GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 33,349: 60 0 0 33,059 33,289 33,119 33,289: 230 60
Old : 33,349: 60 0 0 33,059 33,289 33,119 33,289: 230 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,209: 0 0 0 1,209 1,229 1,209 1,229: 0 -20
: : :
: : 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 : 42: 1 0 0 31 36 32 36:
Old : 42: 1 0 0 31 36 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 67.0 74.1 82.2 45.1 60.3 64.8 71.2
Old : 51.0 67.0 74.1 82.2 45.1 60.3 64.8 71.2
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 20, 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 : 24,156: 1,100 120 125 22,710 23,562 23,935 23,807: 221 349
Old : 24,156: 1,100 120 125 22,710 23,562 23,935 23,807: 221 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -132: 25 0 -25 -132 -82 -132 -107: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.5 0.5 94.0 97.5 99.1 98.6: 0.9 1.4
Old : 100.0: 4.6 0.5 0.5 94.0 97.5 99.1 98.6: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 1 29 32 32 34:
Old : 39: 3 1 1 29 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 50.8 61.6 78.2 19.8 32.5 34.3 42.4
Old : 39.6 50.8 61.6 78.2 19.8 32.5 34.3 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 7,629: 1,844 0 274 4,579 6,309 6,697 6,583: 932 1,046
Old : 7,629: 1,844 0 274 4,579 6,309 6,697 6,583: 932 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 128: 24 0 -9 108 58 123 49: 5 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 3.6 60.0 82.7 87.8 86.3: 12.2 13.7
Old : 100.0: 24.2 0.0 3.6 60.0 82.7 87.8 86.3: 12.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 20 23 21 24:
Old : 24: 1 0 1 20 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 55.9 75.6 68.9 55.9 54.1 62.1 58.6
Old : 64.2 55.9 75.6 68.9 55.9 54.1 62.1 58.6
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 20, 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 : 11,960: 196 150 176 10,501 10,978 10,873 11,304: 1,087 656
Old : 11,960: 196 150 176 10,501 10,978 10,873 11,304: 1,087 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 655: 24 9 5 743 603 772 617: -117 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.3 1.5 87.8 91.8 90.9 94.5: 9.1 5.5
Old : 100.0: 1.6 1.3 1.5 87.8 91.8 90.9 94.5: 9.1 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 : 50: 1 3 3 37 42 41 45:
Old : 50: 1 3 3 37 42 41 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 : 36.0 32.2 53.2 51.3 35.4 30.4 49.6 41.0
Old : 36.0 32.2 53.2 51.3 35.4 30.4 49.6 41.0
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 20, 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 : 9,083: 157 175 188 8,347 8,214 8,692 8,577: 391 506
Old : 9,083: 157 175 188 8,347 8,214 8,692 8,577: 391 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 293: 73 75 108 314 141 495 324: -202 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.9 2.1 91.9 90.4 95.7 94.4: 4.3 5.6
Old : 100.0: 1.7 1.9 2.1 91.9 90.4 95.7 94.4: 4.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 3 3 37 45 40 50:
Old : 52: 2 3 3 37 45 40 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 : 33.9 24.7 49.0 41.1 29.6 16.3 39.0 28.1
Old : 33.9 24.7 49.0 41.1 29.6 16.3 39.0 28.1
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 20, 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 : 5,401: 0 278 0 4,077 4,259 4,077 4,537: 1,324 864
Old : 5,401: 0 278 0 4,077 4,259 4,077 4,537: 1,324 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 291: 0 30 0 210 231 210 261: 81 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 75.5 78.9 75.5 84.0: 24.5 16.0
Old : 100.0: 0.0 5.1 0.0 75.5 78.9 75.5 84.0: 24.5 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 22 18 23:
Old : 23: 0 1 0 18 22 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 40.3 61.6 59.0 40.1 37.9 49.6 52.8
Old : 44.1 40.3 61.6 59.0 40.1 37.9 49.6 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,587: 0 138 40 2,285 2,886 2,325 3,064: 1,262 523
Old : 3,587: 0 138 40 2,285 2,886 2,325 3,064: 1,262 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 1.1 63.7 80.5 64.8 85.4: 35.2 14.6
Old : 100.0: 0.0 3.8 1.1 63.7 80.5 64.8 85.4: 35.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 15 17 16 18:
Old : 20: 0 1 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 51.9 54.6 69.1 33.7 45.4 36.9 56.2
Old : 43.5 51.9 54.6 69.1 33.7 45.4 36.9 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,803: 0 0 0 1,012 1,322 1,012 1,322: 791 481
Old : 1,803: 0 0 0 1,012 1,322 1,012 1,322: 791 481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 56.1 73.3 56.1 73.3: 43.9 26.7
Old : 100.0: 0.0 0.0 0.0 56.1 73.3 56.1 73.3: 43.9 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 12 16 12 16:
Old : 20: 0 0 0 12 16 12 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 : 37.4 32.2 50.7 53.8 35.5 31.6 43.2 52.1
Old : 37.4 32.2 50.7 53.8 35.5 31.6 43.2 52.1
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 20, 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 : 286,650: 23,535 17,514 58,253 164,774 181,537 246,562 257,304: 40,088 29,346
Old : 286,650: 23,535 17,514 58,253 164,774 181,537 246,562 257,304: 40,088 29,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 20,114: -894 3,268 8,210 13,955 9,008 21,272 20,487: -1,157 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.1 20.3 57.5 63.3 86.0 89.8: 14.0 10.2
Old : 100.0: 8.2 6.1 20.3 57.5 63.3 86.0 89.8: 14.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 22 29 46 65 65 118 119:
