GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 39,458: 1,785 62 13 37,472 39,267 39,270 39,342: 188 116
Old : 39,458: 1,785 62 13 37,472 39,267 39,270 39,342: 188 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,830: 1,569 0 0 1,667 2,714 3,236 2,714: -406 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.2 0.0 95.0 99.5 99.5 99.7: 0.5 0.3
Old : 100.0: 4.5 0.2 0.0 95.0 99.5 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 : 50: 4 1 1 37 38 42 39:
Old : 50: 4 1 1 37 38 42 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 : 54.3 59.4 72.7 76.3 47.3 51.1 56.5 61.0
Old : 54.3 59.4 72.7 76.3 47.3 51.1 56.5 61.0
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, March 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 : 22,744: 910 120 125 21,408 22,242 22,443 22,487: 301 257
Old : 22,744: 910 120 125 21,408 22,242 22,443 22,487: 301 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 635: 0 0 0 635 635 635 635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.5 0.5 94.1 97.8 98.7 98.9: 1.3 1.1
Old : 100.0: 4.0 0.5 0.5 94.1 97.8 98.7 98.9: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 1 31 34 33 36:
Old : 42: 1 1 1 31 34 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 46.1 65.9 73.3 24.1 32.9 38.7 41.7
Old : 46.0 46.1 65.9 73.3 24.1 32.9 38.7 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,491: 1,178 56 344 5,038 6,033 6,560 6,433: 931 1,058
Old : 7,491: 1,178 56 344 5,038 6,033 6,560 6,433: 931 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 42: -57 0 -111 25 85 -143 -26: 185 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.7 4.6 67.3 80.5 87.6 85.9: 12.4 14.1
Old : 100.0: 15.7 0.7 4.6 67.3 80.5 87.6 85.9: 12.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 18 21 20 23:
Old : 23: 1 1 2 18 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 56.8 75.9 69.4 54.0 53.7 64.4 59.6
Old : 60.6 56.8 75.9 69.4 54.0 53.7 64.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,220: 410 378 203 10,552 11,033 11,165 11,614: 1,055 606
Old : 12,220: 410 378 203 10,552 11,033 11,165 11,614: 1,055 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 817: 83 213 -118 968 790 933 885: -116 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.1 1.7 86.4 90.3 91.4 95.0: 8.6 5.0
Old : 100.0: 3.4 3.1 1.7 86.4 90.3 91.4 95.0: 8.6 5.0
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 : 56: 3 4 3 41 47 45 53:
Old : 56: 3 4 3 41 47 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.6 47.2 52.9 29.8 34.8 41.1 43.8
Old : 32.7 38.6 47.2 52.9 29.8 34.8 41.1 43.8
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, March 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 : 8,543: 249 116 146 7,770 7,576 8,165 7,838: 378 705
Old : 8,543: 249 116 146 7,770 7,576 8,165 7,838: 378 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 474: 2 0 0 441 379 443 379: 31 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.4 1.7 91.0 88.7 95.6 91.7: 4.4 8.3
Old : 100.0: 2.9 1.4 1.7 91.0 88.7 95.6 91.7: 4.4 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 : 56: 2 2 3 43 50 47 54:
Old : 56: 2 2 3 43 50 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 22.2 45.9 38.4 26.2 19.6 35.0 30.8
Old : 30.0 22.2 45.9 38.4 26.2 19.6 35.0 30.8
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, March 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 : 5,766: 120 254 84 4,348 4,641 4,552 4,979: 1,214 787
Old : 5,766: 120 254 84 4,348 4,641 4,552 4,979: 1,214 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 162: 0 0 0 222 228 222 228: -60 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.4 1.5 75.4 80.5 78.9 86.4: 21.1 13.6
Old : 100.0: 2.1 4.4 1.5 75.4 80.5 78.9 86.4: 21.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 22 22 24:
Old : 25: 1 1 2 20 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 39.2 56.0 61.6 31.4 30.5 40.9 45.1
Old : 40.7 39.2 56.0 61.6 31.4 30.5 40.9 45.1
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, March 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 : 3,433: 225 360 23 2,276 2,693 2,524 3,076: 909 357
Old : 3,433: 225 360 23 2,276 2,693 2,524 3,076: 909 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 204: 135 9 -15 217 339 337 333: -133 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.5 0.7 66.3 78.4 73.5 89.6: 26.5 10.4
Old : 100.0: 6.6 10.5 0.7 66.3 78.4 73.5 89.6: 26.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 2 19 20 24 23:
Old : 30: 3 3 2 19 20 24 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 : 37.3 43.9 50.8 64.0 30.3 40.9 40.6 55.6
Old : 37.3 43.9 50.8 64.0 30.3 40.9 40.6 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,700: 85 0 0 1,636 1,998 1,721 1,998: 979 702
Old : 2,700: 85 0 0 1,636 1,998 1,721 1,998: 979 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 36: 10 0 0 0 10 10 10: 26 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 60.6 74.0 63.7 74.0: 36.3 26.0
Old : 100.0: 3.1 0.0 0.0 60.6 74.0 63.7 74.0: 36.3 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 15 17 15:
Old : 22: 1 0 0 16 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 : 31.4 44.6 46.8 63.8 23.3 43.1 36.4 52.2
Old : 31.4 44.6 46.8 63.8 23.3 43.1 36.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 289,559: 26,749 17,027 46,629 171,323 191,199 244,701 254,855: 44,858 34,703
Old : 289,559: 26,749 17,027 46,629 171,323 191,199 244,701 254,855: 44,858 34,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,468: -892 -3,409 1,366 -2,003 2,874 -1,528 831: 3,996 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.9 16.1 59.2 66.0 84.5 88.0: 15.5 12.0
