GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 48,562: 4,428 64 0 43,549 47,561 47,977 47,625: 585 937
Old : 48,562: 4,428 64 0 43,549 47,561 47,977 47,625: 585 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,577: 114 0 -32 -4,993 -5,331 -4,911 -5,363: 334 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.1 0.0 89.7 97.9 98.8 98.1: 1.2 1.9
Old : 100.0: 9.1 0.1 0.0 89.7 97.9 98.8 98.1: 1.2 1.9
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 : 46: 2 1 0 35 40 37 41:
Old : 46: 2 1 0 35 40 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 54.8 77.6 77.3 45.8 41.9 53.5 51.1
Old : 55.1 54.8 77.6 77.3 45.8 41.9 53.5 51.1
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,844: 860 120 100 23,533 24,148 24,493 24,368: 351 476
Old : 24,844: 860 120 100 23,533 24,148 24,493 24,368: 351 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,605: -50 0 0 -2,705 -2,814 -2,755 -2,814: 150 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 0.4 94.7 97.2 98.6 98.1: 1.4 1.9
Old : 100.0: 3.5 0.5 0.4 94.7 97.2 98.6 98.1: 1.4 1.9
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 : 42: 1 1 1 27 31 29 33:
Old : 42: 1 1 1 27 31 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 53.4 74.3 77.0 23.8 26.4 35.9 35.6
Old : 59.2 53.4 74.3 77.0 23.8 26.4 35.9 35.6
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, April 7, 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 : 7,597: 1,018 35 391 5,020 6,205 6,429 6,631: 1,168 966
Old : 7,597: 1,018 35 391 5,020 6,205 6,429 6,631: 1,168 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -367: -110 -10 -8 -524 -402 -642 -420: 275 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.5 5.1 66.1 81.7 84.6 87.3: 15.4 12.7
Old : 100.0: 13.4 0.5 5.1 66.1 81.7 84.6 87.3: 15.4 12.7
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 : 25: 1 1 2 21 22 23 24:
Old : 25: 1 1 2 21 22 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 : 57.3 57.4 69.3 68.0 50.3 53.2 55.8 57.3
Old : 57.3 57.4 69.3 68.0 50.3 53.2 55.8 57.3
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, April 7, 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 : 12,990: 253 874 183 10,925 11,025 11,361 12,082: 1,629 908
Old : 12,990: 253 874 183 10,925 11,025 11,361 12,082: 1,629 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,308: -146 18 -40 -1,715 -1,573 -1,901 -1,595: 593 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.7 1.4 84.1 84.9 87.5 93.0: 12.5 7.0
Old : 100.0: 1.9 6.7 1.4 84.1 84.9 87.5 93.0: 12.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 4 2 38 44 41 49:
Old : 51: 2 4 2 38 44 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 40.6 49.1 55.4 29.8 34.3 41.2 46.2
Old : 31.7 40.6 49.1 55.4 29.8 34.3 41.2 46.2
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, April 7, 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 : 9,988: 90 129 60 9,376 8,905 9,526 9,094: 462 894
Old : 9,988: 90 129 60 9,376 8,905 9,526 9,094: 462 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,661: 0 -12 -108 -1,638 -1,492 -1,746 -1,612: 85 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.3 0.6 93.9 89.2 95.4 91.0: 4.6 9.0
Old : 100.0: 0.9 1.3 0.6 93.9 89.2 95.4 91.0: 4.6 9.0
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 : 59: 1 3 1 42 52 44 55:
Old : 59: 1 3 1 42 52 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 24.8 46.4 40.2 29.6 20.2 38.4 29.8
Old : 32.0 24.8 46.4 40.2 29.6 20.2 38.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 6,223: 170 40 216 4,271 4,758 4,657 5,014: 1,566 1,209
Old : 6,223: 170 40 216 4,271 4,758 4,657 5,014: 1,566 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -503: -5 -133 0 -653 -629 -658 -762: 155 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 3.5 68.6 76.5 74.8 80.6: 25.2 19.4
Old : 100.0: 2.7 0.6 3.5 68.6 76.5 74.8 80.6: 25.2 19.4
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: 1 1 1 18 19 20 20:
Old : 22: 1 1 1 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 45.7 58.3 64.2 31.2 36.3 41.8 47.0
Old : 43.1 45.7 58.3 64.2 31.2 36.3 41.8 47.0
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, April 7, 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 : 3,711: 365 105 0 1,960 2,745 2,325 2,850: 1,386 861
Old : 3,711: 365 105 0 1,960 2,745 2,325 2,850: 1,386 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -524: 60 -63 -5 -879 -782 -824 -850: 300 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.8 0.0 52.8 74.0 62.7 76.8: 37.3 23.2
Old : 100.0: 9.8 2.8 0.0 52.8 74.0 62.7 76.8: 37.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 12 16 14 17:
Old : 20: 2 1 0 12 16 14 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 : 39.6 49.9 54.9 65.0 36.2 45.3 44.5 57.2
Old : 39.6 49.9 54.9 65.0 36.2 45.3 44.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,761: 95 0 0 1,878 2,230 1,973 2,230: 788 531
Old : 2,761: 95 0 0 1,878 2,230 1,973 2,230: 788 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -463: 5 0 0 -466 -379 -461 -379: -2 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 68.0 80.8 71.5 80.8: 28.5 19.2
Old : 100.0: 3.4 0.0 0.0 68.0 80.8 71.5 80.8: 28.5 19.2
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 : 23: 1 0 0 18 15 19 15:
Old : 23: 1 0 0 18 15 19 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 : 36.3 45.7 52.4 69.0 32.8 41.8 46.0 58.2
Old : 36.3 45.7 52.4 69.0 32.8 41.8 46.0 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 280,516: 33,106 11,548 51,730 150,997 188,905 235,833 252,183: 44,682 28,332
