GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 45,875: 3,552 55 839 41,127 44,736 45,518 45,630: 357 245
Old : 45,875: 3,552 55 839 41,127 44,736 45,518 45,630: 357 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -9,247: -1,485 -34 314 -7,958 -9,520 -9,129 -9,240: -118 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.1 1.8 89.7 97.5 99.2 99.5: 0.8 0.5
Old : 100.0: 7.7 0.1 1.8 89.7 97.5 99.2 99.5: 0.8 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 : 47: 4 2 2 30 36 35 40:
Old : 47: 4 2 2 30 36 35 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 : 49.6 56.5 69.8 75.1 38.0 42.0 47.3 52.1
Old : 49.6 56.5 69.8 75.1 38.0 42.0 47.3 52.1
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,691: 600 145 50 22,785 23,100 23,435 23,295: 256 396
Old : 23,691: 600 145 50 22,785 23,100 23,435 23,295: 256 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,950: -285 25 -25 -2,545 -2,930 -2,855 -2,930: -95 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.6 0.2 96.2 97.5 98.9 98.3: 1.1 1.7
Old : 100.0: 2.5 0.6 0.2 96.2 97.5 98.9 98.3: 1.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 1 28 29 30 31:
Old : 40: 1 2 1 28 29 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 : 60.4 53.7 73.8 75.3 29.7 32.1 40.0 41.4
Old : 60.4 53.7 73.8 75.3 29.7 32.1 40.0 41.4
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, May 5, 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 : 7,379: 858 0 371 4,898 5,860 6,127 6,231: 1,252 1,148
Old : 7,379: 858 0 371 4,898 5,860 6,127 6,231: 1,252 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -499: -87 -52 -84 -188 -453 -359 -589: -140 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 5.0 66.4 79.4 83.0 84.4: 17.0 15.6
Old : 100.0: 11.6 0.0 5.0 66.4 79.4 83.0 84.4: 17.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 19 18 20:
Old : 21: 1 0 1 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 58.3 72.2 68.7 47.9 53.4 56.9 57.5
Old : 57.5 58.3 72.2 68.7 47.9 53.4 56.9 57.5
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,575: 292 681 245 9,972 9,911 10,509 10,837: 1,066 738
Old : 11,575: 292 681 245 9,972 9,911 10,509 10,837: 1,066 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,284: -54 -171 -14 -2,115 -1,993 -2,183 -2,178: -101 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.9 2.1 86.2 85.6 90.8 93.6: 9.2 6.4
Old : 100.0: 2.5 5.9 2.1 86.2 85.6 90.8 93.6: 9.2 6.4
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 : 50: 2 4 3 38 43 41 49:
Old : 50: 2 4 3 38 43 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 : 34.7 39.6 51.1 56.0 31.7 33.9 44.2 46.4
Old : 34.7 39.6 51.1 56.0 31.7 33.9 44.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,916: 140 0 0 8,213 8,115 8,353 8,115: 563 801
Old : 8,916: 140 0 0 8,213 8,115 8,353 8,115: 563 801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,163: -60 -114 -5 -1,899 -1,805 -1,964 -1,924: -199 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 92.1 91.0 93.7 91.0: 6.3 9.0
Old : 100.0: 1.6 0.0 0.0 92.1 91.0 93.7 91.0: 6.3 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 : 53: 3 0 0 40 45 43 45:
Old : 53: 3 0 0 40 45 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 31.7 49.1 47.8 31.0 26.3 43.0 39.0
Old : 33.6 31.7 49.1 47.8 31.0 26.3 43.0 39.0
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, May 5, 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 : 3,651: 560 75 0 2,105 2,767 2,665 2,842: 986 809
Old : 3,651: 560 75 0 2,105 2,767 2,665 2,842: 986 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -421: 0 -30 0 -279 -352 -279 -382: -142 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.1 0.0 57.7 75.8 73.0 77.8: 27.0 22.2
Old : 100.0: 15.3 2.1 0.0 57.7 75.8 73.0 77.8: 27.0 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 14 17 16 18:
Old : 22: 2 1 0 14 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 44.8 55.3 62.0 34.9 39.6 45.2 52.8
Old : 40.0 44.8 55.3 62.0 34.9 39.6 45.2 52.8
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, May 5, 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 : 2,446: 0 0 0 1,617 1,841 1,617 1,841: 829 605
Old : 2,446: 0 0 0 1,617 1,841 1,617 1,841: 829 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -582: -95 0 0 -460 -543 -555 -543: -27 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 66.1 75.3 66.1 75.3: 33.9 24.7
Old : 100.0: 0.0 0.0 0.0 66.1 75.3 66.1 75.3: 33.9 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 15 18 15:
Old : 23: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 41.2 49.0 65.1 27.1 40.5 41.0 55.0
Old : 31.9 41.2 49.0 65.1 27.1 40.5 41.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 286,745: 33,801 15,436 51,893 157,169 186,454 242,862 253,783: 43,882 32,962
Old : 286,745: 33,801 15,436 51,893 157,169 186,454 242,862 253,783: 43,882 32,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -8,299: 178 -1,019 297 -8,255 -8,089 -7,781 -8,811: -519 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.4 18.1 54.8 65.0 84.7 88.5: 15.3 11.5
Old : 100.0: 11.8 5.4 18.1 54.8 65.0 84.7 88.5: 15.3 11.5
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 : 134: 33 23 38 63 64 115 114:
Old : 134: 33 23 38 63 64 115 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 27.9 35.0 37.1 15.8 23.0 23.5 28.5
Old : 24.3 27.9 35.0 37.1 15.8 23.0 23.5 28.5
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, May 5, 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 : 17,337: 448 0 150 16,453 16,774 17,051 16,924: 286 413
Old : 17,337: 448 0 150 16,453 16,774 17,051 16,924: 286 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -6,528: 91 -200 109 -6,171 -6,280 -5,971 -6,371: -557 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.9 94.9 96.8 98.4 97.6: 1.6 2.4
Old : 100.0: 2.6 0.0 0.9 94.9 96.8 98.4 97.6: 1.6 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 : 55: 3 0 1 39 44 42 45:
Old : 55: 3 0 1 39 44 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 31.1 61.7 50.3 33.8 24.1 47.2 36.6
Old : 43.2 31.1 61.7 50.3 33.8 24.1 47.2 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 20,320: 305 0 0 17,881 19,110 18,186 19,110: 2,134 1,210
Old : 20,320: 305 0 0 17,881 19,110 18,186 19,110: 2,134 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -960: 140 0 0 -950 -1,090 -810 -1,090: -150 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 88.0 94.0 89.5 94.0: 10.5 6.0
Old : 100.0: 1.5 0.0 0.0 88.0 94.0 89.5 94.0: 10.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 24 24 26 24:
Old : 30: 2 0 0 24 24 26 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 : 52.1 51.0 69.1 71.1 35.2 33.5 41.5 44.9
Old : 52.1 51.0 69.1 71.1 35.2 33.5 41.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,112: 6,174 0 50 12,588 16,737 18,812 16,787: 300 2,325
Old : 19,112: 6,174 0 50 12,588 16,737 18,812 16,787: 300 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -858: 3,135 -25 -1,455 -2,538 622 -858 -858: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.0 0.3 65.9 87.6 98.4 87.8: 1.6 12.2
Old : 100.0: 32.3 0.0 0.3 65.9 87.6 98.4 87.8: 1.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 13 14 17 15:
Old : 21: 4 0 1 13 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 67.1 86.8 81.6 61.0 62.7 75.1 67.8
Old : 66.2 67.1 86.8 81.6 61.0 62.7 75.1 67.8
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, May 5, 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 : 903,105: 145,547 178,368 339,561 333,251 341,058 818,359 858,988: 84,746 44,117
Old : 903,105: 145,547 178,368 339,561 333,251 341,058 818,359 858,988: 84,746 44,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 13,171: 3,853 8,341 668 6,340 583 10,860 9,592: 2,311 3,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.8 37.6 36.9 37.8 90.6 95.1: 9.4 4.9
Old : 100.0: 16.1 19.8 37.6 36.9 37.8 90.6 95.1: 9.4 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 : 247: 71 80 105 82 68 223 195:
Old : 247: 71 80 105 82 68 223 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 42.6 46.2 54.4 13.5 18.8 17.0 22.3
Old : 34.7 42.6 46.2 54.4 13.5 18.8 17.0 22.3
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, May 5, 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 : 94,259: 3,732 0 3,237 79,405 82,574 86,374 85,811: 7,885 8,448
Old : 94,259: 3,732 0 3,237 79,405 82,574 86,374 85,811: 7,885 8,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,979: 1,786 0 -317 178 2,314 1,647 1,997: 332 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 3.4 84.2 87.6 91.6 91.0: 8.4 9.0
Old : 100.0: 4.0 0.0 3.4 84.2 87.6 91.6 91.0: 8.4 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 : 29: 3 0 3 22 26 25 29:
Old : 29: 3 0 3 22 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 39.2 70.5 57.9 45.8 32.0 58.7 49.1
Old : 50.0 39.2 70.5 57.9 45.8 32.0 58.7 49.1
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,301: 1,884 11,474 2,172 45,325 29,439 49,381 43,085: 9,920 16,216
Old : 59,301: 1,884 11,474 2,172 45,325 29,439 49,381 43,085: 9,920 16,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -3,785: -206 -1,400 711 -4,277 -2,656 -3,772 -3,345: -13 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 19.3 3.7 76.4 49.6 83.3 72.7: 16.7 27.3
Old : 100.0: 3.2 19.3 3.7 76.4 49.6 83.3 72.7: 16.7 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 4 16 15 20 19:
Old : 23: 2 2 4 16 15 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 : 44.5 40.8 63.9 54.7 37.3 31.5 53.3 43.2
Old : 44.5 40.8 63.9 54.7 37.3 31.5 53.3 43.2
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, May 5, 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 : 79,630: 3,694 3,050 2,574 64,644 62,360 70,912 67,984: 8,718 11,646
Old : 79,630: 3,694 3,050 2,574 64,644 62,360 70,912 67,984: 8,718 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -6,671: -465 -372 772 -6,517 -6,699 -6,210 -6,299: -461 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.8 3.2 81.2 78.3 89.1 85.4: 10.9 14.6
Old : 100.0: 4.6 3.8 3.2 81.2 78.3 89.1 85.4: 10.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 24 25 28 28:
Old : 32: 2 1 3 24 25 28 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 : 31.8 33.8 52.8 54.4 29.2 28.1 47.7 42.6
Old : 31.8 33.8 52.8 54.4 29.2 28.1 47.7 42.6
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, May 5, 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 : 96,764: 0 0 0 84,827 85,197 84,827 85,197: 11,937 11,567
Old : 96,764: 0 0 0 84,827 85,197 84,827 85,197: 11,937 11,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -4,168: 0 0 0 -3,212 -3,121 -3,212 -3,121: -956 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.7 88.0 87.7 88.0: 12.3 12.0
Old : 100.0: 0.0 0.0 0.0 87.7 88.0 87.7 88.0: 12.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 24 21 24 21:
Old : 26: 0 0 0 24 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 42.3 61.1 62.9 30.8 29.8 43.9 45.5
Old : 40.9 42.3 61.1 62.9 30.8 29.8 43.9 45.5
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, May 5, 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 : 87,384: 1,020 3,796 4,372 77,093 74,106 82,485 82,274: 4,899 5,110
Old : 87,384: 1,020 3,796 4,372 77,093 74,106 82,485 82,274: 4,899 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -8,629: -340 -147 -254 -7,406 -6,528 -8,000 -6,929: -629 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 4.3 5.0 88.2 84.8 94.4 94.2: 5.6 5.8
Old : 100.0: 1.2 4.3 5.0 88.2 84.8 94.4 94.2: 5.6 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 : 41: 1 4 3 27 27 31 31:
Old : 41: 1 4 3 27 27 31 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 : 44.4 28.1 61.4 44.3 40.0 26.8 52.8 39.0
Old : 44.4 28.1 61.4 44.3 40.0 26.8 52.8 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 123,839: 0 7,814 7,317 108,776 102,350 116,093 117,481: 7,746 6,358