Old : 132: 22 29 46 65 65 118 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 26.6 35.6 36.4 16.7 21.5 22.2 26.2
Old : 24.2 26.6 35.6 36.4 16.7 21.5 22.2 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 16,927: 141 988 0 16,711 15,849 16,852 16,837: 75 90
Old : 16,927: 141 988 0 16,711 15,849 16,852 16,837: 75 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,255: 0 0 0 2,300 2,255 2,300 2,255: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.8 0.0 98.7 93.6 99.6 99.5: 0.4 0.5
Old : 100.0: 0.8 5.8 0.0 98.7 93.6 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 3 0 38 42 39 45:
Old : 54: 1 3 0 38 42 39 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 : 43.8 31.7 65.7 49.8 37.7 29.4 49.7 41.1
Old : 43.8 31.7 65.7 49.8 37.7 29.4 49.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,510: 150 0 0 9,445 10,285 9,595 10,285: 915 225
Old : 10,510: 150 0 0 9,445 10,285 9,595 10,285: 915 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 854: 0 0 0 879 779 879 779: -25 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 89.9 97.9 91.3 97.9: 8.7 2.1
Old : 100.0: 1.4 0.0 0.0 89.9 97.9 91.3 97.9: 8.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 18 21 18:
Old : 27: 1 0 0 20 18 21 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 : 59.0 56.3 74.7 80.8 48.9 54.5 60.7 71.2
Old : 59.0 56.3 74.7 80.8 48.9 54.5 60.7 71.2
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 20, 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 : 3,723: 75 0 0 3,373 3,348 3,448 3,348: 275 375
Old : 3,723: 75 0 0 3,373 3,348 3,448 3,348: 275 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 700: 25 0 0 1,100 608 1,125 608: -425 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 90.6 89.9 92.6 89.9: 7.4 10.1
Old : 100.0: 2.0 0.0 0.0 90.6 89.9 92.6 89.9: 7.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 19 21 21 21:
Old : 27: 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 : 51.0 46.3 70.5 63.8 37.6 34.3 46.1 43.7
Old : 51.0 46.3 70.5 63.8 37.6 34.3 46.1 43.7
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 20, 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 : 1,000,417: 136,173 193,931 397,486 386,266 364,862 919,925 956,280: 80,492 44,137
Old : 1,000,417: 136,173 193,931 397,486 386,266 364,862 919,925 956,280: 80,492 44,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,477: 7,535 -6,025 3,978 -6,724 5,626 4,789 3,580: -312 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.4 39.7 38.6 36.5 92.0 95.6: 8.0 4.4
Old : 100.0: 13.6 19.4 39.7 38.6 36.5 92.0 95.6: 8.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 59 70 87 80 67 193 175:
Old : 215: 59 70 87 80 67 193 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.4 47.6 58.0 11.1 19.9 14.4 23.2
Old : 35.8 46.4 47.6 58.0 11.1 19.9 14.4 23.2
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 20, 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 : 46,367: 20,437 24,656 5,857 19,832 15,609 46,126 46,122: 241 245
Old : 46,367: 20,437 24,656 5,857 19,832 15,609 46,126 46,122: 241 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,455: -1,323 -557 357 3,237 2,571 2,270 2,371: 185 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 53.2 12.6 42.8 33.7 99.5 99.5: 0.5 0.5
Old : 100.0: 44.1 53.2 12.6 42.8 33.7 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 11 13 8 11 22 30:
Old : 31: 9 11 13 8 11 22 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 : 86.7 67.0 96.0 86.8 64.3 50.7 67.2 63.0
Old : 86.7 67.0 96.0 86.8 64.3 50.7 67.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 96,944: 3,181 0 1,541 86,144 84,117 90,866 85,658: 6,078 11,286
Old : 96,944: 3,181 0 1,541 86,144 84,117 90,866 85,658: 6,078 11,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,207: -163 0 52 1,262 779 1,151 831: 56 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 1.6 88.9 86.8 93.7 88.4: 6.3 11.6
Old : 100.0: 3.3 0.0 1.6 88.9 86.8 93.7 88.4: 6.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 24 26 26 28:
Old : 29: 2 0 2 24 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 43.3 69.9 61.6 44.8 35.4 56.8 50.3
Old : 50.1 43.3 69.9 61.6 44.8 35.4 56.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 54,985: 2,645 2,380 3,390 42,097 36,282 48,132 42,052: 6,853 12,933
Old : 54,985: 2,645 2,380 3,390 42,097 36,282 48,132 42,052: 6,853 12,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,301: 0 -551 29 1,500 1,735 1,529 1,213: -228 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.3 6.2 76.6 66.0 87.5 76.5: 12.5 23.5
Old : 100.0: 4.8 4.3 6.2 76.6 66.0 87.5 76.5: 12.5 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 18 17 20 21:
Old : 27: 1 3 2 18 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 34.0 63.3 54.6 35.7 29.0 57.1 47.0
Old : 37.7 34.0 63.3 54.6 35.7 29.0 57.1 47.0
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 20, 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 : 79,446: 2,661 0 217 70,353 72,194 73,231 72,411: 6,215 7,035
Old : 79,446: 2,661 0 217 70,353 72,194 73,231 72,411: 6,215 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,892: 0 0 0 2,430 2,962 2,430 2,962: -538 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.3 88.6 90.9 92.2 91.1: 7.8 8.9
Old : 100.0: 3.3 0.0 0.3 88.6 90.9 92.2 91.1: 7.8 8.9
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 : 39: 3 0 1 28 28 31 29:
Old : 39: 3 0 1 28 28 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 30.4 64.3 50.3 40.4 29.4 56.5 46.6
Old : 44.2 30.4 64.3 50.3 40.4 29.4 56.5 46.6