Old : 280,516: 33,106 11,548 51,730 150,997 188,905 235,833 252,183: 44,682 28,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,701: 277 651 1,661 -7,520 -6,982 -5,582 -4,670: 1,881 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.1 18.4 53.8 67.3 84.1 89.9: 15.9 10.1
Old : 100.0: 11.8 4.1 18.4 53.8 67.3 84.1 89.9: 15.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 27 18 38 65 61 114 104:
Old : 123: 27 18 38 65 61 114 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 31.6 33.3 40.3 13.5 26.7 21.2 31.7
Old : 22.0 31.6 33.3 40.3 13.5 26.7 21.2 31.7
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, April 7, 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 : 17,967: 159 200 41 17,153 17,306 17,353 17,547: 614 420
Old : 17,967: 159 200 41 17,153 17,306 17,353 17,547: 614 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,763: 83 -74 0 -4,149 -4,056 -4,066 -4,130: 303 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 0.2 95.5 96.3 96.6 97.7: 3.4 2.3
Old : 100.0: 0.9 1.1 0.2 95.5 96.3 96.6 97.7: 3.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 1 1 39 45 40 47:
Old : 55: 1 1 1 39 45 40 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 29.1 59.3 49.6 34.5 21.5 47.0 37.5
Old : 38.2 29.1 59.3 49.6 34.5 21.5 47.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 18,614: 165 0 0 16,475 17,784 16,640 17,784: 1,974 830
Old : 18,614: 165 0 0 16,475 17,784 16,640 17,784: 1,974 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,425: -150 0 0 155 -1,385 5 -1,385: -1,430 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 88.5 95.5 89.4 95.5: 10.6 4.5
Old : 100.0: 0.9 0.0 0.0 88.5 95.5 89.4 95.5: 10.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 24 20 25 20:
Old : 28: 1 0 0 24 20 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 : 55.1 57.6 71.0 79.4 38.5 42.7 47.3 55.7
Old : 55.1 57.6 71.0 79.4 38.5 42.7 47.3 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 879,699: 140,642 171,671 323,258 325,927 342,032 789,827 836,961: 89,872 42,739
Old : 879,699: 140,642 171,671 323,258 325,927 342,032 789,827 836,961: 89,872 42,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 9,638: 8,614 7,058 -4,700 89 5,424 4,002 7,782: 5,636 1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.5 36.7 37.0 38.9 89.8 95.1: 10.2 4.9
Old : 100.0: 16.0 19.5 36.7 37.0 38.9 89.8 95.1: 10.2 4.9
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 : 224: 58 75 85 82 68 194 181:
Old : 224: 58 75 85 82 68 194 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 41.9 46.3 54.7 14.5 20.0 18.0 23.5
Old : 34.1 41.9 46.3 54.7 14.5 20.0 18.0 23.5
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, April 7, 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 : 91,191: 2,774 0 3,092 75,819 79,421 81,685 82,513: 9,506 8,678
Old : 91,191: 2,774 0 3,092 75,819 79,421 81,685 82,513: 9,506 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,319: -213 0 300 -3,094 -3,840 -3,007 -3,540: -312 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 3.4 83.1 87.1 89.6 90.5: 10.4 9.5
Old : 100.0: 3.0 0.0 3.4 83.1 87.1 89.6 90.5: 10.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 3 23 25 26 28:
Old : 30: 3 0 3 23 25 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 41.0 67.5 60.2 46.3 32.9 56.8 50.1
Old : 50.4 41.0 67.5 60.2 46.3 32.9 56.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 57,505: 2,330 10,749 1,601 43,422 27,607 47,353 39,957: 10,152 17,548
Old : 57,505: 2,330 10,749 1,601 43,422 27,607 47,353 39,957: 10,152 17,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,812: -401 -366 -839 -4,183 -3,696 -5,423 -4,901: 611 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 18.7 2.8 75.5 48.0 82.3 69.5: 17.7 30.5
Old : 100.0: 4.1 18.7 2.8 75.5 48.0 82.3 69.5: 17.7 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 15 14 18 16:
Old : 21: 1 2 2 15 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 42.4 67.9 57.8 42.0 34.7 60.4 47.9
Old : 47.9 42.4 67.9 57.8 42.0 34.7 60.4 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 84,282: 4,159 2,626 1,322 69,591 68,279 75,072 72,227: 9,210 12,055
Old : 84,282: 4,159 2,626 1,322 69,591 68,279 75,072 72,227: 9,210 12,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -6,733: -450 638 -548 -5,280 -6,313 -6,278 -6,223: -455 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.1 1.6 82.6 81.0 89.1 85.7: 10.9 14.3
Old : 100.0: 4.9 3.1 1.6 82.6 81.0 89.1 85.7: 10.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 24 24 27 26:
Old : 31: 2 1 2 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 34.3 56.0 54.8 31.6 28.2 51.6 45.9
Old : 34.9 34.3 56.0 54.8 31.6 28.2 51.6 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,411: 0 0 0 79,459 80,119 79,459 80,119: 15,952 15,292
Old : 95,411: 0 0 0 79,459 80,119 79,459 80,119: 15,952 15,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -5,465: 0 0 0 -5,234 -8,070 -5,234 -8,070: -231 2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.3 84.0 83.3 84.0: 16.7 16.0
Old : 100.0: 0.0 0.0 0.0 83.3 84.0 83.3 84.0: 16.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 21 19 21 19:
Old : 23: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 44.5 57.3 64.8 26.4 31.4 40.0 43.2
Old : 36.6 44.5 57.3 64.8 26.4 31.4 40.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 89,438: 0 7,147 2,422 79,715 72,056 82,137 81,625: 7,301 7,813
Old : 89,438: 0 7,147 2,422 79,715 72,056 82,137 81,625: 7,301 7,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,173: 0 589 -118 -2,129 -3,199 -2,247 -2,728: -926 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 2.7 89.1 80.6 91.8 91.3: 8.2 8.7
Old : 100.0: 0.0 8.0 2.7 89.1 80.6 91.8 91.3: 8.2 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 : 37: 0 3 3 26 26 29 29:
Old : 37: 0 3 3 26 26 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 : 45.0 21.5 64.5 39.0 39.7 20.3 53.0 35.5
Old : 45.0 21.5 64.5 39.0 39.7 20.3 53.0 35.5
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, April 7, 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 : 128,510: 1,045 5,790 8,546 107,141 106,898 116,732 121,234: 11,778 7,276
Old : 128,510: 1,045 5,790 8,546 107,141 106,898 116,732 121,234: 11,778 7,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,877: -1,448 2,077 197 -1,407 -5,247 -2,658 -2,973: -1,219 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.5 6.7 83.4 83.2 90.8 94.3: 9.2 5.7
Old : 100.0: 0.8 4.5 6.7 83.4 83.2 90.8 94.3: 9.2 5.7
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 : 36: 1 2 3 20 29 23 32:
Old : 36: 1 2 3 20 29 23 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 : 55.2 31.8 77.5 52.2 48.3 31.4 64.4 49.9
Old : 55.2 31.8 77.5 52.2 48.3 31.4 64.4 49.9
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,104: 990 6,523 17,705 50,907 42,774 69,602 67,002: 5,502 8,102
Old : 75,104: 990 6,523 17,705 50,907 42,774 69,602 67,002: 5,502 8,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -5,542: 306 982 -1,737 -3,132 -5,285 -4,563 -6,040: -979 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.7 23.6 67.8 57.0 92.7 89.2: 7.3 10.8
Old : 100.0: 1.3 8.7 23.6 67.8 57.0 92.7 89.2: 7.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 12 12 15 15:
Old : 20: 1 2 3 12 12 15 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 : 65.0 59.6 81.6 74.7 36.6 27.9 45.6 38.5
Old : 65.0 59.6 81.6 74.7 36.6 27.9 45.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,839: 458 0 310 45,747 42,006 46,515 42,316: 8,324 12,523
Old : 54,839: 458 0 310 45,747 42,006 46,515 42,316: 8,324 12,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,509: 428 0 -214 -5,085 -3,417 -4,871 -3,631: 1,362 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.6 83.4 76.6 84.8 77.2: 15.2 22.8
Old : 100.0: 0.8 0.0 0.6 83.4 76.6 84.8 77.2: 15.2 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 17 23 18:
Old : 25: 1 0 1 22 17 23 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 : 38.7 38.8 57.1 59.3 38.1 31.7 54.7 47.0
Old : 38.7 38.8 57.1 59.3 38.1 31.7 54.7 47.0
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, April 7, 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 : 94,688: 5,160 7,336 5,486 76,096 69,389 86,742 82,211: 7,946 12,477
Old : 94,688: 5,160 7,336 5,486 76,096 69,389 86,742 82,211: 7,946 12,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,382: 121 1,698 -1,204 -4,655 -6,310 -5,738 -5,816: 1,356 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.7 5.8 80.4 73.3 91.6 86.8: 8.4 13.2
Old : 100.0: 5.4 7.7 5.8 80.4 73.3 91.6 86.8: 8.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 3 3 26 24 30 28:
Old : 35: 2 3 3 26 24 30 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 : 32.2 32.8 52.1 53.1 28.7 29.6 44.7 45.4
Old : 32.2 32.8 52.1 53.1 28.7 29.6 44.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 2,173,882: 28,197 162,446 757,583 1,382,072 1,248,046 2,167,853 2,168,075: 6,029 5,807
Old : 2,173,882: 28,197 162,446 757,583 1,382,072 1,248,046 2,167,853 2,168,075: 6,029 5,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 55,832: 5,610 10,702 19,845 30,000 24,967 55,455 55,514: 377 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.5 34.8 63.6 57.4 99.7 99.7: 0.3 0.3
Old : 100.0: 1.3 7.5 34.8 63.6 57.4 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 : 132: 37 35 62 59 58 125 126:
Old : 132: 37 35 62 59 58 125 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 31.7 53.6 50.0 8.2 6.5 9.8 8.6
Old : 35.4 31.7 53.6 50.0 8.2 6.5 9.8 8.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 64,091: 0 13,313 977 58,828 40,023 59,805 54,313: 4,286 9,778
Old : 64,091: 0 13,313 977 58,828 40,023 59,805 54,313: 4,286 9,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,778: 0 -2,911 -31 -5,108 -1,295 -5,139 -4,237: 361 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 1.5 91.8 62.4 93.3 84.7: 6.7 15.3
Old : 100.0: 0.0 20.8 1.5 91.8 62.4 93.3 84.7: 6.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 12 12 14 14:
Old : 20: 0 2 2 12 12 14 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 : 73.1 41.3 89.7 67.6 70.4 39.8 85.9 64.5
Old : 73.1 41.3 89.7 67.6 70.4 39.8 85.9 64.5
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, April 7, 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 : 135,892: 0 5,152 0 134,552 127,564 134,552 132,716: 1,340 3,176
Old : 135,892: 0 5,152 0 134,552 127,564 134,552 132,716: 1,340 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,048: -360 -120 -600 -4,308 -2,968 -5,268 -3,688: 1,220 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 99.0 93.9 99.0 97.7: 1.0 2.3
Old : 100.0: 0.0 3.8 0.0 99.0 93.9 99.0 97.7: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 14 15 14 17:
Old : 21: 0 2 0 14 15 14 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 : 75.2 56.4 92.0 79.2 50.0 44.5 60.1 54.5
Old : 75.2 56.4 92.0 79.2 50.0 44.5 60.1 54.5
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, April 7, 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 : 226,309: 10,423 10,548 5,396 199,429 199,565 215,248 215,509: 11,061 10,800
Old : 226,309: 10,423 10,548 5,396 199,429 199,565 215,248 215,509: 11,061 10,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -6,783: 1,012 -582 -639 -6,942 -4,876 -6,569 -6,097: -214 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.7 2.4 88.1 88.2 95.1 95.2: 4.9 4.8
Old : 100.0: 4.6 4.7 2.4 88.1 88.2 95.1 95.2: 4.9 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 : 47: 6 2 6 36 31 44 37:
Old : 47: 6 2 6 36 31 44 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 : 28.6 49.6 46.6 64.8 26.8 47.2 40.4 57.1
Old : 28.6 49.6 46.6 64.8 26.8 47.2 40.4 57.1
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 166,516: 960 2,972 3,019 147,573 155,404 151,552 161,395: 14,964 5,121
Old : 166,516: 960 2,972 3,019 147,573 155,404 151,552 161,395: 14,964 5,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -4,005: 540 95 -564 -4,163 -4,041 -4,187 -4,510: 182 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.8 1.8 88.6 93.3 91.0 96.9: 9.0 3.1
Old : 100.0: 0.6 1.8 1.8 88.6 93.3 91.0 96.9: 9.0 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 : 36: 1 1 2 31 28 33 30:
Old : 36: 1 1 2 31 28 33 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 : 42.0 44.7 60.5 66.4 35.7 42.1 47.9 60.8
Old : 42.0 44.7 60.5 66.4 35.7 42.1 47.9 60.8
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, April 7, 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 : 276,860: 14,306 2,350 13,199 228,108 246,350 255,613 261,899: 21,247 14,961
Old : 276,860: 14,306 2,350 13,199 228,108 246,350 255,613 261,899: 21,247 14,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -9,353: 2,306 0 -2,783 -10,504 -6,142 -10,981 -8,925: 1,628 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.8 4.8 82.4 89.0 92.3 94.6: 7.7 5.4
Old : 100.0: 5.2 0.8 4.8 82.4 89.0 92.3 94.6: 7.7 5.4
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 : 47: 3 1 4 39 38 43 42:
Old : 47: 3 1 4 39 38 43 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 : 30.7 28.9 48.3 50.2 22.2 27.3 33.0 43.8
Old : 30.7 28.9 48.3 50.2 22.2 27.3 33.0 43.8
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, April 7, 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 : 108,599: 0 3,267 1,274 98,925 96,239 100,199 100,780: 8,400 7,819
Old : 108,599: 0 3,267 1,274 98,925 96,239 100,199 100,780: 8,400 7,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -8,264: 0 256 -876 -12,131 -11,660 -13,007 -12,280: 4,743 4,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.2 91.1 88.6 92.3 92.8: 7.7 7.2
Old : 100.0: 0.0 3.0 1.2 91.1 88.6 92.3 92.8: 7.7 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 : 29: 0 4 3 20 20 23 24:
Old : 29: 0 4 3 20 20 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 : 58.2 43.2 80.3 66.1 54.1 40.3 68.1 56.3
Old : 58.2 43.2 80.3 66.1 54.1 40.3 68.1 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 56,524: 180 0 248 52,139 49,438 52,567 49,686: 3,957 6,838
Old : 56,524: 180 0 248 52,139 49,438 52,567 49,686: 3,957 6,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,947: 0 0 0 -2,801 -2,803 -2,801 -2,803: -146 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.4 92.2 87.5 93.0 87.9: 7.0 12.1
Old : 100.0: 0.3 0.0 0.4 92.2 87.5 93.0 87.9: 7.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 19 18 20 19:
Old : 25: 1 0 1 19 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 : 53.7 41.4 70.5 61.3 48.7 33.8 62.2 48.6
Old : 53.7 41.4 70.5 61.3 48.7 33.8 62.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 3,005,307: 666,636 124,904 961,992 1,339,859 1,903,083 2,968,487 2,989,979: 36,820 15,328
Old : 3,005,307: 666,636 124,904 961,992 1,339,859 1,903,083 2,968,487 2,989,979: 36,820 15,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 2,269: -2,959 -399 -11,649 17,618 13,334 3,010 1,286: -741 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.2 32.0 44.6 63.3 98.8 99.5: 1.2 0.5
Old : 100.0: 22.2 4.2 32.0 44.6 63.3 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 32 22 51 104 99 159 152:
Old : 168: 32 22 51 104 99 159 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 37.2 46.1 50.4 17.3 20.6 21.1 29.2
Old : 36.0 37.2 46.1 50.4 17.3 20.6 21.1 29.2
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, April 7, 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 : 1,207,342: 143,924 79,260 274,827 782,937 849,749 1,201,688 1,203,836: 5,654 3,506
Old : 1,207,342: 143,924 79,260 274,827 782,937 849,749 1,201,688 1,203,836: 5,654 3,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 55,932: -1,880 4,699 34,889 24,000 16,306 57,009 55,894: -1,077 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 6.6 22.8 64.8 70.4 99.5 99.7: 0.5 0.3
Old : 100.0: 11.9 6.6 22.8 64.8 70.4 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 : 87: 23 23 38 38 38 81 79:
Old : 87: 23 23 38 38 38 81 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 40.7 51.7 60.0 19.8 25.3 30.3 31.7
Old : 32.2 40.7 51.7 60.0 19.8 25.3 30.3 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 108,708: 3,801 1,756 7,722 95,811 98,727 107,334 108,205: 1,375 504
Old : 108,708: 3,801 1,756 7,722 95,811 98,727 107,334 108,205: 1,375 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 4,399: 165 69 722 3,467 3,624 4,355 4,415: 44 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.6 7.1 88.1 90.8 98.7 99.5: 1.3 0.5
Old : 100.0: 3.5 1.6 7.1 88.1 90.8 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 5 7 33 32 41 40:
Old : 43: 4 5 7 33 32 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 43.2 68.0 69.8 9.4 10.1 12.5 14.3
Old : 46.0 43.2 68.0 69.8 9.4 10.1 12.5 14.3
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, April 7, 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 : 7,868: 0 0 0 7,762 7,482 7,762 7,482: 106 386
Old : 7,868: 0 0 0 7,762 7,482 7,762 7,482: 106 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -550: 0 0 0 -550 -506 -550 -506: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 95.1 98.7 95.1: 1.3 4.9
Old : 100.0: 0.0 0.0 0.0 98.7 95.1 98.7 95.1: 1.3 4.9