Old : 100.0: 9.2 5.9 16.1 59.2 66.0 84.5 88.0: 15.5 12.0
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 : 120: 24 22 35 59 62 103 106:
Old : 120: 24 22 35 59 62 103 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 29.5 34.3 38.7 16.4 25.1 22.8 30.0
Old : 24.6 29.5 34.3 38.7 16.4 25.1 22.8 30.0
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, March 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 : 18,360: 76 285 41 17,893 17,841 18,010 18,167: 350 193
Old : 18,360: 76 285 41 17,893 17,841 18,010 18,167: 350 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,510: 0 100 0 2,460 2,360 2,460 2,460: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.6 0.2 97.5 97.2 98.1 98.9: 1.9 1.1
Old : 100.0: 0.4 1.6 0.2 97.5 97.2 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 2 1 41 45 43 48:
Old : 58: 1 2 1 41 45 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 28.7 58.6 49.5 33.9 26.1 44.3 40.0
Old : 36.8 28.7 58.6 49.5 33.9 26.1 44.3 40.0
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, March 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 : 17,449: 639 0 0 15,500 17,224 16,139 17,224: 1,310 225
Old : 17,449: 639 0 0 15,500 17,224 16,139 17,224: 1,310 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,765: 175 0 0 1,090 1,765 1,265 1,765: 500 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.0 88.8 98.7 92.5 98.7: 7.5 1.3
Old : 100.0: 3.7 0.0 0.0 88.8 98.7 92.5 98.7: 7.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 0 27 22 30 22:
Old : 32: 3 0 0 27 22 30 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 : 51.0 62.5 69.3 84.4 27.4 38.0 35.1 49.4
Old : 51.0 62.5 69.3 84.4 27.4 38.0 35.1 49.4
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, March 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 : 924,047: 144,909 162,478 378,768 319,621 338,769 843,298 880,015: 80,749 44,032
Old : 924,047: 144,909 162,478 378,768 319,621 338,769 843,298 880,015: 80,749 44,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -24,195: 2,135 -2,768 -8,473 -16,061 -14,080 -22,399 -25,321: -1,796 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.6 41.0 34.6 36.7 91.3 95.2: 8.7 4.8
Old : 100.0: 15.7 17.6 41.0 34.6 36.7 91.3 95.2: 8.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 61 80 89 81 72 199 190:
Old : 229: 61 80 89 81 72 199 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 41.8 47.3 52.9 13.4 17.3 16.7 20.9
Old : 36.5 41.8 47.3 52.9 13.4 17.3 16.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 94,328: 3,612 0 2,419 76,167 81,907 82,198 84,326: 12,130 10,002
Old : 94,328: 3,612 0 2,419 76,167 81,907 82,198 84,326: 12,130 10,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 978: 1,983 0 -676 1,742 920 3,049 244: -2,071 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 2.6 80.7 86.8 87.1 89.4: 12.9 10.6
Old : 100.0: 3.8 0.0 2.6 80.7 86.8 87.1 89.4: 12.9 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 : 28: 3 0 2 20 24 23 26:
Old : 28: 3 0 2 20 24 23 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 : 49.4 40.2 67.6 59.9 43.4 32.2 55.3 50.0
Old : 49.4 40.2 67.6 59.9 43.4 32.2 55.3 50.0
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, March 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 : 57,897: 2,690 8,872 1,758 41,682 28,712 46,130 39,342: 11,767 18,555
Old : 57,897: 2,690 8,872 1,758 41,682 28,712 46,130 39,342: 11,767 18,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 700: 0 -492 492 -248 760 244 760: 456 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.3 3.0 72.0 49.6 79.7 68.0: 20.3 32.0
Old : 100.0: 4.6 15.3 3.0 72.0 49.6 79.7 68.0: 20.3 32.0
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: 1 2 2 14 13 17 15:
Old : 20: 1 2 2 14 13 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 38.6 65.1 55.9 39.9 31.9 58.4 47.8
Old : 45.6 38.6 65.1 55.9 39.9 31.9 58.4 47.8
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, March 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 : 83,052: 3,703 1,808 1,622 67,856 67,388 73,181 70,818: 9,871 12,234
Old : 83,052: 3,703 1,808 1,622 67,856 67,388 73,181 70,818: 9,871 12,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 881: 302 -676 248 117 4,607 667 4,179: 214 -3,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.2 2.0 81.7 81.1 88.1 85.3: 11.9 14.7
Old : 100.0: 4.5 2.2 2.0 81.7 81.1 88.1 85.3: 11.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 24 26 27 28:
Old : 31: 2 1 2 24 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 30.7 61.3 49.3 39.1 26.2 57.9 42.4
Old : 41.2 30.7 61.3 49.3 39.1 26.2 57.9 42.4
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, March 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 : 98,521: 0 0 0 83,293 85,140 83,293 85,140: 15,228 13,381
Old : 98,521: 0 0 0 83,293 85,140 83,293 85,140: 15,228 13,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 306: 0 0 0 92 306 92 306: 214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.5 86.4 84.5 86.4: 15.5 13.6
Old : 100.0: 0.0 0.0 0.0 84.5 86.4 84.5 86.4: 15.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 20 22 20:
Old : 25: 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 : 37.7 45.4 58.7 65.0 28.0 31.6 40.7 43.2
Old : 37.7 45.4 58.7 65.0 28.0 31.6 40.7 43.2
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, March 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 : 86,611: 0 2,665 3,371 75,405 70,847 78,776 76,883: 7,835 9,728