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 20, 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 : 100,047: 0 0 0 83,145 87,582 83,145 87,582: 16,902 12,465
Old : 100,047: 0 0 0 83,145 87,582 83,145 87,582: 16,902 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,238: 0 0 0 -491 3,532 -491 3,532: 1,729 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.1 87.5 83.1 87.5: 16.9 12.5
Old : 100.0: 0.0 0.0 0.0 83.1 87.5 83.1 87.5: 16.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 22 21 22:
Old : 25: 0 0 0 21 22 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 : 36.4 47.5 59.2 64.7 27.6 35.8 39.1 45.2
Old : 36.4 47.5 59.2 64.7 27.6 35.8 39.1 45.2
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 20, 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 : 43,180: 3,864 0 1,100 32,571 36,190 37,535 37,290: 5,645 5,890
Old : 43,180: 3,864 0 1,100 32,571 36,190 37,535 37,290: 5,645 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -1,354: 186 0 -186 -1,261 -531 -1,261 -717: -93 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 2.5 75.4 83.8 86.9 86.4: 13.1 13.6
Old : 100.0: 8.9 0.0 2.5 75.4 83.8 86.9 86.4: 13.1 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 : 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 : 54.2 62.0 73.6 73.2 52.8 53.9 64.3 61.1
Old : 54.2 62.0 73.6 73.2 52.8 53.9 64.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 87,044: 494 6,657 4,262 75,643 71,103 80,399 82,022: 6,645 5,022
Old : 87,044: 494 6,657 4,262 75,643 71,103 80,399 82,022: 6,645 5,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,641: 0 1,148 -835 2,287 1,420 1,452 1,733: 189 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.6 4.9 86.9 81.7 92.4 94.2: 7.6 5.8
Old : 100.0: 0.6 7.6 4.9 86.9 81.7 92.4 94.2: 7.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 4 2 26 29 29 33:
Old : 41: 1 4 2 26 29 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 29.1 60.2 47.2 39.6 27.4 50.3 40.8
Old : 44.2 29.1 60.2 47.2 39.6 27.4 50.3 40.8
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 20, 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 : 132,891: 5,693 1,651 8,194 107,655 108,170 121,542 118,015: 11,349 14,876
Old : 132,891: 5,693 1,651 8,194 107,655 108,170 121,542 118,015: 11,349 14,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,071: 54 -62 397 620 492 1,071 827: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.2 6.2 81.0 81.4 91.5 88.8: 8.5 11.2
Old : 100.0: 4.3 1.2 6.2 81.0 81.4 91.5 88.8: 8.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 3 18 28 21 31:
Old : 35: 2 1 3 18 28 21 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 : 52.4 34.3 73.3 49.5 45.0 33.8 60.6 48.7
Old : 52.4 34.3 73.3 49.5 45.0 33.8 60.6 48.7
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,537: 413 13,896 18,182 57,425 44,472 76,020 76,550: 6,517 5,987
Old : 82,537: 413 13,896 18,182 57,425 44,472 76,020 76,550: 6,517 5,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 865: 0 3,922 -515 1,380 -2,567 865 840: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.8 22.0 69.6 53.9 92.1 92.7: 7.9 7.3
Old : 100.0: 0.5 16.8 22.0 69.6 53.9 92.1 92.7: 7.9 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 14 17 17:
Old : 23: 1 3 3 13 14 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 : 63.4 54.2 78.2 76.5 38.9 28.3 47.7 43.4
Old : 63.4 54.2 78.2 76.5 38.9 28.3 47.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 54,757: 0 0 0 47,671 42,927 47,671 42,927: 7,086 11,830
Old : 54,757: 0 0 0 47,671 42,927 47,671 42,927: 7,086 11,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -642: 0 0 0 -642 -1,070 -642 -1,070: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.1 78.4 87.1 78.4: 12.9 21.6
Old : 100.0: 0.0 0.0 0.0 87.1 78.4 87.1 78.4: 12.9 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 21 22 21:
Old : 26: 0 0 0 22 21 22 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 : 39.3 40.4 63.6 60.6 38.6 29.3 58.1 45.1
Old : 39.3 40.4 63.6 60.6 38.6 29.3 58.1 45.1
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 20, 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 : 87,375: 3,865 2,305 7,022 69,367 67,239 80,254 76,566: 7,121 10,809
Old : 87,375: 3,865 2,305 7,022 69,367 67,239 80,254 76,566: 7,121 10,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 3,055: -2,549 -316 2,263 6,123 1,743 5,837 3,690: -2,782 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.6 8.0 79.4 77.0 91.9 87.6: 8.1 12.4
Old : 100.0: 4.4 2.6 8.0 79.4 77.0 91.9 87.6: 8.1 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 4 28 28 33 33:
Old : 37: 3 3 4 28 28 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 26.4 53.0 46.8 25.2 22.1 41.1 33.0
Old : 33.8 26.4 53.0 46.8 25.2 22.1 41.1 33.0
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 20, 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 : 2,300,894: 84,253 121,463 979,113 1,231,831 1,195,685 2,295,197 2,296,260: 5,697 4,634
Old : 2,300,894: 84,253 121,463 979,113 1,231,831 1,195,685 2,295,197 2,296,260: 5,697 4,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 123,295: 1,663 16,885 51,798 69,520 54,566 122,981 123,249: 315 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.3 42.6 53.5 52.0 99.8 99.8: 0.2 0.2
Old : 100.0: 3.7 5.3 42.6 53.5 52.0 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 : 124: 40 30 64 54 53 122 119:
Old : 124: 40 30 64 54 53 122 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 30.3 49.4 48.2 6.1 6.0 7.9 8.0
Old : 32.9 30.3 49.4 48.2 6.1 6.0 7.9 8.0