Old : 123,839: 0 7,814 7,317 108,776 102,350 116,093 117,481: 7,746 6,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -7,581: -895 1,520 -1,750 -5,827 -6,340 -8,472 -6,570: 891 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 5.9 87.8 82.6 93.7 94.9: 6.3 5.1
Old : 100.0: 0.0 6.3 5.9 87.8 82.6 93.7 94.9: 6.3 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 : 38: 0 3 3 22 31 25 34:
Old : 38: 0 3 3 22 31 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 31.8 76.7 53.0 51.6 31.1 65.8 49.0
Old : 57.0 31.8 76.7 53.0 51.6 31.1 65.8 49.0
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, May 5, 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 : 77,618: 909 10,097 14,270 57,339 46,762 72,518 71,129: 5,100 6,489
Old : 77,618: 909 10,097 14,270 57,339 46,762 72,518 71,129: 5,100 6,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -326: 292 2,721 -3,580 4,366 1,441 1,078 582: -1,404 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 13.0 18.4 73.9 60.2 93.4 91.6: 6.6 8.4
Old : 100.0: 1.2 13.0 18.4 73.9 60.2 93.4 91.6: 6.6 8.4
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 : 21: 1 2 3 13 13 16 16:
Old : 21: 1 2 3 13 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 57.3 80.4 76.9 35.8 33.2 45.5 43.0
Old : 62.4 57.3 80.4 76.9 35.8 33.2 45.5 43.0
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,309: 1,252 0 310 44,838 47,139 46,400 47,449: 12,909 11,860
Old : 59,309: 1,252 0 310 44,838 47,139 46,400 47,449: 12,909 11,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -3,701: -124 0 0 -264 -3,248 -388 -3,248: -3,313 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.5 75.6 79.5 78.2 80.0: 21.8 20.0
Old : 100.0: 2.1 0.0 0.5 75.6 79.5 78.2 80.0: 21.8 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 23 19 24 20:
Old : 25: 1 0 1 23 19 24 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 : 35.7 43.4 51.8 62.8 33.5 35.5 46.2 48.6
Old : 35.7 43.4 51.8 62.8 33.5 35.5 46.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 97,640: 1,824 6,044 7,316 81,226 74,016 90,366 87,376: 7,274 10,264
Old : 97,640: 1,824 6,044 7,316 81,226 74,016 90,366 87,376: 7,274 10,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -6,254: -1,575 -1,952 1,417 -6,913 -5,641 -7,071 -6,176: 817 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.2 7.5 83.2 75.8 92.6 89.5: 7.4 10.5
Old : 100.0: 1.9 6.2 7.5 83.2 75.8 92.6 89.5: 7.4 10.5
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 : 36: 2 3 5 26 25 31 30:
Old : 36: 2 3 5 26 25 31 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 : 33.6 36.1 53.9 56.6 28.7 32.7 45.2 47.9
Old : 33.6 36.1 53.9 56.6 28.7 32.7 45.2 47.9
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, May 5, 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 : 2,080,089: 25,952 157,234 715,814 1,333,140 1,203,007 2,074,905 2,076,056: 5,184 4,033
Old : 2,080,089: 25,952 157,234 715,814 1,333,140 1,203,007 2,074,905 2,076,056: 5,184 4,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,524: 2,235 -3,477 304 -1,709 5,372 830 2,199: 1,694 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.6 34.4 64.1 57.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.2 7.6 34.4 64.1 57.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 38 34 64 60 59 128 127:
Old : 132: 38 34 64 60 59 128 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 31.4 53.7 50.0 8.0 6.9 9.6 8.9
Old : 35.1 31.4 53.7 50.0 8.0 6.9 9.6 8.9
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, May 5, 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 : 60,222: 0 9,507 1,817 54,791 39,587 56,608 50,911: 3,614 9,311
Old : 60,222: 0 9,507 1,817 54,791 39,587 56,608 50,911: 3,614 9,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -4,719: 0 -2,155 32 -4,483 -2,082 -4,451 -4,205: -268 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 3.0 91.0 65.7 94.0 84.5: 6.0 15.5
Old : 100.0: 0.0 15.8 3.0 91.0 65.7 94.0 84.5: 6.0 15.5
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: 0 2 2 13 13 15 15:
Old : 21: 0 2 2 13 13 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 : 71.0 40.4 87.4 66.4 67.5 38.6 83.4 62.3
Old : 71.0 40.4 87.4 66.4 67.5 38.6 83.4 62.3
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928
Old : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -9,531: 0 -620 0 -9,221 -8,663 -9,221 -9,283: -310 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 2.2
Old : 100.0: 0.0 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 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 : 21: 0 2 0 14 16 14 18:
Old : 21: 0 2 0 14 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5
Old : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5
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, May 5, 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 : 223,418: 9,200 11,088 6,967 196,224 195,230 212,391 213,285: 11,027 10,133
Old : 223,418: 9,200 11,088 6,967 196,224 195,230 212,391 213,285: 11,027 10,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -9,378: -112 -1,553 -834 -8,184 -6,410 -9,130 -8,797: -248 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.0 3.1 87.8 87.4 95.1 95.5: 4.9 4.5
Old : 100.0: 4.1 5.0 3.1 87.8 87.4 95.1 95.5: 4.9 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 : 46: 6 1 6 36 31 43 37:
Old : 46: 6 1 6 36 31 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 49.1 46.4 63.7 25.6 45.9 36.5 55.4
Old : 27.5 49.1 46.4 63.7 25.6 45.9 36.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 161,681: 1,425 4,348 2,295 143,833 149,636 147,553 156,279: 14,128 5,402
Old : 161,681: 1,425 4,348 2,295 143,833 149,636 147,553 156,279: 14,128 5,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -6,573: 465 798 -723 -5,069 -5,465 -5,327 -5,390: -1,246 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.7 1.4 89.0 92.6 91.3 96.7: 8.7 3.3
Old : 100.0: 0.9 2.7 1.4 89.0 92.6 91.3 96.7: 8.7 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 : 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 : 42.5 45.8 60.9 66.4 36.6 43.9 49.2 62.7