Old : 86,611: 0 2,665 3,371 75,405 70,847 78,776 76,883: 7,835 9,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 527: 0 -2,754 1,429 1,962 1,269 3,391 -56: -2,864 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 3.9 87.1 81.8 91.0 88.8: 9.0 11.2
Old : 100.0: 0.0 3.1 3.9 87.1 81.8 91.0 88.8: 9.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 2 27 27 29 29:
Old : 35: 0 2 2 27 27 29 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 : 43.7 22.3 63.5 40.4 37.2 22.0 52.3 37.6
Old : 43.7 22.3 63.5 40.4 37.2 22.0 52.3 37.6
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, March 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 : 130,001: 2,248 1,767 11,370 105,420 108,756 119,038 121,893: 10,963 8,108
Old : 130,001: 2,248 1,767 11,370 105,420 108,756 119,038 121,893: 10,963 8,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 49: -375 431 174 32,338 2,226 32,137 2,831: -32,088 -2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.4 8.7 81.1 83.7 91.6 93.8: 8.4 6.2
Old : 100.0: 1.7 1.4 8.7 81.1 83.7 91.6 93.8: 8.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 19 28 23 31:
Old : 35: 2 2 3 19 28 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 32.1 75.3 53.0 47.4 31.7 62.2 49.8
Old : 54.1 32.1 75.3 53.0 47.4 31.7 62.2 49.8
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, March 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 : 83,493: 0 7,616 20,235 56,514 47,522 76,749 75,373: 6,744 8,120
Old : 83,493: 0 7,616 20,235 56,514 47,522 76,749 75,373: 6,744 8,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -2,963: -217 -3,902 637 -1,603 -1,668 -1,183 -4,933: -1,780 1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 24.2 67.7 56.9 91.9 90.3: 8.1 9.7
Old : 100.0: 0.0 9.1 24.2 67.7 56.9 91.9 90.3: 8.1 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 : 20: 0 3 3 11 15 14 18:
Old : 20: 0 3 3 11 15 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 59.3 79.3 73.8 34.1 27.1 41.3 36.4
Old : 64.4 59.3 79.3 73.8 34.1 27.1 41.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 57,023: 0 338 248 50,409 44,815 50,657 45,401: 6,366 11,622
Old : 57,023: 0 338 248 50,409 44,815 50,657 45,401: 6,366 11,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 615: 0 -462 248 367 187 615 -27: 0 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.4 88.4 78.6 88.8 79.6: 11.2 20.4
Old : 100.0: 0.0 0.6 0.4 88.4 78.6 88.8 79.6: 11.2 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 24 19 25 20:
Old : 27: 0 1 1 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 : 42.3 39.1 62.3 60.8 41.8 33.4 60.7 50.4
Old : 42.3 39.1 62.3 60.8 41.8 33.4 60.7 50.4
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, March 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 : 94,193: 4,304 7,881 6,414 76,952 71,257 87,670 85,552: 6,523 8,641
Old : 94,193: 4,304 7,881 6,414 76,952 71,257 87,670 85,552: 6,523 8,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,822: -308 759 1,396 1,573 996 2,661 3,151: 1,161 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.4 6.8 81.7 75.6 93.1 90.8: 6.9 9.2
Old : 100.0: 4.6 8.4 6.8 81.7 75.6 93.1 90.8: 6.9 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 : 37: 2 4 4 27 24 32 29:
Old : 37: 2 4 4 27 24 32 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 : 32.8 32.4 51.2 54.2 29.1 26.5 44.7 42.7
Old : 32.8 32.4 51.2 54.2 29.1 26.5 44.7 42.7
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, March 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 : 2,278,912: 76,771 163,676 925,543 1,270,424 1,184,363 2,272,738 2,273,582: 6,174 5,331
Old : 2,278,912: 76,771 163,676 925,543 1,270,424 1,184,363 2,272,738 2,273,582: 6,174 5,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 119,677: -1,837 8,286 42,474 80,907 67,657 121,544 118,418: -1,867 1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.2 40.6 55.7 52.0 99.7 99.8: 0.3 0.2
Old : 100.0: 3.4 7.2 40.6 55.7 52.0 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 : 132: 37 37 64 58 57 125 128:
Old : 132: 37 37 64 58 57 125 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 28.3 48.5 45.8 7.8 6.4 9.3 8.2
Old : 31.5 28.3 48.5 45.8 7.8 6.4 9.3 8.2
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, March 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 : 42,164: 944 2,092 1,187 35,531 31,409 37,662 34,688: 4,502 7,476
Old : 42,164: 944 2,092 1,187 35,531 31,409 37,662 34,688: 4,502 7,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 182: 0 0 0 3,212 4,256 3,212 4,256: -3,030 -4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.0 2.8 84.3 74.5 89.3 82.3: 10.7 17.7
Old : 100.0: 2.2 5.0 2.8 84.3 74.5 89.3 82.3: 10.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 18 14 20 17:
Old : 24: 1 2 2 18 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 37.2 74.3 64.4 52.6 33.1 61.7 48.0
Old : 58.9 37.2 74.3 64.4 52.6 33.1 61.7 48.0
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, March 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 : 135,280: 4,280 1,472 0 129,540 130,392 133,820 131,864: 1,460 3,416
Old : 135,280: 4,280 1,472 0 129,540 130,392 133,820 131,864: 1,460 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,005: 0 0 0 1,005 7,729 1,005 7,729: 0 -6,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.1 0.0 95.8 96.4 98.9 97.5: 1.1 2.5
Old : 100.0: 3.2 1.1 0.0 95.8 96.4 98.9 97.5: 1.1 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 : 22: 1 1 0 13 15 14 16:
Old : 22: 1 1 0 13 15 14 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 : 75.8 62.3 92.1 83.6 47.8 47.0 57.0 55.2