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 20, 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 : 55,735: 3,078 14,394 3,492 31,064 23,422 37,634 41,308: 18,101 14,427
Old : 55,735: 3,078 14,394 3,492 31,064 23,422 37,634 41,308: 18,101 14,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -7,455: 2,048 119 -4,831 -6,082 -3,379 -8,865 -8,091: 1,410 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 25.8 6.3 55.7 42.0 67.5 74.1: 32.5 25.9
Old : 100.0: 5.5 25.8 6.3 55.7 42.0 67.5 74.1: 32.5 25.9
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 : 24: 1 4 3 16 17 19 22:
Old : 24: 1 4 3 16 17 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 39.0 53.7 55.3 25.9 36.4 41.3 47.5
Old : 35.5 39.0 53.7 55.3 25.9 36.4 41.3 47.5
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 20, 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 : 57,132: 1,092 3,178 2,846 48,136 39,451 52,074 45,475: 5,058 11,657
Old : 57,132: 1,092 3,178 2,846 48,136 39,451 52,074 45,475: 5,058 11,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -7,379: -194 -2,379 0 -7,009 -3,100 -7,203 -5,479: -176 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.6 5.0 84.3 69.1 91.1 79.6: 8.9 20.4
Old : 100.0: 1.9 5.6 5.0 84.3 69.1 91.1 79.6: 8.9 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 4 20 17 24 21:
Old : 29: 2 2 4 20 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 41.3 74.4 62.4 56.2 34.1 68.7 53.2
Old : 57.9 41.3 74.4 62.4 56.2 34.1 68.7 53.2
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 20, 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 : 219,229: 7,415 7,122 6,801 193,931 198,418 208,147 212,341: 11,082 6,888
Old : 219,229: 7,415 7,122 6,801 193,931 198,418 208,147 212,341: 11,082 6,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -441: -2,022 1,336 379 1,161 -2,194 -482 -479: 41 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.2 3.1 88.5 90.5 94.9 96.9: 5.1 3.1
Old : 100.0: 3.4 3.2 3.1 88.5 90.5 94.9 96.9: 5.1 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 : 52: 3 4 4 42 34 48 39:
Old : 52: 3 4 4 42 34 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 : 31.6 54.5 50.6 69.1 30.3 52.0 46.1 62.0
Old : 31.6 54.5 50.6 69.1 30.3 52.0 46.1 62.0
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 20, 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 : 173,619: 0 6,253 5,117 154,155 155,685 159,272 167,055: 14,347 6,564
Old : 173,619: 0 6,253 5,117 154,155 155,685 159,272 167,055: 14,347 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -603: 0 -158 132 -277 2,729 -145 2,703: -458 -3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 2.9 88.8 89.7 91.7 96.2: 8.3 3.8
Old : 100.0: 0.0 3.6 2.9 88.8 89.7 91.7 96.2: 8.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 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 : 34.2 40.3 54.5 62.8 23.5 38.6 38.5 53.6
Old : 34.2 40.3 54.5 62.8 23.5 38.6 38.5 53.6
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 20, 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 : 271,239: 643 6,191 17,253 234,465 236,785 252,361 260,229: 18,878 11,010
Old : 271,239: 643 6,191 17,253 234,465 236,785 252,361 260,229: 18,878 11,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,455: -687 2,700 1,514 3,264 1,463 4,091 5,677: 364 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 6.4 86.4 87.3 93.0 95.9: 7.0 4.1
Old : 100.0: 0.2 2.3 6.4 86.4 87.3 93.0 95.9: 7.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 4 5 40 39 45 44:
Old : 50: 1 4 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 50.0 48.4 27.2 26.9 39.4 40.2
Old : 31.6 28.8 50.0 48.4 27.2 26.9 39.4 40.2
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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 144,475: 3,237 6,225 4,869 132,984 128,998 141,090 140,092: 3,385 4,383
Old : 144,475: 3,237 6,225 4,869 132,984 128,998 141,090 140,092: 3,385 4,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -12,441: 0 -6,017 -1,329 -7,460 -4,800 -8,789 -12,146: -3,652 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.3 3.4 92.0 89.3 97.7 97.0: 2.3 3.0
Old : 100.0: 2.2 4.3 3.4 92.0 89.3 97.7 97.0: 2.3 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 32 33 40 39:
Old : 46: 2 6 6 32 33 40 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 : 49.7 34.4 74.7 56.6 46.3 31.2 65.7 50.5
Old : 49.7 34.4 74.7 56.6 46.3 31.2 65.7 50.5
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 20, 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 : 47,931: 0 1,070 0 41,308 39,493 41,308 40,563: 6,623 7,368
Old : 47,931: 0 1,070 0 41,308 39,493 41,308 40,563: 6,623 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 131: 0 0 0 131 131 131 131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 86.2 82.4 86.2 84.6: 13.8 15.4
Old : 100.0: 0.0 2.2 0.0 86.2 82.4 86.2 84.6: 13.8 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 : 49.1 45.9 68.7 63.5 44.4 34.1 56.7 50.9
Old : 49.1 45.9 68.7 63.5 44.4 34.1 56.7 50.9
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 20, 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 : 3,222,138: 755,752 143,954 1,080,388 1,359,032 1,976,614 3,195,172 3,200,956: 26,966 21,182
Old : 3,222,138: 755,752 143,954 1,080,388 1,359,032 1,976,614 3,195,172 3,200,956: 26,966 21,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -12: 632 -5,581 -597 -620 6,028 -585 -150: 573 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.5 33.5 42.2 61.3 99.2 99.3: 0.8 0.7