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 : 21: 0 0 0 13 15 13 15:
Old : 21: 0 0 0 13 15 13 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 : 48.3 69.8 85.3 90.1 45.0 62.2 81.2 75.7
Old : 48.3 69.8 85.3 90.1 45.0 62.2 81.2 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 31,892: 2,940 0 40 27,195 30,233 30,175 30,273: 1,717 1,619
Old : 31,892: 2,940 0 40 27,195 30,233 30,175 30,273: 1,717 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -787: -20 0 0 -936 -907 -956 -907: 169 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.1 85.3 94.8 94.6 94.9: 5.4 5.1
Old : 100.0: 9.2 0.0 0.1 85.3 94.8 94.6 94.9: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 18 16 19 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 : 49.0 77.5 77.8 89.5 32.9 39.0 43.0 46.4
Old : 49.0 77.5 77.8 89.5 32.9 39.0 43.0 46.4
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, April 7, 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 : 14,273: 0 0 0 13,235 12,869 13,235 12,869: 1,038 1,404
Old : 14,273: 0 0 0 13,235 12,869 13,235 12,869: 1,038 1,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 674: 0 0 0 302 656 302 656: 372 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.7 90.2 92.7 90.2: 7.3 9.8
Old : 100.0: 0.0 0.0 0.0 92.7 90.2 92.7 90.2: 7.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 47.4 62.1 73.7 81.2 35.9 46.0 53.0 56.4
Old : 47.4 62.1 73.7 81.2 35.9 46.0 53.0 56.4
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, April 7, 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 : 28,695: 170 660 520 25,283 26,584 25,973 27,764: 2,722 931
Old : 28,695: 170 660 520 25,283 26,584 25,973 27,764: 2,722 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -191: 0 -20 0 -117 -178 -117 -198: -74 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.3 1.8 88.1 92.6 90.5 96.8: 9.5 3.2
Old : 100.0: 0.6 2.3 1.8 88.1 92.6 90.5 96.8: 9.5 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 : 29: 2 1 2 24 21 27 23:
Old : 29: 2 1 2 24 21 27 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 : 40.5 41.9 61.1 69.8 22.6 21.4 32.1 34.8
Old : 40.5 41.9 61.1 69.8 22.6 21.4 32.1 34.8
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, April 7, 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 : 27,075: 0 0 0 26,793 26,255 26,793 26,255: 282 820
Old : 27,075: 0 0 0 26,793 26,255 26,793 26,255: 282 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,518: 0 0 0 -1,520 -1,486 -1,520 -1,486: 2 -32
: : :
: : 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 : 54.9 80.8 81.6 89.1 49.5 70.8 73.1 77.3
Old : 54.9 80.8 81.6 89.1 49.5 70.8 73.1 77.3
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, April 7, 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 : 15,826: 5 22 30 14,905 14,966 14,941 15,018: 885 808
Old : 15,826: 5 22 30 14,905 14,966 14,941 15,018: 885 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -117: -1 -44 0 -40 -31 -41 -75: -76 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.2 94.2 94.6 94.4 94.9: 5.6 5.1
Old : 100.0: 0.0 0.1 0.2 94.2 94.6 94.4 94.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 19 21 20:
Old : 23: 1 1 1 19 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 54.9 73.5 75.2 31.8 35.5 39.0 40.8
Old : 47.4 54.9 73.5 75.2 31.8 35.5 39.0 40.8
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, April 7, 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 : 129,057: 2,642 7,932 2,570 123,845 117,275 129,057 127,777: 0 1,280
Old : 129,057: 2,642 7,932 2,570 123,845 117,275 129,057 127,777: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -975: -682 -220 0 -293 -755 -975 -975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.1 2.0 96.0 90.9 100.0 99.0: 0.0 1.0
Old : 100.0: 2.0 6.1 2.0 96.0 90.9 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 16 28 19 30:
Old : 33: 2 2 1 16 28 19 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 : 57.6 62.7 81.1 75.4 53.3 59.9 75.2 69.9
Old : 57.6 62.7 81.1 75.4 53.3 59.9 75.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 2,022,978: 0 70,616 46,480 1,976,498 1,905,882 2,022,978 2,022,978: 0 0
Old : 2,022,978: 0 70,616 46,480 1,976,498 1,905,882 2,022,978 2,022,978: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -66,191: 0 -3,519 0 -66,191 -39,352 -66,191 -42,871: 0 -23,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.3 97.7 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 2.3 97.7 94.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 1 14 20 15 23:
Old : 28: 0 3 1 14 20 15 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 : 65.0 67.1 92.1 82.5 64.5 66.0 89.0 78.7
Old : 65.0 67.1 92.1 82.5 64.5 66.0 89.0 78.7
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 17,088: 0 0 0 16,952 17,064 16,952 17,064: 136 24
Old : 17,088: 0 0 0 16,952 17,064 16,952 17,064: 136 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -774: 0 0 0 -774 -684 -774 -684: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.9 99.2 99.9: 0.8 0.1
Old : 100.0: 0.0 0.0 0.0 99.2 99.9 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 23 24 23 24:
Old : 29: 0 0 0 23 24 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 : 59.5 53.9 83.0 79.4 57.5 40.5 60.5 57.3
Old : 59.5 53.9 83.0 79.4 57.5 40.5 60.5 57.3
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, April 7, 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 : 6,478: 0 0 0 5,397 6,448 5,397 6,448: 1,081 30
Old : 6,478: 0 0 0 5,397 6,448 5,397 6,448: 1,081 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -332: 0 0 0 -459 -347 -459 -347: 127 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.3 99.5 83.3 99.5: 16.7 0.5