Old : 75.8 62.3 92.1 83.6 47.8 47.0 57.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 224,505: 11,387 10,884 5,448 197,224 197,540 214,059 213,872: 10,446 10,633
Old : 224,505: 11,387 10,884 5,448 197,224 197,540 214,059 213,872: 10,446 10,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,382: 1,584 466 -292 5,473 4,083 6,765 4,257: -4,383 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.8 2.4 87.8 88.0 95.3 95.3: 4.7 4.7
Old : 100.0: 5.1 4.8 2.4 87.8 88.0 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 2 7 35 30 43 37:
Old : 46: 6 2 7 35 30 43 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 : 29.5 52.0 46.5 67.2 27.7 49.9 41.2 59.2
Old : 29.5 52.0 46.5 67.2 27.7 49.9 41.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 166,294: 420 2,225 3,423 147,631 157,366 151,474 163,014: 14,820 3,280
Old : 166,294: 420 2,225 3,423 147,631 157,366 151,474 163,014: 14,820 3,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 964: 0 -346 16 5,278 2,921 5,294 2,591: -4,330 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 2.1 88.8 94.6 91.1 98.0: 8.9 2.0
Old : 100.0: 0.3 1.3 2.1 88.8 94.6 91.1 98.0: 8.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 33 30 35 32:
Old : 38: 1 1 2 33 30 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.9 54.7 65.8 27.7 39.9 40.4 56.7
Old : 35.7 43.9 54.7 65.8 27.7 39.9 40.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 268,224: 19,510 1,700 13,419 215,356 236,704 248,285 251,823: 19,939 16,401
Old : 268,224: 19,510 1,700 13,419 215,356 236,704 248,285 251,823: 19,939 16,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 9,783: 6,735 0 -311 3,934 28,008 10,358 27,697: -575 -17,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.6 5.0 80.3 88.2 92.6 93.9: 7.4 6.1
Old : 100.0: 7.3 0.6 5.0 80.3 88.2 92.6 93.9: 7.4 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 : 45: 2 1 3 37 38 40 41:
Old : 45: 2 1 3 37 38 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 28.5 47.7 49.6 21.5 26.8 33.1 40.6
Old : 27.4 28.5 47.7 49.6 21.5 26.8 33.1 40.6
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, March 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 : 122,608: 0 3,740 1,996 116,924 112,771 118,920 118,507: 3,688 4,101
Old : 122,608: 0 3,740 1,996 116,924 112,771 118,920 118,507: 3,688 4,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -162: 0 -327 0 313 792 313 465: -475 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 1.6 95.4 92.0 97.0 96.7: 3.0 3.3
Old : 100.0: 0.0 3.1 1.6 95.4 92.0 97.0 96.7: 3.0 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 : 39: 0 5 3 27 28 30 33:
Old : 39: 0 5 3 27 28 30 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 : 54.4 38.6 81.4 61.5 50.5 34.8 71.5 53.8
Old : 54.4 38.6 81.4 61.5 50.5 34.8 71.5 53.8
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, March 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 : 51,673: 0 0 0 48,213 45,576 48,213 45,576: 3,460 6,097
Old : 51,673: 0 0 0 48,213 45,576 48,213 45,576: 3,460 6,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,093: 0 0 0 5,636 2,768 5,636 2,768: -2,543 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.3 88.2 93.3 88.2: 6.7 11.8
Old : 100.0: 0.0 0.0 0.0 93.3 88.2 93.3 88.2: 6.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 18 18 18:
Old : 23: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 44.4 69.2 63.2 44.4 36.3 59.9 53.0
Old : 50.8 44.4 69.2 63.2 44.4 36.3 59.9 53.0
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, March 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 : 3,189,730: 699,667 152,317 1,043,674 1,414,003 1,973,747 3,157,344 3,169,738: 32,386 19,992
Old : 3,189,730: 699,667 152,317 1,043,674 1,414,003 1,973,747 3,157,344 3,169,738: 32,386 19,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 14,458: 6,770 5,623 -6,179 48,619 34,384 49,210 33,828: -34,752 -19,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.8 32.7 44.3 61.9 99.0 99.4: 1.0 0.6
Old : 100.0: 21.9 4.8 32.7 44.3 61.9 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 35 16 46 103 99 152 149:
Old : 164: 35 16 46 103 99 152 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.3 46.8 51.3 16.8 19.9 20.3 27.4
Old : 36.9 38.3 46.8 51.3 16.8 19.9 20.3 27.4
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, March 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 : 1,173,446: 186,942 157,202 268,213 712,771 744,767 1,167,926 1,170,182: 5,520 3,264
Old : 1,173,446: 186,942 157,202 268,213 712,771 744,767 1,167,926 1,170,182: 5,520 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 88,813: 17,593 -101,159 2,464 69,029 191,900 89,086 93,205: -273 -4,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.4 22.9 60.7 63.5 99.5 99.7: 0.5 0.3
Old : 100.0: 15.9 13.4 22.9 60.7 63.5 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 : 84: 21 25 41 37 36 80 80:
Old : 84: 21 25 41 37 36 80 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.2 49.5 57.3 19.1 24.4 28.4 34.4
Old : 28.7 39.2 49.5 57.3 19.1 24.4 28.4 34.4
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, March 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 : 104,209: 4,231 903 6,982 92,096 96,041 103,309 103,926: 900 283
Old : 104,209: 4,231 903 6,982 92,096 96,041 103,309 103,926: 900 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,607: 261 289 62 2,129 2,253 2,452 2,604: 155 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.9 6.7 88.4 92.2 99.1 99.7: 0.9 0.3
Old : 100.0: 4.1 0.9 6.7 88.4 92.2 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 4 7 32 30 40 37:
Old : 41: 4 4 7 32 30 40 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 : 45.2 44.5 66.6 70.0 8.6 10.3 11.2 14.0
Old : 45.2 44.5 66.6 70.0 8.6 10.3 11.2 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,330: 0 0 0 8,224 7,900 8,224 7,900: 106 430
Old : 8,330: 0 0 0 8,224 7,900 8,224 7,900: 106 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 94.8 98.7 94.8: 1.3 5.2
Old : 100.0: 0.0 0.0 0.0 98.7 94.8 98.7 94.8: 1.3 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 : 20: 0 0 0 13 14 13 14:
Old : 20: 0 0 0 13 14 13 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 : 48.8 70.4 84.3 90.9 46.3 61.9 80.4 75.5
Old : 48.8 70.4 84.3 90.9 46.3 61.9 80.4 75.5
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, March 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 : 34,377: 2,960 42 52 30,272 33,135 33,284 33,229: 1,092 1,148
Old : 34,377: 2,960 42 52 30,272 33,135 33,284 33,229: 1,092 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 224: 0 10 -2 224 -78 222 -70: 2 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.1 0.2 88.1 96.4 96.8 96.7: 3.2 3.3
Old : 100.0: 8.6 0.1 0.2 88.1 96.4 96.8 96.7: 3.2 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 : 23: 1 1 2 18 16 20 18:
Old : 23: 1 1 2 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 79.8 79.7 91.2 33.9 40.4 44.7 47.1
Old : 49.4 79.8 79.7 91.2 33.9 40.4 44.7 47.1
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, March 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 : 14,173: 0 0 0 13,455 12,695 13,455 12,695: 718 1,478
Old : 14,173: 0 0 0 13,455 12,695 13,455 12,695: 718 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 116: 0 0 0 68 156 68 156: 48 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 89.6 94.9 89.6: 5.1 10.4
Old : 100.0: 0.0 0.0 0.0 94.9 89.6 94.9 89.6: 5.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 59.2 72.6 79.8 33.5 42.3 52.0 53.5
Old : 45.7 59.2 72.6 79.8 33.5 42.3 52.0 53.5
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, March 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 : 28,928: 104 680 516 25,351 26,797 25,971 27,993: 2,957 935
Old : 28,928: 104 680 516 25,351 26,797 25,971 27,993: 2,957 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -310: 0 0 0 232 -226 232 -226: -542 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.4 1.8 87.6 92.6 89.8 96.8: 10.2 3.2
Old : 100.0: 0.4 2.4 1.8 87.6 92.6 89.8 96.8: 10.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 23 18 25 20:
Old : 26: 1 1 2 23 18 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 : 43.0 43.4 61.0 70.0 23.8 22.2 34.1 35.5
Old : 43.0 43.4 61.0 70.0 23.8 22.2 34.1 35.5
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, March 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 : 29,185: 0 0 0 28,905 28,333 28,905 28,333: 280 852
Old : 29,185: 0 0 0 28,905 28,333 28,905 28,333: 280 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,146: 0 0 0 1,098 1,146 1,098 1,146: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 97.1 99.0 97.1: 1.0 2.9
Old : 100.0: 0.0 0.0 0.0 99.0 97.1 99.0 97.1: 1.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 15 17 15:
Old : 22: 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 : 53.5 81.0 79.5 89.8 48.6 70.8 71.2 77.5
Old : 53.5 81.0 79.5 89.8 48.6 70.8 71.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,114: 9 50 30 12,136 12,116 12,175 12,196: 939 918
Old : 13,114: 9 50 30 12,136 12,116 12,175 12,196: 939 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,033: -1 0 0 1,033 913 1,033 913: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.2 92.5 92.4 92.8 93.0: 7.2 7.0
Old : 100.0: 0.1 0.4 0.2 92.5 92.4 92.8 93.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 18 17 20 18:
Old : 21: 1 1 1 18 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 : 40.6 46.2 67.4 68.6 27.5 27.4 36.0 36.3
Old : 40.6 46.2 67.4 68.6 27.5 27.4 36.0 36.3
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, March 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 : 120,485: 2,004 7,072 2,570 115,911 109,563 120,485 119,205: 0 1,280
Old : 120,485: 2,004 7,072 2,570 115,911 109,563 120,485 119,205: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,406: -220 980 220 3,406 2,462 3,406 3,662: 0 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.9 2.1 96.2 90.9 100.0 98.9: 0.0 1.1
Old : 100.0: 1.7 5.9 2.1 96.2 90.9 100.0 98.9: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 17 25 19 27:
Old : 28: 1 2 1 17 25 19 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 : 59.3 62.8 83.1 75.9 55.3 60.2 73.9 68.9
Old : 59.3 62.8 83.1 75.9 55.3 60.2 73.9 68.9
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, March 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 : 1,991,137: 0 74,135 46,480 1,944,657 1,847,202 1,991,137 1,967,817: 0 23,320
Old : 1,991,137: 0 74,135 46,480 1,944,657 1,847,202 1,991,137 1,967,817: 0 23,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 53,840: 0 7,360 0 53,840 46,480 53,840 53,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 2.3 97.7 92.8 100.0 98.8: 0.0 1.2
Old : 100.0: 0.0 3.7 2.3 97.7 92.8 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 1 12 18 13 21:
Old : 25: 0 3 1 12 18 13 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 : 65.6 67.0 90.3 81.1 65.0 64.8 85.0 77.0
Old : 65.6 67.0 90.3 81.1 65.0 64.8 85.0 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, March 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 : 16,242: 0 0 0 16,111 16,053 16,111 16,053: 131 189
