GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 44,181: 2,376 62 109 41,508 43,995 43,993 44,166: 188 15
Old : 44,181: 2,376 62 109 41,508 43,995 43,993 44,166: 188 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 4,723: 591 0 96 4,036 4,728 4,723 4,824: 0 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.1 0.2 93.9 99.6 99.6 100.0: 0.4 0.0
Old : 100.0: 5.4 0.1 0.2 93.9 99.6 99.6 100.0: 0.4 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 : 53: 5 1 2 37 40 44 42:
Old : 53: 5 1 2 37 40 44 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 : 56.5 60.0 74.6 77.9 45.2 46.7 52.6 57.7
Old : 56.5 60.0 74.6 77.9 45.2 46.7 52.6 57.7
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 17, 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 : 23,803: 910 120 125 22,467 23,242 23,502 23,487: 301 316
Old : 23,803: 910 120 125 22,467 23,242 23,502 23,487: 301 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,059: 0 0 0 1,059 1,000 1,059 1,000: 0 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 0.5 94.4 97.6 98.7 98.7: 1.3 1.3
Old : 100.0: 3.8 0.5 0.5 94.4 97.6 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 1 1 32 36 34 38:
Old : 43: 1 1 1 32 36 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.7 66.6 72.7 23.6 32.1 37.6 41.0
Old : 46.8 46.7 66.6 72.7 23.6 32.1 37.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 7,566: 1,074 6 426 5,082 6,076 6,582 6,508: 984 1,058
Old : 7,566: 1,074 6 426 5,082 6,076 6,582 6,508: 984 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 75: -104 -50 82 44 43 22 75: 53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.1 5.6 67.2 80.3 87.0 86.0: 13.0 14.0
Old : 100.0: 14.2 0.1 5.6 67.2 80.3 87.0 86.0: 13.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.8 56.5 74.1 68.5 52.0 53.1 62.0 58.6
Old : 58.8 56.5 74.1 68.5 52.0 53.1 62.0 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 12,911: 376 465 312 11,200 11,445 11,888 12,222: 1,023 689
Old : 12,911: 376 465 312 11,200 11,445 11,888 12,222: 1,023 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 691: -34 87 109 648 412 723 608: -32 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.6 2.4 86.7 88.6 92.1 94.7: 7.9 5.3
Old : 100.0: 2.9 3.6 2.4 86.7 88.6 92.1 94.7: 7.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 5 5 40 47 45 56:
Old : 57: 4 5 5 40 47 45 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 37.7 47.1 52.3 28.7 34.7 40.1 43.4
Old : 31.7 37.7 47.1 52.3 28.7 34.7 40.1 43.4
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,427: 264 146 161 8,538 7,948 8,963 8,255: 464 1,172
Old : 9,427: 264 146 161 8,538 7,948 8,963 8,255: 464 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 884: 15 30 15 768 372 798 417: 86 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 1.7 90.6 84.3 95.1 87.6: 4.9 12.4
Old : 100.0: 2.8 1.5 1.7 90.6 84.3 95.1 87.6: 4.9 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 3 4 46 49 51 54:
Old : 59: 2 3 4 46 49 51 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 : 30.4 21.3 45.9 35.9 26.7 19.1 35.3 29.7
Old : 30.4 21.3 45.9 35.9 26.7 19.1 35.3 29.7
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 17, 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 : 5,916: 120 224 174 4,418 4,691 4,712 5,089: 1,204 827
Old : 5,916: 120 224 174 4,418 4,691 4,712 5,089: 1,204 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 150: 0 -30 90 70 50 160 110: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.8 2.9 74.7 79.3 79.6 86.0: 20.4 14.0
Old : 100.0: 2.0 3.8 2.9 74.7 79.3 79.6 86.0: 20.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.2 38.6 55.4 61.3 31.5 29.9 40.7 44.0
Old : 40.2 38.6 55.4 61.3 31.5 29.9 40.7 44.0
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 17, 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 : 3,770: 285 375 23 2,548 3,000 2,856 3,398: 914 372
Old : 3,770: 285 375 23 2,548 3,000 2,856 3,398: 914 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 337: 60 15 0 272 307 332 322: 5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.9 0.6 67.6 79.6 75.8 90.1: 24.2 9.9
Old : 100.0: 7.6 9.9 0.6 67.6 79.6 75.8 90.1: 24.2 9.9
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 : 30: 3 3 2 18 21 23 24:
Old : 30: 3 3 2 18 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 49.7 54.0 68.4 34.6 47.5 45.3 60.9
Old : 40.6 49.7 54.0 68.4 34.6 47.5 45.3 60.9
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 17, 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 : 3,046: 90 0 0 2,284 2,330 2,374 2,330: 672 716
Old : 3,046: 90 0 0 2,284 2,330 2,374 2,330: 672 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 346: 5 0 0 648 332 653 332: -307 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 75.0 76.5 77.9 76.5: 22.1 23.5
Old : 100.0: 3.0 0.0 0.0 75.0 76.5 77.9 76.5: 22.1 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 19 16 20 16:
Old : 24: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 48.9 53.3 65.5 30.0 44.5 43.1 53.8
Old : 37.4 48.9 53.3 65.5 30.0 44.5 43.1 53.8
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 17, 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 : 303,015: 29,472 18,148 51,019 177,490 200,576 257,981 269,744: 45,034 33,272
Old : 303,015: 29,472 18,148 51,019 177,490 200,576 257,981 269,744: 45,034 33,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 13,457: 2,723 1,121 4,390 6,167 9,377 13,281 14,888: 176 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.0 16.8 58.6 66.2 85.1 89.0: 14.9 11.0
