GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 36,264: 360 47 28 35,488 36,084 35,876 36,159: 388 105
Old : 36,264: 360 47 28 35,488 36,084 35,876 36,159: 388 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 3,368: 128 47 28 3,148 3,238 3,304 3,313: 64 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.1 0.1 97.9 99.5 98.9 99.7: 1.1 0.3
Old : 100.0: 1.0 0.1 0.1 97.9 99.5 98.9 99.7: 1.1 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 : 42: 1 1 1 34 36 36 37:
Old : 42: 1 1 1 34 36 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 65.8 73.9 80.5 46.0 57.7 60.5 63.3
Old : 53.7 65.8 73.9 80.5 46.0 57.7 60.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 21,508: 960 120 100 20,137 21,012 21,197 21,232: 311 276
Old : 21,508: 960 120 100 20,137 21,012 21,197 21,232: 311 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 136: -190 0 0 326 131 136 131: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.6 0.5 93.6 97.7 98.6 98.7: 1.4 1.3
Old : 100.0: 4.5 0.6 0.5 93.6 97.7 98.6 98.7: 1.4 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 30 35 32 37:
Old : 41: 1 1 1 30 35 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 46.0 64.4 72.5 26.0 39.7 45.2 53.2
Old : 42.4 46.0 64.4 72.5 26.0 39.7 45.2 53.2
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 10, 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 : 7,459: 1,587 63 505 4,747 6,076 6,839 6,644: 620 815
Old : 7,459: 1,587 63 505 4,747 6,076 6,839 6,644: 620 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 227: -5 12 168 223 110 386 290: -159 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 0.8 6.8 63.6 81.5 91.7 89.1: 8.3 10.9
Old : 100.0: 21.3 0.8 6.8 63.6 81.5 91.7 89.1: 8.3 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 3 20 24 23 27:
Old : 27: 1 2 3 20 24 23 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 : 63.4 55.8 75.9 68.4 56.5 53.4 63.4 58.8
Old : 63.4 55.8 75.9 68.4 56.5 53.4 63.4 58.8
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,594: 331 227 446 9,730 10,304 10,507 10,977: 1,087 617
Old : 11,594: 331 227 446 9,730 10,304 10,507 10,977: 1,087 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 693: 144 31 322 386 407 852 760: -159 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.0 3.8 83.9 88.9 90.6 94.7: 9.4 5.3
Old : 100.0: 2.9 2.0 3.8 83.9 88.9 90.6 94.7: 9.4 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 : 49: 3 4 4 37 40 42 46:
Old : 49: 3 4 4 37 40 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 35.7 49.5 51.2 31.4 30.1 44.8 40.3
Old : 33.0 35.7 49.5 51.2 31.4 30.1 44.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,540: 215 135 73 7,757 7,619 8,045 7,827: 495 713
Old : 8,540: 215 135 73 7,757 7,619 8,045 7,827: 495 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 618: 15 -75 5 639 574 659 504: -41 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 0.9 90.8 89.2 94.2 91.7: 5.8 8.3
Old : 100.0: 2.5 1.6 0.9 90.8 89.2 94.2 91.7: 5.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 2 2 40 47 42 51:
Old : 54: 2 2 2 40 47 42 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 : 34.4 22.9 48.8 39.5 28.7 17.1 38.8 27.5
Old : 34.4 22.9 48.8 39.5 28.7 17.1 38.8 27.5
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 10, 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 : 5,584: 0 342 66 4,338 4,380 4,404 4,788: 1,180 796
Old : 5,584: 0 342 66 4,338 4,380 4,404 4,788: 1,180 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 240: 0 -10 0 310 344 310 334: -70 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 1.2 77.7 78.4 78.9 85.7: 21.1 14.3
Old : 100.0: 0.0 6.1 1.2 77.7 78.4 78.9 85.7: 21.1 14.3
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 : 25: 0 1 1 22 23 23 24:
Old : 25: 0 1 1 22 23 23 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 : 41.6 38.8 58.7 59.2 33.9 32.8 42.5 45.7
Old : 41.6 38.8 58.7 59.2 33.9 32.8 42.5 45.7
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 10, 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 : 3,610: 90 315 75 2,364 2,658 2,529 3,048: 1,081 562
Old : 3,610: 90 315 75 2,364 2,658 2,529 3,048: 1,081 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 190: 0 15 0 87 259 87 274: 103 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.7 2.1 65.5 73.6 70.1 84.4: 29.9 15.6
Old : 100.0: 2.5 8.7 2.1 65.5 73.6 70.1 84.4: 29.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 2 19 18 22 21:
Old : 26: 1 3 2 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 44.8 52.0 61.3 33.4 38.4 40.1 50.4
Old : 38.6 44.8 52.0 61.3 33.4 38.4 40.1 50.4
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 286,619: 29,056 17,801 51,660 168,849 184,909 249,565 254,370: 37,054 32,249
Old : 286,619: 29,056 17,801 51,660 168,849 184,909 249,565 254,370: 37,054 32,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 8,599: 1,683 -183 -1,578 7,725 7,118 7,831 5,357: 768 3,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.2 18.0 58.9 64.5 87.1 88.7: 12.9 11.3
Old : 100.0: 10.1 6.2 18.0 58.9 64.5 87.1 88.7: 12.9 11.3
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 : 131: 30 27 43 62 65 116 116:
Old : 131: 30 27 43 62 65 116 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 29.2 35.6 38.2 17.2 22.4 23.0 27.0
Old : 25.0 29.2 35.6 38.2 17.2 22.4 23.0 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 16,046: 91 309 0 15,650 15,527 15,741 15,836: 305 210
Old : 16,046: 91 309 0 15,650 15,527 15,741 15,836: 305 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,334: 0 0 0 2,209 2,314 2,209 2,314: 125 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.9 0.0 97.5 96.8 98.1 98.7: 1.9 1.3
Old : 100.0: 0.6 1.9 0.0 97.5 96.8 98.1 98.7: 1.9 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 : 55: 1 2 0 39 43 40 45:
Old : 55: 1 2 0 39 43 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 32.7 61.8 47.7 34.8 29.9 47.6 38.5
Old : 43.6 32.7 61.8 47.7 34.8 29.9 47.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 13,485: 560 0 0 12,220 12,936 12,780 12,936: 705 549
Old : 13,485: 560 0 0 12,220 12,936 12,780 12,936: 705 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,260: 435 0 0 1,825 1,936 2,260 1,936: 0 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 90.6 95.9 94.8 95.9: 5.2 4.1
Old : 100.0: 4.2 0.0 0.0 90.6 95.9 94.8 95.9: 5.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 0 23 22 26 22:
Old : 31: 3 0 0 23 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 54.3 73.5 74.5 36.3 44.6 47.7 53.5
Old : 59.4 54.3 73.5 74.5 36.3 44.6 47.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,512: 0 0 0 1,512 1,352 1,512 1,352: 0 160
Old : 1,512: 0 0 0 1,512 1,352 1,512 1,352: 0 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -2,211: -75 0 0 -1,861 -1,996 -1,936 -1,996: -275 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 89.4 100.0 89.4: 0.0 10.6
Old : 100.0: 0.0 0.0 0.0 100.0 89.4 100.0 89.4: 0.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 11 15 11:
Old : 20: 0 0 0 15 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 58.7 73.5 81.2 42.1 55.4 68.6 69.6
Old : 45.4 58.7 73.5 81.2 42.1 55.4 68.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 994,837: 143,297 186,225 404,575 363,764 360,325 911,636 951,125: 83,201 43,712
Old : 994,837: 143,297 186,225 404,575 363,764 360,325 911,636 951,125: 83,201 43,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 14,315: 5,818 -7,975 15,321 -7,927 9,686 13,213 17,032: 1,102 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 40.7 36.6 36.2 91.6 95.6: 8.4 4.4
Old : 100.0: 14.4 18.7 40.7 36.6 36.2 91.6 95.6: 8.4 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 : 227: 57 84 93 79 68 198 189:
Old : 227: 57 84 93 79 68 198 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 44.2 47.0 54.8 11.8 17.7 15.1 21.1
Old : 36.1 44.2 47.0 54.8 11.8 17.7 15.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 43,959: 18,603 25,268 5,435 19,716 13,008 43,754 43,711: 205 248
Old : 43,959: 18,603 25,268 5,435 19,716 13,008 43,754 43,711: 205 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -3,238: -2,540 308 -330 -292 -3,173 -3,162 -3,195: -76 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 57.5 12.4 44.9 29.6 99.5 99.4: 0.5 0.6
Old : 100.0: 42.3 57.5 12.4 44.9 29.6 99.5 99.4: 0.5 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 : 32: 8 13 15 9 11 24 32:
Old : 32: 8 13 15 9 11 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 64.9 95.5 85.8 63.6 55.4 68.3 64.8
Old : 85.8 64.9 95.5 85.8 63.6 55.4 68.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,331: 3,874 0 2,199 81,913 82,897 87,986 85,096: 9,345 12,235
Old : 97,331: 3,874 0 2,199 81,913 82,897 87,986 85,096: 9,345 12,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,243: 893 0 -80 146 3,374 959 3,294: 1,284 -1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 2.3 84.2 85.2 90.4 87.4: 9.6 12.6
Old : 100.0: 4.0 0.0 2.3 84.2 85.2 90.4 87.4: 9.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 23 25 25 27:
Old : 27: 2 0 2 23 25 25 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 : 48.3 41.4 67.5 59.5 42.5 33.3 56.7 48.5
Old : 48.3 41.4 67.5 59.5 42.5 33.3 56.7 48.5
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,128: 3,343 8,993 1,964 45,039 32,118 50,346 43,075: 6,782 14,053
Old : 57,128: 3,343 8,993 1,964 45,039 32,118 50,346 43,075: 6,782 14,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 991: 674 134 194 424 582 1,292 910: -301 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 15.7 3.4 78.8 56.2 88.1 75.4: 11.9 24.6
Old : 100.0: 5.9 15.7 3.4 78.8 56.2 88.1 75.4: 11.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 4 18 15 22 21:
Old : 28: 2 4 4 18 15 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 36.5 63.4 54.3 37.2 30.4 58.8 47.9
Old : 40.9 36.5 63.4 54.3 37.2 30.4 58.8 47.9
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 10, 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 : 76,837: 3,649 0 496 64,057 69,271 68,202 69,767: 8,635 7,070
Old : 76,837: 3,649 0 496 64,057 69,271 68,202 69,767: 8,635 7,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 881: 642 0 -309 -2,792 835 -2,459 526: 3,340 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.6 83.4 90.2 88.8 90.8: 11.2 9.2
Old : 100.0: 4.7 0.0 0.6 83.4 90.2 88.8 90.8: 11.2 9.2
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 : 36: 2 0 1 27 30 29 31:
Old : 36: 2 0 1 27 30 29 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 : 43.6 28.9 61.5 48.9 40.8 26.6 55.3 42.9
Old : 43.6 28.9 61.5 48.9 40.8 26.6 55.3 42.9
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 98,778: 0 0 0 82,240 83,298 82,240 83,298: 16,538 15,480
Old : 98,778: 0 0 0 82,240 83,298 82,240 83,298: 16,538 15,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 4,796: 0 0 0 2,707 4,341 2,707 4,341: 2,089 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.3 84.3 83.3 84.3: 16.7 15.7
Old : 100.0: 0.0 0.0 0.0 83.3 84.3 83.3 84.3: 16.7 15.7
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 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 : 36.9 46.5 58.0 66.1 28.2 33.5 39.9 45.0
Old : 36.9 46.5 58.0 66.1 28.2 33.5 39.9 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 38,710: 2,015 0 857 31,443 33,265 34,315 34,122: 4,395 4,588
Old : 38,710: 2,015 0 857 31,443 33,265 34,315 34,122: 4,395 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -144: -93 0 11 0 -124 -82 -113: -62 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 2.2 81.2 85.9 88.6 88.1: 11.4 11.9
Old : 100.0: 5.2 0.0 2.2 81.2 85.9 88.6 88.1: 11.4 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 : 54.7 65.0 74.3 77.0 52.0 57.1 64.0 63.2
