GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,896: 232 0 0 32,340 32,846 32,572 32,846: 324 50
Old : 32,896: 232 0 0 32,340 32,846 32,572 32,846: 324 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,568: 172 0 0 -3,834 -3,558 -3,662 -3,558: 94 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 98.3 99.8 99.0 99.8: 1.0 0.2
Old : 100.0: 0.7 0.0 0.0 98.3 99.8 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 0 0 32 36 34 36:
Old : 41: 2 0 0 32 36 34 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 : 52.9 67.3 74.0 81.8 50.3 61.0 62.2 65.9
Old : 52.9 67.3 74.0 81.8 50.3 61.0 62.2 65.9
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,372: 1,150 120 100 19,811 20,881 21,061 21,101: 311 271
Old : 21,372: 1,150 120 100 19,811 20,881 21,061 21,101: 311 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -4,538: -250 0 -25 -4,403 -4,485 -4,678 -4,510: 140 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.6 0.5 92.7 97.7 98.5 98.7: 1.5 1.3
Old : 100.0: 5.4 0.6 0.5 92.7 97.7 98.5 98.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 29 34 31 36:
Old : 41: 1 1 1 29 34 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 47.2 64.8 73.8 26.3 38.5 44.6 52.7
Old : 43.4 47.2 64.8 73.8 26.3 38.5 44.6 52.7
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, February 3, 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 : 7,232: 1,592 51 337 4,524 5,966 6,453 6,354: 779 878
Old : 7,232: 1,592 51 337 4,524 5,966 6,453 6,354: 779 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -453: -226 51 27 -118 -491 -317 -413: -136 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.7 4.7 62.6 82.5 89.2 87.9: 10.8 12.1
Old : 100.0: 22.0 0.7 4.7 62.6 82.5 89.2 87.9: 10.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 20 24 22 26:
Old : 26: 1 1 2 20 24 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 56.6 77.3 68.7 57.4 54.0 64.2 59.8
Old : 64.5 56.6 77.3 68.7 57.4 54.0 64.2 59.8
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, February 3, 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 : 10,901: 187 196 124 9,344 9,897 9,655 10,217: 1,246 684
Old : 10,901: 187 196 124 9,344 9,897 9,655 10,217: 1,246 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -1,411: -14 27 -65 -1,391 -1,459 -1,470 -1,497: 59 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.8 1.1 85.7 90.8 88.6 93.7: 11.4 6.3
Old : 100.0: 1.7 1.8 1.1 85.7 90.8 88.6 93.7: 11.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 3 3 38 41 42 44:
Old : 46: 1 3 3 38 41 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 37.5 51.5 53.1 32.6 30.4 46.8 41.5
Old : 34.2 37.5 51.5 53.1 32.6 30.4 46.8 41.5
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, February 3, 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 : 7,922: 200 210 68 7,118 7,045 7,386 7,323: 536 599
Old : 7,922: 200 210 68 7,118 7,045 7,386 7,323: 536 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -1,463: 47 2 -10 -1,492 -1,361 -1,455 -1,369: -8 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.7 0.9 89.9 88.9 93.2 92.4: 6.8 7.6
Old : 100.0: 2.5 2.7 0.9 89.9 88.9 93.2 92.4: 6.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 3 2 38 42 40 47:
Old : 51: 2 3 2 38 42 40 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.5 48.9 41.8 27.5 16.8 37.6 27.1
Old : 34.2 24.5 48.9 41.8 27.5 16.8 37.6 27.1
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, February 3, 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 : 5,344: 0 352 66 4,028 4,036 4,094 4,454: 1,250 890
Old : 5,344: 0 352 66 4,028 4,036 4,094 4,454: 1,250 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -282: 0 -33 0 -212 -273 -212 -306: -70 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 1.2 75.4 75.5 76.6 83.3: 23.4 16.7
Old : 100.0: 0.0 6.6 1.2 75.4 75.5 76.6 83.3: 23.4 16.7
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: 0 1 1 20 22 21 23:
Old : 24: 0 1 1 20 22 21 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 : 42.7 41.2 58.1 60.3 35.3 33.9 44.5 46.7
Old : 42.7 41.2 58.1 60.3 35.3 33.9 44.5 46.7
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, February 3, 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 : 3,420: 90 300 75 2,277 2,399 2,442 2,774: 978 646
Old : 3,420: 90 300 75 2,277 2,399 2,442 2,774: 978 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -380: 90 67 25 -362 -636 -247 -544: -133 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.8 2.2 66.6 70.1 71.4 81.1: 28.6 18.9
Old : 100.0: 2.6 8.8 2.2 66.6 70.1 71.4 81.1: 28.6 18.9
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 3 2 17 18 20 21:
Old : 24: 1 3 2 17 18 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 : 41.2 46.7 54.4 60.5 34.0 39.7 41.2 51.0
Old : 41.2 46.7 54.4 60.5 34.0 39.7 41.2 51.0
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, February 3, 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 : 278,020: 27,374 17,984 53,237 161,123 177,792 241,734 249,013: 36,286 29,007
Old : 278,020: 27,374 17,984 53,237 161,123 177,792 241,734 249,013: 36,286 29,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -1,449: 2,172 1,517 2,047 -2,349 -4,137 1,870 -573: -3,319 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.5 19.1 58.0 63.9 86.9 89.6: 13.1 10.4
Old : 100.0: 9.8 6.5 19.1 58.0 63.9 86.9 89.6: 13.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 29 26 44 61 62 115 114:
Old : 128: 29 26 44 61 62 115 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 28.5 35.9 37.4 18.0 22.5 23.9 26.9
Old : 25.4 28.5 35.9 37.4 18.0 22.5 23.9 26.9
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, February 3, 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 : 13,712: 91 309 0 13,441 13,213 13,532 13,522: 180 190