Old : 100.0: 9.7 6.0 16.8 58.6 66.2 85.1 89.0: 14.9 11.0
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 : 123: 25 24 37 61 63 108 109:
Old : 123: 25 24 37 61 63 108 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 29.2 33.6 38.3 15.6 24.8 22.3 29.7
Old : 23.3 29.2 33.6 38.3 15.6 24.8 22.3 29.7
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 17, 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 : 19,611: 76 285 41 18,344 18,052 18,461 18,378: 1,150 1,233
Old : 19,611: 76 285 41 18,344 18,052 18,461 18,378: 1,150 1,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,251: 0 0 0 451 211 451 211: 800 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 0.2 93.5 92.1 94.1 93.7: 5.9 6.3
Old : 100.0: 0.4 1.5 0.2 93.5 92.1 94.1 93.7: 5.9 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 : 60: 1 2 1 41 48 43 51:
Old : 60: 1 2 1 41 48 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 27.6 56.1 47.0 36.2 25.5 48.8 41.6
Old : 38.7 27.6 56.1 47.0 36.2 25.5 48.8 41.6
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 17, 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 : 18,169: 499 0 0 15,270 16,094 15,769 16,094: 2,400 2,075
Old : 18,169: 499 0 0 15,270 16,094 15,769 16,094: 2,400 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 720: -140 0 0 -230 -1,130 -370 -1,130: 1,090 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 84.0 88.6 86.8 88.6: 13.2 11.4
Old : 100.0: 2.7 0.0 0.0 84.0 88.6 86.8 88.6: 13.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 24 22 26 22:
Old : 30: 2 0 0 24 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.1 66.2 75.2 29.5 40.3 38.6 49.3
Old : 49.7 59.1 66.2 75.2 29.5 40.3 38.6 49.3
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 17, 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 : 915,848: 146,392 158,825 362,986 323,940 351,580 833,317 873,391: 82,531 42,457
Old : 915,848: 146,392 158,825 362,986 323,940 351,580 833,317 873,391: 82,531 42,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -8,199: 1,483 -3,653 -15,782 4,318 12,811 -9,981 -6,624: 1,782 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.3 39.6 35.4 38.4 91.0 95.4: 9.0 4.6
Old : 100.0: 16.0 17.3 39.6 35.4 38.4 91.0 95.4: 9.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 60 78 91 83 72 203 188:
Old : 230: 60 78 91 83 72 203 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 42.4 47.9 54.5 14.0 18.2 17.4 22.1
Old : 36.3 42.4 47.9 54.5 14.0 18.2 17.4 22.1
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 17, 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 : 94,305: 3,310 0 2,480 78,356 83,590 84,146 86,070: 10,159 8,235
Old : 94,305: 3,310 0 2,480 78,356 83,590 84,146 86,070: 10,159 8,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -23: -302 0 61 2,189 1,683 1,948 1,744: -1,971 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 2.6 83.1 88.6 89.2 91.3: 10.8 8.7
Old : 100.0: 3.5 0.0 2.6 83.1 88.6 89.2 91.3: 10.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 2 21 26 24 28:
Old : 30: 3 0 2 21 26 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 40.2 68.3 59.9 45.9 32.2 57.0 50.0
Old : 50.5 40.2 68.3 59.9 45.9 32.2 57.0 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 17, 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 : 58,433: 2,690 8,054 1,820 42,048 29,508 46,558 39,382: 11,875 19,051
Old : 58,433: 2,690 8,054 1,820 42,048 29,508 46,558 39,382: 11,875 19,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 536: 0 -818 62 366 796 428 40: 108 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.8 3.1 72.0 50.5 79.7 67.4: 20.3 32.6
Old : 100.0: 4.6 13.8 3.1 72.0 50.5 79.7 67.4: 20.3 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 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 : 45.8 38.4 65.2 55.4 40.2 30.9 58.4 46.7
Old : 45.8 38.4 65.2 55.4 40.2 30.9 58.4 46.7
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 17, 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 : 86,678: 3,703 2,236 1,622 71,446 69,856 76,771 73,714: 9,907 12,964
Old : 86,678: 3,703 2,236 1,622 71,446 69,856 76,771 73,714: 9,907 12,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 3,626: 0 428 0 3,590 2,468 3,590 2,896: 36 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.6 1.9 82.4 80.6 88.6 85.0: 11.4 15.0
Old : 100.0: 4.3 2.6 1.9 82.4 80.6 88.6 85.0: 11.4 15.0
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 : 31: 2 1 2 24 25 27 27:
Old : 31: 2 1 2 24 25 27 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 : 40.3 32.4 59.3 52.8 38.3 28.4 55.8 45.1
Old : 40.3 32.4 59.3 52.8 38.3 28.4 55.8 45.1
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 17, 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 : 99,021: 0 0 0 82,319 85,520 82,319 85,520: 16,702 13,501
Old : 99,021: 0 0 0 82,319 85,520 82,319 85,520: 16,702 13,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 500: 0 0 0 -974 380 -974 380: 1,474 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.1 86.4 83.1 86.4: 16.9 13.6
Old : 100.0: 0.0 0.0 0.0 83.1 86.4 83.1 86.4: 16.9 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 21 22 21:
Old : 25: 0 0 0 22 21 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 45.1 57.5 65.1 26.6 31.4 39.2 43.0