Old : 100.0: 0.0 0.0 0.0 83.3 99.5 83.3 99.5: 16.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 19 20 19:
Old : 22: 0 0 0 20 19 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 : 39.9 58.4 60.0 82.2 32.8 49.4 42.5 61.4
Old : 39.9 58.4 60.0 82.2 32.8 49.4 42.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 6,965: 0 0 0 6,827 6,905 6,827 6,905: 138 60
Old : 6,965: 0 0 0 6,827 6,905 6,827 6,905: 138 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.1 98.0 99.1: 2.0 0.9
Old : 100.0: 0.0 0.0 0.0 98.0 99.1 98.0 99.1: 2.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 18 13 18:
Old : 20: 0 0 0 13 18 13 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 : 79.9 53.0 94.3 77.8 58.4 40.5 61.1 55.6
Old : 79.9 53.0 94.3 77.8 58.4 40.5 61.1 55.6
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, April 7, 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 : 2,789,911: 194,607 103,463 999,300 1,520,229 1,613,330 2,714,136 2,716,094: 75,775 73,817
Old : 2,789,911: 194,607 103,463 999,300 1,520,229 1,613,330 2,714,136 2,716,094: 75,775 73,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,225: 655 -2,484 12,386 -10,564 -10,798 2,478 -896: -5,703 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.7 35.8 54.5 57.8 97.3 97.4: 2.7 2.6
Old : 100.0: 7.0 3.7 35.8 54.5 57.8 97.3 97.4: 2.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 122 87 173 83 89 292 272:
Old : 314: 122 87 173 83 89 292 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 27.3 43.2 43.3 5.7 4.5 8.1 6.9
Old : 28.4 27.3 43.2 43.3 5.7 4.5 8.1 6.9
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, April 7, 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 : 112,775: 6,164 15,981 35,635 69,117 58,642 110,916 110,258: 1,859 2,517
Old : 112,775: 6,164 15,981 35,635 69,117 58,642 110,916 110,258: 1,859 2,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 9,022: 1,877 -4,828 5,359 1,888 8,097 9,125 8,628: -103 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.2 31.6 61.3 52.0 98.4 97.8: 1.6 2.2
Old : 100.0: 5.5 14.2 31.6 61.3 52.0 98.4 97.8: 1.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 6 12 16 17 29 30:
Old : 34: 8 6 12 16 17 29 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 : 67.7 58.6 79.9 77.4 44.5 37.7 51.4 50.0
Old : 67.7 58.6 79.9 77.4 44.5 37.7 51.4 50.0
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, April 7, 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 : 204,822: 19,732 27,896 12,572 129,879 108,738 162,183 149,206: 42,639 55,616
Old : 204,822: 19,732 27,896 12,572 129,879 108,738 162,183 149,206: 42,639 55,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 3,755: 1,018 1,464 -468 7,505 -2,718 8,055 -1,722: -4,300 5,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.6 6.1 63.4 53.1 79.2 72.8: 20.8 27.2
Old : 100.0: 9.6 13.6 6.1 63.4 53.1 79.2 72.8: 20.8 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 6 6 20 22 26 30:
Old : 32: 2 6 6 20 22 26 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 : 39.4 30.7 55.8 45.2 35.2 24.8 48.1 37.2
Old : 39.4 30.7 55.8 45.2 35.2 24.8 48.1 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 209,636: 22,091 18,794 65,484 118,682 122,393 206,257 206,671: 3,379 2,965
Old : 209,636: 22,091 18,794 65,484 118,682 122,393 206,257 206,671: 3,379 2,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 3,263: 2,230 267 612 127 2,136 2,970 3,015: 293 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.0 31.2 56.6 58.4 98.4 98.6: 1.6 1.4
Old : 100.0: 10.5 9.0 31.2 56.6 58.4 98.4 98.6: 1.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 27 21 41 26 27 70 72:
Old : 76: 27 21 41 26 27 70 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.0 55.7 58.1 7.8 11.5 11.7 15.0
Old : 33.1 37.0 55.7 58.1 7.8 11.5 11.7 15.0
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, April 7, 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 : 528,019: 19,822 16,176 79,873 396,325 401,259 496,020 497,307: 31,999 30,712
Old : 528,019: 19,822 16,176 79,873 396,325 401,259 496,020 497,307: 31,999 30,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 11,022: 1,009 1,043 -3,622 -3,220 2,785 -5,833 205: 16,855 10,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.1 15.1 75.1 76.0 93.9 94.2: 6.1 5.8
Old : 100.0: 3.8 3.1 15.1 75.1 76.0 93.9 94.2: 6.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 4 8 31 31 39 39:
Old : 39: 4 4 8 31 31 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 32.7 55.6 51.3 12.7 10.5 17.0 15.8
Old : 34.4 32.7 55.6 51.3 12.7 10.5 17.0 15.8
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 67,141: 2,548 3,441 2,100 60,291 57,855 64,939 63,396: 2,202 3,745
Old : 67,141: 2,548 3,441 2,100 60,291 57,855 64,939 63,396: 2,202 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -10,378: 420 75 -150 -12,186 -13,636 -11,916 -13,711: 1,538 3,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.1 3.1 89.8 86.2 96.7 94.4: 3.3 5.6
Old : 100.0: 3.8 5.1 3.1 89.8 86.2 96.7 94.4: 3.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 3 2 38 42 43 46:
Old : 54: 4 3 2 38 42 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 34.4 63.7 53.6 31.4 26.8 38.7 34.2
Old : 44.8 34.4 63.7 53.6 31.4 26.8 38.7 34.2
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, April 7, 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 : 197,024: 24,649 34,511 38,139 125,646 114,345 188,434 186,995: 8,590 10,029
Old : 197,024: 24,649 34,511 38,139 125,646 114,345 188,434 186,995: 8,590 10,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 206: 844 -3,202 569 -1,092 3,233 321 600: -115 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.5 19.4 63.8 58.0 95.6 94.9: 4.4 5.1