Old : 42.5 45.8 60.9 66.4 36.6 43.9 49.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 272,107: 11,124 0 16,596 226,231 239,693 253,951 256,289: 18,156 15,818
Old : 272,107: 11,124 0 16,596 226,231 239,693 253,951 256,289: 18,156 15,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -14,288: -1,178 -2,138 -1,896 -9,345 -11,211 -12,419 -15,245: -1,869 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 6.1 83.1 88.1 93.3 94.2: 6.7 5.8
Old : 100.0: 4.1 0.0 6.1 83.1 88.1 93.3 94.2: 6.7 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 : 49: 5 0 5 41 41 46 46:
Old : 49: 5 0 5 41 41 46 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 : 35.5 30.7 52.6 51.0 27.4 29.5 37.1 46.0
Old : 35.5 30.7 52.6 51.0 27.4 29.5 37.1 46.0
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, May 5, 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 : 100,706: 0 3,365 1,270 91,749 88,286 93,019 92,921: 7,687 7,785
Old : 100,706: 0 3,365 1,270 91,749 88,286 93,019 92,921: 7,687 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -5,394: 0 -157 -9 -5,110 -4,573 -5,119 -4,739: -275 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.3 91.1 87.7 92.4 92.3: 7.6 7.7
Old : 100.0: 0.0 3.3 1.3 91.1 87.7 92.4 92.3: 7.6 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 : 29: 0 5 3 19 19 22 24:
Old : 29: 0 5 3 19 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 43.3 80.3 67.2 55.8 40.3 67.7 57.0
Old : 59.7 43.3 80.3 67.2 55.8 40.3 67.7 57.0
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,826: 668 0 0 51,207 49,631 51,875 49,631: 3,951 6,195
Old : 55,826: 668 0 0 51,207 49,631 51,875 49,631: 3,951 6,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,683: 248 0 -248 -2,433 -1,943 -2,433 -2,191: -250 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 91.7 88.9 92.9 88.9: 7.1 11.1
Old : 100.0: 1.2 0.0 0.0 91.7 88.9 92.9 88.9: 7.1 11.1
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 0 19 18 20 18:
Old : 25: 1 0 0 19 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 43.8 72.4 63.8 53.1 36.9 65.3 52.5
Old : 56.4 43.8 72.4 63.8 53.1 36.9 65.3 52.5
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, May 5, 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 : 2,963,488: 661,435 122,572 925,031 1,339,130 1,902,679 2,925,596 2,950,282: 37,892 13,206
Old : 2,963,488: 661,435 122,572 925,031 1,339,130 1,902,679 2,925,596 2,950,282: 37,892 13,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -176,022: 26,967 -9,593 -79,466 -111,997 -84,515 -164,496 -173,574: -11,526 -2,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.1 31.2 45.2 64.2 98.7 99.6: 1.3 0.4
Old : 100.0: 22.3 4.1 31.2 45.2 64.2 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 32 23 50 100 98 155 149:
Old : 166: 32 23 50 100 98 155 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 37.1 45.4 50.2 16.2 19.5 20.5 27.6
Old : 35.0 37.1 45.4 50.2 16.2 19.5 20.5 27.6
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, May 5, 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 : 1,218,484: 169,783 85,994 269,162 773,546 859,676 1,212,491 1,214,832: 5,993 3,652
Old : 1,218,484: 169,783 85,994 269,162 773,546 859,676 1,212,491 1,214,832: 5,993 3,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 33,377: -856 1,081 21,064 13,919 11,966 34,127 34,111: -750 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.1 22.1 63.5 70.6 99.5 99.7: 0.5 0.3
Old : 100.0: 13.9 7.1 22.1 63.5 70.6 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 20 24 38 39 39 79 81:
Old : 85: 20 24 38 39 39 79 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 39.8 52.6 58.9 19.6 24.0 29.3 30.1
Old : 32.6 39.8 52.6 58.9 19.6 24.0 29.3 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 114,376: 2,864 2,168 9,210 101,137 102,872 113,211 114,251: 1,165 125
Old : 114,376: 2,864 2,168 9,210 101,137 102,872 113,211 114,251: 1,165 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -5,016: -638 131 -356 -4,199 -4,769 -5,193 -4,994: 177 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 8.1 88.4 89.9 99.0 99.9: 1.0 0.1
Old : 100.0: 2.5 1.9 8.1 88.4 89.9 99.0 99.9: 1.0 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 : 46: 6 4 8 35 34 45 42:
Old : 46: 6 4 8 35 34 45 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 : 47.0 45.0 68.4 69.5 7.3 8.1 10.2 11.8
Old : 47.0 45.0 68.4 69.5 7.3 8.1 10.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 7,460: 0 0 0 7,332 7,096 7,332 7,096: 128 364
Old : 7,460: 0 0 0 7,332 7,096 7,332 7,096: 128 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -572: 0 0 0 -572 -550 -572 -550: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 95.1 98.3 95.1: 1.7 4.9
Old : 100.0: 0.0 0.0 0.0 98.3 95.1 98.3 95.1: 1.7 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 13 13 13:
Old : 21: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 69.4 84.0 89.9 44.0 62.6 80.3 76.8
Old : 46.8 69.4 84.0 89.9 44.0 62.6 80.3 76.8
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, May 5, 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 : 31,960: 2,924 0 334 26,792 29,915 30,050 30,249: 1,909 1,711
Old : 31,960: 2,924 0 334 26,792 29,915 30,050 30,249: 1,909 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,982: -23 0 -6 -2,244 -1,978 -2,273 -1,984: 290 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 1.0 83.8 93.6 94.0 94.6: 6.0 5.4
Old : 100.0: 9.1 0.0 1.0 83.8 93.6 94.0 94.6: 6.0 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 : 21: 1 0 1 18 16 19 17:
Old : 21: 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 : 46.6 73.2 75.2 85.9 32.5 37.8 43.4 47.0
Old : 46.6 73.2 75.2 85.9 32.5 37.8 43.4 47.0
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, May 5, 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 : 15,844: 0 0 0 14,941 14,300 14,941 14,300: 903 1,544