Old : 36.8 45.1 57.5 65.1 26.6 31.4 39.2 43.0
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 17, 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 : 91,531: 0 2,967 3,813 79,611 74,443 83,424 81,223: 8,107 10,308
Old : 91,531: 0 2,967 3,813 79,611 74,443 83,424 81,223: 8,107 10,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 4,920: 0 302 442 4,206 3,596 4,648 4,340: 272 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 4.2 87.0 81.3 91.1 88.7: 8.9 11.3
Old : 100.0: 0.0 3.2 4.2 87.0 81.3 91.1 88.7: 8.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.3 21.7 63.4 39.9 36.2 21.4 52.0 37.0
Old : 43.3 21.7 63.4 39.9 36.2 21.4 52.0 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 130,702: 1,630 2,155 10,987 106,645 109,564 119,262 122,706: 11,440 7,996
Old : 130,702: 1,630 2,155 10,987 106,645 109,564 119,262 122,706: 11,440 7,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 701: -618 388 -383 1,225 808 224 813: 477 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 8.4 81.6 83.8 91.2 93.9: 8.8 6.1
Old : 100.0: 1.2 1.6 8.4 81.6 83.8 91.2 93.9: 8.8 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 : 36: 2 2 3 20 28 24 31:
Old : 36: 2 2 3 20 28 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 32.1 74.4 53.1 47.1 31.7 61.8 49.8
Old : 53.7 32.1 74.4 53.1 47.1 31.7 61.8 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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,660: 137 6,041 20,098 54,660 47,401 74,895 73,540: 6,765 8,120
Old : 81,660: 137 6,041 20,098 54,660 47,401 74,895 73,540: 6,765 8,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -1,833: 137 -1,575 -137 -1,854 -121 -1,854 -1,833: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.4 24.6 66.9 58.0 91.7 90.1: 8.3 9.9
Old : 100.0: 0.2 7.4 24.6 66.9 58.0 91.7 90.1: 8.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 11 15 14 18:
Old : 20: 1 2 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 : 63.8 57.8 79.0 72.5 34.1 25.7 41.1 35.1
Old : 63.8 57.8 79.0 72.5 34.1 25.7 41.1 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 57,659: 0 338 248 50,862 44,966 51,110 45,552: 6,549 12,107
Old : 57,659: 0 338 248 50,862 44,966 51,110 45,552: 6,549 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 636: 0 0 0 453 151 453 151: 183 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.4 88.2 78.0 88.6 79.0: 11.4 21.0
Old : 100.0: 0.0 0.6 0.4 88.2 78.0 88.6 79.0: 11.4 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.9 38.4 61.9 59.9 41.3 32.6 60.1 48.8
Old : 41.9 38.4 61.9 59.9 41.3 32.6 60.1 48.8
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,604: 4,728 9,192 5,373 80,481 72,953 90,582 87,518: 7,022 10,086
Old : 97,604: 4,728 9,192 5,373 80,481 72,953 90,582 87,518: 7,022 10,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 3,411: 424 1,311 -1,041 3,529 1,696 2,912 1,966: 499 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.4 5.5 82.5 74.7 92.8 89.7: 7.2 10.3
Old : 100.0: 4.8 9.4 5.5 82.5 74.7 92.8 89.7: 7.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 4 27 25 32 30:
Old : 37: 2 4 4 27 25 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 32.2 52.5 53.2 30.6 27.5 45.2 42.7
Old : 34.4 32.2 52.5 53.2 30.6 27.5 45.2 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 17, 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 : 2,323,668: 40,628 170,790 876,016 1,400,582 1,270,803 2,317,226 2,317,609: 6,442 6,058
Old : 2,323,668: 40,628 170,790 876,016 1,400,582 1,270,803 2,317,226 2,317,609: 6,442 6,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 44,755: -36,143 7,114 -49,527 130,158 86,441 44,488 44,028: 268 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.4 37.7 60.3 54.7 99.7 99.7: 0.3 0.3
Old : 100.0: 1.7 7.4 37.7 60.3 54.7 99.7 99.7: 0.3 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 : 133: 36 39 64 58 57 125 129:
Old : 133: 36 39 64 58 57 125 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 29.2 50.9 47.5 8.4 6.5 9.7 8.3
Old : 33.8 29.2 50.9 47.5 8.4 6.5 9.7 8.3
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 17, 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 : 41,488: 429 2,092 1,587 33,057 30,489 35,073 34,168: 6,415 7,320
Old : 41,488: 429 2,092 1,587 33,057 30,489 35,073 34,168: 6,415 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -676: -515 0 400 -2,474 -920 -2,589 -520: 1,913 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.0 3.8 79.7 73.5 84.5 82.4: 15.5 17.6
Old : 100.0: 1.0 5.0 3.8 79.7 73.5 84.5 82.4: 15.5 17.6
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: 1 2 2 17 13 19 16:
Old : 23: 1 2 2 17 13 19 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 : 59.0 37.8 72.2 64.3 51.4 33.7 58.2 48.6
Old : 59.0 37.8 72.2 64.3 51.4 33.7 58.2 48.6
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 17, 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 : 135,520: 4,640 1,472 0 130,880 130,632 135,520 132,104: 0 3,416
Old : 135,520: 4,640 1,472 0 130,880 130,632 135,520 132,104: 0 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 240: 360 0 0 1,340 240 1,700 240: -1,460 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.1 0.0 96.6 96.4 100.0 97.5: 0.0 2.5
Old : 100.0: 3.4 1.1 0.0 96.6 96.4 100.0 97.5: 0.0 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 : 23: 2 1 0 14 15 16 16:
Old : 23: 2 1 0 14 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 62.2 92.0 83.5 47.7 46.9 56.9 56.3
Old : 75.7 62.2 92.0 83.5 47.7 46.9 56.9 56.3
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 17, 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 : 226,224: 10,181 11,346 5,484 200,105 198,617 215,770 215,447: 10,454 10,777
Old : 226,224: 10,181 11,346 5,484 200,105 198,617 215,770 215,447: 10,454 10,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,719: -1,206 462 36 2,881 1,077 1,711 1,575: 8 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.0 2.4 88.5 87.8 95.4 95.2: 4.6 4.8
Old : 100.0: 4.5 5.0 2.4 88.5 87.8 95.4 95.2: 4.6 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 : 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 : 29.6 52.3 47.4 67.3 28.0 50.2 41.5 59.4
Old : 29.6 52.3 47.4 67.3 28.0 50.2 41.5 59.4
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 168,195: 420 2,121 3,623 148,090 157,197 152,133 162,941: 16,062 5,254
Old : 168,195: 420 2,121 3,623 148,090 157,197 152,133 162,941: 16,062 5,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,901: 0 -104 200 459 -169 659 -73: 1,242 1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.3 2.2 88.0 93.5 90.5 96.9: 9.5 3.1
Old : 100.0: 0.2 1.3 2.2 88.0 93.5 90.5 96.9: 9.5 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 : 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 : 37.1 44.7 55.7 66.8 29.8 40.8 42.7 58.9
Old : 37.1 44.7 55.7 66.8 29.8 40.8 42.7 58.9
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 17, 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 : 270,141: 12,728 1,948 17,620 221,196 235,834 251,544 255,402: 18,597 14,739
Old : 270,141: 12,728 1,948 17,620 221,196 235,834 251,544 255,402: 18,597 14,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,917: -6,782 248 4,201 5,840 -870 3,259 3,579: -1,342 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.7 6.5 81.9 87.3 93.1 94.5: 6.9 5.5
Old : 100.0: 4.7 0.7 6.5 81.9 87.3 93.1 94.5: 6.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 4 39 39 43 43:
Old : 48: 3 1 4 39 39 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 28.4 47.1 49.1 22.1 26.7 31.8 40.4
Old : 27.2 28.4 47.1 49.1 22.1 26.7 31.8 40.4
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 17, 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 : 122,656: 0 3,740 1,996 116,972 112,819 118,968 118,555: 3,688 4,101
Old : 122,656: 0 3,740 1,996 116,972 112,819 118,968 118,555: 3,688 4,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 48: 0 0 0 48 48 48 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.6 95.4 92.0 97.0 96.7: 3.0 3.3
Old : 100.0: 0.0 3.0 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 81.3 61.4 50.5 34.7 71.4 53.7
Old : 54.4 38.6 81.3 61.4 50.5 34.7 71.4 53.7
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,539: 0 0 0 51,679 46,124 51,679 46,124: 4,860 10,415
Old : 56,539: 0 0 0 51,679 46,124 51,679 46,124: 4,860 10,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 4,866: 0 0 0 3,466 548 3,466 548: 1,400 4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.4 81.6 91.4 81.6: 8.6 18.4
Old : 100.0: 0.0 0.0 0.0 91.4 81.6 91.4 81.6: 8.6 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 17 17 17:
Old : 22: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 43.5 71.2 61.2 46.6 36.1 61.6 51.4
Old : 52.5 43.5 71.2 61.2 46.6 36.1 61.6 51.4
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 17, 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 : 3,196,175: 697,486 149,729 1,038,286 1,427,612 1,989,679 3,163,384 3,177,694: 32,791 18,481
Old : 3,196,175: 697,486 149,729 1,038,286 1,427,612 1,989,679 3,163,384 3,177,694: 32,791 18,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 6,445: -2,181 -2,588 -5,388 13,609 15,932 6,040 7,956: 405 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.7 32.5 44.7 62.3 99.0 99.4: 1.0 0.6
Old : 100.0: 21.8 4.7 32.5 44.7 62.3 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 : 173: 37 16 50 108 101 161 154:
Old : 173: 37 16 50 108 101 161 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 38.0 45.9 50.9 16.7 20.4 20.3 27.8
Old : 35.9 38.0 45.9 50.9 16.7 20.4 20.3 27.8
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 17, 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 : 1,226,530: 189,753 159,695 276,066 754,231 787,338 1,220,050 1,223,099: 6,480 3,431
Old : 1,226,530: 189,753 159,695 276,066 754,231 787,338 1,220,050 1,223,099: 6,480 3,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 53,084: 2,811 2,493 7,853 41,460 42,571 52,124 52,917: 960 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.0 22.5 61.5 64.2 99.5 99.7: 0.5 0.3
Old : 100.0: 15.5 13.0 22.5 61.5 64.2 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 : 86: 22 26 39 37 36 80 80:
Old : 86: 22 26 39 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 : 29.2 37.7 48.8 55.5 18.0 23.3 28.0 34.1
Old : 29.2 37.7 48.8 55.5 18.0 23.3 28.0 34.1
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 17, 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 : 106,088: 4,146 1,125 7,170 93,632 97,532 104,948 105,827: 1,140 261
Old : 106,088: 4,146 1,125 7,170 93,632 97,532 104,948 105,827: 1,140 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,879: -85 221 188 1,536 1,492 1,639 1,901: 240 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.1 6.8 88.3 91.9 98.9 99.8: 1.1 0.2
