GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 42,967: 2,428 25 561 39,932 42,368 42,921 42,954: 46 13
Old : 42,967: 2,428 25 561 39,932 42,368 42,921 42,954: 46 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,142: 31 0 61 1,071 1,081 1,163 1,142: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 1.3 92.9 98.6 99.9 100.0: 0.1 0.0
Old : 100.0: 5.7 0.1 1.3 92.9 98.6 99.9 100.0: 0.1 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 : 49: 5 1 2 36 39 41 42:
Old : 49: 5 1 2 36 39 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 55.8 63.4 70.1 31.2 37.4 40.6 45.0
Old : 41.9 55.8 63.4 70.1 31.2 37.4 40.6 45.0
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,060: 550 120 75 23,330 23,705 23,955 23,900: 105 160
Old : 24,060: 550 120 75 23,330 23,705 23,955 23,900: 105 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -155: 0 0 0 -145 -165 -145 -165: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.5 0.3 97.0 98.5 99.6 99.3: 0.4 0.7
Old : 100.0: 2.3 0.5 0.3 97.0 98.5 99.6 99.3: 0.4 0.7
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 : 45: 1 1 1 33 35 35 37:
Old : 45: 1 1 1 33 35 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 56.6 72.1 76.6 35.0 40.1 44.4 48.3
Old : 55.0 56.6 72.1 76.6 35.0 40.1 44.4 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,301: 677 25 452 4,872 5,901 6,001 6,378: 1,300 923
Old : 7,301: 677 25 452 4,872 5,901 6,001 6,378: 1,300 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 113: 0 0 0 140 164 140 164: -27 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.3 6.2 66.7 80.8 82.2 87.4: 17.8 12.6
Old : 100.0: 9.3 0.3 6.2 66.7 80.8 82.2 87.4: 17.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 18 20 19 22:
Old : 23: 1 1 1 18 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 62.3 71.3 70.6 48.9 55.6 56.5 60.4
Old : 57.1 62.3 71.3 70.6 48.9 55.6 56.5 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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 12,035: 539 586 286 10,515 10,173 11,340 11,045: 695 990
Old : 12,035: 539 586 286 10,515 10,173 11,340 11,045: 695 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 311: 207 55 5 216 60 428 120: -117 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.9 2.4 87.4 84.5 94.2 91.8: 5.8 8.2
Old : 100.0: 4.5 4.9 2.4 87.4 84.5 94.2 91.8: 5.8 8.2
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 : 54: 5 5 3 41 43 46 51:
Old : 54: 5 5 3 41 43 46 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 : 32.0 34.6 47.3 49.3 29.4 29.5 41.1 38.7
Old : 32.0 34.6 47.3 49.3 29.4 29.5 41.1 38.7
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,374: 15 35 285 8,301 8,182 8,601 8,502: 773 872
Old : 9,374: 15 35 285 8,301 8,182 8,601 8,502: 773 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 478: 0 20 0 395 388 395 408: 83 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 3.0 88.6 87.3 91.8 90.7: 8.2 9.3
Old : 100.0: 0.2 0.4 3.0 88.6 87.3 91.8 90.7: 8.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 1 3 46 48 49 51:
Old : 55: 1 1 3 46 48 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 22.8 45.3 37.8 31.0 19.6 41.2 31.7
Old : 34.0 22.8 45.3 37.8 31.0 19.6 41.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,483: 720 45 0 2,010 3,037 2,730 3,082: 753 401
Old : 3,483: 720 45 0 2,010 3,037 2,730 3,082: 753 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 131: 0 0 0 186 110 186 110: -55 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 1.3 0.0 57.7 87.2 78.4 88.5: 21.6 11.5
Old : 100.0: 20.7 1.3 0.0 57.7 87.2 78.4 88.5: 21.6 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 : 25: 1 1 0 18 21 19 22:
Old : 25: 1 1 0 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 40.9 60.2 63.2 43.4 35.1 50.1 52.9
Old : 45.3 40.9 60.2 63.2 43.4 35.1 50.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,451: 0 0 0 1,615 1,808 1,615 1,808: 836 643
