GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 39,971: 2,347 25 450 36,930 38,975 39,727 39,450: 244 521
Old : 39,971: 2,347 25 450 36,930 38,975 39,727 39,450: 244 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -7,979: -1,496 0 -150 -6,261 -8,160 -7,907 -8,310: -72 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.1 1.1 92.4 97.5 99.4 98.7: 0.6 1.3
Old : 100.0: 5.9 0.1 1.1 92.4 97.5 99.4 98.7: 0.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 1 1 34 37 39 39:
Old : 48: 4 1 1 34 37 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 57.4 64.5 71.6 34.0 40.8 46.5 49.2
Old : 42.5 57.4 64.5 71.6 34.0 40.8 46.5 49.2
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,352: 550 120 75 22,617 22,892 23,242 23,087: 110 265
Old : 23,352: 550 120 75 22,617 22,892 23,242 23,087: 110 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,978: -50 0 0 -1,833 -1,958 -1,883 -1,958: -95 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 0.3 96.9 98.0 99.5 98.9: 0.5 1.1
Old : 100.0: 2.4 0.5 0.3 96.9 98.0 99.5 98.9: 0.5 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 : 43: 1 1 1 32 32 34 34:
Old : 43: 1 1 1 32 32 34 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 : 57.1 56.4 72.4 79.0 34.5 41.7 44.2 51.0
Old : 57.1 56.4 72.4 79.0 34.5 41.7 44.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 6,890: 607 0 452 4,496 5,466 5,555 5,918: 1,335 972
Old : 6,890: 607 0 452 4,496 5,466 5,555 5,918: 1,335 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -636: -168 0 -24 -678 -671 -870 -695: 234 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 6.6 65.3 79.3 80.6 85.9: 19.4 14.1
Old : 100.0: 8.8 0.0 6.6 65.3 79.3 80.6 85.9: 19.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 20 19 21:
Old : 22: 1 0 1 18 20 19 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 : 59.2 61.3 72.6 70.0 50.7 54.6 57.7 60.4
Old : 59.2 61.3 72.6 70.0 50.7 54.6 57.7 60.4
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, June 2, 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 : 10,887: 242 415 304 9,070 9,054 9,616 9,773: 1,271 1,114
Old : 10,887: 242 415 304 9,070 9,054 9,616 9,773: 1,271 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,825: -66 -392 48 -1,855 -1,756 -1,873 -2,100: 48 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.8 2.8 83.3 83.2 88.3 89.8: 11.7 10.2
Old : 100.0: 2.2 3.8 2.8 83.3 83.2 88.3 89.8: 11.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 5 4 37 40 41 47:
Old : 49: 2 5 4 37 40 41 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 : 34.0 37.6 49.9 51.4 31.2 34.7 44.2 42.9
Old : 34.0 37.6 49.9 51.4 31.2 34.7 44.2 42.9
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,003: 15 15 180 7,313 7,020 7,508 7,215: 495 788
Old : 8,003: 15 15 180 7,313 7,020 7,508 7,215: 495 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,908: -135 15 150 -1,744 -1,895 -1,729 -1,730: -179 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 2.2 91.4 87.7 93.8 90.2: 6.2 9.8
Old : 100.0: 0.2 0.2 2.2 91.4 87.7 93.8 90.2: 6.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 1 3 42 46 45 49:
Old : 53: 1 1 3 42 46 45 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 : 37.7 26.7 50.9 41.4 33.4 21.7 44.4 35.3
Old : 37.7 26.7 50.9 41.4 33.4 21.7 44.4 35.3
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, June 2, 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 : 298,519: 34,889 13,951 54,128 160,547 195,985 249,564 264,064: 48,954 34,455
Old : 298,519: 34,889 13,951 54,128 160,547 195,985 249,564 264,064: 48,954 34,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 6,244: -20 81 1,169 959 4,394 2,108 5,644: 4,136 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.7 18.1 53.8 65.7 83.6 88.5: 16.4 11.5
Old : 100.0: 11.7 4.7 18.1 53.8 65.7 83.6 88.5: 16.4 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 : 139: 32 24 37 66 68 119 115:
Old : 139: 32 24 37 66 68 119 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.3 30.3 34.9 12.5 16.0 20.0 22.6
Old : 20.4 23.3 30.3 34.9 12.5 16.0 20.0 22.6
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, June 2, 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 : 20,261: 333 150 425 18,744 18,236 19,502 18,811: 759 1,450
Old : 20,261: 333 150 425 18,744 18,236 19,502 18,811: 759 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -4,135: -182 50 -50 -3,818 -4,292 -4,050 -4,292: -85 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.7 2.1 92.5 90.0 96.3 92.8: 3.7 7.2
Old : 100.0: 1.6 0.7 2.1 92.5 90.0 96.3 92.8: 3.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 2 3 36 50 40 54:
Old : 60: 2 2 3 36 50 40 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 22.6 56.0 39.7 30.2 18.8 41.7 31.7
Old : 37.5 22.6 56.0 39.7 30.2 18.8 41.7 31.7
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, June 2, 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 : 21,360: 370 0 75 18,836 19,975 19,281 20,050: 2,079 1,310
Old : 21,360: 370 0 75 18,836 19,975 19,281 20,050: 2,079 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,222: 65 0 75 -1,007 -1,247 -867 -1,172: -355 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.4 88.2 93.5 90.3 93.9: 9.7 6.1
Old : 100.0: 1.7 0.0 0.4 88.2 93.5 90.3 93.9: 9.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 1 24 26 27 27:
Old : 33: 3 0 1 24 26 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 45.3 69.3 67.6 33.8 31.5 42.3 43.4
Old : 51.6 45.3 69.3 67.6 33.8 31.5 42.3 43.4
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, June 2, 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 : 20,038: 7,734 0 260 12,044 17,453 20,038 17,713: 0 2,325