Old : 100.0: 23.5 4.5 33.5 42.2 61.3 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: 32 17 45 102 96 152 143:
Old : 160: 32 17 45 102 96 152 143:
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 : 39.8 36.8 50.2 51.6 19.7 19.7 23.5 28.7
Old : 39.8 36.8 50.2 51.6 19.7 19.7 23.5 28.7
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 20, 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 : 1,292,516: 150,105 247,162 412,873 723,935 627,542 1,286,913 1,287,577: 5,603 4,939
Old : 1,292,516: 150,105 247,162 412,873 723,935 627,542 1,286,913 1,287,577: 5,603 4,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 46,734: 3,816 -17,604 20,772 21,244 42,465 45,832 45,633: 902 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.1 31.9 56.0 48.6 99.6 99.6: 0.4 0.4
Old : 100.0: 11.6 19.1 31.9 56.0 48.6 99.6 99.6: 0.4 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 : 88: 16 35 41 36 35 79 84:
Old : 88: 16 35 41 36 35 79 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 36.7 55.4 53.8 19.8 14.6 29.2 24.3
Old : 31.4 36.7 55.4 53.8 19.8 14.6 29.2 24.3
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 20, 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 : 101,110: 4,548 805 8,274 87,219 91,467 100,041 100,546: 1,069 564
Old : 101,110: 4,548 805 8,274 87,219 91,467 100,041 100,546: 1,069 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,475: 267 148 254 1,524 1,871 2,044 2,273: 431 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.8 8.2 86.3 90.5 98.9 99.4: 1.1 0.6
Old : 100.0: 4.5 0.8 8.2 86.3 90.5 98.9 99.4: 1.1 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 : 43: 5 3 8 32 32 41 40:
Old : 43: 5 3 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 : 42.5 45.1 62.3 67.3 10.0 12.7 14.3 16.7
Old : 42.5 45.1 62.3 67.3 10.0 12.7 14.3 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 38,216: 2,724 0 432 33,781 37,106 36,936 37,538: 1,280 678
Old : 38,216: 2,724 0 432 33,781 37,106 36,936 37,538: 1,280 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -469: -23 0 20 -462 -513 -465 -493: -4 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 1.1 88.4 97.1 96.7 98.2: 3.3 1.8
Old : 100.0: 7.1 0.0 1.1 88.4 97.1 96.7 98.2: 3.3 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 : 25: 2 0 2 20 19 22 21:
Old : 25: 2 0 2 20 19 22 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 : 52.8 80.4 79.6 92.4 27.9 35.9 37.8 40.9
Old : 52.8 80.4 79.6 92.4 27.9 35.9 37.8 40.9
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 20, 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 : 14,011: 0 0 0 12,757 12,563 12,757 12,563: 1,254 1,448
Old : 14,011: 0 0 0 12,757 12,563 12,757 12,563: 1,254 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -5: 0 0 0 -5 5 -5 5: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.0 89.7 91.0 89.7: 9.0 10.3
Old : 100.0: 0.0 0.0 0.0 91.0 89.7 91.0 89.7: 9.0 10.3
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 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 39.5 50.0 56.9 61.1
Old : 47.1 60.2 71.1 78.7 39.5 50.0 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 20, 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 : 32,549: 0 720 720 28,709 30,379 29,429 31,819: 3,120 730
Old : 32,549: 0 720 720 28,709 30,379 29,429 31,819: 3,120 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -886: 0 0 0 -998 -746 -998 -746: 112 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.2 88.2 93.3 90.4 97.8: 9.6 2.2
Old : 100.0: 0.0 2.2 2.2 88.2 93.3 90.4 97.8: 9.6 2.2
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 : 28: 0 1 1 27 21 28 22:
Old : 28: 0 1 1 27 21 28 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 : 46.5 51.8 65.7 71.8 18.8 20.4 27.2 30.8
Old : 46.5 51.8 65.7 71.8 18.8 20.4 27.2 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 28,640: 0 0 0 28,448 27,836 28,448 27,836: 192 804
Old : 28,640: 0 0 0 28,448 27,836 28,448 27,836: 192 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -841: 0 0 0 -841 -781 -841 -781: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.2 99.3 97.2: 0.7 2.8
Old : 100.0: 0.0 0.0 0.0 99.3 97.2 99.3 97.2: 0.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 18 17 18:
Old : 23: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 78.6 82.7 88.2 55.9 75.1 76.0 81.9
Old : 60.3 78.6 82.7 88.2 55.9 75.1 76.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 47,992: 0 8,970 0 47,552 38,766 47,552 47,736: 440 256
Old : 47,992: 0 8,970 0 47,552 38,766 47,552 47,736: 440 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.7 0.0 99.1 80.8 99.1 99.5: 0.9 0.5
Old : 100.0: 0.0 18.7 0.0 99.1 80.8 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 15 18 15 20:
Old : 23: 0 2 0 15 18 15 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 : 72.4 47.9 90.8 72.5 60.8 37.7 68.5 57.1
Old : 72.4 47.9 90.8 72.5 60.8 37.7 68.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 MEGAWATT HOURS) :
: : :
All : 639,488: 0 167,440 0 639,488 402,248 639,488 569,688: 0 69,800
Old : 639,488: 0 167,440 0 639,488 402,248 639,488 569,688: 0 69,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.2 0.0 100.0 62.9 100.0 89.1: 0.0 10.9
Old : 100.0: 0.0 26.2 0.0 100.0 62.9 100.0 89.1: 0.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 10 13 10 15:
Old : 20: 0 2 0 10 13 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 53.5 98.0 77.7 71.3 53.5 83.1 70.3
Old : 78.2 53.5 98.0 77.7 71.3 53.5 83.1 70.3
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 20, 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 : 16,987: 0 0 0 16,915 16,554 16,915 16,554: 72 433