Old : 15,844: 0 0 0 14,941 14,300 14,941 14,300: 903 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 217: 0 0 0 259 237 259 237: -42 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.3 90.3 94.3 90.3: 5.7 9.7
Old : 100.0: 0.0 0.0 0.0 94.3 90.3 94.3 90.3: 5.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 13 17 13:
Old : 20: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 63.5 76.6 80.4 34.2 38.6 48.6 46.0
Old : 52.9 63.5 76.6 80.4 34.2 38.6 48.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 28,585: 70 640 480 24,931 26,347 25,481 27,467: 3,104 1,118
Old : 28,585: 70 640 480 24,931 26,347 25,481 27,467: 3,104 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -911: -100 -20 -40 -987 -1,032 -1,127 -1,092: 216 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.2 1.7 87.2 92.2 89.1 96.1: 10.9 3.9
Old : 100.0: 0.2 2.2 1.7 87.2 92.2 89.1 96.1: 10.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 23 20 25 21:
Old : 26: 1 1 1 23 20 25 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 : 37.7 43.7 58.2 71.0 16.0 20.0 24.3 29.0
Old : 37.7 43.7 58.2 71.0 16.0 20.0 24.3 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 26,287: 0 0 0 25,785 25,499 25,785 25,499: 502 788
Old : 26,287: 0 0 0 25,785 25,499 25,785 25,499: 502 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -798: 0 0 0 -992 -766 -992 -766: 194 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Old : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 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 15 17 15:
Old : 22: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 81.9 83.1 90.5 48.2 68.7 71.1 74.9
Old : 56.6 81.9 83.1 90.5 48.2 68.7 71.1 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,666: 880 0 0 10,166 11,188 11,046 11,188: 1,620 1,478
Old : 12,666: 880 0 0 10,166 11,188 11,046 11,188: 1,620 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -337: -20 0 0 -350 -639 -370 -639: 33 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 80.3 88.3 87.2 88.3: 12.8 11.7
Old : 100.0: 6.9 0.0 0.0 80.3 88.3 87.2 88.3: 12.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 16 16 16:
Old : 20: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 53.4 68.1 78.1 38.7 45.8 60.8 64.5
Old : 40.1 53.4 68.1 78.1 38.7 45.8 60.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 19,495: 5 0 0 18,249 18,613 18,254 18,613: 1,241 882
Old : 19,495: 5 0 0 18,249 18,613 18,254 18,613: 1,241 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -224: 0 -18 -30 -482 -564 -512 -612: 288 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 95.5 93.6 95.5: 6.4 4.5
Old : 100.0: 0.0 0.0 0.0 93.6 95.5 93.6 95.5: 6.4 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 : 21: 1 0 0 17 18 18 18:
Old : 21: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 60.1 76.5 78.6 31.9 40.9 41.1 44.6
Old : 50.9 60.1 76.5 78.6 31.9 40.9 41.1 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 97,745: 6,167 8,645 0 91,578 89,100 97,745 97,745: 0 0
Old : 97,745: 6,167 8,645 0 91,578 89,100 97,745 97,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.8 0.0 93.7 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 8.8 0.0 93.7 91.2 100.0 100.0: 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 : 20: 1 2 0 11 8 12 10:
Old : 20: 1 2 0 11 8 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 77.1 93.2 98.4 76.6 77.1 92.1 98.4
Old : 76.6 77.1 93.2 98.4 76.6 77.1 92.1 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,638,560: 79,488 93,120 0 1,559,072 1,545,440 1,638,560 1,638,560: 0 0
Old : 1,638,560: 79,488 93,120 0 1,559,072 1,545,440 1,638,560 1,638,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -3,936: -7,840 -3,680 0 3,904 -256 -3,936 -3,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.7 0.0 95.1 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 5.7 0.0 95.1 94.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 11 7 12 9:
Old : 20: 1 2 0 11 7 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 81.3 93.0 99.0 77.1 81.3 92.7 99.0
Old : 77.1 81.3 93.0 99.0 77.1 81.3 92.7 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 148,948: 13,855 6,837 0 135,093 140,831 148,948 147,668: 0 1,280
Old : 148,948: 13,855 6,837 0 135,093 140,831 148,948 147,668: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -5,408: 378 -330 -880 -4,906 -4,198 -5,408 -5,408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.6 0.0 90.7 94.6 100.0 99.1: 0.0 0.9
Old : 100.0: 9.3 4.6 0.0 90.7 94.6 100.0 99.1: 0.0 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 : 32: 3 1 0 17 25 20 26:
Old : 32: 3 1 0 17 25 20 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 : 59.4 62.2 83.1 78.8 56.7 61.4 80.1 75.9
Old : 59.4 62.2 83.1 78.8 56.7 61.4 80.1 75.9
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, May 5, 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 : 2,425,108: 112,344 50,248 27,336 2,285,428 2,347,524 2,425,108 2,425,108: 0 0
Old : 2,425,108: 112,344 50,248 27,336 2,285,428 2,347,524 2,425,108 2,425,108: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -39,054: 18,432 -7,840 -10,672 -46,814 -20,542 -39,054 -39,054: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 1.1 94.2 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 2.1 1.1 94.2 96.8 100.0 100.0: 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 : 30: 2 1 2 17 22 19 25:
Old : 30: 2 1 2 17 22 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 64.5 91.4 80.9 64.6 63.7 88.2 77.7
Old : 66.0 64.5 91.4 80.9 64.6 63.7 88.2 77.7
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, May 5, 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 : 18,534: 0 0 0 17,694 18,425 17,694 18,425: 840 109
Old : 18,534: 0 0 0 17,694 18,425 17,694 18,425: 840 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,418: 0 0 0 -1,917 -1,467 -1,917 -1,467: 499 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 99.4 95.5 99.4: 4.5 0.6
