GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 47,213: 3,768 25 764 42,365 46,234 46,897 47,023: 316 190
Old : 47,213: 3,768 25 764 42,365 46,234 46,897 47,023: 316 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,086: 0 -30 -300 1,417 1,411 1,117 1,081: -31 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.1 1.6 89.7 97.9 99.3 99.6: 0.7 0.4
Old : 100.0: 8.0 0.1 1.6 89.7 97.9 99.3 99.6: 0.7 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 : 47: 4 1 2 30 37 35 40:
Old : 47: 4 1 2 30 37 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 : 48.8 55.3 69.8 74.4 35.8 39.9 48.4 51.9
Old : 48.8 55.3 69.8 74.4 35.8 39.9 48.4 51.9
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,352: 600 145 50 23,497 23,872 24,147 24,067: 205 285
Old : 24,352: 600 145 50 23,497 23,872 24,147 24,067: 205 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 45: 0 0 0 45 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.6 0.2 96.5 98.0 99.2 98.8: 0.8 1.2
Old : 100.0: 2.5 0.6 0.2 96.5 98.0 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 2 1 31 33 33 35:
Old : 43: 1 2 1 31 33 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 54.6 73.2 74.8 29.2 31.7 39.2 40.3
Old : 59.3 54.6 73.2 74.8 29.2 31.7 39.2 40.3
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 19, 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 : 7,453: 748 0 491 4,969 5,805 6,208 6,296: 1,245 1,157
Old : 7,453: 748 0 491 4,969 5,805 6,208 6,296: 1,245 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 45: -55 0 60 54 -8 59 52: -14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 6.6 66.7 77.9 83.3 84.5: 16.7 15.5
Old : 100.0: 10.0 0.0 6.6 66.7 77.9 83.3 84.5: 16.7 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: 1 0 1 18 19 19 20:
Old : 21: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 58.9 72.3 68.5 47.4 52.2 56.4 56.9
Old : 57.7 58.9 72.3 68.5 47.4 52.2 56.4 56.9
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 12,285: 301 749 243 10,508 10,346 11,052 11,338: 1,233 947
Old : 12,285: 301 749 243 10,508 10,346 11,052 11,338: 1,233 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 376: -5 53 7 380 243 382 303: -6 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.1 2.0 85.5 84.2 90.0 92.3: 10.0 7.7
Old : 100.0: 2.5 6.1 2.0 85.5 84.2 90.0 92.3: 10.0 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 : 51: 2 4 3 39 45 42 51:
Old : 51: 2 4 3 39 45 42 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.4 50.7 53.8 31.7 31.6 43.5 43.9
Old : 34.6 38.4 50.7 53.8 31.7 31.6 43.5 43.9
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,638: 150 0 0 8,742 8,696 8,892 8,696: 746 942
Old : 9,638: 150 0 0 8,742 8,696 8,892 8,696: 746 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 640: 10 0 0 500 542 510 542: 130 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 90.7 90.2 92.3 90.2: 7.7 9.8
Old : 100.0: 1.6 0.0 0.0 90.7 90.2 92.3 90.2: 7.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 0 0 40 51 43 51:
Old : 56: 3 0 0 40 51 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 29.5 49.1 45.7 30.8 25.5 41.9 37.0
Old : 34.4 29.5 49.1 45.7 30.8 25.5 41.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,314: 44 0 133 4,383 5,149 4,560 5,282: 1,754 1,032
Old : 6,314: 44 0 133 4,383 5,149 4,560 5,282: 1,754 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 2.1 69.4 81.5 72.2 83.7: 27.8 16.3
Old : 100.0: 0.7 0.0 2.1 69.4 81.5 72.2 83.7: 27.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 18 19 19 20:
Old : 20: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 44.2 56.0 67.4 29.2 37.9 39.4 49.9
Old : 40.6 44.2 56.0 67.4 29.2 37.9 39.4 49.9
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 19, 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 : 3,842: 720 75 0 2,174 2,950 2,894 3,025: 948 817
Old : 3,842: 720 75 0 2,174 2,950 2,894 3,025: 948 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -49: 0 0 0 84 20 84 20: -133 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 2.0 0.0 56.6 76.8 75.3 78.7: 24.7 21.3
Old : 100.0: 18.7 2.0 0.0 56.6 76.8 75.3 78.7: 24.7 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 18 16 19:
Old : 22: 1 1 0 15 18 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 : 43.9 43.4 58.6 62.7 39.3 39.4 48.4 53.2
Old : 43.9 43.4 58.6 62.7 39.3 39.4 48.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 2,743: 0 0 0 1,804 2,042 1,804 2,042: 939 701
Old : 2,743: 0 0 0 1,804 2,042 1,804 2,042: 939 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 56: 0 0 0 27 26 27 26: 29 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 65.8 74.4 65.8 74.4: 34.2 25.6
Old : 100.0: 0.0 0.0 0.0 65.8 74.4 65.8 74.4: 34.2 25.6
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 : 24: 0 0 0 20 16 20 16:
Old : 24: 0 0 0 20 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 42.5 46.3 64.2 26.5 42.0 40.4 55.4
Old : 28.5 42.5 46.3 64.2 26.5 42.0 40.4 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 297,394: 32,943 12,844 59,155 160,133 191,819 252,231 263,817: 45,163 33,576
Old : 297,394: 32,943 12,844 59,155 160,133 191,819 252,231 263,817: 45,163 33,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,909: 286 264 3,178 2,059 448 5,524 3,890: -1,615 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.3 19.9 53.8 64.5 84.8 88.7: 15.2 11.3
Old : 100.0: 11.1 4.3 19.9 53.8 64.5 84.8 88.7: 15.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 35 20 41 68 63 122 113:
Old : 134: 35 20 41 68 63 122 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 25.1 31.7 35.4 14.0 19.3 20.5 25.6
Old : 21.7 25.1 31.7 35.4 14.0 19.3 20.5 25.6
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 19, 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 : 21,159: 565 50 475 19,450 19,633 20,490 20,158: 669 1,001
Old : 21,159: 565 50 475 19,450 19,633 20,490 20,158: 669 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,882: 0 50 325 1,357 1,119 1,682 1,494: 200 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.2 2.2 91.9 92.8 96.8 95.3: 3.2 4.7