Old : 16,242: 0 0 0 16,111 16,053 16,111 16,053: 131 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,967: 0 0 0 -1,992 -1,917 -1,992 -1,917: 25 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 98.8 99.2 98.8: 0.8 1.2
Old : 100.0: 0.0 0.0 0.0 99.2 98.8 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 25 22 25 22:
Old : 29: 0 0 0 25 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 53.9 85.3 77.6 58.6 38.9 62.6 56.5
Old : 62.8 53.9 85.3 77.6 58.6 38.9 62.6 56.5
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, March 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 : 5,467: 0 0 0 4,395 5,120 4,395 5,120: 1,072 347
Old : 5,467: 0 0 0 4,395 5,120 4,395 5,120: 1,072 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 276: 0 0 0 246 141 246 141: 30 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.4 93.7 80.4 93.7: 19.6 6.3
Old : 100.0: 0.0 0.0 0.0 80.4 93.7 80.4 93.7: 19.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 16 18 16:
Old : 20: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 57.4 56.8 82.2 22.6 37.5 33.8 48.9
Old : 32.2 57.4 56.8 82.2 22.6 37.5 33.8 48.9
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, March 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 : 2,913,381: 204,156 132,590 1,082,757 1,548,230 1,627,644 2,835,143 2,842,991: 78,237 70,390
Old : 2,913,381: 204,156 132,590 1,082,757 1,548,230 1,627,644 2,835,143 2,842,991: 78,237 70,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 16,325: -18,153 -12,001 13,164 27,379 32,742 22,389 33,905: -6,064 -17,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.6 37.2 53.1 55.9 97.3 97.6: 2.7 2.4
Old : 100.0: 7.0 4.6 37.2 53.1 55.9 97.3 97.6: 2.7 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 : 322: 113 99 174 84 95 292 286:
Old : 322: 113 99 174 84 95 292 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 28.3 43.5 43.2 6.2 4.0 9.0 6.6
Old : 29.2 28.3 43.5 43.2 6.2 4.0 9.0 6.6
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, March 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 : 107,125: 4,464 18,928 32,458 67,539 54,386 104,462 105,772: 2,664 1,353
Old : 107,125: 4,464 18,928 32,458 67,539 54,386 104,462 105,772: 2,664 1,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,595: 1,059 -1,310 -121 -2,881 1,253 -1,943 -179: 348 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.7 30.3 63.0 50.8 97.5 98.7: 2.5 1.3
Old : 100.0: 4.2 17.7 30.3 63.0 50.8 97.5 98.7: 2.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 10 11 18 18 31 33:
Old : 38: 7 10 11 18 18 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 : 67.8 56.5 81.9 78.8 44.1 33.3 49.5 48.1
Old : 67.8 56.5 81.9 78.8 44.1 33.3 49.5 48.1
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, March 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 : 200,389: 21,013 23,776 15,528 120,663 114,284 157,204 153,588: 43,185 46,801
Old : 200,389: 21,013 23,776 15,528 120,663 114,284 157,204 153,588: 43,185 46,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,684: 210 604 448 -180 -109 478 943: 2,206 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.9 7.7 60.2 57.0 78.4 76.6: 21.6 23.4
Old : 100.0: 10.5 11.9 7.7 60.2 57.0 78.4 76.6: 21.6 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 6 7 21 23 29 32:
Old : 34: 4 6 7 21 23 29 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 : 40.7 33.0 54.7 46.5 36.1 26.3 44.0 37.4
Old : 40.7 33.0 54.7 46.5 36.1 26.3 44.0 37.4
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, March 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 : 206,426: 19,197 19,037 69,050 116,007 116,540 204,253 204,627: 2,173 1,799
Old : 206,426: 19,197 19,037 69,050 116,007 116,540 204,253 204,627: 2,173 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 700: 1,960 3,167 -184 -1,008 -2,157 768 826: -68 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.2 33.5 56.2 56.5 98.9 99.1: 1.1 0.9
Old : 100.0: 9.3 9.2 33.5 56.2 56.5 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 29 19 39 26 27 69 71:
Old : 75: 29 19 39 26 27 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 35.9 57.5 58.6 8.6 11.6 12.6 14.9
Old : 34.5 35.9 57.5 58.6 8.6 11.6 12.6 14.9
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, March 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 : 509,754: 19,888 14,341 89,949 385,602 388,887 495,439 493,177: 14,315 16,577
Old : 509,754: 19,888 14,341 89,949 385,602 388,887 495,439 493,177: 14,315 16,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 18,441: -456 281 5,762 12,598 12,412 17,905 18,454: 536 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.8 17.6 75.6 76.3 97.2 96.7: 2.8 3.3
Old : 100.0: 3.9 2.8 17.6 75.6 76.3 97.2 96.7: 2.8 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 : 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 : 34.3 32.2 54.9 50.4 12.8 10.7 16.8 16.2
Old : 34.3 32.2 54.9 50.4 12.8 10.7 16.8 16.2
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, March 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 : 57,179: 2,325 3,141 1,675 53,062 52,226 57,062 57,042: 117 137
Old : 57,179: 2,325 3,141 1,675 53,062 52,226 57,062 57,042: 117 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,313: 0 -175 -25 2,338 2,513 2,313 2,313: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.5 2.9 92.8 91.3 99.8 99.8: 0.2 0.2
Old : 100.0: 4.1 5.5 2.9 92.8 91.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 2 2 37 42 42 45:
Old : 53: 4 2 2 37 42 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 32.0 67.0 52.5 41.3 26.7 46.8 40.4