Old : 100.0: 0.0 0.0 0.0 95.5 99.4 95.5 99.4: 4.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 23 23 23 23:
Old : 29: 0 0 0 23 23 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 50.7 82.2 80.9 48.9 33.7 53.3 48.7
Old : 58.7 50.7 82.2 80.9 48.9 33.7 53.3 48.7
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, May 5, 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 : 6,328: 0 0 0 5,204 6,172 5,204 6,172: 1,124 156
Old : 6,328: 0 0 0 5,204 6,172 5,204 6,172: 1,124 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -601: 0 0 0 -539 -635 -539 -635: -62 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.2 97.5 82.2 97.5: 17.8 2.5
Old : 100.0: 0.0 0.0 0.0 82.2 97.5 82.2 97.5: 17.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 19 18 19 18:
Old : 21: 0 0 0 19 18 19 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 : 42.4 57.6 61.4 81.3 29.0 42.1 37.9 53.3
Old : 42.4 57.6 61.4 81.3 29.0 42.1 37.9 53.3
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, May 5, 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 : 8,156: 0 0 0 7,957 8,006 7,957 8,006: 199 150
Old : 8,156: 0 0 0 7,957 8,006 7,957 8,006: 199 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -96: 0 0 0 -105 -186 -105 -186: 10 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 98.2 97.6 98.2: 2.4 1.8
Old : 100.0: 0.0 0.0 0.0 97.6 98.2 97.6 98.2: 2.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 17 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 : 74.3 46.3 86.8 74.3 57.0 35.8 58.4 49.5
Old : 74.3 46.3 86.8 74.3 57.0 35.8 58.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 2,703,379: 177,874 108,595 940,625 1,481,094 1,554,329 2,599,593 2,603,549: 103,786 99,830
Old : 2,703,379: 177,874 108,595 940,625 1,481,094 1,554,329 2,599,593 2,603,549: 103,786 99,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 47,412: -2,838 4,777 22,718 9,832 12,807 29,712 40,302: 17,700 7,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.0 34.8 54.8 57.5 96.2 96.3: 3.8 3.7
Old : 100.0: 6.6 4.0 34.8 54.8 57.5 96.2 96.3: 3.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 114 101 173 85 97 299 283:
Old : 326: 114 101 173 85 97 299 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 25.5 42.4 41.0 6.3 4.3 9.3 6.7
Old : 27.6 25.5 42.4 41.0 6.3 4.3 9.3 6.7
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, May 5, 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 : 98,802: 2,723 18,495 29,048 64,097 48,439 95,869 95,982: 2,933 2,820
Old : 98,802: 2,723 18,495 29,048 64,097 48,439 95,869 95,982: 2,933 2,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,877: -1,636 687 1,886 2,279 -34 2,529 2,539: 348 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 18.7 29.4 64.9 49.0 97.0 97.1: 3.0 2.9
Old : 100.0: 2.8 18.7 29.4 64.9 49.0 97.0 97.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 8 13 11 12 25 26:
Old : 31: 7 8 13 11 12 25 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 : 68.7 60.8 80.5 78.1 47.3 39.1 51.4 49.9
Old : 68.7 60.8 80.5 78.1 47.3 39.1 51.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 205,715: 19,311 26,910 11,214 138,105 119,448 168,630 157,572: 37,085 48,143
Old : 205,715: 19,311 26,910 11,214 138,105 119,448 168,630 157,572: 37,085 48,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -5,294: 954 -596 -1,488 -2,271 1,057 -2,805 -1,027: -2,489 -4,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.1 5.5 67.1 58.1 82.0 76.6: 18.0 23.4
Old : 100.0: 9.4 13.1 5.5 67.1 58.1 82.0 76.6: 18.0 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 5 5 24 24 30 30:
Old : 34: 2 5 5 24 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 29.6 54.7 45.4 33.0 22.7 46.7 35.8
Old : 36.6 29.6 54.7 45.4 33.0 22.7 46.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 209,066: 21,237 18,930 64,494 119,414 122,298 205,145 205,722: 3,920 3,343
Old : 209,066: 21,237 18,930 64,494 119,414 122,298 205,145 205,722: 3,920 3,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 5,189: 343 -982 3,587 784 2,154 4,713 4,759: 476 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.1 30.8 57.1 58.5 98.1 98.4: 1.9 1.6
Old : 100.0: 10.2 9.1 30.8 57.1 58.5 98.1 98.4: 1.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 29 17 42 26 28 70 72:
Old : 75: 29 17 42 26 28 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 : 33.5 36.8 56.3 59.3 7.4 11.9 11.8 15.4
Old : 33.5 36.8 56.3 59.3 7.4 11.9 11.8 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 511,001: 20,502 17,265 72,917 384,271 388,743 477,690 478,925: 33,310 32,076
Old : 511,001: 20,502 17,265 72,917 384,271 388,743 477,690 478,925: 33,310 32,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -12,903: -337 224 -4,739 -9,479 -10,501 -14,555 -15,015: 1,652 2,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.4 14.3 75.2 76.1 93.5 93.7: 6.5 6.3
Old : 100.0: 4.0 3.4 14.3 75.2 76.1 93.5 93.7: 6.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 8 28 28 36 36:
Old : 36: 3 5 8 28 28 36 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 : 33.6 32.4 54.8 50.5 13.3 10.8 17.4 15.9
Old : 33.6 32.4 54.8 50.5 13.3 10.8 17.4 15.9
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, May 5, 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 : 66,805: 5,061 2,541 2,000 57,756 60,224 64,817 64,765: 1,988 2,040
Old : 66,805: 5,061 2,541 2,000 57,756 60,224 64,817 64,765: 1,988 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -12,246: -99 25 100 -12,321 -11,601 -12,320 -11,476: 74 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.8 3.0 86.5 90.1 97.0 96.9: 3.0 3.1
Old : 100.0: 7.6 3.8 3.0 86.5 90.1 97.0 96.9: 3.0 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 : 59: 6 4 2 38 43 45 48:
Old : 59: 6 4 2 38 43 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 30.9 63.4 47.5 32.3 25.0 39.5 33.6
Old : 44.9 30.9 63.4 47.5 32.3 25.0 39.5 33.6