Old : 100.0: 2.7 0.2 2.2 91.9 92.8 96.8 95.3: 3.2 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 : 56: 3 1 3 39 47 44 50:
Old : 56: 3 1 3 39 47 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 25.3 59.3 42.8 34.3 22.0 48.2 35.4
Old : 41.8 25.3 59.3 42.8 34.3 22.0 48.2 35.4
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,482: 305 0 0 19,743 21,122 20,048 21,122: 2,434 1,360
Old : 22,482: 305 0 0 19,743 21,122 20,048 21,122: 2,434 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 550: 0 0 0 250 400 250 400: 300 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 87.8 94.0 89.2 94.0: 10.8 6.0
Old : 100.0: 1.4 0.0 0.0 87.8 94.0 89.2 94.0: 10.8 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 : 31: 2 0 0 23 26 25 26:
Old : 31: 2 0 0 23 26 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 : 51.6 47.5 67.6 69.3 33.3 33.9 41.5 45.0
Old : 51.6 47.5 67.6 69.3 33.3 33.9 41.5 45.0
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 19, 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 : 19,718: 6,324 0 20 13,074 17,373 19,418 17,393: 300 2,325
Old : 19,718: 6,324 0 20 13,074 17,373 19,418 17,393: 300 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 150: -450 0 0 600 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 0.0 0.1 66.3 88.1 98.5 88.2: 1.5 11.8
Old : 100.0: 32.1 0.0 0.1 66.3 88.1 98.5 88.2: 1.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 13 13 17 14:
Old : 21: 4 0 1 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 66.7 87.6 82.3 63.7 60.0 77.6 69.6
Old : 67.8 66.7 87.6 82.3 63.7 60.0 77.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,675: 100 100 0 1,350 1,525 1,450 1,625: 225 50
Old : 1,675: 100 100 0 1,350 1,525 1,450 1,625: 225 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.0 0.0 80.6 91.0 86.6 97.0: 13.4 3.0
Old : 100.0: 6.0 6.0 0.0 80.6 91.0 86.6 97.0: 13.4 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: 1 1 0 11 12 12 13:
Old : 22: 1 1 0 11 12 12 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 : 52.2 56.7 74.6 82.1 50.7 49.3 65.7 67.2
Old : 52.2 56.7 74.6 82.1 50.7 49.3 65.7 67.2
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 19, 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 : 930,329: 140,675 185,008 352,354 350,650 351,937 843,679 889,298: 86,650 41,031
Old : 930,329: 140,675 185,008 352,354 350,650 351,937 843,679 889,298: 86,650 41,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -6,659: -619 -11,438 -6,246 3,403 15,303 -3,462 -2,381: -3,197 -4,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.9 37.9 37.7 37.8 90.7 95.6: 9.3 4.4
Old : 100.0: 15.1 19.9 37.9 37.7 37.8 90.7 95.6: 9.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 75 79 114 82 67 228 201:
Old : 250: 75 79 114 82 67 228 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 43.6 45.3 56.4 11.3 19.4 14.5 22.8
Old : 34.2 43.6 45.3 56.4 11.3 19.4 14.5 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 92,968: 1,598 215 2,987 80,378 81,102 84,963 84,304: 8,005 8,664
Old : 92,968: 1,598 215 2,987 80,378 81,102 84,963 84,304: 8,005 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -322: -781 215 7 332 -332 -442 -110: 120 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.2 3.2 86.5 87.2 91.4 90.7: 8.6 9.3
Old : 100.0: 1.7 0.2 3.2 86.5 87.2 91.4 90.7: 8.6 9.3
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 : 29: 2 1 3 22 26 25 29:
Old : 29: 2 1 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 : 50.4 39.9 70.3 58.3 46.4 32.6 58.7 48.2
Old : 50.4 39.9 70.3 58.3 46.4 32.6 58.7 48.2
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 19, 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 : 60,064: 1,762 10,128 2,549 45,927 30,139 50,238 42,816: 9,826 17,248
Old : 60,064: 1,762 10,128 2,549 45,927 30,139 50,238 42,816: 9,826 17,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -369: -122 -1,465 346 -499 1,105 -275 -14: -94 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 16.9 4.2 76.5 50.2 83.6 71.3: 16.4 28.7
Old : 100.0: 2.9 16.9 4.2 76.5 50.2 83.6 71.3: 16.4 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 4 15 16 19 20:
Old : 24: 2 2 4 15 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 35.9 65.7 51.3 38.3 27.9 56.1 40.8
Old : 45.8 35.9 65.7 51.3 38.3 27.9 56.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,651: 3,694 1,562 2,752 69,305 67,483 75,751 71,797: 7,900 11,854
Old : 83,651: 3,694 1,562 2,752 69,305 67,483 75,751 71,797: 7,900 11,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,322: 0 -1,188 118 1,204 1,542 1,322 472: 0 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 3.3 82.9 80.7 90.6 85.8: 9.4 14.2
Old : 100.0: 4.4 1.9 3.3 82.9 80.7 90.6 85.8: 9.4 14.2
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 : 33: 2 1 3 25 26 29 29:
Old : 33: 2 1 3 25 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 31.3 52.5 50.4 28.8 26.1 48.3 41.9
Old : 31.0 31.3 52.5 50.4 28.8 26.1 48.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,415: 0 0 0 87,012 87,848 87,012 87,848: 12,403 11,567
Old : 99,415: 0 0 0 87,012 87,848 87,012 87,848: 12,403 11,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,014: 0 0 0 2,014 2,014 2,014 2,014: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 88.4 87.5 88.4: 12.5 11.6
Old : 100.0: 0.0 0.0 0.0 87.5 88.4 87.5 88.4: 12.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 24 22 24 22:
Old : 26: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.8 61.7 60.5 33.1 29.1 45.3 44.4
Old : 42.0 40.8 61.7 60.5 33.1 29.1 45.3 44.4
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 19, 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 : 93,008: 1,020 9,918 3,915 80,066 73,699 85,001 87,532: 8,007 5,476
Old : 93,008: 1,020 9,918 3,915 80,066 73,699 85,001 87,532: 8,007 5,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -69: 0 748 -651 462 -226 -189 -129: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.7 4.2 86.1 79.2 91.4 94.1: 8.6 5.9
Old : 100.0: 1.1 10.7 4.2 86.1 79.2 91.4 94.1: 8.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 25 26 29 30:
Old : 39: 1 4 3 25 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 33.5 61.4 51.1 38.6 30.0 53.8 43.2
Old : 42.8 33.5 61.4 51.1 38.6 30.0 53.8 43.2
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 19, 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 : 126,138: 0 6,853 7,740 110,461 104,211 118,201 118,804: 7,937 7,334
Old : 126,138: 0 6,853 7,740 110,461 104,211 118,201 118,804: 7,937 7,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 497: 0 -380 -76 573 953 497 497: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 6.1 87.6 82.6 93.7 94.2: 6.3 5.8
Old : 100.0: 0.0 5.4 6.1 87.6 82.6 93.7 94.2: 6.3 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 : 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 31.9 76.0 52.6 51.8 31.4 65.8 48.7
Old : 57.0 31.9 76.0 52.6 51.8 31.4 65.8 48.7
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 19, 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 : 78,507: 3,183 9,623 14,034 55,919 45,518 73,136 69,175: 5,371 9,332
Old : 78,507: 3,183 9,623 14,034 55,919 45,518 73,136 69,175: 5,371 9,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -274: 122 -272 -92 -424 -508 -394 -872: 120 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 12.3 17.9 71.2 58.0 93.2 88.1: 6.8 11.9
Old : 100.0: 4.1 12.3 17.9 71.2 58.0 93.2 88.1: 6.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 3 13 14 16 17:
Old : 21: 1 2 3 13 14 16 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 : 60.5 55.1 80.7 75.2 35.2 32.3 47.2 42.0
Old : 60.5 55.1 80.7 75.2 35.2 32.3 47.2 42.0
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 19, 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 : 61,697: 1,252 0 310 46,047 53,876 47,609 54,186: 14,088 7,511
Old : 61,697: 1,252 0 310 46,047 53,876 47,609 54,186: 14,088 7,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 217: 0 0 0 -485 5,296 -485 5,296: 702 -5,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.5 74.6 87.3 77.2 87.8: 22.8 12.2
Old : 100.0: 2.0 0.0 0.5 74.6 87.3 77.2 87.8: 22.8 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 : 26: 1 0 1 22 20 23 21:
Old : 26: 1 0 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 49.3 52.0 69.3 35.2 43.0 47.5 57.8
Old : 36.4 49.3 52.0 69.3 35.2 43.0 47.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 101,728: 1,347 5,480 7,105 84,948 79,819 93,400 92,404: 8,328 9,324
Old : 101,728: 1,347 5,480 7,105 84,948 79,819 93,400 92,404: 8,328 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,407: -85 -1,076 452 2,082 3,031 2,449 2,407: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.4 7.0 83.5 78.5 91.8 90.8: 8.2 9.2
Old : 100.0: 1.3 5.4 7.0 83.5 78.5 91.8 90.8: 8.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 5 28 28 33 33:
Old : 39: 1 4 5 28 28 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 37.1 51.8 57.6 28.1 33.9 44.5 48.9
Old : 32.8 37.1 51.8 57.6 28.1 33.9 44.5 48.9
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 19, 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 : 2,130,124: 27,777 153,821 738,562 1,358,566 1,232,736 2,124,906 2,125,118: 5,218 5,005
Old : 2,130,124: 27,777 153,821 738,562 1,358,566 1,232,736 2,124,906 2,125,118: 5,218 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 16,651: 8,599 27,645 -7,559 15,024 -4,128 16,063 15,958: 587 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.2 34.7 63.8 57.9 99.8 99.8: 0.2 0.2
Old : 100.0: 1.3 7.2 34.7 63.8 57.9 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 : 138: 33 43 65 61 61 130 133:
Old : 138: 33 43 65 61 61 130 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 31.1 53.3 49.0 7.8 6.3 9.3 8.4
Old : 34.5 31.1 53.3 49.0 7.8 6.3 9.3 8.4
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 19, 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 : 62,341: 0 4,841 4,817 52,352 43,984 57,169 53,642: 5,172 8,699
Old : 62,341: 0 4,841 4,817 52,352 43,984 57,169 53,642: 5,172 8,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,622: -111 -97 613 1,120 1,106 1,622 1,622: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 7.7 84.0 70.6 91.7 86.0: 8.3 14.0
Old : 100.0: 0.0 7.8 7.7 84.0 70.6 91.7 86.0: 8.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 12 14 14 16:
Old : 22: 0 2 2 12 14 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 39.0 87.4 62.0 69.1 36.0 79.6 57.8
Old : 71.9 39.0 87.4 62.0 69.1 36.0 79.6 57.8
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 19, 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: May 12, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 60.0 92.4 78.9 47.4 48.5 60.4 57.5
Old : 71.4 60.0 92.4 78.9 47.4 48.5 60.4 57.5
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 224,602: 8,834 9,936 5,517 201,261 202,630 215,612 218,083: 8,990 6,519
Old : 224,602: 8,834 9,936 5,517 201,261 202,630 215,612 218,083: 8,990 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 727: -144 60 -745 1,680 5,027 791 4,342: -64 -3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.4 2.5 89.6 90.2 96.0 97.1: 4.0 2.9
Old : 100.0: 3.9 4.4 2.5 89.6 90.2 96.0 97.1: 4.0 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 : 51: 6 1 6 42 34 49 40:
Old : 51: 6 1 6 42 34 49 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 : 28.7 48.3 47.2 63.7 26.9 44.9 37.8 55.3
Old : 28.7 48.3 47.2 63.7 26.9 44.9 37.8 55.3
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 19, 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 : 162,023: 1,425 4,147 2,347 147,322 152,981 151,094 159,475: 10,929 2,548
Old : 162,023: 1,425 4,147 2,347 147,322 152,981 151,094 159,475: 10,929 2,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 87: 0 -93 0 3,437 3,042 3,437 2,949: -3,350 -2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.6 1.4 90.9 94.4 93.3 98.4: 6.7 1.6
Old : 100.0: 0.9 2.6 1.4 90.9 94.4 93.3 98.4: 6.7 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 : 37: 1 1 2 32 29 34 31:
Old : 37: 1 1 2 32 29 34 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 : 42.7 45.9 60.9 66.4 36.8 43.9 49.4 62.5
Old : 42.7 45.9 60.9 66.4 36.8 43.9 49.4 62.5