Old : 54.7 65.0 74.3 77.0 52.0 57.1 64.0 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,352: 494 10,579 2,346 77,939 68,189 80,779 81,114: 5,573 5,238
Old : 86,352: 494 10,579 2,346 77,939 68,189 80,779 81,114: 5,573 5,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,552: 0 2,490 -1,181 4,678 449 3,497 1,758: -945 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.3 2.7 90.3 79.0 93.5 93.9: 6.5 6.1
Old : 100.0: 0.6 12.3 2.7 90.3 79.0 93.5 93.9: 6.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 4 2 27 28 30 32:
Old : 41: 1 4 2 27 28 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 29.5 62.5 46.6 39.9 27.4 55.9 40.0
Old : 44.3 29.5 62.5 46.6 39.9 27.4 55.9 40.0
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 132,418: 4,623 765 8,387 108,381 114,138 121,391 123,290: 11,027 9,128
Old : 132,418: 4,623 765 8,387 108,381 114,138 121,391 123,290: 11,027 9,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,203: 704 0 364 176 4,079 1,244 4,443: -41 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 6.3 81.8 86.2 91.7 93.1: 8.3 6.9
Old : 100.0: 3.5 0.6 6.3 81.8 86.2 91.7 93.1: 8.3 6.9
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 : 38: 2 1 3 20 32 23 35:
Old : 38: 2 1 3 20 32 23 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 : 53.0 33.1 73.8 50.6 46.4 32.8 61.8 49.8
Old : 53.0 33.1 73.8 50.6 46.4 32.8 61.8 49.8
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 10, 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 : 39,739: 217 6,542 2,324 31,829 23,817 34,370 32,683: 5,369 7,056
Old : 39,739: 217 6,542 2,324 31,829 23,817 34,370 32,683: 5,369 7,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -425: -440 336 -107 550 680 3 909: -428 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 16.5 5.8 80.1 59.9 86.5 82.2: 13.5 17.8
Old : 100.0: 0.5 16.5 5.8 80.1 59.9 86.5 82.2: 13.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 15 14 18 17:
Old : 20: 1 3 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 : 55.1 46.5 70.4 68.5 47.2 41.2 56.1 52.2
Old : 55.1 46.5 70.4 68.5 47.2 41.2 56.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,753: 217 13,972 18,868 57,888 45,907 76,973 78,747: 8,780 7,006
Old : 85,753: 217 13,972 18,868 57,888 45,907 76,973 78,747: 8,780 7,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 3,042: 0 -77 434 3,942 1,984 4,376 2,341: -1,334 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.3 22.0 67.5 53.5 89.8 91.8: 10.2 8.2
Old : 100.0: 0.3 16.3 22.0 67.5 53.5 89.8 91.8: 10.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.5 56.3 78.7 76.0 38.8 28.1 44.0 40.5
Old : 66.5 56.3 78.7 76.0 38.8 28.1 44.0 40.5
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 10, 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 : 56,485: 0 0 0 46,821 44,573 46,821 44,573: 9,664 11,912
Old : 56,485: 0 0 0 46,821 44,573 46,821 44,573: 9,664 11,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,164: 0 0 0 -56 2,169 -56 2,169: 1,220 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.9 78.9 82.9 78.9: 17.1 21.1
Old : 100.0: 0.0 0.0 0.0 82.9 78.9 82.9 78.9: 17.1 21.1
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: 0 0 0 21 22 21 22:
Old : 26: 0 0 0 21 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 41.8 62.1 63.7 42.0 34.7 59.2 51.6
Old : 42.7 41.8 62.1 63.7 42.0 34.7 59.2 51.6
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 10, 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 : 90,602: 6,544 2,026 7,158 70,184 70,890 83,886 80,074: 6,716 10,528
Old : 90,602: 6,544 2,026 7,158 70,184 70,890 83,886 80,074: 6,716 10,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,928: -3,521 0 1,883 4,836 -109 3,198 1,774: -1,270 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.2 7.9 77.5 78.2 92.6 88.4: 7.4 11.6
Old : 100.0: 7.2 2.2 7.9 77.5 78.2 92.6 88.4: 7.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 4 26 28 31 33:
Old : 38: 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 : 33.5 31.5 51.9 52.0 27.8 29.1 42.7 42.0
Old : 33.5 31.5 51.9 52.0 27.8 29.1 42.7 42.0
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 10, 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 : 74,966: 0 9,190 4,144 64,042 59,418 68,186 72,752: 6,780 2,214
Old : 74,966: 0 9,190 4,144 64,042 59,418 68,186 72,752: 6,780 2,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 146: 0 -3,322 360 -214 3,108 146 146: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 5.5 85.4 79.3 91.0 97.0: 9.0 3.0
Old : 100.0: 0.0 12.3 5.5 85.4 79.3 91.0 97.0: 9.0 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 : 67.2 55.3 87.0 78.0 60.5 37.2 62.6 55.4
Old : 67.2 55.3 87.0 78.0 60.5 37.2 62.6 55.4
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 10, 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 : 2,255,246: 91,475 138,038 961,771 1,195,962 1,150,166 2,249,207 2,249,974: 6,039 5,272
Old : 2,255,246: 91,475 138,038 961,771 1,195,962 1,150,166 2,249,207 2,249,974: 6,039 5,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 15,392: -508 12,949 2,306 13,143 -389 14,941 14,866: 451 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.1 42.6 53.0 51.0 99.7 99.8: 0.3 0.2
Old : 100.0: 4.1 6.1 42.6 53.0 51.0 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 39 33 66 55 55 123 125:
Old : 128: 39 33 66 55 55 123 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 28.9 49.2 46.7 6.7 6.1 8.2 8.2
Old : 32.7 28.9 49.2 46.7 6.7 6.1 8.2 8.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 59,971: 0 8,473 2,673 52,131 38,973 54,804 50,119: 5,167 9,852
Old : 59,971: 0 8,473 2,673 52,131 38,973 54,804 50,119: 5,167 9,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -2,168: 0 -1,732 -59 -2,414 -659 -2,473 -2,450: 305 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.1 4.5 86.9 65.0 91.4 83.6: 8.6 16.4