Old : 16,987: 0 0 0 16,915 16,554 16,915 16,554: 72 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -111: 0 -5 -70 19 -36 -51 -111: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 97.5 99.6 97.5: 0.4 2.5
Old : 100.0: 0.0 0.0 0.0 99.6 97.5 99.6 97.5: 0.4 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 0 0 21 19 21 19:
Old : 26: 0 0 0 21 19 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 : 69.1 54.4 89.3 79.3 57.9 36.0 60.9 51.7
Old : 69.1 54.4 89.3 79.3 57.9 36.0 60.9 51.7
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 20, 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 : 3,018,664: 241,916 119,105 1,150,333 1,533,890 1,645,082 2,926,138 2,914,519: 92,526 104,145
Old : 3,018,664: 241,916 119,105 1,150,333 1,533,890 1,645,082 2,926,138 2,914,519: 92,526 104,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -85,138: 5,151 -216 -77,994 -10,324 -15,051 -83,167 -93,261: -1,971 8,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 3.9 38.1 50.8 54.5 96.9 96.5: 3.1 3.5
Old : 100.0: 8.0 3.9 38.1 50.8 54.5 96.9 96.5: 3.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 104 97 159 77 85 267 265:
Old : 301: 104 97 159 77 85 267 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 30.6 44.8 45.1 6.6 3.9 9.2 6.3
Old : 30.9 30.6 44.8 45.1 6.6 3.9 9.2 6.3
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 20, 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 : 117,670: 2,643 15,379 39,552 73,981 60,733 116,176 115,664: 1,494 2,006
Old : 117,670: 2,643 15,379 39,552 73,981 60,733 116,176 115,664: 1,494 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -20,274: -6,050 2,012 -6,465 -7,295 -15,253 -19,810 -19,706: -464 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.1 33.6 62.9 51.6 98.7 98.3: 1.3 1.7
Old : 100.0: 2.2 13.1 33.6 62.9 51.6 98.7 98.3: 1.3 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 : 28: 3 10 11 8 11 19 24:
Old : 28: 3 10 11 8 11 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 58.3 87.8 82.1 45.5 34.8 52.0 47.0
Old : 73.7 58.3 87.8 82.1 45.5 34.8 52.0 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 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 178,674: 22,153 10,378 13,606 92,570 94,621 128,329 118,605: 50,345 60,069
Old : 178,674: 22,153 10,378 13,606 92,570 94,621 128,329 118,605: 50,345 60,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 3,931: 210 1,159 -279 3,614 -6,048 3,545 -5,168: 386 9,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.8 7.6 51.8 53.0 71.8 66.4: 28.2 33.6
Old : 100.0: 12.4 5.8 7.6 51.8 53.0 71.8 66.4: 28.2 33.6
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: 5 3 5 16 17 22 24:
Old : 26: 5 3 5 16 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 26.5 51.1 40.9 31.3 20.8 36.9 30.9
Old : 37.0 26.5 51.1 40.9 31.3 20.8 36.9 30.9
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 20, 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 : 222,268: 15,922 17,200 82,575 120,781 119,689 219,278 219,465: 2,990 2,803
Old : 222,268: 15,922 17,200 82,575 120,781 119,689 219,278 219,465: 2,990 2,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -37,833: -2,523 644 -25,502 -9,214 -12,654 -37,240 -37,512: -594 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.7 37.2 54.3 53.8 98.7 98.7: 1.3 1.3
Old : 100.0: 7.2 7.7 37.2 54.3 53.8 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 25 24 39 25 25 67 71:
Old : 75: 25 24 39 25 25 67 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 32.7 54.5 54.1 7.9 9.5 11.5 12.7
Old : 31.3 32.7 54.5 54.1 7.9 9.5 11.5 12.7
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 20, 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 : 489,243: 24,779 11,281 88,617 365,804 372,332 479,200 472,230: 10,043 17,012
Old : 489,243: 24,779 11,281 88,617 365,804 372,332 479,200 472,230: 10,043 17,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 6,790: 5,175 1,370 250 4,396 9,294 9,821 10,914: -3,031 -4,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.3 18.1 74.8 76.1 97.9 96.5: 2.1 3.5
Old : 100.0: 5.1 2.3 18.1 74.8 76.1 97.9 96.5: 2.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 3 11 31 31 42 42:
Old : 42: 8 3 11 31 31 42 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 : 34.7 32.8 52.6 51.2 12.1 13.7 17.2 18.3
Old : 34.7 32.8 52.6 51.2 12.1 13.7 17.2 18.3
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 20, 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 : 54,544: 855 3,344 1,805 51,836 49,341 54,496 54,490: 48 54
Old : 54,544: 855 3,344 1,805 51,836 49,341 54,496 54,490: 48 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,044: 75 651 -50 2,044 1,462 2,069 2,063: -25 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.1 3.3 95.0 90.5 99.9 99.9: 0.1 0.1
Old : 100.0: 1.6 6.1 3.3 95.0 90.5 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 37 44 44 49:
Old : 56: 5 2 4 37 44 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 28.8 64.4 50.7 38.3 25.1 43.5 35.0
Old : 50.3 28.8 64.4 50.7 38.3 25.1 43.5 35.0
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 20, 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 : 175,980: 17,697 39,372 28,136 122,897 101,273 168,730 168,781: 7,250 7,199
Old : 175,980: 17,697 39,372 28,136 122,897 101,273 168,730 168,781: 7,250 7,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,909: 487 2,912 1,369 1,516 -250 3,372 4,031: -463 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 22.4 16.0 69.8 57.5 95.9 95.9: 4.1 4.1