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 276,422: 16,287 0 13,647 229,491 246,537 259,425 260,184: 16,997 16,238
Old : 276,422: 16,287 0 13,647 229,491 246,537 259,425 260,184: 16,997 16,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,832: -3,742 0 968 7,189 2,974 4,415 3,942: -583 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 4.9 83.0 89.2 93.9 94.1: 6.1 5.9
Old : 100.0: 5.9 0.0 4.9 83.0 89.2 93.9 94.1: 6.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 0 5 42 41 47 46:
Old : 50: 5 0 5 42 41 47 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 : 35.1 29.8 52.8 49.8 25.9 28.2 37.3 45.1
Old : 35.1 29.8 52.8 49.8 25.9 28.2 37.3 45.1
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 19, 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: May 12, 2009 :
: -1,309: 0 0 0 -1,309 -1,309 -1,309 -1,309: 0 0
: : :
: : 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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,084: 668 0 0 53,465 51,461 54,133 51,461: 3,951 6,623
Old : 58,084: 668 0 0 53,465 51,461 54,133 51,461: 3,951 6,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 160: 0 0 0 160 -268 160 -268: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 92.0 88.6 93.2 88.6: 6.8 11.4
Old : 100.0: 1.2 0.0 0.0 92.0 88.6 93.2 88.6: 6.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.1 47.9 72.5 66.5 53.9 41.5 65.6 56.2
Old : 57.1 47.9 72.5 66.5 53.9 41.5 65.6 56.2
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,128,989: 697,413 131,292 1,009,543 1,386,715 1,976,043 3,093,671 3,116,878: 35,318 12,111
Old : 3,128,989: 697,413 131,292 1,009,543 1,386,715 1,976,043 3,093,671 3,116,878: 35,318 12,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 119,075: 18,890 11,152 67,162 36,053 41,754 122,105 120,068: -3,030 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.2 32.3 44.3 63.2 98.9 99.6: 1.1 0.4
Old : 100.0: 22.3 4.2 32.3 44.3 63.2 98.9 99.6: 1.1 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 : 169: 31 24 48 103 99 155 151:
Old : 169: 31 24 48 103 99 155 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 37.9 44.6 50.7 16.1 20.2 21.0 27.7
Old : 34.2 37.9 44.6 50.7 16.1 20.2 21.0 27.7
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 19, 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 : 1,315,290: 213,479 53,596 316,932 777,410 941,135 1,307,821 1,311,663: 7,469 3,627
Old : 1,315,290: 213,479 53,596 316,932 777,410 941,135 1,307,821 1,311,663: 7,469 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 55,574: 14,467 -26,169 32,601 7,984 49,458 55,052 55,890: 522 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.1 24.1 59.1 71.6 99.4 99.7: 0.6 0.3
Old : 100.0: 16.2 4.1 24.1 59.1 71.6 99.4 99.7: 0.6 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 : 90: 30 17 39 41 41 85 83:
Old : 90: 30 17 39 41 41 85 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 38.2 49.2 59.8 18.9 25.8 26.8 32.7
Old : 30.1 38.2 49.2 59.8 18.9 25.8 26.8 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 120,391: 1,971 1,902 9,236 107,678 109,121 118,884 120,258: 1,507 134
Old : 120,391: 1,971 1,902 9,236 107,678 109,121 118,884 120,258: 1,507 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 4,342: 354 6 158 3,763 4,182 4,275 4,346: 67 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.6 7.7 89.4 90.6 98.7 99.9: 1.3 0.1
Old : 100.0: 1.6 1.6 7.7 89.4 90.6 98.7 99.9: 1.3 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 : 44: 3 5 8 35 34 43 42:
Old : 44: 3 5 8 35 34 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.6 68.7 69.5 7.6 8.9 10.9 12.6
Old : 47.7 45.6 68.7 69.5 7.6 8.9 10.9 12.6
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 19, 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 : 7,714: 0 0 0 7,286 7,372 7,286 7,372: 428 342
Old : 7,714: 0 0 0 7,286 7,372 7,286 7,372: 428 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 128: 0 0 0 84 128 84 128: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 95.6 94.5 95.6: 5.5 4.4
Old : 100.0: 0.0 0.0 0.0 94.5 95.6 94.5 95.6: 5.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 15 13 15:
Old : 22: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.7 79.6 88.0 43.6 61.0 75.4 75.9
Old : 46.4 67.7 79.6 88.0 43.6 61.0 75.4 75.9
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 19, 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 : 32,975: 2,905 50 471 27,916 30,922 31,292 31,443: 1,683 1,532
Old : 32,975: 2,905 50 471 27,916 30,922 31,292 31,443: 1,683 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 756: 25 -14 -9 954 916 971 893: -215 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.2 1.4 84.7 93.8 94.9 95.4: 5.1 4.6
Old : 100.0: 8.8 0.2 1.4 84.7 93.8 94.9 95.4: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 19 17 21 19:
Old : 23: 1 1 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 71.9 74.2 84.9 31.7 36.9 42.5 46.4
Old : 45.2 71.9 74.2 84.9 31.7 36.9 42.5 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 16,750: 0 0 0 15,855 15,082 15,855 15,082: 895 1,668
Old : 16,750: 0 0 0 15,855 15,082 15,855 15,082: 895 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 672: 0 0 0 672 600 672 600: 0 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 90.0 94.7 90.0: 5.3 10.0
Old : 100.0: 0.0 0.0 0.0 94.7 90.0 94.7 90.0: 5.3 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 : 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 : 50.4 65.2 75.3 80.7 33.6 41.7 47.4 45.9
Old : 50.4 65.2 75.3 80.7 33.6 41.7 47.4 45.9
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 19, 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 : 30,628: 200 640 530 27,546 28,710 28,276 29,880: 2,352 748
Old : 30,628: 200 640 530 27,546 28,710 28,276 29,880: 2,352 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,591: 120 0 -120 1,531 1,791 1,531 1,671: 60 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.1 1.7 89.9 93.7 92.3 97.6: 7.7 2.4
Old : 100.0: 0.7 2.1 1.7 89.9 93.7 92.3 97.6: 7.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 25 22 28 24:
Old : 29: 2 1 2 25 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 44.0 60.4 69.4 21.7 22.7 30.4 34.1
Old : 41.1 44.0 60.4 69.4 21.7 22.7 30.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,519: 0 0 0 27,017 26,731 27,017 26,731: 502 788
Old : 27,519: 0 0 0 27,017 26,731 27,017 26,731: 502 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 984: 0 0 0 984 984 984 984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 97.1 98.2 97.1: 1.8 2.9
Old : 100.0: 0.0 0.0 0.0 98.2 97.1 98.2 97.1: 1.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 15 17 15:
Old : 22: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 82.7 83.5 91.2 49.6 69.8 71.6 75.7
Old : 57.2 82.7 83.5 91.2 49.6 69.8 71.6 75.7
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 19, 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 : 12,886: 880 0 0 10,262 11,968 11,142 11,968: 1,744 918
Old : 12,886: 880 0 0 10,262 11,968 11,142 11,968: 1,744 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 172: 0 0 0 88 412 88 412: 84 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 79.6 92.9 86.5 92.9: 13.5 7.1
Old : 100.0: 6.8 0.0 0.0 79.6 92.9 86.5 92.9: 13.5 7.1
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 : 21: 1 0 0 16 17 17 17:
Old : 21: 1 0 0 16 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 53.2 65.0 79.8 37.7 45.6 58.1 63.7
Old : 39.1 53.2 65.0 79.8 37.7 45.6 58.1 63.7
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 19, 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 : 24,425: 8 0 0 23,118 23,319 23,126 23,319: 1,299 1,106
Old : 24,425: 8 0 0 23,118 23,319 23,126 23,319: 1,299 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 937: -3 0 0 1,103 705 1,099 705: -162 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 95.5 94.7 95.5: 5.3 4.5
Old : 100.0: 0.0 0.0 0.0 94.7 95.5 94.7 95.5: 5.3 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 : 21: 1 0 0 18 18 19 18:
Old : 21: 1 0 0 18 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 : 55.8 63.7 80.5 81.1 29.9 36.5 39.8 40.9
Old : 55.8 63.7 80.5 81.1 29.9 36.5 39.8 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 12,680: 0 0 0 12,286 11,718 12,286 11,718: 394 962
Old : 12,680: 0 0 0 12,286 11,718 12,286 11,718: 394 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 92.4 96.9 92.4: 3.1 7.6
Old : 100.0: 0.0 0.0 0.0 96.9 92.4 96.9 92.4: 3.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 21 17 21 17:
Old : 23: 0 0 0 21 17 21 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 : 37.4 54.4 63.1 73.6 29.7 39.5 43.7 49.7
Old : 37.4 54.4 63.1 73.6 29.7 39.5 43.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 18,694: 670 3,272 200 17,568 15,222 18,438 18,694: 256 0
Old : 18,694: 670 3,272 200 17,568 15,222 18,438 18,694: 256 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 256: 0 256 0 0 0 0 256: 256 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 17.5 1.1 94.0 81.4 98.6 100.0: 1.4 0.0
Old : 100.0: 3.6 17.5 1.1 94.0 81.4 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 10 10 11 13:
Old : 20: 1 2 1 10 10 11 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 : 74.3 83.1 92.8 93.6 73.2 82.1 90.7 92.6
Old : 74.3 83.1 92.8 93.6 73.2 82.1 90.7 92.6
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 19, 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 : 99,684: 6,277 8,645 0 93,407 91,039 99,684 99,684: 0 0
Old : 99,684: 6,277 8,645 0 93,407 91,039 99,684 99,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 270: 110 0 0 160 270 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.7 0.0 93.7 91.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 8.7 0.0 93.7 91.3 100.0 100.0: 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 : 21: 1 2 0 12 9 13 11:
Old : 21: 1 2 0 12 9 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 75.8 91.4 97.5 75.2 75.8 90.2 97.3
Old : 75.2 75.8 91.4 97.5 75.2 75.8 90.2 97.3
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 19, 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 : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0
Old : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 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 : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 99.0
Old : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 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 19, 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 : 147,868: 14,551 6,947 0 133,317 139,641 147,868 146,588: 0 1,280
Old : 147,868: 14,551 6,947 0 133,317 139,641 147,868 146,588: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -3,313: 696 110 0 -4,009 -3,423 -3,313 -3,313: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.7 0.0 90.2 94.4 100.0 99.1: 0.0 0.9
Old : 100.0: 9.8 4.7 0.0 90.2 94.4 100.0 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 : 55.2 59.0 78.0 75.8 52.9 57.9 73.3 70.4
Old : 55.2 59.0 78.0 75.8 52.9 57.9 73.3 70.4
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 19, 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 : 2,378,552: 128,448 58,088 27,336 2,222,768 2,293,128 2,378,552 2,378,552: 0 0
Old : 2,378,552: 128,448 58,088 27,336 2,222,768 2,293,128 2,378,552 2,378,552: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -71,676: 8,344 7,840 0 -80,020 -79,516 -71,676 -71,676: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.4 1.1 93.5 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 2.4 1.1 93.5 96.4 100.0 100.0: 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 18 23 20 26:
Old : 30: 2 1 2 18 23 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 : 63.8 61.4 90.0 78.2 61.8 60.8 86.3 74.9
Old : 63.8 61.4 90.0 78.2 61.8 60.8 86.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 504,191: 4,664 70,000 0 499,527 434,191 504,191 504,191: 0 0
Old : 504,191: 4,664 70,000 0 499,527 434,191 504,191 504,191: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 11,040: 0 0 0 11,040 11,040 11,040 11,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 13.9 0.0 99.1 86.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 13.9 0.0 99.1 86.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 10 12 11 13:
Old : 21: 1 1 0 10 12 11 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 : 72.0 59.1 96.0 81.4 67.4 56.4 90.9 78.7
Old : 72.0 59.1 96.0 81.4 67.4 56.4 90.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 18,596: 0 0 0 17,722 18,419 17,722 18,419: 874 176
Old : 18,596: 0 0 0 17,722 18,419 17,722 18,419: 874 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 111: 0 0 0 113 71 113 71: -2 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 99.1 95.3 99.1: 4.7 0.9
Old : 100.0: 0.0 0.0 0.0 95.3 99.1 95.3 99.1: 4.7 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 : 30: 0 0 0 24 23 24 23:
Old : 30: 0 0 0 24 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 50.5 80.8 80.2 49.4 30.7 53.9 49.3
Old : 57.9 50.5 80.8 80.2 49.4 30.7 53.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 6,505: 0 0 0 5,446 6,327 5,446 6,327: 1,059 178
Old : 6,505: 0 0 0 5,446 6,327 5,446 6,327: 1,059 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 206: 0 0 0 281 205 281 205: -75 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.7 97.3 83.7 97.3: 16.3 2.7
Old : 100.0: 0.0 0.0 0.0 83.7 97.3 83.7 97.3: 16.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 17 20 17:
Old : 22: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 54.8 56.3 79.3 26.1 38.6 37.3 52.1
Old : 37.2 54.8 56.3 79.3 26.1 38.6 37.3 52.1
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 19, 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 : 9,160: 0 0 0 8,851 8,935 8,851 8,935: 308 225
Old : 9,160: 0 0 0 8,851 8,935 8,851 8,935: 308 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 638: 0 0 0 521 563 521 563: 116 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 97.5 96.6 97.5: 3.4 2.5
Old : 100.0: 0.0 0.0 0.0 96.6 97.5 96.6 97.5: 3.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 18 18 18:
Old : 22: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 47.3 83.0 73.6 55.5 37.3 61.1 52.4
Old : 65.2 47.3 83.0 73.6 55.5 37.3 61.1 52.4
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 19, 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 : 2,348,926: 177,820 83,809 799,475 1,274,968 1,382,062 2,252,263 2,265,346: 96,663 83,580
Old : 2,348,926: 177,820 83,809 799,475 1,274,968 1,382,062 2,252,263 2,265,346: 96,663 83,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -408,629: 3,472 -15,190 -160,921 -210,845 -189,257 -368,294 -365,368: -40,336 -43,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.6 34.0 54.3 58.8 95.9 96.4: 4.1 3.6
Old : 100.0: 7.6 3.6 34.0 54.3 58.8 95.9 96.4: 4.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 116 86 163 80 94 282 269:
Old : 310: 116 86 163 80 94 282 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 25.2 42.4 41.0 6.6 4.7 9.7 7.6
Old : 27.6 25.2 42.4 41.0 6.6 4.7 9.7 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 85,420: 1,817 17,877 22,924 56,571 40,242 81,313 81,044: 4,107 4,376
Old : 85,420: 1,817 17,877 22,924 56,571 40,242 81,313 81,044: 4,107 4,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -12,765: -1,827 275 -6,139 -6,330 -8,583 -14,296 -14,448: 1,531 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 20.9 26.8 66.2 47.1 95.2 94.9: 4.8 5.1
Old : 100.0: 2.1 20.9 26.8 66.2 47.1 95.2 94.9: 4.8 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 : 25: 4 7 11 11 11 22 22:
Old : 25: 4 7 11 11 11 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 63.2 82.4 79.4 48.1 40.9 52.4 50.0
Old : 71.3 63.2 82.4 79.4 48.1 40.9 52.4 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 212,217: 25,256 32,163 10,394 144,254 113,894 179,904 156,451: 32,313 55,766
Old : 212,217: 25,256 32,163 10,394 144,254 113,894 179,904 156,451: 32,313 55,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,481: 5,520 768 -339 3,063 3,157 8,244 3,586: -4,763 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.2 4.9 68.0 53.7 84.8 73.7: 15.2 26.3
Old : 100.0: 11.9 15.2 4.9 68.0 53.7 84.8 73.7: 15.2 26.3
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 : 34: 3 5 6 23 24 30 31:
Old : 34: 3 5 6 23 24 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 : 36.3 28.7 55.2 46.0 32.8 22.1 47.5 37.0
Old : 36.3 28.7 55.2 46.0 32.8 22.1 47.5 37.0
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 19, 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 : 160,884: 21,053 15,589 41,978 94,193 99,943 157,223 157,510: 3,661 3,374
Old : 160,884: 21,053 15,589 41,978 94,193 99,943 157,223 157,510: 3,661 3,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -51,793: 1,189 -3,790 -24,689 -27,855 -23,075 -51,355 -51,554: -438 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 9.7 26.1 58.5 62.1 97.7 97.9: 2.3 2.1
Old : 100.0: 13.1 9.7 26.1 58.5 62.1 97.7 97.9: 2.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 25 16 35 25 24 63 62:
Old : 67: 25 16 35 25 24 63 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.9 53.3 60.9 8.3 13.3 13.0 17.0
Old : 34.6 38.9 53.3 60.9 8.3 13.3 13.0 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 537,743: 23,789 16,818 76,715 379,364 382,647 479,869 476,181: 57,874 61,562
Old : 537,743: 23,789 16,818 76,715 379,364 382,647 479,869 476,181: 57,874 61,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,921: 260 -305 -413 -19,196 -25,610 -19,349 -26,329: 22,270 29,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.1 14.3 70.5 71.2 89.2 88.6: 10.8 11.4
Old : 100.0: 4.4 3.1 14.3 70.5 71.2 89.2 88.6: 10.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 4 8 27 27 35 35:
Old : 35: 4 4 8 27 27 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.9 53.6 49.8 12.7 10.9 17.3 15.3
Old : 32.9 31.9 53.6 49.8 12.7 10.9 17.3 15.3
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 19, 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 : 74,511: 5,239 2,391 2,410 64,488 67,281 72,137 72,082: 2,374 2,429
Old : 74,511: 5,239 2,391 2,410 64,488 67,281 72,137 72,082: 2,374 2,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 5,854: -122 -75 135 5,455 5,455 5,468 5,515: 386 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.2 3.2 86.5 90.3 96.8 96.7: 3.2 3.3