Old : 100.0: 0.0 14.1 4.5 86.9 65.0 91.4 83.6: 8.6 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 14 12 16 14:
Old : 20: 0 2 2 14 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 45.0 87.0 67.5 66.5 42.3 79.2 64.0
Old : 70.0 45.0 87.0 67.5 66.5 42.3 79.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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: February 3, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 10, 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 : 44,260: 1,405 1,943 1,450 34,593 32,480 37,448 35,873: 6,812 8,387
Old : 44,260: 1,405 1,943 1,450 34,593 32,480 37,448 35,873: 6,812 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 185: 248 -1,798 -341 247 4,180 154 2,041: 31 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.4 3.3 78.2 73.4 84.6 81.1: 15.4 18.9
Old : 100.0: 3.2 4.4 3.3 78.2 73.4 84.6 81.1: 15.4 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 : 27: 1 2 3 18 17 21 20:
Old : 27: 1 2 3 18 17 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 : 54.7 34.8 71.9 59.2 52.7 33.3 65.8 53.2
Old : 54.7 34.8 71.9 59.2 52.7 33.3 65.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 135,721: 4,280 1,472 0 129,981 130,709 134,261 132,181: 1,460 3,540
Old : 135,721: 4,280 1,472 0 129,981 130,709 134,261 132,181: 1,460 3,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 12,684: 0 1,472 0 11,224 11,436 11,224 12,908: 1,460 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.1 0.0 95.8 96.3 98.9 97.4: 1.1 2.6
Old : 100.0: 3.2 1.1 0.0 95.8 96.3 98.9 97.4: 1.1 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 : 20: 1 1 0 13 14 14 15:
Old : 20: 1 1 0 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 61.5 89.6 84.9 48.1 47.0 57.9 57.8
Old : 75.0 61.5 89.6 84.9 48.1 47.0 57.9 57.8
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 219,273: 7,954 7,308 7,031 192,170 198,374 207,155 212,713: 12,118 6,560
Old : 219,273: 7,954 7,308 7,031 192,170 198,374 207,155 212,713: 12,118 6,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 3,526: -1,492 -609 1,748 3,946 2,083 4,202 3,222: -676 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.3 3.2 87.6 90.5 94.5 97.0: 5.5 3.0
Old : 100.0: 3.6 3.3 3.2 87.6 90.5 94.5 97.0: 5.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 3 5 41 33 48 39:
Old : 52: 5 3 5 41 33 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 53.3 47.2 68.2 28.8 50.4 44.6 60.5
Old : 30.4 53.3 47.2 68.2 28.8 50.4 44.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 168,288: 494 1,783 3,949 153,497 157,918 157,940 163,650: 10,348 4,638
Old : 168,288: 494 1,783 3,949 153,497 157,918 157,940 163,650: 10,348 4,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -705: 494 -1,258 -580 -574 1,443 -660 -395: -45 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 2.3 91.2 93.8 93.9 97.2: 6.1 2.8
Old : 100.0: 0.3 1.1 2.3 91.2 93.8 93.9 97.2: 6.1 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 : 40: 1 2 3 34 29 37 32:
Old : 40: 1 2 3 34 29 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.6 56.0 65.0 26.8 40.5 43.3 58.1
Old : 36.2 43.6 56.0 65.0 26.8 40.5 43.3 58.1
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 10, 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 : 267,759: 1,670 3,886 16,728 231,627 232,938 250,025 253,552: 17,734 14,207
Old : 267,759: 1,670 3,886 16,728 231,627 232,938 250,025 253,552: 17,734 14,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 8,722: -168 -5,151 4,437 3,478 6,504 7,747 5,790: 975 2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.5 6.2 86.5 87.0 93.4 94.7: 6.6 5.3
Old : 100.0: 0.6 1.5 6.2 86.5 87.0 93.4 94.7: 6.6 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 : 50: 1 3 4 41 40 45 44:
Old : 50: 1 3 4 41 40 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 28.9 48.1 50.3 27.3 27.5 35.4 38.9
Old : 29.1 28.9 48.1 50.3 27.3 27.5 35.4 38.9
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 10, 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 : 133,736: 2,089 6,823 2,430 126,767 121,464 131,286 130,717: 2,450 3,019
Old : 133,736: 2,089 6,823 2,430 126,767 121,464 131,286 130,717: 2,450 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,145: 0 1,500 -1,710 1,123 -377 -587 -587: -558 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.1 1.8 94.8 90.8 98.2 97.7: 1.8 2.3
Old : 100.0: 1.6 5.1 1.8 94.8 90.8 98.2 97.7: 1.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 4 33 33 39 39:
Old : 46: 2 6 4 33 33 39 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 : 51.8 37.2 77.7 59.0 48.1 33.7 68.0 52.4
Old : 51.8 37.2 77.7 59.0 48.1 33.7 68.0 52.4
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,853: 0 616 0 41,829 37,880 41,829 38,496: 5,024 8,357
Old : 46,853: 0 616 0 41,829 37,880 41,829 38,496: 5,024 8,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,963: 0 0 0 4,051 2,169 4,051 2,169: -2,088 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 89.3 80.8 89.3 82.2: 10.7 17.8
Old : 100.0: 0.0 1.3 0.0 89.3 80.8 89.3 82.2: 10.7 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 20 17 20 18:
Old : 25: 0 1 0 20 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 43.0 69.8 60.9 48.1 37.3 64.8 53.8
Old : 51.7 43.0 69.8 60.9 48.1 37.3 64.8 53.8
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 10, 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 : 3,223,337: 732,419 149,219 1,068,802 1,394,330 1,986,296 3,195,551 3,204,317: 27,786 19,020
Old : 3,223,337: 732,419 149,219 1,068,802 1,394,330 1,986,296 3,195,551 3,204,317: 27,786 19,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 63,738: 4,068 12,794 18,481 41,329 33,915 63,878 65,190: -140 -1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.6 33.2 43.3 61.6 99.1 99.4: 0.9 0.6