Old : 2,451: 0 0 0 1,615 1,808 1,615 1,808: 836 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 51: 0 0 0 98 -2 98 -2: -47 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 65.9 73.8 65.9 73.8: 34.1 26.2
Old : 100.0: 0.0 0.0 0.0 65.9 73.8 65.9 73.8: 34.1 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 14 17 14:
Old : 23: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 38.7 55.0 61.4 34.5 38.7 49.7 59.8
Old : 36.6 38.7 55.0 61.4 34.5 38.7 49.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 GALLONS) :
: : :
All : 7,442: 0 0 0 7,442 7,442 7,442 7,442: 0 0
Old : 7,442: 0 0 0 7,442 7,442 7,442 7,442: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 16 16 16:
Old : 20: 0 0 0 16 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 : 74.6 61.4 88.1 84.6 41.7 46.8 50.4 51.4
Old : 74.6 61.4 88.1 84.6 41.7 46.8 50.4 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 326,415: 38,111 8,220 60,096 177,291 224,249 275,497 292,564: 50,918 33,851
Old : 326,415: 38,111 8,220 60,096 177,291 224,249 275,497 292,564: 50,918 33,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,692: -899 -1,874 163 2,554 3,525 1,817 1,814: 875 878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.5 18.4 54.3 68.7 84.4 89.6: 15.6 10.4
Old : 100.0: 11.7 2.5 18.4 54.3 68.7 84.4 89.6: 15.6 10.4
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 : 137: 38 18 41 66 66 127 111:
Old : 137: 38 18 41 66 66 127 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.7 30.5 37.0 12.6 15.6 18.8 21.7
Old : 19.9 24.7 30.5 37.0 12.6 15.6 18.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 65,092: 1,211 6,333 17,411 40,408 37,163 59,030 60,907: 6,062 4,185
Old : 65,092: 1,211 6,333 17,411 40,408 37,163 59,030 60,907: 6,062 4,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,324: 100 -171 451 1,355 1,916 1,906 2,196: 417 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.7 26.7 62.1 57.1 90.7 93.6: 9.3 6.4
Old : 100.0: 1.9 9.7 26.7 62.1 57.1 90.7 93.6: 9.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 5 8 12 12 20 20:
Old : 20: 3 5 8 12 12 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 44.0 64.2 69.3 12.2 11.8 16.1 17.5
Old : 37.8 44.0 64.2 69.3 12.2 11.8 16.1 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 24,436: 681 118 447 23,074 23,021 24,202 23,586: 234 850
Old : 24,436: 681 118 447 23,074 23,021 24,202 23,586: 234 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 930: 50 -50 0 780 730 830 680: 100 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 1.8 94.4 94.2 99.0 96.5: 1.0 3.5
Old : 100.0: 2.8 0.5 1.8 94.4 94.2 99.0 96.5: 1.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 2 4 43 54 49 58:
Old : 65: 4 2 4 43 54 49 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 22.2 54.4 39.5 31.1 18.4 41.8 30.9
Old : 36.7 22.2 54.4 39.5 31.1 18.4 41.8 30.9
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 23, 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 : 23,535: 455 0 200 21,015 22,025 21,670 22,225: 1,865 1,310
Old : 23,535: 455 0 200 21,015 22,025 21,670 22,225: 1,865 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 675: -50 0 50 375 625 375 675: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.8 89.3 93.6 92.1 94.4: 7.9 5.6
Old : 100.0: 1.9 0.0 0.8 89.3 93.6 92.1 94.4: 7.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 0 2 27 26 31 28:
Old : 36: 4 0 2 27 26 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 47.4 68.3 67.7 33.9 37.0 44.8 48.6
Old : 50.0 47.4 68.3 67.7 33.9 37.0 44.8 48.6
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 23, 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 : 20,474: 6,709 75 481 13,119 18,103 20,309 18,659: 165 1,815
Old : 20,474: 6,709 75 481 13,119 18,103 20,309 18,659: 165 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 75: -50 75 50 75 -50 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 0.4 2.3 64.1 88.4 99.2 91.1: 0.8 8.9
Old : 100.0: 32.8 0.4 2.3 64.1 88.4 99.2 91.1: 0.8 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 : 23: 4 1 2 13 15 18 17:
Old : 23: 4 1 2 13 15 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 : 68.3 65.1 88.4 81.5 63.2 59.1 79.8 72.5
Old : 68.3 65.1 88.4 81.5 63.2 59.1 79.8 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 2,827: 50 50 100 2,127 2,487 2,277 2,637: 550 190
Old : 2,827: 50 50 100 2,127 2,487 2,277 2,637: 550 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -100: 0 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.8 3.5 75.2 88.0 80.5 93.3: 19.5 6.7
Old : 100.0: 1.8 1.8 3.5 75.2 88.0 80.5 93.3: 19.5 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 : 24: 1 1 1 17 14 19 16:
Old : 24: 1 1 1 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 49.9 60.1 72.9 40.7 45.9 51.3 62.3
Old : 43.3 49.9 60.1 72.9 40.7 45.9 51.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 934,859: 137,762 204,987 343,465 360,639 341,728 841,866 890,180: 92,993 44,679
Old : 934,859: 137,762 204,987 343,465 360,639 341,728 841,866 890,180: 92,993 44,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -25,844: 6,907 -11,480 -14,249 -10,856 5,045 -18,198 -20,684: -7,646 -5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.9 36.7 38.6 36.6 90.1 95.2: 9.9 4.8
Old : 100.0: 14.7 21.9 36.7 38.6 36.6 90.1 95.2: 9.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 86 88 115 84 73 242 213:
Old : 270: 86 88 115 84 73 242 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 39.7 43.6 52.0 11.5 17.6 14.9 22.1
Old : 32.8 39.7 43.6 52.0 11.5 17.6 14.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 90,063: 1,568 301 2,354 80,384 79,998 84,306 82,653: 5,757 7,410
Old : 90,063: 1,568 301 2,354 80,384 79,998 84,306 82,653: 5,757 7,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,073: 83 -289 42 2,760 735 2,885 488: -1,812 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.3 2.6 89.3 88.8 93.6 91.8: 6.4 8.2
Old : 100.0: 1.7 0.3 2.6 89.3 88.8 93.6 91.8: 6.4 8.2
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 : 31: 2 1 3 25 27 28 30:
Old : 31: 2 1 3 25 27 28 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 : 50.1 40.1 68.8 59.1 46.6 33.2 58.3 47.8
Old : 50.1 40.1 68.8 59.1 46.6 33.2 58.3 47.8
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,110: 1,296 11,777 1,609 45,409 26,307 48,314 39,693: 8,796 17,417
Old : 57,110: 1,296 11,777 1,609 45,409 26,307 48,314 39,693: 8,796 17,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 88: 0 -927 124 769 1,268 893 465: -805 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 20.6 2.8 79.5 46.1 84.6 69.5: 15.4 30.5
Old : 100.0: 2.3 20.6 2.8 79.5 46.1 84.6 69.5: 15.4 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 17 18 20 21:
Old : 24: 1 2 3 17 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 40.9 68.0 53.6 40.3 32.0 56.1 43.2
Old : 48.3 40.9 68.0 53.6 40.3 32.0 56.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,364: 4,084 0 2,914 72,733 72,860 79,731 75,774: 7,633 11,590
Old : 87,364: 4,084 0 2,914 72,733 72,860 79,731 75,774: 7,633 11,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 5,564: -93 0 0 5,657 5,350 5,564 5,350: 0 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 3.3 83.3 83.4 91.3 86.7: 8.7 13.3
Old : 100.0: 4.7 0.0 3.3 83.3 83.4 91.3 86.7: 8.7 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 : 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 : 35.0 33.9 54.4 50.8 31.8 28.7 48.5 42.7
Old : 35.0 33.9 54.4 50.8 31.8 28.7 48.5 42.7
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 23, 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 : 94,725: 0 0 0 82,392 83,576 82,392 83,576: 12,333 11,149
Old : 94,725: 0 0 0 82,392 83,576 82,392 83,576: 12,333 11,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -89: 0 0 0 -89 -120 -89 -120: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 88.2 87.0 88.2: 13.0 11.8
Old : 100.0: 0.0 0.0 0.0 87.0 88.2 87.0 88.2: 13.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 22 23 22:
Old : 26: 0 0 0 23 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 42.4 62.1 61.3 32.4 29.6 45.8 46.2
Old : 41.7 42.4 62.1 61.3 32.4 29.6 45.8 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,363: 2,622 984 6,291 74,514 79,219 83,427 86,494: 7,936 4,869
Old : 91,363: 2,622 984 6,291 74,514 79,219 83,427 86,494: 7,936 4,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,992: -735 -1,557 1,212 1,938 3,337 2,415 2,992: 577 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.1 6.9 81.6 86.7 91.3 94.7: 8.7 5.3
Old : 100.0: 2.9 1.1 6.9 81.6 86.7 91.3 94.7: 8.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 1 4 25 27 29 32:
Old : 38: 4 1 4 25 27 29 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 : 42.0 33.4 58.6 50.9 37.1 31.0 49.1 42.2
Old : 42.0 33.4 58.6 50.9 37.1 31.0 49.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 120,245: 0 5,558 6,757 107,323 101,154 114,080 113,469: 6,165 6,776
Old : 120,245: 0 5,558 6,757 107,323 101,154 114,080 113,469: 6,165 6,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,050: 0 252 150 1,023 222 1,173 624: -123 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 5.6 89.3 84.1 94.9 94.4: 5.1 5.6
Old : 100.0: 0.0 4.6 5.6 89.3 84.1 94.9 94.4: 5.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 3 23 31 26 34:
Old : 39: 0 3 3 23 31 26 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 : 57.3 33.4 73.9 52.3 52.8 33.0 63.7 50.3
Old : 57.3 33.4 73.9 52.3 52.8 33.0 63.7 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 37,361: 0 5,714 624 34,154 25,602 34,778 31,940: 2,583 5,421
Old : 37,361: 0 5,714 624 34,154 25,602 34,778 31,940: 2,583 5,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 509: 0 1,309 -6 635 -825 629 478: -120 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 1.7 91.4 68.5 93.1 85.5: 6.9 14.5
Old : 100.0: 0.0 15.3 1.7 91.4 68.5 93.1 85.5: 6.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 16 13 18 15:
Old : 20: 0 2 2 16 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 : 58.6 50.0 78.5 71.9 57.0 44.2 72.3 61.4
Old : 58.6 50.0 78.5 71.9 57.0 44.2 72.3 61.4
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 23, 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 : 74,322: 1,145 11,352 11,424 57,006 43,770 69,575 66,546: 4,747 7,776
Old : 74,322: 1,145 11,352 11,424 57,006 43,770 69,575 66,546: 4,747 7,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 24: -24 120 24 24 -120 24 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 15.3 15.4 76.7 58.9 93.6 89.5: 6.4 10.5
Old : 100.0: 1.5 15.3 15.4 76.7 58.9 93.6 89.5: 6.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 15 17 18 20:
Old : 24: 1 2 3 15 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 50.7 79.4 73.2 40.9 31.7 50.0 43.8
Old : 63.1 50.7 79.4 73.2 40.9 31.7 50.0 43.8
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 23, 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 : 55,914: 1,192 0 310 42,154 47,639 43,656 47,949: 12,258 7,965
Old : 55,914: 1,192 0 310 42,154 47,639 43,656 47,949: 12,258 7,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 180: 0 0 0 180 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.6 75.4 85.2 78.1 85.8: 21.9 14.2
Old : 100.0: 2.1 0.0 0.6 75.4 85.2 78.1 85.8: 21.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 23 20 24 21:
Old : 26: 1 0 1 23 20 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 51.8 49.2 67.0 31.6 45.4 44.5 54.7
Old : 32.5 51.8 49.2 67.0 31.6 45.4 44.5 54.7
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,674: 2,364 730 7,448 83,397 84,740 93,209 92,918: 7,465 7,756
Old : 100,674: 2,364 730 7,448 83,397 84,740 93,209 92,918: 7,465 7,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,494: -643 -604 28 1,932 2,083 1,317 1,507: 177 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.7 7.4 82.8 84.2 92.6 92.3: 7.4 7.7
Old : 100.0: 2.3 0.7 7.4 82.8 84.2 92.6 92.3: 7.4 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 : 40: 3 2 5 28 31 33 36:
Old : 40: 3 2 5 28 31 33 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 : 35.9 37.7 57.9 54.8 30.8 36.3 44.5 50.3
Old : 35.9 37.7 57.9 54.8 30.8 36.3 44.5 50.3
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 23, 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 : 1,997,277: 20,227 148,970 706,749 1,265,855 1,137,588 1,992,831 1,993,308: 4,445 3,968
Old : 1,997,277: 20,227 148,970 706,749 1,265,855 1,137,588 1,992,831 1,993,308: 4,445 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -18,554: -1,698 18,962 -13,050 -2,454 -22,667 -17,202 -16,755: -1,351 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.5 35.4 63.4 57.0 99.8 99.8: 0.2 0.2
Old : 100.0: 1.0 7.5 35.4 63.4 57.0 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 : 139: 33 43 65 61 61 131 132:
Old : 139: 33 43 65 61 61 131 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 30.5 53.6 48.4 9.0 7.1 10.6 9.1
Old : 34.2 30.5 53.6 48.4 9.0 7.1 10.6 9.1
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 23, 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 : 68,972: 0 4,571 4,686 59,038 50,378 63,724 59,635: 5,248 9,337
Old : 68,972: 0 4,571 4,686 59,038 50,378 63,724 59,635: 5,248 9,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 382: 0 696 -200 458 -389 258 107: 124 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 6.8 85.6 73.0 92.4 86.5: 7.6 13.5
Old : 100.0: 0.0 6.6 6.8 85.6 73.0 92.4 86.5: 7.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 12 15 14 17:
Old : 21: 0 2 2 12 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 35.4 90.0 57.1 71.8 31.6 77.5 51.0
Old : 72.3 35.4 90.0 57.1 71.8 31.6 77.5 51.0
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 23, 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 : 133,354: 0 7,324 0 132,196 122,374 132,196 129,698: 1,158 3,656
Old : 133,354: 0 7,324 0 132,196 122,374 132,196 129,698: 1,158 3,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 5,228: 0 372 0 5,228 4,856 5,228 5,228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.0 99.1 91.8 99.1 97.3: 0.9 2.7
Old : 100.0: 0.0 5.5 0.0 99.1 91.8 99.1 97.3: 0.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 0 19 17 19 20:
Old : 25: 0 3 0 19 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 59.6 89.2 77.4 42.0 47.2 57.1 55.3
Old : 66.0 59.6 89.2 77.4 42.0 47.2 57.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 225,088: 11,451 10,923 5,689 201,841 201,819 218,981 218,431: 6,107 6,657
Old : 225,088: 11,451 10,923 5,689 201,841 201,819 218,981 218,431: 6,107 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,901: -1,044 0 969 2,160 826 2,085 1,795: -184 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.9 2.5 89.7 89.7 97.3 97.0: 2.7 3.0
Old : 100.0: 5.1 4.9 2.5 89.7 89.7 97.3 97.0: 2.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 1 6 44 39 52 45:
Old : 55: 7 1 6 44 39 52 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 : 28.8 47.5 46.6 62.1 26.3 44.1 38.3 54.7
Old : 28.8 47.5 46.6 62.1 26.3 44.1 38.3 54.7
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 23, 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 : 155,564: 1,875 3,579 2,013 139,963 145,575 143,851 151,167: 11,713 4,397
Old : 155,564: 1,875 3,579 2,013 139,963 145,575 143,851 151,167: 11,713 4,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 569: 0 308 -274 261 349 -13 383: 582 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.3 1.3 90.0 93.6 92.5 97.2: 7.5 2.8
Old : 100.0: 1.2 2.3 1.3 90.0 93.6 92.5 97.2: 7.5 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 : 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 : 42.2 46.9 60.0 66.3 36.9 45.4 48.8 63.6
Old : 42.2 46.9 60.0 66.3 36.9 45.4 48.8 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 23, 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 : 275,860: 19,207 452 12,313 225,753 249,622 257,273 262,387: 18,587 13,473