Old : 100.0: 10.1 22.4 16.0 69.8 57.5 95.9 95.9: 4.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 9 21 22 23 22 48 49:
Old : 53: 9 21 22 23 22 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.2 60.6 58.0 18.5 16.8 27.7 22.2
Old : 40.4 35.2 60.6 58.0 18.5 16.8 27.7 22.2
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 20, 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 : 30,505: 4,113 6,135 6,169 17,198 15,667 27,480 27,971: 3,025 2,534
Old : 30,505: 4,113 6,135 6,169 17,198 15,667 27,480 27,971: 3,025 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 195: 500 0 0 -50 140 450 140: -255 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.1 20.2 56.4 51.4 90.1 91.7: 9.9 8.3
Old : 100.0: 13.5 20.1 20.2 56.4 51.4 90.1 91.7: 9.9 8.3
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: 4 4 5 11 12 18 19:
Old : 21: 4 4 5 11 12 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 44.4 77.1 66.4 33.8 23.9 36.6 33.7
Old : 61.0 44.4 77.1 66.4 33.8 23.9 36.6 33.7
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 20, 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 : 64,965: 0 6,035 180 52,803 42,403 52,983 48,618: 11,982 16,347
Old : 64,965: 0 6,035 180 52,803 42,403 52,983 48,618: 11,982 16,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,156: 0 -600 0 986 1,521 986 921: 170 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.3 81.3 65.3 81.6 74.8: 18.4 25.2
Old : 100.0: 0.0 9.3 0.3 81.3 65.3 81.6 74.8: 18.4 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 17 16 18 18:
Old : 24: 0 2 1 17 16 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 : 50.3 40.9 68.1 60.3 32.9 26.6 42.7 34.8
Old : 50.3 40.9 68.1 60.3 32.9 26.6 42.7 34.8
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 20, 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 : 101,293: 2,783 8,715 11,350 58,311 47,625 72,444 67,690: 28,849 33,603
Old : 101,293: 2,783 8,715 11,350 58,311 47,625 72,444 67,690: 28,849 33,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 2,494: -828 -1,790 1,221 1,750 2,837 2,143 2,268: 351 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.6 11.2 57.6 47.0 71.5 66.8: 28.5 33.2
Old : 100.0: 2.7 8.6 11.2 57.6 47.0 71.5 66.8: 28.5 33.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 4 18 18 22 22:
Old : 22: 2 2 4 18 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 28.2 46.6 46.2 21.2 18.3 28.9 25.1
Old : 29.4 28.2 46.6 46.2 21.2 18.3 28.9 25.1
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 20, 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 : 31,220: 0 7,240 95 31,125 23,885 31,220 31,220: 0 0
Old : 31,220: 0 7,240 95 31,125 23,885 31,220 31,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,375: 0 5,220 0 4,375 -845 4,375 4,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.2 0.3 99.7 76.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 23.2 0.3 99.7 76.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 8 1 22 29 23 37:
Old : 42: 0 8 1 22 29 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 34.0 82.9 55.2 57.3 33.7 76.9 52.6
Old : 60.6 34.0 82.9 55.2 57.3 33.7 76.9 52.6
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 20, 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 : 12,387: 8,371 3,511 85 2,105 7,880 10,561 11,476: 1,826 911
Old : 12,387: 8,371 3,511 85 2,105 7,880 10,561 11,476: 1,826 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -81: -255 109 35 84 -322 -136 -178: 55 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 28.3 0.7 17.0 63.6 85.3 92.6: 14.7 7.4
Old : 100.0: 67.6 28.3 0.7 17.0 63.6 85.3 92.6: 14.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 23 3 16 19 55 44:
Old : 95: 38 23 3 16 19 55 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 : 38.4 46.2 49.5 64.0 38.4 46.2 49.2 64.0
Old : 38.4 46.2 49.5 64.0 38.4 46.2 49.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 17,832: 9,212 1,969 127 5,652 14,592 14,991 16,688: 2,841 1,144
Old : 17,832: 9,212 1,969 127 5,652 14,592 14,991 16,688: 2,841 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -462: -546 350 -38 50 -845 -534 -533: 72 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 11.0 0.7 31.7 81.8 84.1 93.6: 15.9 6.4
Old : 100.0: 51.7 11.0 0.7 31.7 81.8 84.1 93.6: 15.9 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 : 78: 34 9 3 17 23 53 33:
Old : 78: 34 9 3 17 23 53 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.1 52.4 60.4 36.5 37.1 52.4 60.4
Old : 36.5 37.1 52.4 60.4 36.5 37.1 52.4 60.4
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 20, 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 : 228,394: 52,545 2,656 34,022 120,941 175,625 207,508 212,303: 20,886 16,091
Old : 228,394: 52,545 2,656 34,022 120,941 175,625 207,508 212,303: 20,886 16,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 5,572: -2,703 -222 2,311 5,608 3,303 5,216 5,392: 356 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 1.2 14.9 53.0 76.9 90.9 93.0: 9.1 7.0
Old : 100.0: 23.0 1.2 14.9 53.0 76.9 90.9 93.0: 9.1 7.0
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 : 168: 51 20 43 74 87 142 136:
Old : 168: 51 20 43 74 87 142 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 22.1 33.0 33.3 13.7 11.2 23.1 18.5
Old : 21.6 22.1 33.0 33.3 13.7 11.2 23.1 18.5
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 20, 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 : 17,471: 0 632 96 11,987 12,485 12,083 13,213: 5,388 4,258