Old : 13,712: 91 309 0 13,441 13,213 13,532 13,522: 180 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -4,840: 0 -174 0 -4,935 -4,766 -4,935 -4,940: 95 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.3 0.0 98.0 96.4 98.7 98.6: 1.3 1.4
Old : 100.0: 0.7 2.3 0.0 98.0 96.4 98.7 98.6: 1.3 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 : 55: 1 2 0 40 40 41 42:
Old : 55: 1 2 0 40 40 41 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 : 42.4 33.5 61.0 49.1 35.1 28.1 47.1 39.1
Old : 42.4 33.5 61.0 49.1 35.1 28.1 47.1 39.1
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,225: 125 0 0 10,395 11,000 10,520 11,000: 705 225
Old : 11,225: 125 0 0 10,395 11,000 10,520 11,000: 705 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -310: -25 0 0 -75 -310 -100 -310: -210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 92.6 98.0 93.7 98.0: 6.3 2.0
Old : 100.0: 1.1 0.0 0.0 92.6 98.0 93.7 98.0: 6.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 23 21 24 21:
Old : 29: 1 0 0 23 21 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 : 55.3 53.5 73.6 75.1 39.8 42.3 49.9 57.0
Old : 55.3 53.5 73.6 75.1 39.8 42.3 49.9 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 980,523: 137,479 194,200 389,254 371,690 350,639 898,424 934,094: 82,099 46,429
Old : 980,523: 137,479 194,200 389,254 371,690 350,639 898,424 934,094: 82,099 46,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 11,394: 6,362 2,180 11,173 -4,049 -3,063 13,485 10,290: -2,092 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.8 39.7 37.9 35.8 91.6 95.3: 8.4 4.7
Old : 100.0: 14.0 19.8 39.7 37.9 35.8 91.6 95.3: 8.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 56 75 87 79 68 190 182:
Old : 218: 56 75 87 79 68 190 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.7 46.8 55.9 11.2 18.2 14.6 21.9
Old : 35.5 44.7 46.8 55.9 11.2 18.2 14.6 21.9
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, February 3, 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 : 47,197: 21,144 24,960 5,765 20,008 16,181 46,916 46,906: 280 291
Old : 47,197: 21,144 24,960 5,765 20,008 16,181 46,916 46,906: 280 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 532: 498 -17 36 -34 462 500 481: 32 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 52.9 12.2 42.4 34.3 99.4 99.4: 0.6 0.6
Old : 100.0: 44.8 52.9 12.2 42.4 34.3 99.4 99.4: 0.6 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 : 31: 9 11 14 9 11 23 31:
Old : 31: 9 11 14 9 11 23 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 : 86.3 66.7 95.4 86.3 64.7 50.9 67.7 63.2
Old : 86.3 66.7 95.4 86.3 64.7 50.9 67.7 63.2
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,088: 2,981 0 2,279 81,767 79,523 87,027 81,802: 8,061 13,286
Old : 95,088: 2,981 0 2,279 81,767 79,523 87,027 81,802: 8,061 13,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -4,320: -26 0 310 -3,910 -4,762 -3,626 -4,452: -694 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 2.4 86.0 83.6 91.5 86.0: 8.5 14.0
Old : 100.0: 3.1 0.0 2.4 86.0 83.6 91.5 86.0: 8.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 22 23 24 25:
Old : 26: 2 0 2 22 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 42.0 69.0 59.7 44.2 34.2 58.5 48.1
Old : 49.3 42.0 69.0 59.7 44.2 34.2 58.5 48.1
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, February 3, 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 : 56,137: 2,669 8,859 1,770 44,615 31,536 49,054 42,165: 7,083 13,972
Old : 56,137: 2,669 8,859 1,770 44,615 31,536 49,054 42,165: 7,083 13,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -2,898: 24 1,044 195 -4,829 -4,177 -4,610 -2,938: 1,712 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.8 3.2 79.5 56.2 87.4 75.1: 12.6 24.9
Old : 100.0: 4.8 15.8 3.2 79.5 56.2 87.4 75.1: 12.6 24.9
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 : 27: 1 4 3 18 15 21 20:
Old : 27: 1 4 3 18 15 21 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 : 40.7 37.0 63.6 55.0 37.0 30.7 58.9 48.3
Old : 40.7 37.0 63.6 55.0 37.0 30.7 58.9 48.3
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,956: 3,007 0 805 66,849 68,436 70,661 69,241: 5,295 6,715
Old : 75,956: 3,007 0 805 66,849 68,436 70,661 69,241: 5,295 6,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -5,627: -944 0 569 -3,339 -5,084 -3,714 -4,515: -1,913 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.1 88.0 90.1 93.0 91.2: 7.0 8.8
Old : 100.0: 4.0 0.0 1.1 88.0 90.1 93.0 91.2: 7.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 1 28 29 30 30:
Old : 37: 2 0 1 28 29 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 29.2 63.7 49.5 40.6 26.9 57.5 44.0
Old : 43.8 29.2 63.7 49.5 40.6 26.9 57.5 44.0
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, February 3, 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 : 93,982: 0 0 0 79,533 78,957 79,533 78,957: 14,449 15,025
Old : 93,982: 0 0 0 79,533 78,957 79,533 78,957: 14,449 15,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,614: 0 0 0 -2,446 -3,620 -2,446 -3,620: -1,168 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.6 84.0 84.6 84.0: 15.4 16.0
Old : 100.0: 0.0 0.0 0.0 84.6 84.0 84.6 84.0: 15.4 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 : 24: 0 0 0 21 20 21 20:
Old : 24: 0 0 0 21 20 21 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 : 37.1 48.9 58.2 67.8 28.9 35.0 40.7 45.0
Old : 37.1 48.9 58.2 67.8 28.9 35.0 40.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 38,854: 2,108 0 846 31,443 33,389 34,397 34,235: 4,457 4,619
Old : 38,854: 2,108 0 846 31,443 33,389 34,397 34,235: 4,457 4,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -4,662: -1,980 0 -254 -1,640 -4,807 -3,874 -5,061: -788 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 2.2 80.9 85.9 88.5 88.1: 11.5 11.9