Old : 20,038: 7,734 0 260 12,044 17,453 20,038 17,713: 0 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 395: 1,335 0 240 -880 155 695 395: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 0.0 1.3 60.1 87.1 100.0 88.4: 0.0 11.6
Old : 100.0: 38.6 0.0 1.3 60.1 87.1 100.0 88.4: 0.0 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 : 22: 5 0 2 13 13 18 15:
Old : 22: 5 0 2 13 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 65.2 89.1 81.5 65.7 58.8 81.6 72.5
Old : 69.3 65.2 89.1 81.5 65.7 58.8 81.6 72.5
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 915,357: 136,724 206,408 347,157 350,255 326,751 834,136 880,316: 81,221 35,041
Old : 915,357: 136,724 206,408 347,157 350,255 326,751 834,136 880,316: 81,221 35,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,431: -5,665 11,405 8,765 15,048 -6,125 18,147 14,044: -15,716 -11,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.5 37.9 38.3 35.7 91.1 96.2: 8.9 3.8
Old : 100.0: 14.9 22.5 37.9 38.3 35.7 91.1 96.2: 8.9 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 : 253: 73 79 108 83 71 226 203:
Old : 253: 73 79 108 83 71 226 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 42.2 45.1 54.5 11.3 18.4 15.0 22.2
Old : 34.1 42.2 45.1 54.5 11.3 18.4 15.0 22.2
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,005: 1,454 0 2,868 77,326 79,253 81,648 82,121: 7,357 6,884
Old : 89,005: 1,454 0 2,868 77,326 79,253 81,648 82,121: 7,357 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,731: 71 0 -276 -2,968 -3,038 -3,173 -3,314: -558 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.2 86.9 89.0 91.7 92.3: 8.3 7.7
Old : 100.0: 1.6 0.0 3.2 86.9 89.0 91.7 92.3: 8.3 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 : 30: 3 0 3 23 27 26 30:
Old : 30: 3 0 3 23 27 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 : 51.7 40.9 70.7 59.2 47.9 33.7 58.7 49.7
Old : 51.7 40.9 70.7 59.2 47.9 33.7 58.7 49.7
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,571: 1,296 13,070 1,237 44,204 24,857 46,737 39,164: 9,834 17,407
Old : 56,571: 1,296 13,070 1,237 44,204 24,857 46,737 39,164: 9,834 17,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,911: -466 2,944 -1,434 -2,228 -5,765 -4,128 -4,255: 217 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 23.1 2.2 78.1 43.9 82.6 69.2: 17.4 30.8
Old : 100.0: 2.3 23.1 2.2 78.1 43.9 82.6 69.2: 17.4 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 3 15 15 18 18:
Old : 22: 1 2 3 15 15 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 : 48.2 41.9 68.1 55.5 40.3 33.6 56.3 45.8
Old : 48.2 41.9 68.1 55.5 40.3 33.6 56.3 45.8
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,371: 3,623 0 3,648 66,715 66,349 73,986 69,997: 7,385 11,374
Old : 81,371: 3,623 0 3,648 66,715 66,349 73,986 69,997: 7,385 11,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -5,761: -71 -1,694 476 -5,651 -4,063 -5,246 -5,281: -515 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 4.5 82.0 81.5 90.9 86.0: 9.1 14.0
Old : 100.0: 4.5 0.0 4.5 82.0 81.5 90.9 86.0: 9.1 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 : 33: 3 0 3 25 26 29 29:
Old : 33: 3 0 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 : 31.2 33.0 52.2 50.7 28.3 28.5 46.4 42.2
Old : 31.2 33.0 52.2 50.7 28.3 28.5 46.4 42.2
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,523: 0 0 0 82,130 83,417 82,130 83,417: 12,393 11,106
Old : 94,523: 0 0 0 82,130 83,417 82,130 83,417: 12,393 11,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -4,856: 0 0 0 -5,003 -3,872 -5,003 -3,872: 147 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 88.3 86.9 88.3: 13.1 11.7
Old : 100.0: 0.0 0.0 0.0 86.9 88.3 86.9 88.3: 13.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 23 21 23 21:
Old : 25: 0 0 0 23 21 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 : 41.8 42.6 61.9 61.5 32.6 29.9 45.7 46.6
Old : 41.8 42.6 61.9 61.5 32.6 29.9 45.7 46.6
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,503: 195 6,870 4,600 75,350 70,102 80,145 81,572: 6,358 4,931
Old : 86,503: 195 6,870 4,600 75,350 70,102 80,145 81,572: 6,358 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -5,896: -795 -916 285 -3,673 -4,246 -4,183 -4,877: -1,713 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.9 5.3 87.1 81.0 92.6 94.3: 7.4 5.7
Old : 100.0: 0.2 7.9 5.3 87.1 81.0 92.6 94.3: 7.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 25 26 28 31:
Old : 39: 1 4 3 25 26 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 32.7 62.2 50.2 40.8 29.9 56.2 41.4
Old : 44.4 32.7 62.2 50.2 40.8 29.9 56.2 41.4
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, June 2, 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 : 119,827: 0 7,007 6,528 106,083 99,382 112,611 112,917: 7,216 6,910
Old : 119,827: 0 7,007 6,528 106,083 99,382 112,611 112,917: 7,216 6,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -6,578: 0 703 -1,247 -4,430 -5,550 -5,677 -6,094: -901 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 5.4 88.5 82.9 94.0 94.2: 6.0 5.8
Old : 100.0: 0.0 5.8 5.4 88.5 82.9 94.0 94.2: 6.0 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 : 37: 0 3 3 21 29 24 32:
Old : 37: 0 3 3 21 29 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 33.5 75.7 53.4 53.3 33.1 65.2 50.4
Old : 58.1 33.5 75.7 53.4 53.3 33.1 65.2 50.4
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,158: 2,048 8,996 14,865 53,018 43,278 69,931 67,139: 5,227 8,019
Old : 75,158: 2,048 8,996 14,865 53,018 43,278 69,931 67,139: 5,227 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -5,628: -703 37 -78 -3,963 -5,039 -4,744 -5,080: -884 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.0 19.8 70.5 57.6 93.0 89.3: 7.0 10.7
Old : 100.0: 2.7 12.0 19.8 70.5 57.6 93.0 89.3: 7.0 10.7
