966 16,665: 132 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 762: 0 5 70 698 762 768 837: -6 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.4 98.8 97.0 99.2 97.5: 0.8 2.5
Old : 100.0: 0.0 0.0 0.4 98.8 97.0 99.2 97.5: 0.8 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 : 26: 0 1 1 20 18 21 19:
Old : 26: 0 1 1 20 18 21 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 : 70.1 53.5 87.6 78.9 59.7 37.5 61.7 53.3
Old : 70.1 53.5 87.6 78.9 59.7 37.5 61.7 53.3
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 3,103,803: 236,765 119,321 1,228,326 1,544,214 1,660,133 3,009,305 3,007,781: 94,497 96,022
Old : 3,103,803: 236,765 119,321 1,228,326 1,544,214 1,660,133 3,009,305 3,007,781: 94,497 96,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 58,524: 1,497 21,487 8,092 46,664 34,452 56,252 64,031: 2,273 -5,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.8 39.6 49.8 53.5 97.0 96.9: 3.0 3.1
Old : 100.0: 7.6 3.8 39.6 49.8 53.5 97.0 96.9: 3.0 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 : 305: 103 100 159 84 87 276 266:
Old : 305: 103 100 159 84 87 276 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 30.9 45.0 45.2 6.1 3.6 8.4 5.8
Old : 31.1 30.9 45.0 45.2 6.1 3.6 8.4 5.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 137,944: 8,693 13,367 46,018 81,276 75,986 135,986 135,370: 1,958 2,574
Old : 137,944: 8,693 13,367 46,018 81,276 75,986 135,986 135,370: 1,958 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 5,242: 2,041 310 3,027 620 2,497 5,689 5,834: -446 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.7 33.4 58.9 55.1 98.6 98.1: 1.4 1.9
Old : 100.0: 6.3 9.7 33.4 58.9 55.1 98.6 98.1: 1.4 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 : 28: 3 8 9 10 12 19 23:
Old : 28: 3 8 9 10 12 19 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 : 72.9 58.3 86.6 81.5 40.5 36.3 49.7 47.0
Old : 72.9 58.3 86.6 81.5 40.5 36.3 49.7 47.0
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 174,743: 21,943 9,219 13,885 88,956 100,669 124,784 123,773: 49,959 50,970
Old : 174,743: 21,943 9,219 13,885 88,956 100,669 124,784 123,773: 49,959 50,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,627: 3,081 -684 811 -640 -477 3,252 -350: -1,625 1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.3 7.9 50.9 57.6 71.4 70.8: 28.6 29.2
Old : 100.0: 12.6 5.3 7.9 50.9 57.6 71.4 70.8: 28.6 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 3 6 18 18 24 26:
Old : 27: 5 3 6 18 18 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 26.5 50.7 41.3 30.9 20.4 36.3 31.2
Old : 37.0 26.5 50.7 41.3 30.9 20.4 36.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 260,101: 18,445 16,556 108,077 129,995 132,343 256,518 256,977: 3,583 3,124
Old : 260,101: 18,445 16,556 108,077 129,995 132,343 256,518 256,977: 3,583 3,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 4,762: 204 1,181 3,682 965 -354 4,851 4,508: -89 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.4 41.6 50.0 50.9 98.6 98.8: 1.4 1.2
Old : 100.0: 7.1 6.4 41.6 50.0 50.9 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 21 24 37 27 28 67 70:
Old : 73: 21 24 37 27 28 67 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.8 52.5 52.2 6.7 7.8 9.3 11.1
Old : 30.5 30.8 52.5 52.2 6.7 7.8 9.3 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 482,453: 19,604 9,912 88,367 361,409 363,038 469,379 461,316: 13,074 21,137
Old : 482,453: 19,604 9,912 88,367 361,409 363,038 469,379 461,316: 13,074 21,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -878: 2,874 -1,942 319 -4,518 65 -1,325 -1,558: 447 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.1 18.3 74.9 75.2 97.3 95.6: 2.7 4.4
Old : 100.0: 4.1 2.1 18.3 74.9 75.2 97.3 95.6: 2.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 4 10 30 30 40 40:
Old : 40: 6 4 10 30 30 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.2 53.1 51.8 11.8 13.2 16.5 17.5
Old : 35.0 33.2 53.1 51.8 11.8 13.2 16.5 17.5
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 52,500: 780 2,693 1,855 49,792 47,879 52,427 52,427: 73 73
Old : 52,500: 780 2,693 1,855 49,792 47,879 52,427 52,427: 73 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,566: 400 -750 -50 3,143 4,293 3,493 3,493: 73 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.1 3.5 94.8 91.2 99.9 99.9: 0.1 0.1
Old : 100.0: 1.5 5.1 3.5 94.8 91.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 2 4 36 45 43 50:
Old : 56: 5 2 4 36 45 43 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 29.4 64.4 52.4 38.5 24.5 44.0 36.0
Old : 50.0 29.4 64.4 52.4 38.5 24.5 44.0 36.0
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 173,071: 17,210 36,460 26,767 121,381 101,523 165,358 164,750: 7,713 8,321
Old : 173,071: 17,210 36,460 26,767 121,381 101,523 165,358 164,750: 7,713 8,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 5,072: 221 4,186 3,182 1,355 -2,560 4,758 4,808: 314 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.1 15.5 70.1 58.7 95.5 95.2: 4.5 4.8
Old : 100.0: 9.9 21.1 15.5 70.1 58.7 95.5 95.2: 4.5 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 : 50: 8 19 21 23 22 45 48:
Old : 50: 8 19 21 23 22 45 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 : 40.4 35.9 60.8 58.7 18.5 16.0 28.4 21.5
Old : 40.4 35.9 60.8 58.7 18.5 16.0 28.4 21.5
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 30,310: 3,613 6,135 6,169 17,248 15,527 27,030 27,831: 3,280 2,479
Old : 30,310: 3,613 6,135 6,169 17,248 15,527 27,030 27,831: 3,280 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -331: 0 0 -350 -181 19 -531 -331: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.2 20.4 56.9 51.2 89.2 91.8: 10.8 8.2
Old : 100.0: 11.9 20.2 20.4 56.9 51.2 89.2 91.8: 10.8 8.2
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: 3 4 5 11 12 17 19:
Old : 20: 3 4 5 11 12 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 44.2 77.8 66.3 33.7 24.1 35.4 33.4
Old : 61.5 44.2 77.8 66.3 33.7 24.1 35.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 63,809: 0 6,635 180 51,817 40,882 51,997 47,697: 11,812 16,112
Old : 63,809: 0 6,635 180 51,817 40,882 51,997 47,697: 11,812 16,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 902: 0 50 0 880 850 880 900: 22 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.3 81.2 64.1 81.5 74.7: 18.5 25.3
Old : 100.0: 0.0 10.4 0.3 81.2 64.1 81.5 74.7: 18.5 25.3
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 2 1 16 15 17 17:
Old : 23: 0 2 1 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 42.2 69.9 61.0 35.1 28.3 43.7 36.3
Old : 52.3 42.2 69.9 61.0 35.1 28.3 43.7 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 98,799: 3,611 10,505 10,129 56,561 44,788 70,301 65,422: 28,498 33,377
Old : 98,799: 3,611 10,505 10,129 56,561 44,788 70,301 65,422: 28,498 33,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.6 10.3 57.2 45.3 71.2 66.2: 28.8 33.8
Old : 100.0: 3.7 10.6 10.3 57.2 45.3 71.2 66.2: 28.8 33.8
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 : 21: 2 2 4 17 17 21 21:
Old : 21: 2 2 4 17 17 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 29.9 48.2 48.1 21.7 20.4 30.1 27.4
Old : 30.8 29.9 48.2 48.1 21.7 20.4 30.1 27.4
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 26,845: 0 2,020 95 26,750 24,730 26,845 26,845: 0 0
Old : 26,845: 0 2,020 95 26,750 24,730 26,845 26,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,450: 0 1,500 0 3,450 1,950 3,450 3,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.4 99.6 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.4 99.6 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 5 1 21 29 22 34:
Old : 39: 0 5 1 21 29 22 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 : 59.5 33.6 83.9 56.3 54.4 33.2 75.4 52.1
Old : 59.5 33.6 83.9 56.3 54.4 33.2 75.4 52.1
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 12,468: 8,626 3,402 50 2,021 8,202 10,697 11,654: 1,771 814
Old : 12,468: 8,626 3,402 50 2,021 8,202 10,697 11,654: 1,771 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 322: 345 89 7 77 185 429 281: -107 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 27.3 0.4 16.2 65.8 85.8 93.5: 14.2 6.5
Old : 100.0: 69.2 27.3 0.4 16.2 65.8 85.8 93.5: 14.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 44 20 2 15 21 60 42:
Old : 99: 44 20 2 15 21 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 46.8 48.3 64.4 37.7 46.8 47.9 64.4
Old : 37.7 46.8 48.3 64.4 37.7 46.8 47.9 64.4
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 18,294: 9,758 1,619 165 5,602 15,437 15,525 17,221: 2,769 1,073
Old : 18,294: 9,758 1,619 165 5,602 15,437 15,525 17,221: 2,769 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -92: -19 -166 -45 -69 327 -133 116: 41 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 8.8 0.9 30.6 84.4 84.9 94.1: 15.1 5.9
Old : 100.0: 53.3 8.8 0.9 30.6 84.4 84.9 94.1: 15.1 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 : 78: 35 8 3 17 23 54 32:
Old : 78: 35 8 3 17 23 54 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 35.4 51.0 59.8 35.5 35.4 51.0 59.8
Old : 35.5 35.4 51.0 59.8 35.5 35.4 51.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 222,822: 55,248 2,878 31,711 115,333 172,322 202,291 206,911: 20,530 15,911
Old : 222,822: 55,248 2,878 31,711 115,333 172,322 202,291 206,911: 20,530 15,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 6,915: -1,789 -672 2,684 4,697 3,259 5,591 5,270: 1,324 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 1.3 14.2 51.8 77.3 90.8 92.9: 9.2 7.1
Old : 100.0: 24.8 1.3 14.2 51.8 77.3 90.8 92.9: 9.2 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 : 165: 52 19 39 72 85 137 131:
Old : 165: 52 19 39 72 85 137 131:
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 : 22.0 23.2 33.3 33.5 13.8 12.7 23.4 19.6
Old : 22.0 23.2 33.3 33.5 13.8 12.7 23.4 19.6
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 16,616: 0 0 0 11,718 11,699 11,718 11,699: 4,898 4,917
Old : 16,616: 0 0 0 11,718 11,699 11,718 11,699: 4,898 4,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 70.5 70.4 70.5 70.4: 29.5 29.6
Old : 100.0: 0.0 0.0 0.0 70.5 70.4 70.5 70.4: 29.5 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 18 15 18:
Old : 21: 0 0 0 15 18 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 42.0 63.4 55.6 44.9 33.7 50.9 44.2
Old : 51.6 42.0 63.4 55.6 44.9 33.7 50.9 44.2
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 4,334: 150 0 0 4,084 4,234 4,234 4,234: 100 100
Old : 4,334: 150 0 0 4,084 4,234 4,234 4,234: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 525: 0 0 0 475 475 475 475: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 94.2 97.7 97.7 97.7: 2.3 2.3
Old : 100.0: 3.5 0.0 0.0 94.2 97.7 97.7 97.7: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 19 21 21 21:
Old : 29: 2 0 0 19 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 42.3 68.3 62.2 32.3 28.4 45.8 42.6
Old : 40.9 42.3 68.3 62.2 32.3 28.4 45.8 42.6
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 with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 23,744: 1,208 200 0 21,123 23,540 22,331 23,740: 1,413 4
Old : 23,744: 1,208 200 0 21,123 23,540 22,331 23,740: 1,413 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,378: 1,088 200 0 2,166 3,378 3,254 3,578: 124 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.8 0.0 89.0 99.1 94.0 100.0: 6.0 0.0
Old : 100.0: 5.1 0.8 0.0 89.0 99.1 94.0 100.0: 6.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 0 27 20 29 21:
Old : 35: 2 1 0 27 20 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 64.4 60.5 86.7 34.7 54.4 50.5 67.3
Old : 42.3 64.4 60.5 86.7 34.7 54.4 50.5 67.3
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 12,652: 75 0 25 11,141 11,817 11,241 11,842: 1,411 810
Old : 12,652: 75 0 25 11,141 11,817 11,241 11,842: 1,411 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.2 88.1 93.4 88.8 93.6: 11.2 6.4
Old : 100.0: 0.6 0.0 0.2 88.1 93.4 88.8 93.6: 11.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 15 13 16 14:
Old : 20: 1 0 1 15 13 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 : 61.4 82.6 78.6 90.4 56.9 69.7 69.8 76.6
Old : 61.4 82.6 78.6 90.4 56.9 69.7 69.8 76.6
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 8,155: 375 0 0 7,630 8,005 8,005 8,005: 150 150
Old : 8,155: 375 0 0 7,630 8,005 8,005 8,005: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 825: 250 0 0 425 675 675 675: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 93.6 98.2 98.2 98.2: 1.8 1.8
Old : 100.0: 4.6 0.0 0.0 93.6 98.2 98.2 98.2: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 0 26 19 29 19:
Old : 37: 3 0 0 26 19 29 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 : 37.7 66.8 60.4 82.8 36.4 65.9 57.9 77.9
Old : 37.7 66.8 60.4 82.8 36.4 65.9 57.9 77.9
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 4,298: 0 138 0 3,227 3,041 3,227 3,179: 1,071 1,119
Old : 4,298: 0 138 0 3,227 3,041 3,227 3,179: 1,071 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 75.1 70.8 75.1 74.0: 24.9 26.0
Old : 100.0: 0.0 3.2 0.0 75.1 70.8 75.1 74.0: 24.9 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 15 16 16:
Old : 21: 0 1 0 16 15 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 : 48.2 46.0 64.5 61.0 46.7 43.3 56.8 55.0
Old : 48.2 46.0 64.5 61.0 46.7 43.3 56.8 55.0
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 20,101: 300 285 108 19,209 19,672 19,617 20,065: 484 36
Old : 20,101: 300 285 108 19,209 19,672 19,617 20,065: 484 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 351: 0 0 0 351 423 351 423: 0 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.4 0.5 95.6 97.9 97.6 99.8: 2.4 0.2
Old : 100.0: 1.5 1.4 0.5 95.6 97.9 97.6 99.8: 2.4 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 : 33: 1 1 1 19 21 21 22:
Old : 33: 1 1 1 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 63.8 86.2 80.6 58.6 63.8 86.2 78.6
Old : 58.6 63.8 86.2 80.6 58.6 63.8 86.2 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 8,503: 449 0 0 8,024 8,487 8,473 8,487: 30 16
Old : 8,503: 449 0 0 8,024 8,487 8,473 8,487: 30 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 630: 0 0 0 630 630 630 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 94.4 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 5.3 0.0 0.0 94.4 99.8 99.6 99.8: 0.4 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 : 23: 1 0 0 17 18 18 18:
Old : 23: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 66.0 85.6 86.9 60.7 61.2 69.6 70.8
Old : 68.7 66.0 85.6 86.9 60.7 61.2 69.6 70.8
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 with Delta-adjusted Options and Futures Combined, January 13, 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 : 43,501: 3,141 3,400 2,345 34,433 37,456 39,919 43,201: 3,582 300
Old : 43,501: 3,141 3,400 2,345 34,433 37,456 39,919 43,201: 3,582 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,604: 50 -763 349 2,478 3,348 2,877 2,934: -273 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.8 5.4 79.2 86.1 91.8 99.3: 8.2 0.7
Old : 100.0: 7.2 7.8 5.4 79.2 86.1 91.8 99.3: 8.2 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 : 37: 5 4 4 24 25 32 30:
Old : 37: 5 4 4 24 25 32 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 : 36.4 36.6 56.6 57.3 34.7 30.2 46.1 45.4
Old : 36.4 36.6 56.6 57.3 34.7 30.2 46.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009