Old : 100.0: 22.7 4.6 33.2 43.3 61.6 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 : 161: 34 17 47 102 95 154 144:
Old : 161: 34 17 47 102 95 154 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 36.6 47.6 51.0 17.6 19.7 21.1 28.5
Old : 37.4 36.6 47.6 51.0 17.6 19.7 21.1 28.5
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 10, 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 : 1,256,431: 158,236 283,006 402,945 688,387 566,547 1,249,568 1,252,498: 6,863 3,933
Old : 1,256,431: 158,236 283,006 402,945 688,387 566,547 1,249,568 1,252,498: 6,863 3,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 23,531: 15,183 15,701 5,991 932 1,158 22,106 22,850: 1,425 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.5 32.1 54.8 45.1 99.5 99.7: 0.5 0.3
Old : 100.0: 12.6 22.5 32.1 54.8 45.1 99.5 99.7: 0.5 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 : 85: 17 33 43 35 33 80 81:
Old : 85: 17 33 43 35 33 80 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 38.9 51.1 57.2 19.1 19.5 29.6 28.7
Old : 28.4 38.9 51.1 57.2 19.1 19.5 29.6 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 102,085: 3,846 582 7,655 89,831 93,537 101,332 101,774: 753 311
Old : 102,085: 3,846 582 7,655 89,831 93,537 101,332 101,774: 753 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 4,161: 55 -62 109 3,930 4,053 4,094 4,100: 67 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.6 7.5 88.0 91.6 99.3 99.7: 0.7 0.3
Old : 100.0: 3.8 0.6 7.5 88.0 91.6 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 : 42: 3 3 7 33 32 40 39:
Old : 42: 3 3 7 33 32 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 43.3 63.6 69.0 8.0 11.2 11.5 14.5
Old : 41.3 43.3 63.6 69.0 8.0 11.2 11.5 14.5
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 10, 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 : 36,031: 2,840 2 204 31,723 35,169 34,767 35,375: 1,264 656
Old : 36,031: 2,840 2 204 31,723 35,169 34,767 35,375: 1,264 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 248: 0 0 0 248 248 248 248: -0 0
: : :
: : 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 18 18 20 20:
Old : 24: 1 1 2 18 18 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 : 50.9 79.5 80.2 91.4 31.4 37.4 41.2 43.9
Old : 50.9 79.5 80.2 91.4 31.4 37.4 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 10, 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 : 14,254: 0 0 0 13,040 12,870 13,040 12,870: 1,214 1,384
Old : 14,254: 0 0 0 13,040 12,870 13,040 12,870: 1,214 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -20: 0 0 0 -20 -20 -20 -20: -0 0
: : :
: : 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 58.8 71.5 79.6 38.3 47.4 55.9 59.0
Old : 45.6 58.8 71.5 79.6 38.3 47.4 55.9 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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,195: 0 800 500 25,993 27,169 26,493 28,469: 2,702 726
Old : 29,195: 0 800 500 25,993 27,169 26,493 28,469: 2,702 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 583: 0 0 0 904 564 904 564: -321 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 1.7 89.0 93.1 90.7 97.5: 9.3 2.5
Old : 100.0: 0.0 2.7 1.7 89.0 93.1 90.7 97.5: 9.3 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 : 29: 0 2 2 26 22 28 24:
Old : 29: 0 2 2 26 22 28 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 : 41.6 43.6 60.5 68.3 23.5 22.1 32.8 36.1
Old : 41.6 43.6 60.5 68.3 23.5 22.1 32.8 36.1
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 10, 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 : 28,690: 0 0 0 28,472 27,946 28,472 27,946: 218 744
Old : 28,690: 0 0 0 28,472 27,946 28,472 27,946: 218 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 558: 0 0 0 558 558 558 558: 0 0
: : :
: : 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 17 16 17 16:
Old : 22: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 81.5 81.3 90.4 52.9 78.3 75.6 83.9
Old : 57.1 81.5 81.3 90.4 52.9 78.3 75.6 83.9
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 10, 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 : 12,782: 100 0 0 11,824 12,332 11,924 12,332: 858 450
Old : 12,782: 100 0 0 11,824 12,332 11,924 12,332: 858 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -240: 0 0 0 -240 -240 -240 -240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 92.5 96.5 93.3 96.5: 6.7 3.5
Old : 100.0: 0.8 0.0 0.0 92.5 96.5 93.3 96.5: 6.7 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 : 60.8 67.3 85.1 85.0 46.0 47.2 58.9 61.8
Old : 60.8 67.3 85.1 85.0 46.0 47.2 58.9 61.8
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 10, 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 : 9,828: 0 0 0 9,336 9,252 9,336 9,252: 492 576
Old : 9,828: 0 0 0 9,336 9,252 9,336 9,252: 492 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -52: 0 0 0 -52 -82 -52 -82: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 94.1 95.0 94.1: 5.0 5.9
Old : 100.0: 0.0 0.0 0.0 95.0 94.1 95.0 94.1: 5.0 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 : 20: 0 0 0 18 13 18 13:
Old : 20: 0 0 0 18 13 18 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 : 38.9 57.0 64.1 82.3 36.1 46.5 55.7 59.3
Old : 38.9 57.0 64.1 82.3 36.1 46.5 55.7 59.3
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 10, 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 : 112,889: 0 9,682 0 111,745 101,271 111,745 110,953: 1,144 1,936
Old : 112,889: 0 9,682 0 111,745 101,271 111,745 110,953: 1,144 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 20,045: 0 640 0 19,405 19,405 19,405 20,045: 640 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 0.0 99.0 89.7 99.0 98.3: 1.0 1.7
Old : 100.0: 0.0 8.6 0.0 99.0 89.7 99.0 98.3: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 0 19 25 19 28:
Old : 30: 0 3 0 19 25 19 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 : 60.6 60.3 86.2 75.9 57.5 57.7 76.5 69.0
Old : 60.6 60.3 86.2 75.9 57.5 57.7 76.5 69.0
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 10, 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 : 1,910,059: 0 147,223 14,080 1,895,979 1,718,396 1,910,059 1,879,699: 0 30,360
Old : 1,910,059: 0 147,223 14,080 1,895,979 1,718,396 1,910,059 1,879,699: 0 30,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 452,904: -1,183 10,647 0 454,087 442,257 452,904 452,904: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 0.7 99.3 90.0 100.0 98.4: 0.0 1.6
Old : 100.0: 0.0 7.7 0.7 99.3 90.0 100.0 98.4: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 15 20 16 23:
Old : 27: 0 3 1 15 20 16 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 : 68.8 65.0 93.2 80.3 66.9 63.1 86.4 77.0
Old : 68.8 65.0 93.2 80.3 66.9 63.1 86.4 77.0
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 15,993: 0 0 0 15,928 15,639 15,928 15,639: 65 354
Old : 15,993: 0 0 0 15,928 15,639 15,928 15,639: 65 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,539: 0 0 0 -1,544 -1,395 -1,544 -1,395: 5 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 97.8 99.6 97.8: 0.4 2.2
Old : 100.0: 0.0 0.0 0.0 99.6 97.8 99.6 97.8: 0.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 54.6 86.9 77.8 58.8 35.4 60.8 52.6
Old : 68.4 54.6 86.9 77.8 58.8 35.4 60.8 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 5,622: 0 0 0 4,548 5,487 4,548 5,487: 1,074 135
Old : 5,622: 0 0 0 4,548 5,487 4,548 5,487: 1,074 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.9 97.6 80.9 97.6: 19.1 2.4
Old : 100.0: 0.0 0.0 0.0 80.9 97.6 80.9 97.6: 19.1 2.4
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 : 22: 0 0 0 19 20 19 20:
Old : 22: 0 0 0 19 20 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 57.2 59.7 83.4 24.9 36.9 30.9 46.5
Old : 36.5 57.2 59.7 83.4 24.9 36.9 30.9 46.5
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 10, 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 : 3,031,678: 257,847 136,887 1,164,107 1,531,400 1,650,675 2,953,354 2,951,668: 78,324 80,010
Old : 3,031,678: 257,847 136,887 1,164,107 1,531,400 1,650,675 2,953,354 2,951,668: 78,324 80,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -8,438: 3,808 14,181 2,864 -10,771 -15,146 -4,099 1,899: -4,340 -10,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.5 38.4 50.5 54.4 97.4 97.4: 2.6 2.6
Old : 100.0: 8.5 4.5 38.4 50.5 54.4 97.4 97.4: 2.6 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 : 322: 117 107 172 78 88 289 280:
Old : 322: 117 107 172 78 88 289 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.9 44.4 6.3 3.9 9.1 6.4
Old : 29.6 29.5 43.9 44.4 6.3 3.9 9.1 6.4
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 10, 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 : 127,846: 4,440 16,631 42,964 78,699 65,704 126,102 125,300: 1,743 2,546
Old : 127,846: 4,440 16,631 42,964 78,699 65,704 126,102 125,300: 1,743 2,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 4,568: -441 118 2,059 2,888 2,089 4,506 4,266: 62 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 13.0 33.6 61.6 51.4 98.6 98.0: 1.4 2.0
Old : 100.0: 3.5 13.0 33.6 61.6 51.4 98.6 98.0: 1.4 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 : 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 : 72.0 57.1 85.5 79.9 43.5 33.0 50.8 45.9
Old : 72.0 57.1 85.5 79.9 43.5 33.0 50.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 198,861: 20,084 21,963 12,021 122,739 115,684 154,844 149,668: 44,017 49,193
Old : 198,861: 20,084 21,963 12,021 122,739 115,684 154,844 149,668: 44,017 49,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 8,275: 187 4,267 21 6,285 3,769 6,493 8,057: 1,782 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.0 6.0 61.7 58.2 77.9 75.3: 22.1 24.7
Old : 100.0: 10.1 11.0 6.0 61.7 58.2 77.9 75.3: 22.1 24.7
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 : 31: 4 4 5 21 22 27 29:
Old : 31: 4 4 5 21 22 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 31.3 53.4 45.6 34.4 24.7 41.8 36.9
Old : 39.1 31.3 53.4 45.6 34.4 24.7 41.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 237,676: 18,335 19,211 88,604 127,783 127,512 234,722 235,327: 2,953 2,349
Old : 237,676: 18,335 19,211 88,604 127,783 127,512 234,722 235,327: 2,953 2,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 4,385: 528 -43 1,546 2,247 2,689 4,321 4,192: 64 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.1 37.3 53.8 53.6 98.8 99.0: 1.2 1.0
Old : 100.0: 7.7 8.1 37.3 53.8 53.6 98.8 99.0: 1.2 1.0
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 : 76: 28 20 41 26 27 70 73:
Old : 76: 28 20 41 26 27 70 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 : 32.0 32.7 54.8 53.9 7.6 9.5 11.1 12.4
Old : 32.0 32.7 54.8 53.9 7.6 9.5 11.1 12.4
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 10, 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 : 493,912: 21,695 13,479 87,900 371,975 377,001 481,570 478,380: 12,341 15,532
Old : 493,912: 21,695 13,479 87,900 371,975 377,001 481,570 478,380: 12,341 15,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 16,789: 1,645 346 325 14,136 15,102 16,106 15,774: 683 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.7 17.8 75.3 76.3 97.5 96.9: 2.5 3.1
Old : 100.0: 4.4 2.7 17.8 75.3 76.3 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 35.6 32.5 55.4 50.8 12.9 11.7 17.6 16.4
Old : 35.6 32.5 55.4 50.8 12.9 11.7 17.6 16.4
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 10, 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 : 50,823: 975 3,102 1,050 48,593 46,441 50,618 50,593: 205 230