Old : 100.0: 12.5 17.5 19.4 63.8 58.0 95.6 94.9: 4.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 20 24 23 22 51 52:
Old : 57: 13 20 24 23 22 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 35.9 57.8 52.6 17.8 14.3 24.6 20.6
Old : 40.9 35.9 57.8 52.6 17.8 14.3 24.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,473: 1,688 3,145 5,801 19,503 20,357 26,992 29,303: 6,481 4,170
Old : 33,473: 1,688 3,145 5,801 19,503 20,357 26,992 29,303: 6,481 4,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1: -627 0 -835 1,511 226 49 -609: -48 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.4 17.3 58.3 60.8 80.6 87.5: 19.4 12.5
Old : 100.0: 5.0 9.4 17.3 58.3 60.8 80.6 87.5: 19.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 6 12 13 19 19:
Old : 20: 4 3 6 12 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.1 64.2 64.8 19.4 20.5 23.1 27.6
Old : 44.3 45.1 64.2 64.8 19.4 20.5 23.1 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 61,368: 0 1,950 1,080 48,027 43,649 49,107 46,679: 12,261 14,689
Old : 61,368: 0 1,950 1,080 48,027 43,649 49,107 46,679: 12,261 14,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -7,276: 0 -220 0 -5,244 -6,471 -5,244 -6,691: -2,032 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.8 78.3 71.1 80.0 76.1: 20.0 23.9
Old : 100.0: 0.0 3.2 1.8 78.3 71.1 80.0 76.1: 20.0 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 17 18 18:
Old : 22: 0 1 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 40.6 67.8 58.4 38.2 24.4 46.7 37.0
Old : 53.3 40.6 67.8 58.4 38.2 24.4 46.7 37.0
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, April 7, 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 : 108,219: 5,113 3,564 7,874 53,089 60,300 66,076 71,738: 42,143 36,481
Old : 108,219: 5,113 3,564 7,874 53,089 60,300 66,076 71,738: 42,143 36,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,892: 432 101 102 -9,538 -3,506 -9,004 -3,303: 7,112 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.3 7.3 49.1 55.7 61.1 66.3: 38.9 33.7
Old : 100.0: 4.7 3.3 7.3 49.1 55.7 61.1 66.3: 38.9 33.7
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 : 23: 3 1 4 18 17 22 21:
Old : 23: 3 1 4 18 17 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 : 29.5 30.5 43.6 49.1 19.2 22.3 26.7 30.4
Old : 29.5 30.5 43.6 49.1 19.2 22.3 26.7 30.4
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 39,238: 315 4,555 1,155 36,783 32,703 38,253 38,413: 985 825
Old : 39,238: 315 4,555 1,155 36,783 32,703 38,253 38,413: 985 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,821: 195 -400 -75 -2,926 -2,171 -2,806 -2,646: 985 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 11.6 2.9 93.7 83.3 97.5 97.9: 2.5 2.1
Old : 100.0: 0.8 11.6 2.9 93.7 83.3 97.5 97.9: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 5 1 21 29 22 35:
Old : 39: 1 5 1 21 29 22 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 34.2 83.8 56.5 61.9 34.2 75.1 55.9
Old : 65.8 34.2 83.8 56.5 61.9 34.2 75.1 55.9
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, April 7, 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 : 13,901: 9,014 3,246 63 2,677 10,100 11,754 13,409: 2,147 492
Old : 13,901: 9,014 3,246 63 2,677 10,100 11,754 13,409: 2,147 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 727: 395 363 6 83 384 484 753: 243 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 23.4 0.5 19.3 72.7 84.6 96.5: 15.4 3.5
Old : 100.0: 64.8 23.4 0.5 19.3 72.7 84.6 96.5: 15.4 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 : 108: 44 19 2 17 27 63 47:
Old : 108: 44 19 2 17 27 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 38.1 47.6 53.8 37.0 38.0 47.6 53.7
Old : 37.0 38.1 47.6 53.8 37.0 38.0 47.6 53.7
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 20,969: 10,247 2,748 153 6,093 16,928 16,493 19,829: 4,476 1,140
Old : 20,969: 10,247 2,748 153 6,093 16,928 16,493 19,829: 4,476 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 868: 396 239 -9 -36 535 351 765: 517 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 13.1 0.7 29.1 80.7 78.7 94.6: 21.3 5.4
Old : 100.0: 48.9 13.1 0.7 29.1 80.7 78.7 94.6: 21.3 5.4
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 : 85: 39 11 5 14 23 58 35:
Old : 85: 39 11 5 14 23 58 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 33.9 44.6 56.5 29.1 33.9 44.6 56.5
Old : 29.1 33.9 44.6 56.5 29.1 33.9 44.6 56.5
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, April 7, 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 : 237,236: 56,250 5,680 31,702 124,364 181,471 212,316 218,853: 24,920 18,383
Old : 237,236: 56,250 5,680 31,702 124,364 181,471 212,316 218,853: 24,920 18,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 4,235: 729 -448 119 -1,149 956 -300 627: 4,536 3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 2.4 13.4 52.4 76.5 89.5 92.3: 10.5 7.7
Old : 100.0: 23.7 2.4 13.4 52.4 76.5 89.5 92.3: 10.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 69 12 42 69 83 146 131:
Old : 175: 69 12 42 69 83 146 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 25.8 32.3 36.1 15.0 18.8 23.1 25.6
Old : 20.6 25.8 32.3 36.1 15.0 18.8 23.1 25.6
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, April 7, 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 : 8,504: 3,913 545 7 3,210 7,115 7,130 7,667: 1,374 837
Old : 8,504: 3,913 545 7 3,210 7,115 7,130 7,667: 1,374 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -148: 312 -57 -450 -229 395 -367 -112: 219 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 6.4 0.1 37.7 83.7 83.8 90.2: 16.2 9.8