Old : 100.0: 7.0 3.2 3.2 86.5 90.3 96.8 96.7: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 8 2 4 37 43 46 48:
Old : 59: 8 2 4 37 43 46 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 : 41.6 33.0 61.5 50.2 28.2 24.4 35.6 31.8
Old : 41.6 33.0 61.5 50.2 28.2 24.4 35.6 31.8
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 19, 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 : 180,168: 22,001 46,473 24,081 124,991 102,030 171,073 172,584: 9,095 7,584
Old : 180,168: 22,001 46,473 24,081 124,991 102,030 171,073 172,584: 9,095 7,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -23,470: -5,043 7,963 -13,132 -5,354 -17,341 -23,529 -22,510: 59 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 25.8 13.4 69.4 56.6 95.0 95.8: 5.0 4.2
Old : 100.0: 12.2 25.8 13.4 69.4 56.6 95.0 95.8: 5.0 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 : 51: 12 17 24 19 19 46 47:
Old : 51: 12 17 24 19 19 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 35.7 60.9 52.7 22.7 18.0 32.1 26.8
Old : 44.4 35.7 60.9 52.7 22.7 18.0 32.1 26.8
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,892: 2,971 2,725 5,649 23,659 25,161 32,279 33,535: 5,613 4,357
Old : 37,892: 2,971 2,725 5,649 23,659 25,161 32,279 33,535: 5,613 4,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,166: 500 80 1,361 1,023 1,189 2,884 2,630: -718 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.2 14.9 62.4 66.4 85.2 88.5: 14.8 11.5
Old : 100.0: 7.8 7.2 14.9 62.4 66.4 85.2 88.5: 14.8 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 : 21: 5 3 7 11 12 20 19:
Old : 21: 5 3 7 11 12 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 : 42.4 41.7 64.2 62.5 20.8 21.4 24.4 26.9
Old : 42.4 41.7 64.2 62.5 20.8 21.4 24.4 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 63,403: 0 1,465 1,260 49,052 46,144 50,312 48,869: 13,091 14,534
Old : 63,403: 0 1,465 1,260 49,052 46,144 50,312 48,869: 13,091 14,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 561: 0 100 0 526 126 526 226: 35 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 2.0 77.4 72.8 79.4 77.1: 20.6 22.9
Old : 100.0: 0.0 2.3 2.0 77.4 72.8 79.4 77.1: 20.6 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 19 15 20 16:
Old : 22: 0 1 1 19 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 41.9 60.5 58.8 27.4 24.2 37.3 34.5
Old : 45.5 41.9 60.5 58.8 27.4 24.2 37.3 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 112,294: 6,903 3,854 8,031 49,059 62,845 63,993 74,730: 48,301 37,564
Old : 112,294: 6,903 3,854 8,031 49,059 62,845 63,993 74,730: 48,301 37,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 510: -90 389 -75 83 1,064 -82 1,378: 592 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.4 7.2 43.7 56.0 57.0 66.5: 43.0 33.5
Old : 100.0: 6.1 3.4 7.2 43.7 56.0 57.0 66.5: 43.0 33.5
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 17 17 21 21:
Old : 22: 3 1 4 17 17 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 30.3 41.1 49.3 17.8 23.8 23.9 32.1
Old : 27.9 30.3 41.1 49.3 17.8 23.8 23.9 32.1
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 19, 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 : 41,345: 1,910 3,708 850 37,665 35,860 40,425 40,418: 920 927
Old : 41,345: 1,910 3,708 850 37,665 35,860 40,425 40,418: 920 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,875: 725 -100 100 1,150 1,825 1,975 1,825: -100 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.0 2.1 91.1 86.7 97.8 97.8: 2.2 2.2
Old : 100.0: 4.6 9.0 2.1 91.1 86.7 97.8 97.8: 2.2 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 : 47: 2 5 1 28 33 30 39:
Old : 47: 2 5 1 28 33 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 32.1 77.5 52.9 57.6 31.3 68.1 50.4
Old : 62.1 32.1 77.5 52.9 57.6 31.3 68.1 50.4
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 19, 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 : 16,488: 10,579 3,705 342 3,121 11,819 14,042 15,866: 2,446 622
Old : 16,488: 10,579 3,705 342 3,121 11,819 14,042 15,866: 2,446 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 956: 107 58 264 357 482 728 804: 228 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 22.5 2.1 18.9 71.7 85.2 96.2: 14.8 3.8
Old : 100.0: 64.2 22.5 2.1 18.9 71.7 85.2 96.2: 14.8 3.8
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 : 115: 55 17 2 18 30 74 49:
Old : 115: 55 17 2 18 30 74 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 : 34.6 35.8 47.9 52.5 32.8 35.8 46.1 52.4
Old : 34.6 35.8 47.9 52.5 32.8 35.8 46.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 21,174: 10,523 3,415 8 7,052 15,985 17,583 19,408: 3,591 1,766
Old : 21,174: 10,523 3,415 8 7,052 15,985 17,583 19,408: 3,591 1,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 574: 551 415 0 -46 -68 505 347: 69 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 16.1 0.0 33.3 75.5 83.0 91.7: 17.0 8.3
Old : 100.0: 49.7 16.1 0.0 33.3 75.5 83.0 91.7: 17.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 16 2 10 22 50 38:
Old : 86: 38 16 2 10 22 50 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 : 30.9 32.6 45.4 53.5 30.9 32.6 45.4 53.5
Old : 30.9 32.6 45.4 53.5 30.9 32.6 45.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 285,087: 65,140 8,106 47,559 147,115 208,840 259,814 264,505: 25,272 20,582
Old : 285,087: 65,140 8,106 47,559 147,115 208,840 259,814 264,505: 25,272 20,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 25,061: 1,161 502 8,589 13,024 14,675 22,774 23,766: 2,288 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 2.8 16.7 51.6 73.3 91.1 92.8: 8.9 7.2
Old : 100.0: 22.8 2.8 16.7 51.6 73.3 91.1 92.8: 8.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 68 19 47 76 91 163 145:
Old : 191: 68 19 47 76 91 163 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 24.9 30.5 35.6 11.8 16.2 18.7 22.1
Old : 18.9 24.9 30.5 35.6 11.8 16.2 18.7 22.1
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 19, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,325: 1,150 900 0 8,025 7,555 9,175 8,455: 150 870