Old : 100.0: 3.9 1.1 6.8 88.3 91.9 98.9 99.8: 1.1 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 : 44: 5 4 8 34 32 43 40:
Old : 44: 5 4 8 34 32 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 44.0 66.5 69.9 9.4 10.9 12.2 14.8
Old : 45.4 44.0 66.5 69.9 9.4 10.9 12.2 14.8
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 17, 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 10, 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 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 17, 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 : 33,575: 2,960 52 52 29,471 32,284 32,483 32,388: 1,093 1,188
Old : 33,575: 2,960 52 52 29,471 32,284 32,483 32,388: 1,093 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -801: 0 10 0 -802 -851 -802 -841: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.2 0.2 87.8 96.2 96.7 96.5: 3.3 3.5
Old : 100.0: 8.8 0.2 0.2 87.8 96.2 96.7 96.5: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.0 79.0 79.2 90.8 32.1 38.5 43.3 45.5
Old : 50.0 79.0 79.2 90.8 32.1 38.5 43.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 14,438: 0 0 0 13,720 12,960 13,720 12,960: 718 1,478
Old : 14,438: 0 0 0 13,720 12,960 13,720 12,960: 718 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 265: 0 0 0 265 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 89.8 95.0 89.8: 5.0 10.2
Old : 100.0: 0.0 0.0 0.0 95.0 89.8 95.0 89.8: 5.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.8 59.3 74.5 80.2 34.1 42.8 51.8 53.5
Old : 46.8 59.3 74.5 80.2 34.1 42.8 51.8 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 17, 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 : 28,860: 104 680 516 25,231 26,729 25,851 27,925: 3,009 935
Old : 28,860: 104 680 516 25,231 26,729 25,851 27,925: 3,009 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -68: 0 0 0 -120 -68 -120 -68: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.4 1.8 87.4 92.6 89.6 96.8: 10.4 3.2
Old : 100.0: 0.4 2.4 1.8 87.4 92.6 89.6 96.8: 10.4 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 : 42.4 43.6 61.4 70.2 23.0 22.5 33.4 35.8
Old : 42.4 43.6 61.4 70.2 23.0 22.5 33.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 28,575: 0 0 0 28,295 27,723 28,295 27,723: 280 852
Old : 28,575: 0 0 0 28,295 27,723 28,295 27,723: 280 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -610: 0 0 0 -610 -610 -610 -610: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Old : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 16 17 16:
Old : 22: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 79.0 80.9 88.1 49.6 68.9 72.7 75.9
Old : 54.6 79.0 80.9 88.1 49.6 68.9 72.7 75.9
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 17, 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 : 14,515: 8 50 30 13,658 13,397 13,696 13,477: 819 1,038
Old : 14,515: 8 50 30 13,658 13,397 13,696 13,477: 819 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,401: -1 0 0 1,522 1,281 1,521 1,281: -120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.2 94.1 92.3 94.4 92.8: 5.6 7.2
Old : 100.0: 0.1 0.3 0.2 94.1 92.3 94.4 92.8: 5.6 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 : 22: 1 1 1 18 18 20 19:
Old : 22: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 50.7 71.6 71.3 33.1 34.7 42.3 42.0
Old : 45.4 50.7 71.6 71.3 33.1 34.7 42.3 42.0
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 17, 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 : 121,525: 2,004 7,072 2,570 116,951 110,603 121,525 120,245: 0 1,280
Old : 121,525: 2,004 7,072 2,570 116,951 110,603 121,525 120,245: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,040: 0 0 0 1,040 1,040 1,040 1,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.8 2.1 96.2 91.0 100.0 98.9: 0.0 1.1
Old : 100.0: 1.6 5.8 2.1 96.2 91.0 100.0 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 : 29: 1 2 1 18 25 20 27:
Old : 29: 1 2 1 18 25 20 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 : 58.4 62.2 82.1 75.3 54.0 59.7 72.2 68.3
Old : 58.4 62.2 82.1 75.3 54.0 59.7 72.2 68.3
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 17, 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 10, 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 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 84.8 77.0
Old : 65.6 67.0 90.3 81.1 65.0 64.8 84.8 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 17, 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 : 16,668: 0 0 0 16,522 16,464 16,522 16,464: 146 204
Old : 16,668: 0 0 0 16,522 16,464 16,522 16,464: 146 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 426: 0 0 0 411 411 411 411: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 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 23 25 23:
Old : 29: 0 0 0 25 23 25 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 : 62.1 52.8 84.2 75.5 57.3 38.2 61.8 55.1
Old : 62.1 52.8 84.2 75.5 57.3 38.2 61.8 55.1
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 17, 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 : 6,153: 0 0 0 5,295 6,104 5,295 6,104: 858 49
Old : 6,153: 0 0 0 5,295 6,104 5,295 6,104: 858 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 686: 0 0 0 900 984 900 984: -214 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.0 99.2 86.0 99.2: 14.0 0.8
Old : 100.0: 0.0 0.0 0.0 86.0 99.2 86.0 99.2: 14.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 22 19 22 19:
Old : 24: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 58.5 59.3 82.5 29.4 45.3 42.4 57.0
Old : 36.9 58.5 59.3 82.5 29.4 45.3 42.4 57.0
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 17, 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 : 2,799,722: 208,006 118,298 987,801 1,524,386 1,615,939 2,720,193 2,722,038: 79,528 77,683
Old : 2,799,722: 208,006 118,298 987,801 1,524,386 1,615,939 2,720,193 2,722,038: 79,528 77,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -113,659: 3,849 -14,293 -94,955 -23,844 -11,705 -114,950 -120,953: 1,291 7,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.2 35.3 54.4 57.7 97.2 97.2: 2.8 2.8
Old : 100.0: 7.4 4.2 35.3 54.4 57.7 97.2 97.2: 2.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 113 92 158 84 93 281 269:
Old : 313: 113 92 158 84 93 281 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.4 43.8 43.3 6.2 4.8 8.9 7.2
Old : 29.2 28.4 43.8 43.3 6.2 4.8 8.9 7.2
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 17, 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 : 109,424: 4,707 16,857 34,316 67,326 56,919 106,350 108,091: 3,075 1,333
Old : 109,424: 4,707 16,857 34,316 67,326 56,919 106,350 108,091: 3,075 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 2,299: 243 -2,071 1,857 -213 2,533 1,888 2,319: 411 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.4 31.4 61.5 52.0 97.2 98.8: 2.8 1.2
Old : 100.0: 4.3 15.4 31.4 61.5 52.0 97.2 98.8: 2.8 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 : 38: 8 9 13 18 18 33 33:
Old : 38: 8 9 13 18 18 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 56.4 80.8 76.5 43.1 33.6 48.9 46.0
Old : 66.3 56.4 80.8 76.5 43.1 33.6 48.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 201,678: 22,302 26,162 15,107 117,353 109,430 154,762 150,699: 46,916 50,979
Old : 201,678: 22,302 26,162 15,107 117,353 109,430 154,762 150,699: 46,916 50,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,289: 1,289 2,386 -421 -3,310 -4,854 -2,442 -2,889: 3,731 4,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.0 7.5 58.2 54.3 76.7 74.7: 23.3 25.3
Old : 100.0: 11.1 13.0 7.5 58.2 54.3 76.7 74.7: 23.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 6 7 20 22 28 31:
Old : 33: 4 6 7 20 22 28 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 : 40.7 32.6 54.6 46.5 36.3 26.2 44.5 37.8
Old : 40.7 32.6 54.6 46.5 36.3 26.2 44.5 37.8
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 17, 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 : 199,093: 20,733 19,367 61,030 114,590 116,336 196,353 196,733: 2,740 2,360
Old : 199,093: 20,733 19,367 61,030 114,590 116,336 196,353 196,733: 2,740 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -7,333: 1,536 330 -8,020 -1,416 -204 -7,900 -7,894: 567 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.7 30.7 57.6 58.4 98.6 98.8: 1.4 1.2
Old : 100.0: 10.4 9.7 30.7 57.6 58.4 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 32 16 38 26 27 69 70:
Old : 75: 32 16 38 26 27 69 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 37.5 57.8 60.2 8.3 12.2 12.8 16.0
Old : 34.2 37.5 57.8 60.2 8.3 12.2 12.8 16.0
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 17, 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 : 529,373: 21,108 15,669 92,104 405,263 407,542 518,475 515,314: 10,898 14,059
Old : 529,373: 21,108 15,669 92,104 405,263 407,542 518,475 515,314: 10,898 14,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 19,619: 1,220 1,328 2,155 19,661 18,654 23,036 22,137: -3,417 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.0 17.4 76.6 77.0 97.9 97.3: 2.1 2.7
Old : 100.0: 4.0 3.0 17.4 76.6 77.0 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 5 10 33 33 43 43:
Old : 43: 5 5 10 33 33 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 32.3 54.7 50.5 12.7 10.8 16.8 16.0
Old : 34.1 32.3 54.7 50.5 12.7 10.8 16.8 16.0
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 17, 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 : 60,304: 1,875 1,236 1,825 56,487 54,443 60,187 57,504: 117 2,800
Old : 60,304: 1,875 1,236 1,825 56,487 54,443 60,187 57,504: 117 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 3,125: -450 -1,905 150 3,425 2,217 3,125 462: 0 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.0 3.0 93.7 90.3 99.8 95.4: 0.2 4.6
Old : 100.0: 3.1 2.0 3.0 93.7 90.3 99.8 95.4: 0.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 2 2 37 40 42 43:
Old : 53: 4 2 2 37 40 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 30.7 64.4 50.4 35.2 22.7 41.5 31.9
Old : 47.5 30.7 64.4 50.4 35.2 22.7 41.5 31.9
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 17, 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 : 204,704: 33,093 37,285 43,926 118,812 112,654 195,831 193,865: 8,873 10,839
Old : 204,704: 33,093 37,285 43,926 118,812 112,654 195,831 193,865: 8,873 10,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 14,446: 10,031 2,428 4,268 75 7,445 14,374 14,141: 72 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.2 21.5 58.0 55.0 95.7 94.7: 4.3 5.3
Old : 100.0: 16.2 18.2 21.5 58.0 55.0 95.7 94.7: 4.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 20 27 22 22 53 53:
Old : 58: 15 20 27 22 22 53 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 : 34.6 36.4 55.0 53.0 16.6 15.7 25.1 21.5