Old : 100.0: 46.0 6.4 0.1 37.7 83.7 83.8 90.2: 16.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 1 10 9 19 11:
Old : 20: 8 2 1 10 9 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 65.3 62.0 83.3 41.8 53.0 53.5 65.9
Old : 44.2 65.3 62.0 83.3 41.8 53.0 53.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 7,063: 900 0 0 5,939 6,043 6,839 6,043: 224 1,020
Old : 7,063: 900 0 0 5,939 6,043 6,839 6,043: 224 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,995: 50 0 -50 -1,845 -2,495 -1,845 -2,545: -150 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 0.0 84.1 85.6 96.8 85.6: 3.2 14.4
Old : 100.0: 12.7 0.0 0.0 84.1 85.6 96.8 85.6: 3.2 14.4
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 : 31: 3 0 0 20 24 23 24:
Old : 31: 3 0 0 20 24 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 : 48.1 33.8 68.4 53.9 30.2 17.9 40.6 27.8
Old : 48.1 33.8 68.4 53.9 30.2 17.9 40.6 27.8
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, April 7, 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 : 31,140: 1,150 0 127 28,792 30,995 30,069 31,122: 1,071 18
Old : 31,140: 1,150 0 127 28,792 30,995 30,069 31,122: 1,071 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -490: -283 0 77 -380 -527 -586 -450: 96 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.4 92.5 99.5 96.6 99.9: 3.4 0.1
Old : 100.0: 3.7 0.0 0.4 92.5 99.5 96.6 99.9: 3.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 0 1 32 30 35 31:
Old : 40: 3 0 1 32 30 35 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 : 40.5 60.8 58.8 84.4 32.2 48.8 44.7 61.5
Old : 40.5 60.8 58.8 84.4 32.2 48.8 44.7 61.5
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 24,730: 846 175 149 22,824 23,293 23,819 23,617: 911 1,113
Old : 24,730: 846 175 149 22,824 23,293 23,819 23,617: 911 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -319: -25 -125 0 -207 -482 -232 -607: -87 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.7 0.6 92.3 94.2 96.3 95.5: 3.7 4.5
Old : 100.0: 3.4 0.7 0.6 92.3 94.2 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 18 12 20 14:
Old : 25: 1 1 2 18 12 20 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 : 71.3 87.7 85.5 93.2 71.3 83.0 84.9 86.2
Old : 71.3 87.7 85.5 93.2 71.3 83.0 84.9 86.2
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, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,499: 50 75 0 16,125 16,024 16,175 16,099: 324 400
Old : 16,499: 50 75 0 16,125 16,024 16,175 16,099: 324 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,737: -75 75 0 -1,662 -2,212 -1,737 -2,137: 0 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.0 97.7 97.1 98.0 97.6: 2.0 2.4
Old : 100.0: 0.3 0.5 0.0 97.7 97.1 98.0 97.6: 2.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 24 16 25 17:
Old : 31: 1 1 0 24 16 25 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 : 66.0 73.3 79.7 88.3 47.9 54.4 57.0 61.3
Old : 66.0 73.3 79.7 88.3 47.9 54.4 57.0 61.3
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, April 7, 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 : 4,402: 0 639 0 3,225 2,985 3,225 3,624: 1,177 778
Old : 4,402: 0 639 0 3,225 2,985 3,225 3,624: 1,177 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -299: 0 -31 0 -328 -196 -328 -227: 29 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 0.0 73.3 67.8 73.3 82.3: 26.7 17.7
Old : 100.0: 0.0 14.5 0.0 73.3 67.8 73.3 82.3: 26.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 17 17 17 19:
Old : 21: 0 2 0 17 17 17 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 : 59.6 46.7 68.4 65.2 57.2 46.5 60.3 60.8
Old : 59.6 46.7 68.4 65.2 57.2 46.5 60.3 60.8
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, April 7, 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 : 26,170: 903 960 141 22,083 24,216 23,127 25,317: 3,043 853
Old : 26,170: 903 960 141 22,083 24,216 23,127 25,317: 3,043 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,751: 6 0 -31 -3,766 -1,816 -3,791 -1,847: 2,040 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.7 0.5 84.4 92.5 88.4 96.7: 11.6 3.3
Old : 100.0: 3.5 3.7 0.5 84.4 92.5 88.4 96.7: 11.6 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 : 41: 4 2 1 26 28 30 31:
Old : 41: 4 2 1 26 28 30 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 : 48.1 56.6 64.1 75.7 47.4 51.7 61.3 68.3
Old : 48.1 56.6 64.1 75.7 47.4 51.7 61.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,148: 0 2,160 0 10,360 8,583 10,360 10,743: 788 405
Old : 11,148: 0 2,160 0 10,360 8,583 10,360 10,743: 788 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,537: -45 600 -180 -1,916 -2,298 -2,141 -1,878: 604 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.4 0.0 92.9 77.0 92.9 96.4: 7.1 3.6
Old : 100.0: 0.0 19.4 0.0 92.9 77.0 92.9 96.4: 7.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 20 21 21:
Old : 27: 0 1 0 21 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 68.8 69.3 81.8 48.7 60.9 58.3 67.1
Old : 50.6 68.8 69.3 81.8 48.7 60.9 58.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 53,042: 3,682 5,847 585 44,389 43,983 48,656 50,415: 4,386 2,627
Old : 53,042: 3,682 5,847 585 44,389 43,983 48,656 50,415: 4,386 2,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,742: -269 -480 58 -3,499 -3,690 -3,710 -4,112: 968 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.0 1.1 83.7 82.9 91.7 95.0: 8.3 5.0
Old : 100.0: 6.9 11.0 1.1 83.7 82.9 91.7 95.0: 8.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 3 4 26 30 31 36:
Old : 41: 4 3 4 26 30 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 28.4 50.5 49.5 23.8 19.9 35.7 31.6
Old : 28.7 28.4 50.5 49.5 23.8 19.9 35.7 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2009