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, May 5, 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 : 204,345: 25,008 36,105 40,650 130,644 119,435 196,302 196,190: 8,043 8,155
Old : 204,345: 25,008 36,105 40,650 130,644 119,435 196,302 196,190: 8,043 8,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 3,761: 308 1,186 636 2,683 1,872 3,627 3,694: 134 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.7 19.9 63.9 58.4 96.1 96.0: 3.9 4.0
Old : 100.0: 12.2 17.7 19.9 63.9 58.4 96.1 96.0: 3.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 18 27 21 21 51 52:
Old : 56: 15 18 27 21 21 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 : 40.6 35.3 57.0 52.0 16.7 12.8 23.0 19.7
Old : 40.6 35.3 57.0 52.0 16.7 12.8 23.0 19.7
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 35,726: 2,471 2,645 4,288 22,636 23,972 29,395 30,905: 6,331 4,821
Old : 35,726: 2,471 2,645 4,288 22,636 23,972 29,395 30,905: 6,331 4,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -237: -793 0 0 513 -54 -280 -54: 43 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.4 12.0 63.4 67.1 82.3 86.5: 17.7 13.5
Old : 100.0: 6.9 7.4 12.0 63.4 67.1 82.3 86.5: 17.7 13.5
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: 5 2 6 12 13 19 19:
Old : 20: 5 2 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 : 40.7 36.8 63.5 60.0 19.7 17.4 22.3 25.4
Old : 40.7 36.8 63.5 60.0 19.7 17.4 22.3 25.4
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, May 5, 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 : 58,673: 0 1,365 1,260 46,082 41,209 47,342 43,834: 11,331 14,839
Old : 58,673: 0 1,365 1,260 46,082 41,209 47,342 43,834: 11,331 14,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -6,360: 0 -205 0 -6,200 -7,337 -6,200 -7,542: -160 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 2.1 78.5 70.2 80.7 74.7: 19.3 25.3
Old : 100.0: 0.0 2.3 2.1 78.5 70.2 80.7 74.7: 19.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 18 14 19 15:
Old : 21: 0 1 1 18 14 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 : 52.7 43.6 68.4 61.2 35.1 27.3 44.7 36.8
Old : 52.7 43.6 68.4 61.2 35.1 27.3 44.7 36.8
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, May 5, 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 : 110,398: 5,931 3,135 8,358 49,772 60,860 64,061 72,353: 46,337 38,045
Old : 110,398: 5,931 3,135 8,358 49,772 60,860 64,061 72,353: 46,337 38,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,277: 332 -688 376 -5,391 -1,362 -4,683 -1,674: 3,406 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.8 7.6 45.1 55.1 58.0 65.5: 42.0 34.5
Old : 100.0: 5.4 2.8 7.6 45.1 55.1 58.0 65.5: 42.0 34.5
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: 3 1 4 16 17 20 21:
Old : 22: 3 1 4 16 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 30.2 41.5 48.6 18.5 22.4 25.1 29.9
Old : 28.0 30.2 41.5 48.6 18.5 22.4 25.1 29.9
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,450: 1,185 3,808 750 35,595 32,965 37,530 37,523: 920 927
Old : 38,450: 1,185 3,808 750 35,595 32,965 37,530 37,523: 920 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -4,284: 390 -1,423 -240 -4,069 -2,769 -3,919 -4,432: -365 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.9 2.0 92.6 85.7 97.6 97.6: 2.4 2.4
Old : 100.0: 3.1 9.9 2.0 92.6 85.7 97.6 97.6: 2.4 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 : 46: 1 6 1 27 34 28 41:
Old : 46: 1 6 1 27 34 28 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 : 64.7 32.1 81.0 53.1 61.4 32.1 71.6 50.6
Old : 64.7 32.1 81.0 53.1 61.4 32.1 71.6 50.6
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, May 5, 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 : 14,342: 9,471 3,594 34 2,803 9,887 12,308 13,515: 2,034 827
Old : 14,342: 9,471 3,594 34 2,803 9,887 12,308 13,515: 2,034 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 609: 565 547 -29 131 -133 667 385: -58 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 25.1 0.2 19.5 68.9 85.8 94.2: 14.2 5.8
Old : 100.0: 66.0 25.1 0.2 19.5 68.9 85.8 94.2: 14.2 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 : 103: 46 17 1 16 24 63 42:
Old : 103: 46 17 1 16 24 63 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 : 40.4 36.8 52.3 54.7 40.4 36.8 52.3 54.7
Old : 40.4 36.8 52.3 54.7 40.4 36.8 52.3 54.7
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, May 5, 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 : 20,510: 9,913 3,096 6 6,967 15,821 16,886 18,923: 3,624 1,587
Old : 20,510: 9,913 3,096 6 6,967 15,821 16,886 18,923: 3,624 1,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 743: 203 -243 4 577 821 784 582: -41 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 15.1 0.0 34.0 77.1 82.3 92.3: 17.7 7.7
Old : 100.0: 48.3 15.1 0.0 34.0 77.1 82.3 92.3: 17.7 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 : 86: 39 14 2 11 23 52 37:
Old : 86: 39 14 2 11 23 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 33.5 45.9 55.3 30.8 33.5 45.9 55.3
Old : 30.8 33.5 45.9 55.3 30.8 33.5 45.9 55.3
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, May 5, 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 : 251,168: 59,129 7,759 35,188 131,787 188,595 226,104 231,542: 25,064 19,626
Old : 251,168: 59,129 7,759 35,188 131,787 188,595 226,104 231,542: 25,064 19,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 8,246: 6,858 -3,417 2,308 -4,756 8,161 4,410 7,052: 3,836 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.1 14.0 52.5 75.1 90.0 92.2: 10.0 7.8
Old : 100.0: 23.5 3.1 14.0 52.5 75.1 90.0 92.2: 10.0 7.8
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 : 183: 64 21 43 72 86 151 138:
Old : 183: 64 21 43 72 86 151 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.6 29.7 35.8 13.1 18.1 20.5 24.1
Old : 18.7 25.6 29.7 35.8 13.1 18.1 20.5 24.1
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,195: 1,050 600 0 7,045 6,775 8,095 7,375: 100 820