Old : 50,823: 975 3,102 1,050 48,593 46,441 50,618 50,593: 205 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 3,590: 575 -25 -25 3,027 3,602 3,577 3,552: 13 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.1 2.1 95.6 91.4 99.6 99.5: 0.4 0.5
Old : 100.0: 1.9 6.1 2.1 95.6 91.4 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 3 2 36 41 41 45:
Old : 51: 4 3 2 36 41 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 32.9 68.0 51.9 44.4 30.4 51.8 43.1
Old : 53.1 32.9 68.0 51.9 44.4 30.4 51.8 43.1
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 10, 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 : 183,430: 17,871 38,216 34,033 122,999 101,656 174,903 173,905: 8,527 9,525
Old : 183,430: 17,871 38,216 34,033 122,999 101,656 174,903 173,905: 8,527 9,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,104: 95 -659 1,113 338 1,517 1,546 1,971: 558 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.8 18.6 67.1 55.4 95.4 94.8: 4.6 5.2
Old : 100.0: 9.7 20.8 18.6 67.1 55.4 95.4 94.8: 4.6 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 32.1 59.4 54.1 17.9 13.8 25.8 19.6
Old : 39.9 32.1 59.4 54.1 17.9 13.8 25.8 19.6
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 10, 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 : 32,603: 4,441 5,145 7,669 17,151 17,098 29,261 29,912: 3,342 2,691
Old : 32,603: 4,441 5,145 7,669 17,151 17,098 29,261 29,912: 3,342 2,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,599: -122 0 500 873 861 1,251 1,361: 348 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.8 23.5 52.6 52.4 89.7 91.7: 10.3 8.3
Old : 100.0: 13.6 15.8 23.5 52.6 52.4 89.7 91.7: 10.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 7 9 11 17 20:
Old : 21: 4 4 7 9 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 42.7 74.2 66.3 28.8 20.0 31.7 29.9
Old : 56.2 42.7 74.2 66.3 28.8 20.0 31.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 67,103: 0 6,350 460 53,876 42,038 54,336 48,848: 12,767 18,255
Old : 67,103: 0 6,350 460 53,876 42,038 54,336 48,848: 12,767 18,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,118: 0 345 280 -1,568 -1,236 -1,288 -611: 170 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 0.7 80.3 62.6 81.0 72.8: 19.0 27.2
Old : 100.0: 0.0 9.5 0.7 80.3 62.6 81.0 72.8: 19.0 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 15 16 16 18:
Old : 20: 0 2 1 15 16 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 : 59.0 37.4 72.5 55.8 35.5 24.9 43.8 34.5
Old : 59.0 37.4 72.5 55.8 35.5 24.9 43.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 100,447: 2,565 8,786 11,489 54,601 45,853 68,655 66,128: 31,792 34,319
Old : 100,447: 2,565 8,786 11,489 54,601 45,853 68,655 66,128: 31,792 34,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -6: 0 -105 30 163 -558 193 -633: -199 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.7 11.4 54.4 45.6 68.3 65.8: 31.7 34.2
Old : 100.0: 2.6 8.7 11.4 54.4 45.6 68.3 65.8: 31.7 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 28.7 27.7 45.5 47.3 20.0 17.1 27.1 23.5
Old : 28.7 27.7 45.5 47.3 20.0 17.1 27.1 23.5
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 10, 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 : 34,501: 0 8,170 40 34,461 26,291 34,501 34,501: 0 0
Old : 34,501: 0 8,170 40 34,461 26,291 34,501 34,501: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,527: 0 75 0 1,527 1,452 1,527 1,527: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.7 0.1 99.9 76.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 23.7 0.1 99.9 76.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 7 1 24 30 25 37:
Old : 42: 0 7 1 24 30 25 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 35.3 82.3 56.0 56.7 35.3 75.3 54.0
Old : 61.2 35.3 82.3 56.0 56.7 35.3 75.3 54.0
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 10, 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 : 12,760: 8,856 3,092 27 1,916 8,985 10,799 12,104: 1,961 656
Old : 12,760: 8,856 3,092 27 1,916 8,985 10,799 12,104: 1,961 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 337: 287 -345 -1 -83 800 203 454: 134 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 24.2 0.2 15.0 70.4 84.6 94.9: 15.4 5.1
Old : 100.0: 69.4 24.2 0.2 15.0 70.4 84.6 94.9: 15.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 46 17 3 16 26 63 45:
Old : 102: 46 17 3 16 26 63 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 : 38.6 46.5 48.6 64.4 38.6 46.5 48.6 64.4
Old : 38.6 46.5 48.6 64.4 38.6 46.5 48.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 19,945: 10,869 1,669 38 5,502 17,054 16,409 18,761: 3,536 1,184
Old : 19,945: 10,869 1,669 38 5,502 17,054 16,409 18,761: 3,536 1,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,018: 527 -60 8 113 1,012 648 960: 370 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 8.4 0.2 27.6 85.5 82.3 94.1: 17.7 5.9
Old : 100.0: 54.5 8.4 0.2 27.6 85.5 82.3 94.1: 17.7 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 : 86: 39 11 3 12 24 52 37:
Old : 86: 39 11 3 12 24 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 37.1 48.9 60.7 32.6 37.1 48.9 60.7
Old : 32.6 37.1 48.9 60.7 32.6 37.1 48.9 60.7
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 215,033: 50,612 4,013 28,714 115,777 165,873 195,103 198,600: 19,930 16,433
Old : 215,033: 50,612 4,013 28,714 115,777 165,873 195,103 198,600: 19,930 16,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 8,687: 2,009 -374 -1,229 6,177 8,670 6,956 7,066: 1,731 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 1.9 13.4 53.8 77.1 90.7 92.4: 9.3 7.6
Old : 100.0: 23.5 1.9 13.4 53.8 77.1 90.7 92.4: 9.3 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 : 167: 49 21 38 75 83 142 127:
Old : 167: 49 21 38 75 83 142 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 21.9 33.6 33.4 15.9 13.8 25.0 21.0