Old : 100.0: 5.4 0.0 2.2 80.9 85.9 88.5 88.1: 11.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 20 19 22 20:
Old : 26: 2 0 1 20 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 64.7 74.0 77.0 51.8 57.2 63.8 63.3
Old : 54.5 64.7 74.0 77.0 51.8 57.2 63.8 63.3
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,800: 494 8,089 3,527 73,261 67,740 77,282 79,356: 6,518 4,444
Old : 83,800: 494 8,089 3,527 73,261 67,740 77,282 79,356: 6,518 4,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -6,459: -56 -1,848 -46 -6,991 -4,099 -7,093 -5,993: 634 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.7 4.2 87.4 80.8 92.2 94.7: 7.8 5.3
Old : 100.0: 0.6 9.7 4.2 87.4 80.8 92.2 94.7: 7.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 4 2 29 29 32 33:
Old : 41: 1 4 2 29 29 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 26.9 61.0 46.3 39.7 25.4 53.1 38.4
Old : 44.5 26.9 61.0 46.3 39.7 25.4 53.1 38.4
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 131,215: 3,919 765 8,023 108,205 110,059 120,147 118,847: 11,068 12,368
Old : 131,215: 3,919 765 8,023 108,205 110,059 120,147 118,847: 11,068 12,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -4,342: -4,040 -86 197 -170 -1,925 -4,013 -1,814: -329 -2,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.6 6.1 82.5 83.9 91.6 90.6: 8.4 9.4
Old : 100.0: 3.0 0.6 6.1 82.5 83.9 91.6 90.6: 8.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 3 19 30 22 33:
Old : 36: 2 1 3 19 30 22 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 : 53.8 33.4 73.8 51.1 47.1 33.1 62.0 50.3
Old : 53.8 33.4 73.8 51.1 47.1 33.1 62.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 40,164: 657 6,206 2,431 31,279 23,137 34,367 31,774: 5,797 8,390
Old : 40,164: 657 6,206 2,431 31,279 23,137 34,367 31,774: 5,797 8,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,883: -1,832 0 -1,158 -1,887 -5,588 -4,877 -6,746: 994 2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 15.5 6.1 77.9 57.6 85.6 79.1: 14.4 20.9
Old : 100.0: 1.6 15.5 6.1 77.9 57.6 85.6 79.1: 14.4 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 15 14 18 17:
Old : 20: 3 1 2 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 43.7 69.0 66.0 44.1 39.7 52.8 48.6
Old : 52.5 43.7 69.0 66.0 44.1 39.7 52.8 48.6
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, February 3, 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 : 82,711: 217 14,049 18,434 53,946 43,923 72,597 76,406: 10,114 6,305
Old : 82,711: 217 14,049 18,434 53,946 43,923 72,597 76,406: 10,114 6,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -2,977: -196 1,152 -1,407 -5,015 -3,343 -6,618 -3,598: 3,641 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 17.0 22.3 65.2 53.1 87.8 92.4: 12.2 7.6
Old : 100.0: 0.3 17.0 22.3 65.2 53.1 87.8 92.4: 12.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 3 12 15 16 18:
Old : 22: 1 3 3 12 15 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 : 64.5 56.5 77.0 78.1 36.0 28.2 42.2 42.1
Old : 64.5 56.5 77.0 78.1 36.0 28.2 42.2 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 55,321: 0 0 0 46,877 42,404 46,877 42,404: 8,444 12,917
Old : 55,321: 0 0 0 46,877 42,404 46,877 42,404: 8,444 12,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,205: 0 0 0 -2,127 -3,909 -2,127 -3,909: -1,078 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.7 76.7 84.7 76.7: 15.3 23.3
Old : 100.0: 0.0 0.0 0.0 84.7 76.7 84.7 76.7: 15.3 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 20 20 20:
Old : 24: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 41.2 64.9 63.6 43.7 33.3 61.4 50.6
Old : 44.4 41.2 64.9 63.6 43.7 33.3 61.4 50.6
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,674: 10,065 2,026 5,275 65,348 70,999 80,688 78,300: 7,986 10,374
Old : 88,674: 10,065 2,026 5,275 65,348 70,999 80,688 78,300: 7,986 10,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -2,942: 3,519 -853 -1,011 -6,425 -130 -3,917 -1,994: 975 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.3 5.9 73.7 80.1 91.0 88.3: 9.0 11.7
Old : 100.0: 11.4 2.3 5.9 73.7 80.1 91.0 88.3: 9.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 4 26 28 31 33:
Old : 37: 4 2 4 26 28 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 30.7 51.9 50.6 25.6 29.1 41.0 42.3
Old : 32.5 30.7 51.9 50.6 25.6 29.1 41.0 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 74,820: 0 12,512 3,784 64,256 56,310 68,040 72,606: 6,780 2,214
Old : 74,820: 0 12,512 3,784 64,256 56,310 68,040 72,606: 6,780 2,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -1,989: 0 2,036 0 -4,929 -4,109 -4,929 -2,073: 2,940 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 5.1 85.9 75.3 90.9 97.0: 9.1 3.0
Old : 100.0: 0.0 16.7 5.1 85.9 75.3 90.9 97.0: 9.1 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 : 20: 0 2 1 14 14 15 16:
Old : 20: 0 2 1 14 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 55.1 87.0 77.8 60.0 40.5 62.0 56.8
Old : 66.7 55.1 87.0 77.8 60.0 40.5 62.0 56.8
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, February 3, 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 : 2,239,855: 91,983 125,088 959,465 1,182,819 1,150,555 2,234,267 2,235,108: 5,588 4,747
Old : 2,239,855: 91,983 125,088 959,465 1,182,819 1,150,555 2,234,267 2,235,108: 5,588 4,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 37,052: -465 5,094 24,472 12,646 7,271 36,654 36,836: 398 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.6 42.8 52.8 51.4 99.8 99.8: 0.2 0.2
Old : 100.0: 4.1 5.6 42.8 52.8 51.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 38 33 63 53 52 119 120:
Old : 124: 38 33 63 53 52 119 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 29.2 49.3 47.1 6.1 5.6 7.8 7.9
Old : 32.8 29.2 49.3 47.1 6.1 5.6 7.8 7.9
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,451: 2,266 12,082 3,172 27,453 21,022 32,891 36,276: 17,560 14,175
Old : 50,451: 2,266 12,082 3,172 27,453 21,022 32,891 36,276: 17,560 14,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -5,284: -812 -2,312 -320 -3,611 -2,369 -4,743 -5,001: -541 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 23.9 6.3 54.4 41.7 65.2 71.9: 34.8 28.1
Old : 100.0: 4.5 23.9 6.3 54.4 41.7 65.2 71.9: 34.8 28.1
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 : 22: 1 4 4 14 15 18 20:
Old : 22: 1 4 4 14 15 18 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 : 37.3 41.0 54.6 56.7 27.4 38.2 41.4 48.1
Old : 37.3 41.0 54.6 56.7 27.4 38.2 41.4 48.1
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,075: 1,157 3,741 1,791 34,346 28,300 37,294 33,832: 6,781 10,243
Old : 44,075: 1,157 3,741 1,791 34,346 28,300 37,294 33,832: 6,781 10,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -6,043: -371 665 -943 -6,508 -7,849 -7,822 -8,127: 1,779 2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.5 4.1 77.9 64.2 84.6 76.8: 15.4 23.2
Old : 100.0: 2.6 8.5 4.1 77.9 64.2 84.6 76.8: 15.4 23.2
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 2 3 17 16 20 19:
Old : 26: 1 2 3 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 35.3 72.0 59.8 52.9 32.1 66.2 51.9
Old : 55.3 35.3 72.0 59.8 52.9 32.1 66.2 51.9
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, February 3, 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 : 215,747: 9,446 7,917 5,283 188,224 196,291 202,953 209,491: 12,794 6,256
Old : 215,747: 9,446 7,917 5,283 188,224 196,291 202,953 209,491: 12,794 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -11,969: 2,247 185 -1,666 -13,940 -9,992 -13,359 -11,473: 1,390 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.7 2.4 87.2 91.0 94.1 97.1: 5.9 2.9
Old : 100.0: 4.4 3.7 2.4 87.2 91.0 94.1 97.1: 5.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 5 40 33 47 39:
Old : 52: 5 3 5 40 33 47 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 : 30.9 54.7 48.2 69.5 29.3 52.0 45.1 62.2
Old : 30.9 54.7 48.2 69.5 29.3 52.0 45.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 168,993: 0 3,041 4,529 154,071 156,475 158,600 164,045: 10,393 4,948
Old : 168,993: 0 3,041 4,529 154,071 156,475 158,600 164,045: 10,393 4,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -7,429: 0 -2,513 -43 -6,661 -4,901 -6,704 -7,457: -725 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 2.7 91.2 92.6 93.9 97.1: 6.1 2.9
Old : 100.0: 0.0 1.8 2.7 91.2 92.6 93.9 97.1: 6.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 3 3 34 30 37 33:
Old : 40: 0 3 3 34 30 37 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 : 36.2 43.2 56.2 64.5 26.6 40.4 42.9 57.0
Old : 36.2 43.2 56.2 64.5 26.6 40.4 42.9 57.0
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 259,037: 1,838 9,037 12,291 228,149 226,434 242,278 247,762: 16,759 11,275
Old : 259,037: 1,838 9,037 12,291 228,149 226,434 242,278 247,762: 16,759 11,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -19,855: 1,270 -3,078 -2,516 -20,535 -15,548 -21,781 -21,142: 1,926 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.5 4.7 88.1 87.4 93.5 95.6: 6.5 4.4
Old : 100.0: 0.7 3.5 4.7 88.1 87.4 93.5 95.6: 6.5 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 : 49: 1 3 4 39 40 43 44:
Old : 49: 1 3 4 39 40 43 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 : 32.5 29.4 50.4 50.8 29.1 27.6 39.2 40.5
Old : 32.5 29.4 50.4 50.8 29.1 27.6 39.2 40.5
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, February 3, 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 : 134,881: 2,089 5,323 4,140 125,644 121,841 131,873 131,304: 3,008 3,577
Old : 134,881: 2,089 5,323 4,140 125,644 121,841 131,873 131,304: 3,008 3,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -9,713: -1,148 -985 -758 -7,430 -7,220 -9,336 -8,963: -377 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.9 3.1 93.2 90.3 97.8 97.3: 2.2 2.7
Old : 100.0: 1.5 3.9 3.1 93.2 90.3 97.8 97.3: 2.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 4 32 33 38 39:
Old : 46: 2 6 4 32 33 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 36.4 77.1 57.9 47.7 32.9 67.4 51.3
Old : 51.4 36.4 77.1 57.9 47.7 32.9 67.4 51.3
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,890: 0 616 0 37,778 35,711 37,778 36,327: 7,112 8,563
Old : 44,890: 0 616 0 37,778 35,711 37,778 36,327: 7,112 8,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -2,611: 0 -454 0 -2,825 -2,926 -2,825 -3,380: 214 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 84.2 79.6 84.2 80.9: 15.8 19.1
Old : 100.0: 0.0 1.4 0.0 84.2 79.6 84.2 80.9: 15.8 19.1
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 : 23: 0 1 0 18 17 18 18:
Old : 23: 0 1 0 18 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 43.7 69.9 60.6 48.7 38.1 60.4 51.6
Old : 52.5 43.7 69.9 60.6 48.7 38.1 60.4 51.6
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, February 3, 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 : 3,159,599: 728,351 136,425 1,050,321 1,353,001 1,952,381 3,131,673 3,139,127: 27,926 20,472
Old : 3,159,599: 728,351 136,425 1,050,321 1,353,001 1,952,381 3,131,673 3,139,127: 27,926 20,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -120,185: -12,248 -10,157 -38,769 -71,165 -71,393 -122,182 -120,319: 1,997 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.3 33.2 42.8 61.8 99.1 99.4: 0.9 0.6
Old : 100.0: 23.1 4.3 33.2 42.8 61.8 99.1 99.4: 0.9 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 : 160: 32 17 48 101 95 152 145:
Old : 160: 32 17 48 101 95 152 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 36.5 48.2 51.2 18.5 19.8 22.2 28.7
Old : 38.2 36.5 48.2 51.2 18.5 19.8 22.2 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, February 3, 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 : 1,232,900: 143,053 267,305 396,954 687,455 565,389 1,227,462 1,229,648: 5,438 3,252
Old : 1,232,900: 143,053 267,305 396,954 687,455 565,389 1,227,462 1,229,648: 5,438 3,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -112,106: -14,702 36,697 -31,634 -53,678 -84,279 -100,014 -79,216: -12,092 -32,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.7 32.2 55.8 45.9 99.6 99.7: 0.4 0.3
Old : 100.0: 11.6 21.7 32.2 55.8 45.9 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 34 43 36 34 81 82:
Old : 86: 16 34 43 36 34 81 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 38.9 51.9 57.1 19.9 18.2 30.3 27.9
Old : 29.4 38.9 51.9 57.1 19.9 18.2 30.3 27.9
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, February 3, 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 : 97,924: 3,791 644 7,547 85,900 89,484 97,238 97,675: 686 249
Old : 97,924: 3,791 644 7,547 85,900 89,484 97,238 97,675: 686 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -7,309: -555 -245 -1,701 -5,039 -5,354 -7,295 -7,300: -14 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.7 7.7 87.7 91.4 99.3 99.7: 0.7 0.3
Old : 100.0: 3.9 0.7 7.7 87.7 91.4 99.3 99.7: 0.7 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 : 41: 3 3 7 33 31 40 38:
Old : 41: 3 3 7 33 31 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 43.4 63.3 67.8 9.0 12.3 12.2 15.9
Old : 41.8 43.4 63.3 67.8 9.0 12.3 12.2 15.9
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, February 3, 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 : 35,783: 2,840 2 204 31,475 34,921 34,519 35,127: 1,264 656
Old : 35,783: 2,840 2 204 31,475 34,921 34,519 35,127: 1,264 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -2,490: 110 2 -220 -2,340 -2,244 -2,450 -2,462: -40 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.6 88.0 97.6 96.5 98.2: 3.5 1.8
Old : 100.0: 7.9 0.0 0.6 88.0 97.6 96.5 98.2: 3.5 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 : 24: 1 1 2 19 18 21 20:
Old : 24: 1 1 2 19 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 79.8 80.4 91.7 31.3 37.5 41.2 43.9
Old : 50.9 79.8 80.4 91.7 31.3 37.5 41.2 43.9
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, February 3, 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 : 14,274: 0 0 0 13,060 12,890 13,060 12,890: 1,214 1,384
Old : 14,274: 0 0 0 13,060 12,890 13,060 12,890: 1,214 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 61: 0 0 0 93 125 93 125: -32 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 90.3 91.5 90.3: 8.5 9.7
Old : 100.0: 0.0 0.0 0.0 91.5 90.3 91.5 90.3: 8.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 15 17 15:
Old : 21: 0 0 0 17 15 17 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 : 45.6 58.7 71.5 79.6 38.2 47.3 56.0 59.0
Old : 45.6 58.7 71.5 79.6 38.2 47.3 56.0 59.0
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, February 3, 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 : 28,612: 0 800 500 25,089 26,605 25,589 27,905: 3,023 707
Old : 28,612: 0 800 500 25,089 26,605 25,589 27,905: 3,023 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -779: 0 80 20 -652 -1,096 -632 -996: -147 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 1.7 87.7 93.0 89.4 97.5: 10.6 2.5
Old : 100.0: 0.0 2.8 1.7 87.7 93.0 89.4 97.5: 10.6 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 : 28: 0 2 2 25 22 27 24:
Old : 28: 0 2 2 25 22 27 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 : 41.5 44.7 62.8 69.1 20.9 20.1 30.0 33.0
Old : 41.5 44.7 62.8 69.1 20.9 20.1 30.0 33.0
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, February 3, 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 : 28,132: 0 0 0 27,914 27,388 27,914 27,388: 218 744
Old : 28,132: 0 0 0 27,914 27,388 27,914 27,388: 218 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -300: 0 0 0 -306 -220 -306 -220: 6 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 97.4 99.2 97.4: 0.8 2.6
Old : 100.0: 0.0 0.0 0.0 99.2 97.4 99.2 97.4: 0.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 16 18 16:
Old : 22: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 81.4 81.3 90.5 53.4 78.2 74.7 83.6
Old : 57.3 81.4 81.3 90.5 53.4 78.2 74.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,022: 100 0 0 12,064 12,572 12,164 12,572: 858 450
Old : 13,022: 100 0 0 12,064 12,572 12,164 12,572: 858 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -322: -40 0 0 -252 -272 -292 -272: -30 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 92.6 96.5 93.4 96.5: 6.6 3.5
Old : 100.0: 0.8 0.0 0.0 92.6 96.5 93.4 96.5: 6.6 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 : 20: 1 0 0 12 16 13 16:
Old : 20: 1 0 0 12 16 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 67.9 85.4 85.3 47.0 48.2 59.6 62.5
Old : 61.6 67.9 85.4 85.3 47.0 48.2 59.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,880: 0 0 0 9,388 9,334 9,388 9,334: 492 546
Old : 9,880: 0 0 0 9,388 9,334 9,388 9,334: 492 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -398: 0 0 0 -368 -320 -368 -320: -30 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 94.5 95.0 94.5: 5.0 5.5
Old : 100.0: 0.0 0.0 0.0 95.0 94.5 95.0 94.5: 5.0 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 : 20: 0 0 0 17 13 17 13:
Old : 20: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 56.6 67.4 81.9 39.8 46.1 56.4 59.7
Old : 42.4 56.6 67.4 81.9 39.8 46.1 56.4 59.7