Old : 34.6 36.4 55.0 53.0 16.6 15.7 25.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,071: 4,131 3,145 7,311 16,794 18,879 28,236 29,335: 3,835 2,736
Old : 32,071: 4,131 3,145 7,311 16,794 18,879 28,236 29,335: 3,835 2,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -2,932: -398 0 -2,375 671 20 -2,102 -2,355: -830 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.8 22.8 52.4 58.9 88.0 91.5: 12.0 8.5
Old : 100.0: 12.9 9.8 22.8 52.4 58.9 88.0 91.5: 12.0 8.5
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: 5 3 8 11 13 20 21:
Old : 22: 5 3 8 11 13 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 : 45.1 41.6 66.3 64.7 23.0 18.5 27.6 27.0
Old : 45.1 41.6 66.3 64.7 23.0 18.5 27.6 27.0
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 17, 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 : 106,722: 3,637 6,969 11,772 59,819 60,874 75,228 79,615: 31,494 27,107
Old : 106,722: 3,637 6,969 11,772 59,819 60,874 75,228 79,615: 31,494 27,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 2,856: 720 -405 -226 -1,476 3,904 -982 3,273: 3,838 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 6.5 11.0 56.1 57.0 70.5 74.6: 29.5 25.4
Old : 100.0: 3.4 6.5 11.0 56.1 57.0 70.5 74.6: 29.5 25.4
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 : 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 : 26.9 30.8 42.4 51.3 18.2 20.6 26.1 29.7
Old : 26.9 30.8 42.4 51.3 18.2 20.6 26.1 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 37,099: 120 5,045 1,230 35,749 30,824 37,099 37,099: 0 0
Old : 37,099: 120 5,045 1,230 35,749 30,824 37,099 37,099: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -1,324: -375 -2,100 345 -1,294 431 -1,324 -1,324: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.6 3.3 96.4 83.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 13.6 3.3 96.4 83.1 100.0 100.0: 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 : 42: 1 6 1 26 30 27 37:
Old : 42: 1 6 1 26 30 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 33.8 80.9 56.0 58.0 33.6 72.8 54.3
Old : 61.6 33.8 80.9 56.0 58.0 33.6 72.8 54.3
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 17, 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 : 12,275: 8,000 3,589 37 2,707 7,761 10,744 11,387: 1,531 888
Old : 12,275: 8,000 3,589 37 2,707 7,761 10,744 11,387: 1,531 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 244: 342 348 10 148 -73 500 285: -256 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 29.2 0.3 22.1 63.2 87.5 92.8: 12.5 7.2
Old : 100.0: 65.2 29.2 0.3 22.1 63.2 87.5 92.8: 12.5 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 : 103: 39 26 2 21 18 62 45:
Old : 103: 39 26 2 21 18 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 43.5 49.6 59.6 38.9 43.5 49.6 59.6
Old : 38.9 43.5 49.6 59.6 38.9 43.5 49.6 59.6
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 19,900: 9,592 2,640 92 6,569 15,507 16,253 18,239: 3,647 1,661
Old : 19,900: 9,592 2,640 92 6,569 15,507 16,253 18,239: 3,647 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -279: -1,084 214 -32 491 -665 -625 -483: 346 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 13.3 0.5 33.0 77.9 81.7 91.7: 18.3 8.3
Old : 100.0: 48.2 13.3 0.5 33.0 77.9 81.7 91.7: 18.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 15 6 15 21 55 37:
Old : 80: 35 15 6 15 21 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 : 31.0 34.6 47.2 56.7 31.0 34.6 47.2 56.7
Old : 31.0 34.6 47.2 56.7 31.0 34.6 47.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 242,029: 57,903 5,898 32,992 129,028 186,701 219,924 225,591: 22,105 16,438
Old : 242,029: 57,903 5,898 32,992 129,028 186,701 219,924 225,591: 22,105 16,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 13,863: 2,083 186 1,788 7,904 12,761 11,775 14,735: 2,088 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 2.4 13.6 53.3 77.1 90.9 93.2: 9.1 6.8
Old : 100.0: 23.9 2.4 13.6 53.3 77.1 90.9 93.2: 9.1 6.8
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 : 177: 56 22 48 75 85 155 139:
Old : 177: 56 22 48 75 85 155 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 25.5 32.8 35.9 15.8 19.8 24.5 26.1
Old : 21.1 25.5 32.8 35.9 15.8 19.8 24.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 7,593: 3,921 757 257 2,275 5,656 6,453 6,670: 1,140 923
Old : 7,593: 3,921 757 257 2,275 5,656 6,453 6,670: 1,140 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 741: -20 80 -68 482 507 394 519: 347 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 10.0 3.4 30.0 74.5 85.0 87.8: 15.0 12.2
Old : 100.0: 51.6 10.0 3.4 30.0 74.5 85.0 87.8: 15.0 12.2
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: 8 3 3 9 8 19 12:
Old : 20: 8 3 3 9 8 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 59.6 63.6 80.1 44.3 48.1 56.7 61.5
Old : 46.9 59.6 63.6 80.1 44.3 48.1 56.7 61.5
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 17, 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 : 7,683: 50 0 50 7,383 7,337 7,483 7,387: 200 296
Old : 7,683: 50 0 50 7,383 7,337 7,483 7,387: 200 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 492: 0 0 0 492 492 492 492: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.7 96.1 95.5 97.4 96.1: 2.6 3.9
Old : 100.0: 0.7 0.0 0.7 96.1 95.5 97.4 96.1: 2.6 3.9
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 : 36: 1 0 1 26 28 27 29:
Old : 36: 1 0 1 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 40.7 69.5 58.7 20.0 17.8 28.0 25.0