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: 1 2 3 13 15 16 18:
Old : 22: 1 2 3 13 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 55.5 80.4 75.4 34.7 32.2 45.5 41.6
Old : 61.2 55.5 80.4 75.4 34.7 32.2 45.5 41.6
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,448: 1,192 0 310 41,688 47,749 43,190 48,059: 12,258 7,389
Old : 55,448: 1,192 0 310 41,688 47,749 43,190 48,059: 12,258 7,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,763: -60 0 0 -1,873 -3,581 -1,933 -3,581: -1,830 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.6 75.2 86.1 77.9 86.7: 22.1 13.3
Old : 100.0: 2.1 0.0 0.6 75.2 86.1 77.9 86.7: 22.1 13.3
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 : 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 : 33.7 51.9 50.5 68.3 32.8 45.7 45.7 56.6
Old : 33.7 51.9 50.5 68.3 32.8 45.7 45.7 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 99,691: 2,139 3,258 7,142 82,805 81,319 92,086 91,719: 7,605 7,972
Old : 99,691: 2,139 3,258 7,142 82,805 81,319 92,086 91,719: 7,605 7,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -6,519: 792 -2,107 131 -7,509 -3,117 -6,586 -5,093: 67 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.3 7.2 83.1 81.6 92.4 92.0: 7.6 8.0
Old : 100.0: 2.1 3.3 7.2 83.1 81.6 92.4 92.0: 7.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 4 5 26 29 31 34:
Old : 38: 1 4 5 26 29 31 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 : 34.8 38.1 56.2 57.1 31.2 36.7 46.0 50.8
Old : 34.8 38.1 56.2 57.1 31.2 36.7 46.0 50.8
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, June 2, 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 : 1,945,039: 22,039 136,084 678,512 1,240,033 1,126,046 1,940,584 1,940,643: 4,455 4,396
Old : 1,945,039: 22,039 136,084 678,512 1,240,033 1,126,046 1,940,584 1,940,643: 4,455 4,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 10,110: -2,139 -12,016 13,193 510 12,038 11,564 13,216: -1,454 -3,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.0 34.9 63.8 57.9 99.8 99.8: 0.2 0.2
Old : 100.0: 1.1 7.0 34.9 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 : 128: 33 40 62 55 54 122 122:
Old : 128: 33 40 62 55 54 122 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.7 54.1 48.9 8.7 6.3 10.0 8.6
Old : 34.5 30.7 54.1 48.9 8.7 6.3 10.0 8.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 61,150: 502 5,151 3,711 52,088 43,681 56,301 52,543: 4,849 8,607
Old : 61,150: 502 5,151 3,711 52,088 43,681 56,301 52,543: 4,849 8,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,274: 467 -353 -924 -2,309 -1,781 -2,766 -3,058: -508 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.4 6.1 85.2 71.4 92.1 85.9: 7.9 14.1
Old : 100.0: 0.8 8.4 6.1 85.2 71.4 92.1 85.9: 7.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 11 15 13 17:
Old : 21: 1 1 2 11 15 13 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 : 73.6 40.3 89.5 61.8 72.2 38.1 79.6 58.1
Old : 73.6 40.3 89.5 61.8 72.2 38.1 79.6 58.1
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, June 2, 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 : 124,810: 0 6,952 0 123,652 115,662 123,652 122,614: 1,158 2,196
Old : 124,810: 0 6,952 0 123,652 115,662 123,652 122,614: 1,158 2,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -10,520: -360 -2,400 0 -9,920 -8,000 -10,280 -10,400: -240 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 99.1 92.7 99.1 98.2: 0.9 1.8
Old : 100.0: 0.0 5.6 0.0 99.1 92.7 99.1 98.2: 0.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 15 17 15 19:
Old : 22: 0 2 0 15 17 15 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 : 70.0 61.1 91.0 79.7 46.6 49.5 60.0 58.6
Old : 70.0 61.1 91.0 79.7 46.6 49.5 60.0 58.6
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, June 2, 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 : 217,895: 11,763 9,993 4,091 194,441 197,788 210,295 211,872: 7,600 6,023
Old : 217,895: 11,763 9,993 4,091 194,441 197,788 210,295 211,872: 7,600 6,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -9,188: 3,201 -2,270 -762 -12,675 -8,003 -10,236 -11,035: 1,048 1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.6 1.9 89.2 90.8 96.5 97.2: 3.5 2.8
Old : 100.0: 5.4 4.6 1.9 89.2 90.8 96.5 97.2: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 1 6 41 35 49 41:
Old : 51: 7 1 6 41 35 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 48.9 47.3 64.4 26.5 46.0 37.5 56.4
Old : 28.3 48.9 47.3 64.4 26.5 46.0 37.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 155,130: 1,875 3,974 1,888 140,293 145,270 144,056 151,132: 11,074 3,998
Old : 155,130: 1,875 3,974 1,888 140,293 145,270 144,056 151,132: 11,074 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -7,035: 450 -618 -459 -7,048 -7,408 -7,057 -8,485: 22 1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.6 1.2 90.4 93.6 92.9 97.4: 7.1 2.6
Old : 100.0: 1.2 2.6 1.2 90.4 93.6 92.9 97.4: 7.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 2 31 28 33 30:
Old : 37: 1 1 2 31 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 46.9 60.3 66.3 37.4 45.3 49.2 63.6
Old : 42.8 46.9 60.3 66.3 37.4 45.3 49.2 63.6
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, June 2, 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 : 267,510: 22,653 0 8,984 218,450 242,227 250,087 251,211: 17,423 16,299
Old : 267,510: 22,653 0 8,984 218,450 242,227 250,087 251,211: 17,423 16,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -9,520: 4,674 0 -3,739 -10,517 -5,846 -9,582 -9,585: 62 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 3.4 81.7 90.5 93.5 93.9: 6.5 6.1
Old : 100.0: 8.5 0.0 3.4 81.7 90.5 93.5 93.9: 6.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 0 4 41 41 45 45:
Old : 48: 4 0 4 41 41 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 29.4 55.2 50.3 26.5 27.7 38.3 45.4
Old : 36.0 29.4 55.2 50.3 26.5 27.7 38.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,883: 0 3,238 1,248 86,242 82,442 87,490 86,928: 7,393 7,955
Old : 94,883: 0 3,238 1,248 86,242 82,442 87,490 86,928: 7,393 7,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -5,553: 0 -127 -22 -5,237 -5,574 -5,259 -5,723: -294 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.3 90.9 86.9 92.2 91.6: 7.8 8.4
Old : 100.0: 0.0 3.4 1.3 90.9 86.9 92.2 91.6: 7.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 4 3 19 18 22 23:
Old : 28: 0 4 3 19 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 43.2 79.8 67.7 56.3 40.0 66.9 57.3
Old : 60.1 43.2 79.8 67.7 56.3 40.0 66.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,175: 0 0 0 50,261 48,114 50,261 48,114: 4,914 7,061
Old : 55,175: 0 0 0 50,261 48,114 50,261 48,114: 4,914 7,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,650: -668 0 0 -3,250 -3,170 -3,918 -3,170: 268 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 87.2 91.1 87.2: 8.9 12.8
Old : 100.0: 0.0 0.0 0.0 91.1 87.2 91.1 87.2: 8.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 17 18 17:
Old : 23: 0 0 0 18 17 18 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 : 59.5 49.3 75.0 69.2 56.6 42.2 67.1 56.9
Old : 59.5 49.3 75.0 69.2 56.6 42.2 67.1 56.9
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, June 2, 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 : 3,009,684: 633,685 133,340 969,488 1,373,749 1,895,661 2,976,922 2,998,489: 32,762 11,195
Old : 3,009,684: 633,685 133,340 969,488 1,373,749 1,895,661 2,976,922 2,998,489: 32,762 11,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -208,289: -40,840 -3,216 -84,824 -80,765 -120,931 -206,429 -208,971: -1,860 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.4 32.2 45.6 63.0 98.9 99.6: 1.1 0.4
Old : 100.0: 21.1 4.4 32.2 45.6 63.0 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 : 167: 35 21 48 102 98 156 148:
Old : 167: 35 21 48 102 98 156 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 37.3 43.5 50.3 14.3 19.1 19.9 26.4
Old : 31.7 37.3 43.5 50.3 14.3 19.1 19.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,157,644: 213,045 59,284 251,553 688,515 844,661 1,153,113 1,155,498: 4,531 2,146
Old : 1,157,644: 213,045 59,284 251,553 688,515 844,661 1,153,113 1,155,498: 4,531 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -192,172: -41,518 -7,507 -33,151 -95,760 -108,409 -170,429 -149,067: -21,743 -43,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.1 21.7 59.5 73.0 99.6 99.8: 0.4 0.2
Old : 100.0: 18.4 5.1 21.7 59.5 73.0 99.6 99.8: 0.4 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 : 91: 28 20 38 42 40 85 83:
Old : 91: 28 20 38 42 40 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 : 31.2 40.0 50.6 59.6 22.3 31.2 30.6 39.0
Old : 31.2 40.0 50.6 59.6 22.3 31.2 30.6 39.0
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, June 2, 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 : 115,849: 1,654 1,973 8,206 105,419 105,560 115,279 115,739: 570 110
Old : 115,849: 1,654 1,973 8,206 105,419 105,560 115,279 115,739: 570 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -8,094: -617 -131 -1,780 -5,240 -6,183 -7,637 -8,094: -457 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.7 7.1 91.0 91.1 99.5 99.9: 0.5 0.1
Old : 100.0: 1.4 1.7 7.1 91.0 91.1 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 8 37 33 45 41:
Old : 46: 2 6 8 37 33 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 46.2 68.7 69.8 8.3 9.0 11.8 13.2
Old : 48.4 46.2 68.7 69.8 8.3 9.0 11.8 13.2
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, June 2, 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 : 7,349: 0 0 0 6,921 7,198 6,921 7,198: 428 151
Old : 7,349: 0 0 0 6,921 7,198 6,921 7,198: 428 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -560: 0 0 0 -560 -540 -560 -540: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 97.9 94.2 97.9: 5.8 2.1
Old : 100.0: 0.0 0.0 0.0 94.2 97.9 94.2 97.9: 5.8 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 : 23: 0 0 0 13 16 13 16:
Old : 23: 0 0 0 13 16 13 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 : 45.2 66.4 79.9 86.8 42.6 60.3 75.8 76.6
Old : 45.2 66.4 79.9 86.8 42.6 60.3 75.8 76.6
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 31,310: 2,911 53 428 26,458 29,695 29,797 30,176: 1,513 1,134
Old : 31,310: 2,911 53 428 26,458 29,695 29,797 30,176: 1,513 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,779: -12 33 -52 -1,509 -1,374 -1,573 -1,393: -206 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.2 1.4 84.5 94.8 95.2 96.4: 4.8 3.6
Old : 100.0: 9.3 0.2 1.4 84.5 94.8 95.2 96.4: 4.8 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 : 25: 1 1 2 21 19 23 21:
Old : 25: 1 1 2 21 19 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 : 43.7 71.2 72.8 84.1 33.0 38.6 44.0 48.4
Old : 43.7 71.2 72.8 84.1 33.0 38.6 44.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 30,527: 160 620 570 27,520 28,639 28,250 29,829: 2,277 698
Old : 30,527: 160 620 570 27,520 28,639 28,250 29,829: 2,277 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -551: -20 -20 20 -452 -501 -452 -501: -99 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 1.9 90.1 93.8 92.5 97.7: 7.5 2.3
Old : 100.0: 0.5 2.0 1.9 90.1 93.8 92.5 97.7: 7.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 26 22 29 24:
Old : 29: 2 1 2 26 22 29 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 : 43.5 42.8 61.2 71.0 27.9 28.7 37.1 39.8
Old : 43.5 42.8 61.2 71.0 27.9 28.7 37.1 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,055: 0 0 0 25,581 25,199 25,581 25,199: 474 856