Old : 9,325: 1,150 900 0 8,025 7,555 9,175 8,455: 150 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 600: 100 0 0 450 550 550 550: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.7 0.0 86.1 81.0 98.4 90.7: 1.6 9.3
Old : 100.0: 12.3 9.7 0.0 86.1 81.0 98.4 90.7: 1.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 1 0 23 29 26 30:
Old : 37: 3 1 0 23 29 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 37.7 69.1 54.3 35.3 23.7 46.3 34.4
Old : 48.7 37.7 69.1 54.3 35.3 23.7 46.3 34.4
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 19, 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 : 36,036: 1,361 0 101 33,195 35,536 34,657 35,637: 1,379 399
Old : 36,036: 1,361 0 101 33,195 35,536 34,657 35,637: 1,379 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,023: -50 0 100 943 888 993 988: 30 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.3 92.1 98.6 96.2 98.9: 3.8 1.1
Old : 100.0: 3.8 0.0 0.3 92.1 98.6 96.2 98.9: 3.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 0 1 35 28 38 29:
Old : 42: 3 0 1 35 28 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 61.0 57.7 85.3 27.2 46.3 41.8 61.2
Old : 39.0 61.0 57.7 85.3 27.2 46.3 41.8 61.2
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 19, 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 : 25,833: 979 0 170 24,139 24,550 25,288 24,720: 545 1,113
Old : 25,833: 979 0 170 24,139 24,550 25,288 24,720: 545 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 635: -100 0 100 675 525 675 625: -40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.7 93.4 95.0 97.9 95.7: 2.1 4.3
Old : 100.0: 3.8 0.0 0.7 93.4 95.0 97.9 95.7: 2.1 4.3
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 : 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 : 63.2 84.3 79.4 90.7 61.8 76.1 77.2 79.6
Old : 63.2 84.3 79.4 90.7 61.8 76.1 77.2 79.6
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 19, 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 : 20,036: 200 50 0 19,212 19,886 19,412 19,936: 624 100
Old : 20,036: 200 50 0 19,212 19,886 19,412 19,936: 624 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 955: 0 0 0 655 955 655 955: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 0.0 95.9 99.3 96.9 99.5: 3.1 0.5
Old : 100.0: 1.0 0.2 0.0 95.9 99.3 96.9 99.5: 3.1 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 : 40: 1 1 0 28 27 29 28:
Old : 40: 1 1 0 28 27 29 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 : 62.5 55.0 77.8 76.1 49.0 40.8 58.3 54.9
Old : 62.5 55.0 77.8 76.1 49.0 40.8 58.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 4,437: 0 531 0 3,332 3,032 3,332 3,563: 1,105 874
Old : 4,437: 0 531 0 3,332 3,032 3,332 3,563: 1,105 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 108: 0 0 0 88 56 88 56: 20 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 0.0 75.1 68.3 75.1 80.3: 24.9 19.7
Old : 100.0: 0.0 12.0 0.0 75.1 68.3 75.1 80.3: 24.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 17 18 17 20:
Old : 24: 0 2 0 17 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 42.6 67.8 62.9 55.5 42.2 64.5 60.5
Old : 56.3 42.6 67.8 62.9 55.5 42.2 64.5 60.5
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 19, 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 : 18,600: 150 0 0 17,565 18,410 17,715 18,410: 885 190
Old : 18,600: 150 0 0 17,565 18,410 17,715 18,410: 885 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 336: 75 0 0 261 336 336 336: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 94.4 99.0 95.2 99.0: 4.8 1.0
Old : 100.0: 0.8 0.0 0.0 94.4 99.0 95.2 99.0: 4.8 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 : 22: 1 0 0 21 11 22 11:
Old : 22: 1 0 0 21 11 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 96.2 79.8 98.4 60.6 87.1 73.7 87.1
Old : 61.8 96.2 79.8 98.4 60.6 87.1 73.7 87.1
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 19, 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 : 27,318: 2,000 768 114 22,537 25,354 24,651 26,236: 2,667 1,082
Old : 27,318: 2,000 768 114 22,537 25,354 24,651 26,236: 2,667 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 88: 135 0 -75 28 163 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.8 0.4 82.5 92.8 90.2 96.0: 9.8 4.0
Old : 100.0: 7.3 2.8 0.4 82.5 92.8 90.2 96.0: 9.8 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 : 42: 6 1 2 26 30 32 33:
Old : 42: 6 1 2 26 30 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 51.4 58.8 70.4 33.3 45.6 48.5 60.5
Old : 38.2 51.4 58.8 70.4 33.3 45.6 48.5 60.5
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 19, 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 : 10,527: 992 60 50 8,889 10,096 9,931 10,206: 596 321
Old : 10,527: 992 60 50 8,889 10,096 9,931 10,206: 596 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: -310: -141 60 50 -186 -377 -277 -267: -33 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.6 0.5 84.4 95.9 94.3 97.0: 5.7 3.0
Old : 100.0: 9.4 0.6 0.5 84.4 95.9 94.3 97.0: 5.7 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 : 34: 1 1 1 25 24 27 25:
Old : 34: 1 1 1 25 24 27 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 : 45.0 50.4 62.7 74.5 44.0 44.8 55.2 56.8
Old : 45.0 50.4 62.7 74.5 44.0 44.8 55.2 56.8
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 19, 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 : 58,607: 4,485 2,731 1,260 48,011 51,357 53,756 55,348: 4,851 3,259
Old : 58,607: 4,485 2,731 1,260 48,011 51,357 53,756 55,348: 4,851 3,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 1,420: 138 -267 -60 1,543 1,618 1,621 1,291: -201 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.7 2.1 81.9 87.6 91.7 94.4: 8.3 5.6
Old : 100.0: 7.7 4.7 2.1 81.9 87.6 91.7 94.4: 8.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 1 4 27 34 33 39:
Old : 43: 6 1 4 27 34 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 26.2 49.8 44.6 22.0 17.2 32.0 29.7
Old : 28.8 26.2 49.8 44.6 22.0 17.2 32.0 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009