Old : 46.6 40.7 69.5 58.7 20.0 17.8 28.0 25.0
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 17, 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 : 29,346: 1,483 0 50 26,861 29,238 28,394 29,288: 952 58
Old : 29,346: 1,483 0 50 26,861 29,238 28,394 29,288: 952 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 867: -175 0 50 947 817 822 867: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.2 91.5 99.6 96.8 99.8: 3.2 0.2
Old : 100.0: 5.1 0.0 0.2 91.5 99.6 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 : 44: 4 0 1 34 29 38 30:
Old : 44: 4 0 1 34 29 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 55.5 56.8 84.0 29.5 42.1 42.0 56.9
Old : 36.5 55.5 56.8 84.0 29.5 42.1 42.0 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 17, 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 : 21,980: 0 665 125 20,249 20,470 20,374 21,260: 1,606 720
Old : 21,980: 0 665 125 20,249 20,470 20,374 21,260: 1,606 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 700: 0 0 0 700 745 700 745: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.6 92.1 93.1 92.7 96.7: 7.3 3.3
Old : 100.0: 0.0 3.0 0.6 92.1 93.1 92.7 96.7: 7.3 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 : 24: 0 2 1 19 11 20 13:
Old : 24: 0 2 1 19 11 20 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 : 68.8 87.9 80.3 94.2 68.8 81.4 78.3 86.4
Old : 68.8 87.9 80.3 94.2 68.8 81.4 78.3 86.4
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 17, 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 : 17,016: 449 0 0 16,567 17,016 17,016 17,016: 0 0
Old : 17,016: 449 0 0 16,567 17,016 17,016 17,016: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 175: 50 0 0 125 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 0.0 0.0 97.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 0 29 19 32 19:
Old : 38: 3 0 0 29 19 32 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 75.9 77.9 89.3 46.5 57.1 56.9 66.1
Old : 65.4 75.9 77.9 89.3 46.5 57.1 56.9 66.1
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 17, 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 : 4,517: 0 658 0 3,405 3,029 3,405 3,687: 1,112 830
Old : 4,517: 0 658 0 3,405 3,029 3,405 3,687: 1,112 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 39: 0 -72 0 -64 99 -64 27: 103 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 0.0 75.4 67.1 75.4 81.6: 24.6 18.4
Old : 100.0: 0.0 14.6 0.0 75.4 67.1 75.4 81.6: 24.6 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 15 16 15 18:
Old : 20: 0 2 0 15 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 48.5 69.3 68.1 57.1 48.4 62.5 63.2
Old : 59.5 48.5 69.3 68.1 57.1 48.4 62.5 63.2
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,796: 621 1,376 402 25,108 24,964 26,131 26,742: 665 54
Old : 26,796: 621 1,376 402 25,108 24,964 26,131 26,742: 665 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,067: -216 96 0 1,163 989 947 1,085: 120 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.1 1.5 93.7 93.2 97.5 99.8: 2.5 0.2
Old : 100.0: 2.3 5.1 1.5 93.7 93.2 97.5 99.8: 2.5 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 3 2 28 28 32 32:
Old : 43: 3 3 2 28 28 32 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 : 49.4 59.3 71.1 77.6 48.3 56.6 69.3 71.6
Old : 49.4 59.3 71.1 77.6 48.3 56.6 69.3 71.6
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 17, 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 : 6,174: 0 480 0 4,258 5,503 4,258 5,983: 1,916 191
Old : 6,174: 0 480 0 4,258 5,503 4,258 5,983: 1,916 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 96: 0 0 0 96 96 96 96: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 69.0 89.1 69.0 96.9: 31.0 3.1
Old : 100.0: 0.0 7.8 0.0 69.0 89.1 69.0 96.9: 31.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 11 15 11 17:
Old : 22: 0 2 0 11 15 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 55.2 65.1 76.3 47.4 49.2 54.0 67.8
Old : 51.3 55.2 65.1 76.3 47.4 49.2 54.0 67.8
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,531: 225 90 0 10,305 10,425 10,530 10,515: 1 16
Old : 10,531: 225 90 0 10,305 10,425 10,530 10,515: 1 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 977: 0 0 0 1,022 1,022 1,022 1,022: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.9 0.0 97.9 99.0 100.0 99.8: 0.0 0.2
Old : 100.0: 2.1 0.9 0.0 97.9 99.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 0 24 20 27 21:
Old : 32: 3 1 0 24 20 27 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 : 53.1 66.1 70.5 80.5 47.1 56.5 57.4 65.4
Old : 53.1 66.1 70.5 80.5 47.1 56.5 57.4 65.4
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 17, 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 : 51,519: 3,855 6,131 1,853 42,134 41,426 47,842 49,410: 3,677 2,109
Old : 51,519: 3,855 6,131 1,853 42,134 41,426 47,842 49,410: 3,677 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -593: 60 -516 -333 -357 -929 -630 -1,778: 37 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.9 3.6 81.8 80.4 92.9 95.9: 7.1 4.1
Old : 100.0: 7.5 11.9 3.6 81.8 80.4 92.9 95.9: 7.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 5 3 27 32 35 38:
Old : 45: 6 5 3 27 32 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 28.4 51.0 48.2 27.3 18.3 40.4 30.4
Old : 29.8 28.4 51.0 48.2 27.3 18.3 40.4 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009