Old : 8,195: 1,050 600 0 7,045 6,775 8,095 7,375: 100 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,473: -100 0 0 -1,199 -1,323 -1,299 -1,323: -174 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.3 0.0 86.0 82.7 98.8 90.0: 1.2 10.0
Old : 100.0: 12.8 7.3 0.0 86.0 82.7 98.8 90.0: 1.2 10.0
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 1 0 23 25 25 26:
Old : 33: 2 1 0 23 25 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 38.7 71.9 56.6 33.4 22.1 45.4 33.2
Old : 49.9 38.7 71.9 56.6 33.4 22.1 45.4 33.2
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, May 5, 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 : 32,479: 1,411 0 1 29,353 32,164 30,765 32,165: 1,714 314
Old : 32,479: 1,411 0 1 29,353 32,164 30,765 32,165: 1,714 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -914: -64 0 -100 -1,095 -1,049 -1,259 -1,149: 345 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 90.4 99.0 94.7 99.0: 5.3 1.0
Old : 100.0: 4.3 0.0 0.0 90.4 99.0 94.7 99.0: 5.3 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 : 40: 3 0 1 34 26 37 27:
Old : 40: 3 0 1 34 26 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 63.2 58.6 87.3 29.1 48.6 44.1 62.8
Old : 39.0 63.2 58.6 87.3 29.1 48.6 44.1 62.8
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 25,048: 1,004 0 95 23,364 23,835 24,463 23,930: 585 1,118
Old : 25,048: 1,004 0 95 23,364 23,835 24,463 23,930: 585 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,505: 20 0 -35 -2,460 -2,475 -2,475 -2,510: -30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.4 93.3 95.2 97.7 95.5: 2.3 4.5
Old : 100.0: 4.0 0.0 0.4 93.3 95.2 97.7 95.5: 2.3 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 : 27: 2 0 2 22 15 24 17:
Old : 27: 2 0 2 22 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 86.7 80.3 91.9 63.3 79.2 78.5 82.1
Old : 64.5 86.7 80.3 91.9 63.3 79.2 78.5 82.1
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, May 5, 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 : 16,893: 200 50 0 16,094 16,593 16,294 16,643: 599 250
Old : 16,893: 200 50 0 16,094 16,593 16,294 16,643: 599 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -2,385: -50 50 0 -2,335 -2,335 -2,385 -2,285: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.0 95.3 98.2 96.5 98.5: 3.5 1.5
Old : 100.0: 1.2 0.3 0.0 95.3 98.2 96.5 98.5: 3.5 1.5
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 : 37: 1 1 0 26 23 27 24:
Old : 37: 1 1 0 26 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 63.4 79.6 83.8 47.5 48.3 57.8 60.8
Old : 64.7 63.4 79.6 83.8 47.5 48.3 57.8 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 4,202: 0 531 0 3,012 2,880 3,012 3,411: 1,190 791
Old : 4,202: 0 531 0 3,012 2,880 3,012 3,411: 1,190 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -521: 0 -104 0 -309 -348 -309 -452: -212 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.6 0.0 71.7 68.5 71.7 81.2: 28.3 18.8
Old : 100.0: 0.0 12.6 0.0 71.7 68.5 71.7 81.2: 28.3 18.8
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 : 22: 0 2 0 16 17 16 19:
Old : 22: 0 2 0 16 17 16 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 : 57.6 44.9 66.2 66.5 56.5 43.8 62.0 62.9
Old : 57.6 44.9 66.2 66.5 56.5 43.8 62.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 18,060: 75 0 0 17,100 17,870 17,175 17,870: 885 190
Old : 18,060: 75 0 0 17,100 17,870 17,175 17,870: 885 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,961: 75 0 0 -1,904 -1,956 -1,829 -1,956: -132 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 94.7 98.9 95.1 98.9: 4.9 1.1
Old : 100.0: 0.4 0.0 0.0 94.7 98.9 95.1 98.9: 4.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 21 10 22 10:
Old : 22: 1 0 0 21 10 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 96.3 79.5 98.6 61.1 87.6 74.2 87.6
Old : 63.4 96.3 79.5 98.6 61.1 87.6 74.2 87.6
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, May 5, 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 : 26,114: 1,496 960 189 21,888 23,727 23,573 24,876: 2,541 1,238
Old : 26,114: 1,496 960 189 21,888 23,727 23,573 24,876: 2,541 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,070: 817 0 48 -1,421 -1,502 -556 -1,454: -514 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.7 0.7 83.8 90.9 90.3 95.3: 9.7 4.7
Old : 100.0: 5.7 3.7 0.7 83.8 90.9 90.3 95.3: 9.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 2 27 27 32 31:
Old : 41: 5 2 2 27 27 32 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 : 42.4 49.9 60.5 69.7 38.3 44.3 54.1 59.7
Old : 42.4 49.9 60.5 69.7 38.3 44.3 54.1 59.7
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, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,297: 885 0 0 8,735 9,885 9,620 9,885: 677 412
Old : 10,297: 885 0 0 8,735 9,885 9,620 9,885: 677 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,343: 360 -720 0 -1,682 -624 -1,322 -1,344: -21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 84.8 96.0 93.4 96.0: 6.6 4.0
Old : 100.0: 8.6 0.0 0.0 84.8 96.0 93.4 96.0: 6.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 23 21 23:
Old : 29: 1 0 0 20 23 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 58.2 66.8 78.2 49.3 51.8 61.1 63.4
Old : 49.3 58.2 66.8 78.2 49.3 51.8 61.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 54,424: 4,347 4,399 489 45,076 47,267 49,912 52,155: 4,512 2,269
Old : 54,424: 4,347 4,399 489 45,076 47,267 49,912 52,155: 4,512 2,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,714: 290 -661 -75 -1,758 -941 -1,543 -1,677: -171 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.1 0.9 82.8 86.8 91.7 95.8: 8.3 4.2
Old : 100.0: 8.0 8.1 0.9 82.8 86.8 91.7 95.8: 8.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 2 4 27 33 33 38:
Old : 43: 5 2 4 27 33 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 28.0 50.3 46.0 21.9 17.3 32.7 30.9
Old : 28.2 28.0 50.3 46.0 21.9 17.3 32.7 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2009