Old : 49.4 32.0 67.0 52.5 41.3 26.7 46.8 40.4
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, March 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 : 190,258: 23,062 34,857 39,658 118,737 105,209 181,457 179,724: 8,801 10,534
Old : 190,258: 23,062 34,857 39,658 118,737 105,209 181,457 179,724: 8,801 10,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,352: 2,527 407 3,354 -4,428 -1,214 1,453 2,547: 899 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.3 20.8 62.4 55.3 95.4 94.5: 4.6 5.5
Old : 100.0: 12.1 18.3 20.8 62.4 55.3 95.4 94.5: 4.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 22 27 22 22 52 53:
Old : 57: 11 22 27 22 22 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 35.4 56.4 53.7 16.7 13.0 24.0 18.9
Old : 37.8 35.4 56.4 53.7 16.7 13.0 24.0 18.9
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, March 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 : 35,003: 4,529 3,145 9,686 16,123 18,859 30,338 31,690: 4,665 3,313
Old : 35,003: 4,529 3,145 9,686 16,123 18,859 30,338 31,690: 4,665 3,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,093: 298 0 2,000 175 375 2,473 2,375: 620 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.0 27.7 46.1 53.9 86.7 90.5: 13.3 9.5
Old : 100.0: 12.9 9.0 27.7 46.1 53.9 86.7 90.5: 13.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 9 10 12 20 21:
Old : 22: 6 3 9 10 12 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 39.6 63.7 62.5 21.1 18.4 25.7 27.6
Old : 41.1 39.6 63.7 62.5 21.1 18.4 25.7 27.6
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, March 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 : 103,866: 2,917 7,374 11,998 61,295 56,970 76,210 76,342: 27,656 27,524
Old : 103,866: 2,917 7,374 11,998 61,295 56,970 76,210 76,342: 27,656 27,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,579: 240 -867 772 -426 4,150 586 4,055: 2,993 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.1 11.6 59.0 54.8 73.4 73.5: 26.6 26.5
Old : 100.0: 2.8 7.1 11.6 59.0 54.8 73.4 73.5: 26.6 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 4 20 21 24 25:
Old : 25: 2 2 4 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.7 45.6 50.6 21.2 19.3 29.2 28.5
Old : 28.5 29.7 45.6 50.6 21.2 19.3 29.2 28.5
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, March 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 : 38,423: 495 7,145 885 37,043 30,393 38,423 38,423: 0 0
Old : 38,423: 495 7,145 885 37,043 30,393 38,423 38,423: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,523: 0 -600 120 1,403 2,003 1,523 1,523: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.6 2.3 96.4 79.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 18.6 2.3 96.4 79.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 6 1 26 32 27 39:
Old : 44: 1 6 1 26 32 27 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 : 61.4 32.4 80.6 55.0 57.5 32.1 74.6 54.5
Old : 61.4 32.4 80.6 55.0 57.5 32.1 74.6 54.5
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, March 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 : 12,031: 7,658 3,241 27 2,559 7,834 10,244 11,102: 1,787 929
Old : 12,031: 7,658 3,241 27 2,559 7,834 10,244 11,102: 1,787 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 571: 294 119 27 192 313 513 459: 58 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 26.9 0.2 21.3 65.1 85.1 92.3: 14.9 7.7
Old : 100.0: 63.7 26.9 0.2 21.3 65.1 85.1 92.3: 14.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 38 22 2 20 19 60 42:
Old : 98: 38 22 2 20 19 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 45.1 50.1 62.4 39.4 45.1 50.1 62.4
Old : 39.4 45.1 50.1 62.4 39.4 45.1 50.1 62.4
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, March 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 : 20,179: 10,676 2,426 124 6,078 16,172 16,878 18,722: 3,301 1,457
Old : 20,179: 10,676 2,426 124 6,078 16,172 16,878 18,722: 3,301 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 736: 450 351 -17 242 202 675 536: 61 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 12.0 0.6 30.1 80.1 83.6 92.8: 16.4 7.2
Old : 100.0: 52.9 12.0 0.6 30.1 80.1 83.6 92.8: 16.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 38 14 5 13 22 55 37:
Old : 83: 38 14 5 13 22 55 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 : 33.0 35.7 50.0 58.1 33.0 35.7 50.0 58.1
Old : 33.0 35.7 50.0 58.1 33.0 35.7 50.0 58.1
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, March 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 : 228,166: 55,820 5,712 31,204 121,124 173,940 208,148 210,856: 20,017 17,310
Old : 228,166: 55,820 5,712 31,204 121,124 173,940 208,148 210,856: 20,017 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 17,296: 846 -524 4,725 11,677 12,287 17,248 16,488: 49 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 2.5 13.7 53.1 76.2 91.2 92.4: 8.8 7.6
Old : 100.0: 24.5 2.5 13.7 53.1 76.2 91.2 92.4: 8.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 61 17 45 68 81 147 133:
Old : 175: 61 17 45 68 81 147 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 25.6 34.0 36.8 16.5 19.5 25.2 25.9
Old : 22.8 25.6 34.0 36.8 16.5 19.5 25.2 25.9
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, March 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 : 7,191: 50 0 50 6,891 6,845 6,991 6,895: 200 296
Old : 7,191: 50 0 50 6,891 6,845 6,991 6,895: 200 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,518: 50 -50 50 1,418 1,518 1,518 1,518: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.7 95.8 95.2 97.2 95.9: 2.8 4.1