Old : 17,471: 0 632 96 11,987 12,485 12,083 13,213: 5,388 4,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 855: 0 632 96 269 786 365 1,514: 490 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.5 68.6 71.5 69.2 75.6: 30.8 24.4
Old : 100.0: 0.0 3.6 0.5 68.6 71.5 69.2 75.6: 30.8 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 17 20 18 21:
Old : 24: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.0 60.8 54.8 43.3 32.4 47.3 43.0
Old : 50.9 41.0 60.8 54.8 43.3 32.4 47.3 43.0
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 20, 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 : 4,522: 50 0 0 4,472 4,522 4,522 4,522: 0 0
Old : 4,522: 50 0 0 4,472 4,522 4,522 4,522: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 188: -100 0 0 388 288 288 288: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 21 22 22 22:
Old : 30: 1 0 0 21 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 41.8 67.6 65.2 32.1 29.1 46.1 41.9
Old : 41.4 41.8 67.6 65.2 32.1 29.1 46.1 41.9
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 20, 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 : 24,054: 1,208 50 0 21,823 24,000 23,031 24,050: 1,023 4
Old : 24,054: 1,208 50 0 21,823 24,000 23,031 24,050: 1,023 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 310: 0 -150 0 700 460 700 310: -390 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.2 0.0 90.7 99.8 95.7 100.0: 4.3 0.0
Old : 100.0: 5.0 0.2 0.0 90.7 99.8 95.7 100.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 0 30 26 32 27:
Old : 39: 2 1 0 30 26 32 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 : 44.0 63.8 62.2 86.3 34.6 53.9 50.4 65.3
Old : 44.0 63.8 62.2 86.3 34.6 53.9 50.4 65.3
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 20, 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 : 16,527: 75 0 25 14,966 15,767 15,066 15,792: 1,461 735
Old : 16,527: 75 0 25 14,966 15,767 15,066 15,792: 1,461 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 3,875: 0 0 0 3,825 3,950 3,825 3,950: 50 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 90.6 95.4 91.2 95.6: 8.8 4.4
Old : 100.0: 0.5 0.0 0.2 90.6 95.4 91.2 95.6: 8.8 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 : 20: 1 0 1 17 13 18 14:
Old : 20: 1 0 1 17 13 18 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 : 64.0 87.6 78.5 93.5 60.9 76.2 71.0 78.7
Old : 64.0 87.6 78.5 93.5 60.9 76.2 71.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 9,980: 275 0 0 9,705 9,980 9,980 9,980: 0 0
Old : 9,980: 275 0 0 9,705 9,980 9,980 9,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,825: -100 0 0 2,075 1,975 1,975 1,975: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 0 29 20 31 20:
Old : 38: 2 0 0 29 20 31 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 : 43.6 64.2 62.9 80.5 37.3 61.6 55.8 72.9
Old : 43.6 64.2 62.9 80.5 37.3 61.6 55.8 72.9
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 20, 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 : 4,465: 0 138 0 3,328 3,233 3,328 3,371: 1,137 1,094
Old : 4,465: 0 138 0 3,328 3,233 3,328 3,371: 1,137 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 167: 0 0 0 101 192 101 192: 66 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 74.5 72.4 74.5 75.5: 25.5 24.5
Old : 100.0: 0.0 3.1 0.0 74.5 72.4 74.5 75.5: 25.5 24.5
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 : 21: 0 1 0 15 16 15 17:
Old : 21: 0 1 0 15 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 47.1 66.1 62.2 50.5 44.9 58.9 56.6
Old : 51.9 47.1 66.1 62.2 50.5 44.9 58.9 56.6
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 20, 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 : 20,579: 300 285 108 19,594 20,132 20,002 20,525: 577 54
Old : 20,579: 300 285 108 19,594 20,132 20,002 20,525: 577 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 478: 0 0 0 385 460 385 460: 93 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.4 0.5 95.2 97.8 97.2 99.7: 2.8 0.3
Old : 100.0: 1.5 1.4 0.5 95.2 97.8 97.2 99.7: 2.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 20 22 22 23:
Old : 33: 1 1 1 20 22 22 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 : 56.6 64.7 83.2 81.7 55.5 64.7 82.1 78.6
Old : 56.6 64.7 83.2 81.7 55.5 64.7 82.1 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 20, 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 : 9,126: 449 45 0 8,647 9,065 9,096 9,110: 30 16
Old : 9,126: 449 45 0 8,647 9,065 9,096 9,110: 30 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 623: 0 45 0 623 578 623 623: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.5 0.0 94.8 99.3 99.7 99.8: 0.3 0.2
Old : 100.0: 4.9 0.5 0.0 94.8 99.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 18 21 19:
Old : 26: 1 1 0 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 : 66.3 61.2 82.8 81.4 59.3 54.2 66.8 65.1
Old : 66.3 61.2 82.8 81.4 59.3 54.2 66.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 45,160: 3,141 3,499 2,510 36,170 38,521 41,821 44,530: 3,339 630
Old : 45,160: 3,141 3,499 2,510 36,170 38,521 41,821 44,530: 3,339 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,659: 0 99 165 1,737 1,065 1,902 1,329: -243 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.7 5.6 80.1 85.3 92.6 98.6: 7.4 1.4
Old : 100.0: 7.0 7.7 5.6 80.1 85.3 92.6 98.6: 7.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 4 4 23 25 31 30:
Old : 37: 5 4 4 23 25 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 35.4 55.8 55.9 33.5 26.9 45.5 41.9
Old : 35.2 35.4 55.8 55.9 33.5 26.9 45.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009