Old : 21.9 21.9 33.6 33.4 15.9 13.8 25.0 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 5,253: 0 50 0 5,153 5,007 5,153 5,057: 100 196
Old : 5,253: 0 50 0 5,153 5,007 5,153 5,057: 100 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 1,110: 0 0 0 1,110 1,110 1,110 1,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 98.1 95.3 98.1 96.3: 1.9 3.7
Old : 100.0: 0.0 1.0 0.0 98.1 95.3 98.1 96.3: 1.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 24 26 24 27:
Old : 32: 0 1 0 24 26 24 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 : 47.6 40.9 69.9 58.8 19.9 17.7 30.2 26.7
Old : 47.6 40.9 69.9 58.8 19.9 17.7 30.2 26.7
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 10, 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 : 27,456: 1,688 0 0 24,547 27,388 26,235 27,388: 1,221 68
Old : 27,456: 1,688 0 0 24,547 27,388 26,235 27,388: 1,221 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,281: 500 -275 0 1,769 2,492 2,269 2,217: 12 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 89.4 99.8 95.6 99.8: 4.4 0.2
Old : 100.0: 6.1 0.0 0.0 89.4 99.8 95.6 99.8: 4.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 0 0 32 26 35 26:
Old : 41: 3 0 0 32 26 35 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 : 36.7 57.8 56.3 82.8 28.3 48.0 42.4 59.7
Old : 36.7 57.8 56.3 82.8 28.3 48.0 42.4 59.7
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,861: 0 515 25 19,695 19,626 19,720 20,166: 1,141 695
Old : 20,861: 0 515 25 19,695 19,626 19,720 20,166: 1,141 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 923: 0 175 0 773 748 773 923: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.1 94.4 94.1 94.5 96.7: 5.5 3.3
Old : 100.0: 0.0 2.5 0.1 94.4 94.1 94.5 96.7: 5.5 3.3
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 : 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 88.9 85.2 93.3 71.7 79.6 80.4 83.0
Old : 72.5 88.9 85.2 93.3 71.7 79.6 80.4 83.0
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 10, 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 : 13,504: 474 50 0 13,030 13,454 13,504 13,504: 0 0
Old : 13,504: 474 50 0 13,030 13,454 13,504 13,504: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,299: 324 0 0 1,975 2,299 2,299 2,299: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.0 96.5 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.4 0.0 96.5 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 : 39: 2 1 0 26 24 28 25:
Old : 39: 2 1 0 26 24 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 62.8 73.1 76.9 54.6 59.1 65.7 71.9
Old : 60.7 62.8 73.1 76.9 54.6 59.1 65.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 4,351: 0 482 0 3,258 3,126 3,258 3,608: 1,093 743
Old : 4,351: 0 482 0 3,258 3,126 3,258 3,608: 1,093 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 155: 0 85 0 140 88 140 173: 15 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 74.9 71.8 74.9 82.9: 25.1 17.1
Old : 100.0: 0.0 11.1 0.0 74.9 71.8 74.9 82.9: 25.1 17.1
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 16 15 18:
Old : 22: 0 2 0 15 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 48.7 68.3 68.6 54.8 48.3 60.9 62.9
Old : 55.6 48.7 68.3 68.6 54.8 48.3 60.9 62.9
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 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,070: 1,415 837 160 21,884 22,917 23,459 23,914: 611 156
Old : 24,070: 1,415 837 160 21,884 22,917 23,459 23,914: 611 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,542: 840 384 0 1,546 2,158 2,386 2,542: 156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.5 0.7 90.9 95.2 97.5 99.4: 2.5 0.6
Old : 100.0: 5.9 3.5 0.7 90.9 95.2 97.5 99.4: 2.5 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 : 39: 2 3 1 21 29 24 32:
Old : 39: 2 3 1 21 29 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 59.2 76.8 73.9 50.3 58.8 73.8 70.1
Old : 52.4 59.2 76.8 73.9 50.3 58.8 73.8 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 10, 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 : 5,600: 30 555 1 4,157 4,750 4,188 5,306: 1,412 294
Old : 5,600: 30 555 1 4,157 4,750 4,188 5,306: 1,412 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 96: 0 96 0 0 0 0 96: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 9.9 0.0 74.2 84.8 74.8 94.8: 25.2 5.3
Old : 100.0: 0.5 9.9 0.0 74.2 84.8 74.8 94.8: 25.2 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 : 57.4 53.5 71.1 78.8 51.8 47.1 55.6 65.4
Old : 57.4 53.5 71.1 78.8 51.8 47.1 55.6 65.4
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 10, 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 : 8,739: 208 112 0 8,484 8,567 8,692 8,679: 47 60
Old : 8,739: 208 112 0 8,484 8,567 8,692 8,679: 47 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 550: 0 22 0 505 483 505 505: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.3 0.0 97.1 98.0 99.5 99.3: 0.5 0.7
Old : 100.0: 2.4 1.3 0.0 97.1 98.0 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 24 19 25 20:
Old : 27: 1 1 0 24 19 25 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 : 57.3 58.6 75.3 79.4 52.3 48.4 58.9 56.3
Old : 57.3 58.6 75.3 79.4 52.3 48.4 58.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 48,588: 3,891 5,705 2,304 38,794 39,695 44,989 47,704: 3,599 884
Old : 48,588: 3,891 5,705 2,304 38,794 39,695 44,989 47,704: 3,599 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 500: 84 387 183 32 -86 299 484: 201 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.7 4.7 79.8 81.7 92.6 98.2: 7.4 1.8
Old : 100.0: 8.0 11.7 4.7 79.8 81.7 92.6 98.2: 7.4 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 : 47: 6 6 4 25 33 33 41:
Old : 47: 6 6 4 25 33 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 28.4 51.1 47.6 27.2 19.2 39.7 31.5
Old : 29.3 28.4 51.1 47.6 27.2 19.2 39.7 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2009