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, February 3, 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 : 92,844: 0 9,042 0 92,340 81,866 92,340 90,908: 504 1,936
Old : 92,844: 0 9,042 0 92,340 81,866 92,340 90,908: 504 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 35,603: 0 -128 0 35,539 34,051 35,539 33,923: 64 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 0.0 99.5 88.2 99.5 97.9: 0.5 2.1
Old : 100.0: 0.0 9.7 0.0 99.5 88.2 99.5 97.9: 0.5 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 : 30: 0 3 0 18 24 18 27:
Old : 30: 0 3 0 18 24 18 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 : 67.6 55.4 89.8 73.6 62.7 51.9 79.6 66.1
Old : 67.6 55.4 89.8 73.6 62.7 51.9 79.6 66.1
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, February 3, 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 : 1,457,155: 1,183 136,576 14,080 1,441,892 1,276,139 1,457,155 1,426,795: 0 30,360
Old : 1,457,155: 1,183 136,576 14,080 1,441,892 1,276,139 1,457,155 1,426,795: 0 30,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 666,831: 1,183 -30,864 14,080 651,568 653,255 666,831 636,471: 0 30,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.4 1.0 99.0 87.6 100.0 97.9: 0.0 2.1
Old : 100.0: 0.1 9.4 1.0 99.0 87.6 100.0 97.9: 0.0 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 : 25: 1 2 1 12 17 14 19:
Old : 25: 1 2 1 12 17 14 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 : 78.2 66.2 95.0 84.4 75.8 65.3 88.4 80.2
Old : 78.2 66.2 95.0 84.4 75.8 65.3 88.4 80.2
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,532: 0 0 0 17,472 17,034 17,472 17,034: 60 498
Old : 17,532: 0 0 0 17,472 17,034 17,472 17,034: 60 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 102: 0 0 0 102 147 102 147: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 97.2 99.7 97.2: 0.3 2.8
Old : 100.0: 0.0 0.0 0.0 99.7 97.2 99.7 97.2: 0.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 21 20 21 20:
Old : 26: 0 0 0 21 20 21 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 : 71.2 54.0 90.0 77.8 57.9 35.4 59.7 49.1
Old : 71.2 54.0 90.0 77.8 57.9 35.4 59.7 49.1
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, February 3, 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 : 3,040,117: 254,040 122,705 1,161,242 1,542,171 1,665,821 2,957,453 2,949,769: 82,664 90,348
Old : 3,040,117: 254,040 122,705 1,161,242 1,542,171 1,665,821 2,957,453 2,949,769: 82,664 90,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 3,189: 12,192 12,924 5,358 -3,058 322 14,492 18,604: -11,303 -15,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.0 38.2 50.7 54.8 97.3 97.0: 2.7 3.0
Old : 100.0: 8.4 4.0 38.2 50.7 54.8 97.3 97.0: 2.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 120 95 172 77 87 282 275:
Old : 310: 120 95 172 77 87 282 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.5 43.7 44.3 6.8 3.7 9.5 6.1
Old : 29.6 29.5 43.7 44.3 6.8 3.7 9.5 6.1
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, February 3, 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 : 123,278: 4,880 16,514 40,905 75,811 63,615 121,596 121,034: 1,681 2,244
Old : 123,278: 4,880 16,514 40,905 75,811 63,615 121,596 121,034: 1,681 2,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 5,602: 1,318 2,859 1,035 2,952 1,285 5,305 5,179: 297 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 13.4 33.2 61.5 51.6 98.6 98.2: 1.4 1.8
Old : 100.0: 4.0 13.4 33.2 61.5 51.6 98.6 98.2: 1.4 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 : 30: 6 7 12 10 14 22 27:
Old : 30: 6 7 12 10 14 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 58.4 85.7 81.0 43.5 33.3 50.7 46.7
Old : 72.3 58.4 85.7 81.0 43.5 33.3 50.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 190,586: 19,897 17,696 12,000 116,454 111,915 148,351 141,611: 42,235 48,975
Old : 190,586: 19,897 17,696 12,000 116,454 111,915 148,351 141,611: 42,235 48,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 1,893: -2,003 8,045 1,734 9,908 4,536 9,639 14,315: -7,746 -12,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.3 6.3 61.1 58.7 77.8 74.3: 22.2 25.7
Old : 100.0: 10.4 9.3 6.3 61.1 58.7 77.8 74.3: 22.2 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 5 19 21 25 28:
Old : 30: 4 4 5 19 21 25 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 : 40.5 29.4 54.1 44.2 35.6 22.8 43.3 35.2
Old : 40.5 29.4 54.1 44.2 35.6 22.8 43.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 233,291: 17,808 19,255 87,058 125,536 124,823 230,401 231,135: 2,889 2,155
Old : 233,291: 17,808 19,255 87,058 125,536 124,823 230,401 231,135: 2,889 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 2,623: 2,119 78 226 340 2,434 2,684 2,738: -61 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.3 37.3 53.8 53.5 98.8 99.1: 1.2 0.9
Old : 100.0: 7.6 8.3 37.3 53.8 53.5 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 26 23 41 26 27 71 73:
Old : 77: 26 23 41 26 27 71 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 33.0 55.0 54.4 7.7 9.6 11.3 12.5
Old : 32.1 33.0 55.0 54.4 7.7 9.6 11.3 12.5
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, February 3, 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 : 477,122: 20,050 13,133 87,575 357,839 361,899 465,464 462,606: 11,658 14,516
Old : 477,122: 20,050 13,133 87,575 357,839 361,899 465,464 462,606: 11,658 14,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -31,103: -2,150 1,359 -7,931 -21,210 -21,130 -31,291 -27,702: 188 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.8 18.4 75.0 75.9 97.6 97.0: 2.4 3.0
Old : 100.0: 4.2 2.8 18.4 75.0 75.9 97.6 97.0: 2.4 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 : 42: 6 4 10 32 32 42 42:
Old : 42: 6 4 10 32 32 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 : 35.7 32.2 55.2 50.5 12.6 11.8 17.3 16.3
Old : 35.7 32.2 55.2 50.5 12.6 11.8 17.3 16.3
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 47,233: 400 3,127 1,075 45,566 42,839 47,041 47,041: 192 192
Old : 47,233: 400 3,127 1,075 45,566 42,839 47,041 47,041: 192 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -10,161: -380 555 -805 -9,158 -9,803 -10,343 -10,053: 182 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.6 2.3 96.5 90.7 99.6 99.6: 0.4 0.4
Old : 100.0: 0.8 6.6 2.3 96.5 90.7 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 : 51: 3 4 3 37 40 42 45:
Old : 51: 3 4 3 37 40 42 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 : 55.6 33.8 69.2 54.1 46.4 30.8 54.3 44.8
Old : 55.6 33.8 69.2 54.1 46.4 30.8 54.3 44.8
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 181,326: 17,776 38,875 32,920 122,661 100,139 173,357 171,934: 7,969 9,392
Old : 181,326: 17,776 38,875 32,920 122,661 100,139 173,357 171,934: 7,969 9,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 1,865: -1 635 1,391 11 -1,541 1,401 485: 464 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.4 18.2 67.6 55.2 95.6 94.8: 4.4 5.2
Old : 100.0: 9.8 21.4 18.2 67.6 55.2 95.6 94.8: 4.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 21 24 23 22 49 51:
Old : 54: 10 21 24 23 22 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 32.7 59.5 54.8 17.9 15.4 26.7 20.5
Old : 39.9 32.7 59.5 54.8 17.9 15.4 26.7 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 31,004: 4,563 5,145 7,169 16,278 16,237 28,010 28,551: 2,994 2,453
Old : 31,004: 4,563 5,145 7,169 16,278 16,237 28,010 28,551: 2,994 2,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 220: 100 -990 1,000 -920 220 180 230: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.6 23.1 52.5 52.4 90.3 92.1: 9.7 7.9
Old : 100.0: 14.7 16.6 23.1 52.5 52.4 90.3 92.1: 9.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 6 10 11 19 19:
Old : 22: 5 4 6 10 11 19 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 : 58.0 44.2 75.5 68.1 28.7 20.4 32.6 30.7
Old : 58.0 44.2 75.5 68.1 28.7 20.4 32.6 30.7
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, February 3, 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 : 100,453: 2,565 8,891 11,459 54,438 46,411 68,462 66,761: 31,991 33,692
Old : 100,453: 2,565 8,891 11,459 54,438 46,411 68,462 66,761: 31,991 33,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,156: -40 -268 -432 -4,102 -2,304 -4,574 -3,004: 1,418 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.9 11.4 54.2 46.2 68.2 66.5: 31.8 33.5
Old : 100.0: 2.6 8.9 11.4 54.2 46.2 68.2 66.5: 31.8 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 4 16 16 20 20:
Old : 20: 1 3 4 16 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 28.1 45.4 47.2 20.5 17.2 27.0 23.7
Old : 29.0 28.1 45.4 47.2 20.5 17.2 27.0 23.7
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,974: 0 8,095 40 32,934 24,839 32,974 32,974: 0 0
Old : 32,974: 0 8,095 40 32,934 24,839 32,974 32,974: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 529: 0 930 -55 584 -346 529 529: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.5 0.1 99.9 75.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 24.5 0.1 99.9 75.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 8 1 24 30 25 38:
Old : 43: 0 8 1 24 30 25 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 33.6 81.5 54.8 54.9 33.6 74.9 52.0
Old : 58.7 33.6 81.5 54.8 54.9 33.6 74.9 52.0
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, February 3, 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 : 12,423: 8,569 3,437 28 1,999 8,185 10,596 11,650: 1,827 773
Old : 12,423: 8,569 3,437 28 1,999 8,185 10,596 11,650: 1,827 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -336: -127 -164 -64 -226 -93 -417 -321: 81 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 27.7 0.2 16.1 65.9 85.3 93.8: 14.7 6.2
Old : 100.0: 69.0 27.7 0.2 16.1 65.9 85.3 93.8: 14.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 43 19 1 15 24 58 44:
Old : 99: 43 19 1 15 24 58 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 47.2 50.1 63.5 39.6 47.2 49.9 63.5
Old : 39.6 47.2 50.1 63.5 39.6 47.2 49.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 18,927: 10,342 1,729 30 5,389 16,042 15,761 17,801: 3,166 1,126
Old : 18,927: 10,342 1,729 30 5,389 16,042 15,761 17,801: 3,166 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 405: 564 -665 -37 -125 1,025 402 323: 3 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 9.1 0.2 28.5 84.8 83.3 94.1: 16.7 5.9
Old : 100.0: 54.6 9.1 0.2 28.5 84.8 83.3 94.1: 16.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 37 10 3 12 23 50 35:
Old : 82: 37 10 3 12 23 50 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 35.4 50.3 59.8 34.2 35.4 50.3 59.8
Old : 34.2 35.4 50.3 59.8 34.2 35.4 50.3 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 206,346: 48,603 4,387 29,943 109,600 157,203 188,146 191,533: 18,200 14,812
Old : 206,346: 48,603 4,387 29,943 109,600 157,203 188,146 191,533: 18,200 14,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -3,705: -1,235 927 1,180 -2,844 -6,348 -2,899 -4,241: -807 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.1 14.5 53.1 76.2 91.2 92.8: 8.8 7.2
Old : 100.0: 23.6 2.1 14.5 53.1 76.2 91.2 92.8: 8.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 47 23 39 73 82 139 128:
Old : 164: 47 23 39 73 82 139 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 22.5 35.4 32.8 16.5 13.1 25.9 20.2
Old : 23.3 22.5 35.4 32.8 16.5 13.1 25.9 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 4,143: 0 50 0 4,043 3,897 4,043 3,947: 100 196