Old : 26,055: 0 0 0 25,581 25,199 25,581 25,199: 474 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,464: 0 0 0 -1,436 -1,532 -1,436 -1,532: -28 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 96.7 98.2 96.7: 1.8 3.3
Old : 100.0: 0.0 0.0 0.0 98.2 96.7 98.2 96.7: 1.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 13 15 13:
Old : 20: 0 0 0 15 13 15 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 : 57.4 84.0 83.2 92.0 50.2 70.7 70.7 76.1
Old : 57.4 84.0 83.2 92.0 50.2 70.7 70.7 76.1
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, June 2, 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 : 12,492: 860 0 0 9,902 11,586 10,762 11,586: 1,730 906
Old : 12,492: 860 0 0 9,902 11,586 10,762 11,586: 1,730 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -394: -20 0 0 -336 -382 -356 -382: -38 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 79.3 92.7 86.2 92.7: 13.8 7.3
Old : 100.0: 6.9 0.0 0.0 79.3 92.7 86.2 92.7: 13.8 7.3
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 0 15 16 16 16:
Old : 20: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 53.6 65.3 81.4 39.2 45.8 59.3 63.6
Old : 40.0 53.6 65.3 81.4 39.2 45.8 59.3 63.6
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, June 2, 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 : 24,712: 6 0 0 23,542 23,658 23,549 23,658: 1,164 1,054
Old : 24,712: 6 0 0 23,542 23,658 23,549 23,658: 1,164 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 151: 0 0 0 395 207 395 207: -244 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 95.7 95.3 95.7: 4.7 4.3
Old : 100.0: 0.0 0.0 0.0 95.3 95.7 95.3 95.7: 4.7 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 : 22: 1 0 0 20 19 21 19:
Old : 22: 1 0 0 20 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 61.5 81.0 81.5 27.9 36.9 38.2 41.4
Old : 58.5 61.5 81.0 81.5 27.9 36.9 38.2 41.4
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, June 2, 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 : 12,120: 0 0 0 11,714 11,114 11,714 11,114: 406 1,006
Old : 12,120: 0 0 0 11,714 11,114 11,714 11,114: 406 1,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -248: 0 0 0 -260 -292 -260 -292: 12 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 91.7 96.7 91.7: 3.3 8.3
Old : 100.0: 0.0 0.0 0.0 96.7 91.7 96.7 91.7: 3.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 16 21 16:
Old : 22: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 54.6 64.2 76.3 29.7 39.2 45.5 49.7
Old : 37.4 54.6 64.2 76.3 29.7 39.2 45.5 49.7
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, June 2, 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 : 99,408: 6,197 8,045 0 93,211 91,363 99,408 99,408: 0 0
Old : 99,408: 6,197 8,045 0 93,211 91,363 99,408 99,408: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,720: -500 -600 0 -1,220 -1,120 -1,720 -1,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 8.1 0.0 93.8 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 8.1 0.0 93.8 91.9 100.0 100.0: 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 : 75.1 75.2 90.6 96.8 75.1 75.2 90.1 96.7
Old : 75.1 75.2 90.6 96.8 75.1 75.2 90.1 96.7
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, June 2, 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 : 1,662,616: 79,488 93,120 0 1,583,128 1,569,496 1,662,616 1,662,616: 0 0
Old : 1,662,616: 79,488 93,120 0 1,583,128 1,569,496 1,662,616 1,662,616: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -8,544: 0 0 0 -8,544 -8,544 -8,544 -8,544: 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 : 75.5 80.4 91.1 99.0 75.5 80.4 90.9 99.0
Old : 75.5 80.4 91.1 99.0 75.5 80.4 90.9 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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 148,124: 13,321 7,067 0 134,803 139,777 148,124 146,844: 0 1,280
Old : 148,124: 13,321 7,067 0 134,803 139,777 148,124 146,844: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -2,184: -180 -300 0 -2,004 -1,884 -2,184 -2,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.8 0.0 91.0 94.4 100.0 99.1: 0.0 0.9
Old : 100.0: 9.0 4.8 0.0 91.0 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 : 33: 4 1 0 15 23 19 24:
Old : 33: 4 1 0 15 23 19 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 : 55.4 59.3 78.3 76.8 54.3 58.5 75.0 72.7
Old : 55.4 59.3 78.3 76.8 54.3 58.5 75.0 72.7
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, June 2, 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 : 2,282,081: 109,064 55,968 31,360 2,141,657 2,194,753 2,282,081 2,282,081: 0 0
Old : 2,282,081: 109,064 55,968 31,360 2,141,657 2,194,753 2,282,081 2,282,081: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -100,558: 27,256 -2,120 -3,816 -123,998 -94,622 -100,558 -100,558: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.5 1.4 93.8 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 2.5 1.4 93.8 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 15 19 18 21:
Old : 31: 3 1 1 15 19 18 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 : 64.2 63.7 91.0 81.3 63.5 63.7 90.0 79.7
Old : 64.2 63.7 91.0 81.3 63.5 63.7 90.0 79.7
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, June 2, 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 : 478,746: 0 70,000 0 478,746 408,746 478,746 478,746: 0 0
Old : 478,746: 0 70,000 0 478,746 408,746 478,746 478,746: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -23,502: 0 0 0 -23,502 -23,502 -23,502 -23,502: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 0.0 100.0 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 14.6 0.0 100.0 85.4 100.0 100.0: 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 : 21: 0 1 0 11 13 11 14:
Old : 21: 0 1 0 11 13 11 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 : 72.8 62.4 94.2 82.7 63.5 55.8 83.8 75.3
Old : 72.8 62.4 94.2 82.7 63.5 55.8 83.8 75.3
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, June 2, 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 : 19,149: 0 0 0 18,113 18,984 18,113 18,984: 1,036 165
Old : 19,149: 0 0 0 18,113 18,984 18,113 18,984: 1,036 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 210: 0 0 0 66 151 66 151: 144 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.6 99.1 94.6 99.1: 5.4 0.9
Old : 100.0: 0.0 0.0 0.0 94.6 99.1 94.6 99.1: 5.4 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: 0 0 0 26 26 26 26:
Old : 32: 0 0 0 26 26 26 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 : 54.8 51.0 77.6 77.1 45.9 28.9 49.8 46.1
Old : 54.8 51.0 77.6 77.1 45.9 28.9 49.8 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 6,144: 0 0 0 5,452 6,084 5,452 6,084: 692 60
Old : 6,144: 0 0 0 5,452 6,084 5,452 6,084: 692 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -478: 0 0 0 -381 -360 -381 -360: -97 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.7 99.0 88.7 99.0: 11.3 1.0
Old : 100.0: 0.0 0.0 0.0 88.7 99.0 88.7 99.0: 11.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 18 20 18:
Old : 22: 0 0 0 20 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 : 35.6 57.1 57.7 82.2 27.8 35.1 41.6 51.0
Old : 35.6 57.1 57.7 82.2 27.8 35.1 41.6 51.0
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, June 2, 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 : 9,679: 0 0 0 8,904 8,984 8,904 8,984: 775 695
Old : 9,679: 0 0 0 8,904 8,984 8,904 8,984: 775 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 136: 0 0 0 -70 -94 -70 -94: 206 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 92.8 92.0 92.8: 8.0 7.2
Old : 100.0: 0.0 0.0 0.0 92.0 92.8 92.0 92.8: 8.0 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 : 24: 0 0 0 21 20 21 20:
Old : 24: 0 0 0 21 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 45.4 77.0 69.5 54.1 36.3 59.0 52.0
Old : 65.1 45.4 77.0 69.5 54.1 36.3 59.0 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 2,532,499: 199,076 89,917 884,473 1,315,636 1,442,078 2,399,185 2,416,469: 133,314 116,030
Old : 2,532,499: 199,076 89,917 884,473 1,315,636 1,442,078 2,399,185 2,416,469: 133,314 116,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 164,798: 11,938 4,376 70,070 47,831 56,885 129,839 131,331: 34,959 33,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.6 34.9 52.0 56.9 94.7 95.4: 5.3 4.6
Old : 100.0: 7.9 3.6 34.9 52.0 56.9 94.7 95.4: 5.3 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 : 331: 141 83 178 78 94 303 283:
Old : 331: 141 83 178 78 94 303 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 23.4 39.9 38.7 5.6 4.2 8.4 7.1
Old : 25.7 23.4 39.9 38.7 5.6 4.2 8.4 7.1
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, June 2, 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 : 99,262: 4,243 18,654 24,123 66,288 47,629 94,654 90,405: 4,608 8,857
Old : 99,262: 4,243 18,654 24,123 66,288 47,629 94,654 90,405: 4,608 8,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 8,257: 2,286 138 691 4,036 2,953 7,012 3,781: 1,245 4,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 18.8 24.3 66.8 48.0 95.4 91.1: 4.6 8.9
Old : 100.0: 4.3 18.8 24.3 66.8 48.0 95.4 91.1: 4.6 8.9
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 : 27: 5 5 10 13 13 23 23:
Old : 27: 5 5 10 13 13 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 55.5 77.7 70.7 43.7 35.7 51.9 46.3
Old : 62.3 55.5 77.7 70.7 43.7 35.7 51.9 46.3
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, June 2, 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 : 208,769: 27,954 34,647 8,107 142,097 118,188 178,158 160,942: 30,611 47,827
Old : 208,769: 27,954 34,647 8,107 142,097 118,188 178,158 160,942: 30,611 47,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -5,814: 1,467 2,406 -2,440 -2,934 2,802 -3,907 2,768: -1,907 -8,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.6 3.9 68.1 56.6 85.3 77.1: 14.7 22.9
Old : 100.0: 13.4 16.6 3.9 68.1 56.6 85.3 77.1: 14.7 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 : 36: 3 5 6 25 26 33 32:
Old : 36: 3 5 6 25 26 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 30.6 55.6 47.2 33.1 24.2 47.8 36.9
Old : 36.2 30.6 55.6 47.2 33.1 24.2 47.8 36.9
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, June 2, 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 : 169,358: 28,152 13,196 43,629 94,132 109,083 165,913 165,908: 3,445 3,450
Old : 169,358: 28,152 13,196 43,629 94,132 109,083 165,913 165,908: 3,445 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 6,586: 3,997 -1,785 1,554 1,250 6,954 6,801 6,722: -215 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.8 25.8 55.6 64.4 98.0 98.0: 2.0 2.0
Old : 100.0: 16.6 7.8 25.8 55.6 64.4 98.0 98.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 28 16 38 25 24 66 65:
Old : 70: 28 16 38 25 24 66 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 39.4 49.3 60.7 9.0 13.5 14.9 17.5
Old : 31.3 39.4 49.3 60.7 9.0 13.5 14.9 17.5
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, June 2, 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 : 557,420: 26,577 16,037 77,675 412,620 426,186 516,872 519,898: 40,548 37,521
Old : 557,420: 26,577 16,037 77,675 412,620 426,186 516,872 519,898: 40,548 37,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 9,429: 2,657 -1,088 -609 4,636 7,685 6,685 5,988: 2,744 3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.9 13.9 74.0 76.5 92.7 93.3: 7.3 6.7