Old : 100.0: 0.7 0.0 0.7 95.8 95.2 97.2 95.9: 2.8 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 : 35: 1 0 1 24 28 25 29:
Old : 35: 1 0 1 24 28 25 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 : 47.8 42.6 72.4 60.2 18.8 14.4 25.0 21.3
Old : 47.8 42.6 72.4 60.2 18.8 14.4 25.0 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 28,479: 1,658 0 0 25,914 28,421 27,572 28,421: 907 58
Old : 28,479: 1,658 0 0 25,914 28,421 27,572 28,421: 907 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 865: 0 0 0 815 865 815 865: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 91.0 99.8 96.8 99.8: 3.2 0.2
Old : 100.0: 5.8 0.0 0.0 91.0 99.8 96.8 99.8: 3.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 0 34 30 37 30:
Old : 43: 3 0 0 34 30 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 57.3 56.1 83.0 27.4 44.4 39.6 56.9
Old : 35.6 57.3 56.1 83.0 27.4 44.4 39.6 56.9
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, March 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 : 21,280: 0 665 125 19,549 19,725 19,674 20,515: 1,606 765
Old : 21,280: 0 665 125 19,549 19,725 19,674 20,515: 1,606 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 945: 0 75 50 695 820 745 945: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.6 91.9 92.7 92.5 96.4: 7.5 3.6
Old : 100.0: 0.0 3.1 0.6 91.9 92.7 92.5 96.4: 7.5 3.6
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 : 23: 0 2 1 18 11 19 13:
Old : 23: 0 2 1 18 11 19 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 : 69.9 88.1 81.6 93.8 69.9 81.3 79.3 85.8
Old : 69.9 88.1 81.6 93.8 69.9 81.3 79.3 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,841: 399 0 0 16,442 16,841 16,841 16,841: 0 0
Old : 16,841: 399 0 0 16,442 16,841 16,841 16,841: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,625: 0 0 0 1,625 1,625 1,625 1,625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 97.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 0.0 0.0 97.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 27 17 29 17:
Old : 34: 2 0 0 27 17 29 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 : 64.4 76.8 77.1 90.1 43.1 54.7 54.1 65.0
Old : 64.4 76.8 77.1 90.1 43.1 54.7 54.1 65.0
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, March 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 : 4,478: 0 730 0 3,469 2,930 3,469 3,660: 1,009 818
Old : 4,478: 0 730 0 3,469 2,930 3,469 3,660: 1,009 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 370: 0 279 0 355 67 355 346: 15 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 0.0 77.5 65.4 77.5 81.7: 22.5 18.3
Old : 100.0: 0.0 16.3 0.0 77.5 65.4 77.5 81.7: 22.5 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 16 16 16 18:
Old : 21: 0 2 0 16 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 : 58.8 48.0 69.8 68.6 56.4 47.9 64.8 63.7
Old : 58.8 48.0 69.8 68.6 56.4 47.9 64.8 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 25,729: 837 1,280 402 23,945 23,975 25,184 25,657: 545 72
Old : 25,729: 837 1,280 402 23,945 23,975 25,184 25,657: 545 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,389: -150 384 0 1,539 1,074 1,389 1,458: 0 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.0 1.6 93.1 93.2 97.9 99.7: 2.1 0.3
Old : 100.0: 3.3 5.0 1.6 93.1 93.2 97.9 99.7: 2.1 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 : 43: 3 3 2 26 28 30 32:
Old : 43: 3 3 2 26 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 : 50.1 58.7 73.4 74.8 49.0 57.0 70.0 70.3
Old : 50.1 58.7 73.4 74.8 49.0 57.0 70.0 70.3
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, March 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 : 6,078: 0 480 0 4,162 5,407 4,162 5,887: 1,916 191
Old : 6,078: 0 480 0 4,162 5,407 4,162 5,887: 1,916 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 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: 0.0 7.9 0.0 68.5 89.0 68.5 96.9: 31.5 3.1
Old : 100.0: 0.0 7.9 0.0 68.5 89.0 68.5 96.9: 31.5 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 : 22: 0 2 0 11 16 11 18:
Old : 22: 0 2 0 11 16 11 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 : 53.6 56.0 66.0 77.5 50.4 50.0 51.7 67.3
Old : 53.6 56.0 66.0 77.5 50.4 50.0 51.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,554: 225 90 0 9,283 9,403 9,508 9,493: 46 61
Old : 9,554: 225 90 0 9,283 9,403 9,508 9,493: 46 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 675: 0 0 0 675 675 675 675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.9 0.0 97.2 98.4 99.5 99.4: 0.5 0.6
Old : 100.0: 2.4 0.9 0.0 97.2 98.4 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 : 31: 3 1 0 23 21 26 22:
Old : 31: 3 1 0 23 21 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 : 52.2 59.9 70.9 77.8 44.0 49.6 52.1 56.2
Old : 52.2 59.9 70.9 77.8 44.0 49.6 52.1 56.2
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, March 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 : 52,112: 3,795 6,647 2,186 42,491 42,355 48,472 51,188: 3,640 924
Old : 52,112: 3,795 6,647 2,186 42,491 42,355 48,472 51,188: 3,640 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,137: 0 -1,131 246 522 2,196 768 1,311: 369 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.8 4.2 81.5 81.3 93.0 98.2: 7.0 1.8
Old : 100.0: 7.3 12.8 4.2 81.5 81.3 93.0 98.2: 7.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 7 3 27 31 35 39:
Old : 47: 6 7 3 27 31 35 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 : 29.6 28.6 50.6 47.9 28.6 18.6 41.9 31.1
Old : 29.6 28.6 50.6 47.9 28.6 18.6 41.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2009