Old : 4,143: 0 50 0 4,043 3,897 4,043 3,947: 100 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -679: -150 50 0 -629 -925 -779 -875: 100 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 97.6 94.1 97.6 95.3: 2.4 4.7
Old : 100.0: 0.0 1.2 0.0 97.6 94.1 97.6 95.3: 2.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 24 23 24 24:
Old : 30: 0 1 0 24 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 36.9 62.5 58.6 24.0 22.4 33.9 33.3
Old : 39.0 36.9 62.5 58.6 24.0 22.4 33.9 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 25,175: 1,188 275 0 22,778 24,896 23,966 25,171: 1,209 4
Old : 25,175: 1,188 275 0 22,778 24,896 23,966 25,171: 1,209 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -914: -20 -50 0 -960 -864 -980 -914: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.1 0.0 90.5 98.9 95.2 100.0: 4.8 0.0
Old : 100.0: 4.7 1.1 0.0 90.5 98.9 95.2 100.0: 4.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 0 31 23 33 24:
Old : 38: 2 1 0 31 23 33 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 : 40.2 62.6 61.1 84.6 31.8 51.9 47.4 62.3
Old : 40.2 62.6 61.1 84.6 31.8 51.9 47.4 62.3
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,938: 0 340 25 18,922 18,878 18,947 19,243: 991 695
Old : 19,938: 0 340 25 18,922 18,878 18,947 19,243: 991 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 133: 0 240 -75 678 53 603 218: -470 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.1 94.9 94.7 95.0 96.5: 5.0 3.5
Old : 100.0: 0.0 1.7 0.1 94.9 94.7 95.0 96.5: 5.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 18 12 19 14:
Old : 22: 0 2 1 18 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 87.3 85.4 93.5 68.1 77.7 77.1 79.8
Old : 72.5 87.3 85.4 93.5 68.1 77.7 77.1 79.8
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,205: 150 50 0 11,055 11,155 11,205 11,205: 0 0
Old : 11,205: 150 50 0 11,055 11,155 11,205 11,205: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -70: -75 50 0 5 -120 -70 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.0 98.7 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.4 0.0 98.7 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 0 26 24 27 25:
Old : 38: 1 1 0 26 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.2 69.8 75.7 46.8 54.7 60.0 68.8
Old : 54.2 59.2 69.8 75.7 46.8 54.7 60.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 4,196: 0 397 0 3,118 3,038 3,118 3,435: 1,078 761
Old : 4,196: 0 397 0 3,118 3,038 3,118 3,435: 1,078 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -368: 0 -20 0 -363 -326 -363 -346: -5 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 0.0 74.3 72.4 74.3 81.9: 25.7 18.1
Old : 100.0: 0.0 9.5 0.0 74.3 72.4 74.3 81.9: 25.7 18.1
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 : 22: 0 2 0 15 17 15 19:
Old : 22: 0 2 0 15 17 15 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 : 53.1 47.3 66.3 66.7 52.2 45.5 58.8 59.7
Old : 53.1 47.3 66.3 66.7 52.2 45.5 58.8 59.7
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,528: 575 453 160 20,338 20,759 21,073 21,372: 455 156
Old : 21,528: 575 453 160 20,338 20,759 21,073 21,372: 455 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 301: 275 72 -8 156 117 423 181: -122 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.1 0.7 94.5 96.4 97.9 99.3: 2.1 0.7
Old : 100.0: 2.7 2.1 0.7 94.5 96.4 97.9 99.3: 2.1 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 : 38: 2 2 1 21 28 24 30:
Old : 38: 2 2 1 21 28 24 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 : 56.7 60.1 80.1 75.5 54.3 60.1 77.3 70.1
Old : 56.7 60.1 80.1 75.5 54.3 60.1 77.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 5,504: 30 459 1 4,157 4,750 4,188 5,210: 1,316 294
Old : 5,504: 30 459 1 4,157 4,750 4,188 5,210: 1,316 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 280: 1 0 -1 -288 320 -288 319: 568 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 8.3 0.0 75.5 86.3 76.1 94.7: 23.9 5.3
Old : 100.0: 0.5 8.3 0.0 75.5 86.3 76.1 94.7: 23.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 11 14 12 18:
Old : 23: 1 3 1 11 14 12 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 : 58.4 54.5 72.4 80.2 52.7 48.0 56.6 66.6
Old : 58.4 54.5 72.4 80.2 52.7 48.0 56.6 66.6
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, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,189: 208 90 0 7,979 8,084 8,187 8,174: 2 15
Old : 8,189: 208 90 0 7,979 8,084 8,187 8,174: 2 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -1,306: -197 0 -44 -1,037 -1,261 -1,278 -1,305: -28 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.1 0.0 97.4 98.7 100.0 99.8: 0.0 0.2
Old : 100.0: 2.5 1.1 0.0 97.4 98.7 100.0 99.8: 0.0 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 23 17 24 18:
Old : 26: 1 1 0 23 17 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 56.6 77.3 81.5 56.7 50.3 64.6 61.5
Old : 61.6 56.6 77.3 81.5 56.7 50.3 64.6 61.5
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, February 3, 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 : 48,088: 3,807 5,318 2,121 38,762 39,781 44,690 47,220: 3,398 868
Old : 48,088: 3,807 5,318 2,121 38,762 39,781 44,690 47,220: 3,398 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -646: 186 -735 -205 -458 374 -477 -566: -169 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.1 4.4 80.6 82.7 92.9 98.2: 7.1 1.8
Old : 100.0: 7.9 11.1 4.4 80.6 82.7 92.9 98.2: 7.1 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 : 46: 6 7 4 25 30 33 39:
Old : 46: 6 7 4 25 30 33 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 : 32.8 31.1 55.9 50.8 30.0 23.9 41.7 36.8
Old : 32.8 31.1 55.9 50.8 30.0 23.9 41.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2009