Old : 100.0: 4.8 2.9 13.9 74.0 76.5 92.7 93.3: 7.3 6.7
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 : 38: 5 3 8 30 30 38 38:
Old : 38: 5 3 8 30 30 38 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 : 31.7 30.4 52.9 49.6 11.8 10.2 16.2 15.2
Old : 31.7 30.4 52.9 49.6 11.8 10.2 16.2 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 64,375: 5,436 525 2,370 56,141 59,042 63,947 61,937: 428 2,438
Old : 64,375: 5,436 525 2,370 56,141 59,042 63,947 61,937: 428 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -11,455: -174 75 -100 -9,521 -11,554 -9,795 -11,579: -1,660 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.8 3.7 87.2 91.7 99.3 96.2: 0.7 3.8
Old : 100.0: 8.4 0.8 3.7 87.2 91.7 99.3 96.2: 0.7 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 : 57: 7 2 4 38 43 47 47:
Old : 57: 7 2 4 38 43 47 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 : 46.0 32.1 65.8 50.5 35.5 25.0 43.7 36.7
Old : 46.0 32.1 65.8 50.5 35.5 25.0 43.7 36.7
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, June 2, 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 : 179,986: 26,986 46,293 21,654 122,135 103,997 170,775 171,944: 9,211 8,042
Old : 179,986: 26,986 46,293 21,654 122,135 103,997 170,775 171,944: 9,211 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,048: 4,483 -420 -3,766 -1,041 3,714 -324 -472: -724 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 25.7 12.0 67.9 57.8 94.9 95.5: 5.1 4.5
Old : 100.0: 15.0 25.7 12.0 67.9 57.8 94.9 95.5: 5.1 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 : 53: 13 19 26 20 20 47 51:
Old : 53: 13 19 26 20 20 47 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 : 42.6 36.1 58.9 53.2 20.9 18.5 31.3 26.5
Old : 42.6 36.1 58.9 53.2 20.9 18.5 31.3 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 37,790: 5,799 2,948 3,046 23,726 27,589 32,571 33,583: 5,219 4,207
Old : 37,790: 5,799 2,948 3,046 23,726 27,589 32,571 33,583: 5,219 4,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 41: 3,678 73 -1,503 -1,331 1,230 844 -200: -803 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.8 8.1 62.8 73.0 86.2 88.9: 13.8 11.1
Old : 100.0: 15.3 7.8 8.1 62.8 73.0 86.2 88.9: 13.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 5 11 12 20 17:
Old : 21: 4 4 5 11 12 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 : 43.8 43.6 66.5 65.7 26.0 21.1 29.2 28.8
Old : 43.8 43.6 66.5 65.7 26.0 21.1 29.2 28.8
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,441: 2,850 2,733 510 34,476 34,571 37,836 37,814: 605 627
Old : 38,441: 2,850 2,733 510 34,476 34,571 37,836 37,814: 605 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,974: 340 -975 -340 -3,659 -2,359 -3,659 -3,674: -315 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.1 1.3 89.7 89.9 98.4 98.4: 1.6 1.6
Old : 100.0: 7.4 7.1 1.3 89.7 89.9 98.4 98.4: 1.6 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 : 47: 2 6 1 28 33 30 40:
Old : 47: 2 6 1 28 33 30 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 : 61.8 32.4 77.1 50.6 57.0 30.4 69.2 47.9
Old : 61.8 32.4 77.1 50.6 57.0 30.4 69.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 16,129: 10,477 2,427 185 2,972 12,981 13,634 15,593: 2,495 536
Old : 16,129: 10,477 2,427 185 2,972 12,981 13,634 15,593: 2,495 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -66: 219 -1,053 -9 -228 1,228 -18 166: -48 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 15.0 1.1 18.4 80.5 84.5 96.7: 15.5 3.3
Old : 100.0: 65.0 15.0 1.1 18.4 80.5 84.5 96.7: 15.5 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 : 117: 63 14 3 18 24 84 39:
Old : 117: 63 14 3 18 24 84 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 : 33.4 43.4 44.3 61.2 33.4 42.7 44.3 59.8
Old : 33.4 43.4 44.3 61.2 33.4 42.7 44.3 59.8
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, June 2, 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 : 23,162: 11,155 3,631 304 6,830 17,678 18,289 21,613: 4,873 1,549
Old : 23,162: 11,155 3,631 304 6,830 17,678 18,289 21,613: 4,873 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,322: -20 236 261 -10 688 231 1,185: 1,091 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 15.7 1.3 29.5 76.3 79.0 93.3: 21.0 6.7
Old : 100.0: 48.2 15.7 1.3 29.5 76.3 79.0 93.3: 21.0 6.7
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 : 89: 43 13 3 12 22 57 36:
Old : 89: 43 13 3 12 22 57 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 33.4 39.8 54.3 25.7 33.4 39.8 54.3
Old : 25.7 33.4 39.8 54.3 25.7 33.4 39.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 259,390: 71,092 9,714 41,201 123,998 189,178 236,290 240,093: 23,099 19,297
Old : 259,390: 71,092 9,714 41,201 123,998 189,178 236,290 240,093: 23,099 19,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -10,985: 386 1,032 3,535 -12,886 -14,445 -8,965 -9,878: -2,020 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.7 15.9 47.8 72.9 91.1 92.6: 8.9 7.4
Old : 100.0: 27.4 3.7 15.9 47.8 72.9 91.1 92.6: 8.9 7.4
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 : 195: 66 27 45 78 87 169 140:
Old : 195: 66 27 45 78 87 169 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 23.1 28.1 33.3 12.2 17.2 20.3 23.3
Old : 17.3 23.1 28.1 33.3 12.2 17.2 20.3 23.3
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, June 2, 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 : 9,484: 1,250 900 100 7,834 7,534 9,184 8,534: 300 950
Old : 9,484: 1,250 900 100 7,834 7,534 9,184 8,534: 300 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -628: 0 0 100 -728 -778 -628 -678: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.5 1.1 82.6 79.4 96.8 90.0: 3.2 10.0
Old : 100.0: 13.2 9.5 1.1 82.6 79.4 96.8 90.0: 3.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 1 26 30 30 32:
Old : 41: 4 1 1 26 30 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 36.0 66.6 53.5 30.1 22.1 39.4 31.7
Old : 42.3 36.0 66.6 53.5 30.1 22.1 39.4 31.7
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, June 2, 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 : 34,729: 1,272 0 101 32,091 34,475 33,464 34,576: 1,265 153
Old : 34,729: 1,272 0 101 32,091 34,475 33,464 34,576: 1,265 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,473: -89 -75 0 -1,360 -1,147 -1,449 -1,222: -24 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.3 92.4 99.3 96.4 99.6: 3.6 0.4
Old : 100.0: 3.7 0.0 0.3 92.4 99.3 96.4 99.6: 3.6 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 : 41: 4 0 1 34 25 38 26:
Old : 41: 4 0 1 34 25 38 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 : 43.9 65.3 62.1 87.1 29.1 46.5 42.1 59.3
Old : 43.9 65.3 62.1 87.1 29.1 46.5 42.1 59.3
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, June 2, 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 : 22,417: 962 0 163 20,869 21,135 21,994 21,298: 423 1,119
Old : 22,417: 962 0 163 20,869 21,135 21,994 21,298: 423 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -3,315: -5 0 -10 -3,220 -3,310 -3,235 -3,320: -80 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.7 93.1 94.3 98.1 95.0: 1.9 5.0
Old : 100.0: 4.3 0.0 0.7 93.1 94.3 98.1 95.0: 1.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 20 14 22 16:
Old : 27: 2 0 2 20 14 22 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 : 64.8 82.6 81.3 90.5 63.0 76.8 78.6 81.3
Old : 64.8 82.6 81.3 90.5 63.0 76.8 78.6 81.3
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,776: 250 50 0 16,927 17,676 17,177 17,726: 599 50
Old : 17,776: 250 50 0 16,927 17,676 17,177 17,726: 599 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -2,910: 50 0 0 -2,960 -2,860 -2,910 -2,860: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 0.0 95.2 99.4 96.6 99.7: 3.4 0.3
Old : 100.0: 1.4 0.3 0.0 95.2 99.4 96.6 99.7: 3.4 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 : 40: 2 1 0 22 29 24 30:
Old : 40: 2 1 0 22 29 24 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 : 61.2 50.9 79.2 71.6 44.2 38.1 54.5 49.4
Old : 61.2 50.9 79.2 71.6 44.2 38.1 54.5 49.4
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, June 2, 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 : 4,149: 0 455 0 3,183 2,957 3,183 3,412: 966 737
Old : 4,149: 0 455 0 3,183 2,957 3,183 3,412: 966 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -387: 0 -76 0 -319 -234 -319 -310: -68 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 0.0 76.7 71.3 76.7 82.2: 23.3 17.8
Old : 100.0: 0.0 11.0 0.0 76.7 71.3 76.7 82.2: 23.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 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 : 57.0 39.5 69.6 61.6 53.7 38.0 64.5 59.3
Old : 57.0 39.5 69.6 61.6 53.7 38.0 64.5 59.3
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,363: 150 0 0 15,460 16,278 15,610 16,278: 753 85
Old : 16,363: 150 0 0 15,460 16,278 15,610 16,278: 753 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -2,353: 0 0 0 -2,221 -2,248 -2,221 -2,248: -132 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 94.5 99.5 95.4 99.5: 4.6 0.5
Old : 100.0: 0.9 0.0 0.0 94.5 99.5 95.4 99.5: 4.6 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 : 24: 1 0 0 21 10 22 10:
Old : 24: 1 0 0 21 10 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 96.0 78.3 99.3 61.1 89.8 75.3 91.3
Old : 61.1 96.0 78.3 99.3 61.1 89.8 75.3 91.3
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,496: 1,883 768 114 20,965 23,352 22,962 24,234: 2,534 1,262
Old : 25,496: 1,883 768 114 20,965 23,352 22,962 24,234: 2,534 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,858: -45 0 0 -1,608 -1,843 -1,653 -1,843: -205 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.0 0.4 82.2 91.6 90.1 95.1: 9.9 4.9
Old : 100.0: 7.4 3.0 0.4 82.2 91.6 90.1 95.1: 9.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 1 2 27 27 32 30:
Old : 41: 5 1 2 27 27 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 50.9 57.4 68.8 31.9 44.7 47.2 58.6
Old : 37.1 50.9 57.4 68.8 31.9 44.7 47.2 58.6
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, June 2, 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 : 9,223: 1,169 217 0 7,579 8,675 8,748 8,892: 475 331
Old : 9,223: 1,169 217 0 7,579 8,675 8,748 8,892: 475 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,643: 42 -5 -50 -1,379 -1,553 -1,387 -1,608: -256 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.4 0.0 82.2 94.1 94.8 96.4: 5.2 3.6
Old : 100.0: 12.7 2.4 0.0 82.2 94.1 94.8 96.4: 5.2 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 : 32: 1 2 0 23 22 24 24:
Old : 32: 1 2 0 23 22 24 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 : 47.7 47.5 66.5 69.3 45.3 40.2 56.7 53.5
Old : 47.7 47.5 66.5 69.3 45.3 40.2 56.7 53.5
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, June 2, 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 : 58,739: 7,576 549 1,419 45,292 54,679 54,287 56,647: 4,452 2,092
Old : 58,739: 7,576 549 1,419 45,292 54,679 54,287 56,647: 4,452 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -852: 1,609 -982 510 -2,794 917 -675 445: -177 -1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.9 2.4 77.1 93.1 92.4 96.4: 7.6 3.6
Old : 100.0: 12.9 0.9 2.4 77.1 93.1 92.4 96.4: 7.6 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 : 46: 7 2 6 28 36 36 43:
Old : 46: 7 2 6 28 36 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.8 47.3 46.9 20.7 18.7 31.2 29.9
Old : 27.3 27.8 47.3 46.9 20.7 18.7 31.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009