Old : 275,860: 19,207 452 12,313 225,753 249,622 257,273 262,387: 18,587 13,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,070: 448 52 706 615 2,277 1,769 3,035: 301 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.2 4.5 81.8 90.5 93.3 95.1: 6.7 4.9
Old : 100.0: 7.0 0.2 4.5 81.8 90.5 93.3 95.1: 6.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 2 5 41 43 46 49:
Old : 51: 4 2 5 41 43 46 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 27.4 56.3 47.4 28.5 24.3 40.1 42.3
Old : 37.7 27.4 56.3 47.4 28.5 24.3 40.1 42.3
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 23, 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 : 94,222: 1,056 3,095 1,248 84,653 82,895 86,957 87,238: 7,265 6,984
Old : 94,222: 1,056 3,095 1,248 84,653 82,895 86,957 87,238: 7,265 6,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 488: 1,056 -493 0 328 1,190 1,384 697: -896 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.3 1.3 89.8 88.0 92.3 92.6: 7.7 7.4
Old : 100.0: 1.1 3.3 1.3 89.8 88.0 92.3 92.6: 7.7 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 : 29: 1 3 3 20 19 24 23:
Old : 29: 1 3 3 20 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 43.5 80.1 68.2 56.7 40.2 67.6 57.7
Old : 60.5 43.5 80.1 68.2 56.7 40.2 67.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 55,804: 0 0 0 51,192 48,379 51,192 48,379: 4,612 7,425
Old : 55,804: 0 0 0 51,192 48,379 51,192 48,379: 4,612 7,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 180: 0 0 0 482 180 482 180: -302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 86.7 91.7 86.7: 8.3 13.3
Old : 100.0: 0.0 0.0 0.0 91.7 86.7 91.7 86.7: 8.3 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 : 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 : 60.8 48.6 75.5 69.0 57.3 41.7 68.1 57.1
Old : 60.8 48.6 75.5 69.0 57.3 41.7 68.1 57.1
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 23, 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 : 3,099,674: 618,449 122,962 989,210 1,467,513 1,976,015 3,075,172 3,088,187: 24,502 11,487
Old : 3,099,674: 618,449 122,962 989,210 1,467,513 1,976,015 3,075,172 3,088,187: 24,502 11,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 43,287: 1,924 14,987 -4,431 44,453 31,890 41,946 42,446: 1,341 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.0 31.9 47.3 63.7 99.2 99.6: 0.8 0.4
Old : 100.0: 20.0 4.0 31.9 47.3 63.7 99.2 99.6: 0.8 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 : 183: 40 20 52 112 101 172 155:
Old : 183: 40 20 52 112 101 172 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 35.7 42.7 48.8 14.3 19.2 19.0 25.8
Old : 30.3 35.7 42.7 48.8 14.3 19.2 19.0 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,232,116: 261,476 79,183 259,829 703,544 890,610 1,224,849 1,229,622: 7,267 2,494
Old : 1,232,116: 261,476 79,183 259,829 703,544 890,610 1,224,849 1,229,622: 7,267 2,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 16,866: 9,625 5,322 7,270 -327 4,602 16,568 17,194: 298 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.4 21.1 57.1 72.3 99.4 99.8: 0.6 0.2
Old : 100.0: 21.2 6.4 21.1 57.1 72.3 99.4 99.8: 0.6 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 : 96: 32 20 37 43 42 88 86:
Old : 96: 32 20 37 43 42 88 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 39.2 49.4 58.7 21.0 31.6 32.3 41.3
Old : 29.8 39.2 49.4 58.7 21.0 31.6 32.3 41.3
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 23, 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 : 129,425: 1,395 2,412 10,318 117,212 116,615 128,925 129,345: 500 80
Old : 129,425: 1,395 2,412 10,318 117,212 116,615 128,925 129,345: 500 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 4,746: -132 257 601 4,175 3,914 4,644 4,772: 102 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.9 8.0 90.6 90.1 99.6 99.9: 0.4 0.1
Old : 100.0: 1.1 1.9 8.0 90.6 90.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 6 8 38 35 46 43:
Old : 47: 2 6 8 38 35 46 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 : 49.0 45.7 70.4 68.8 7.3 7.5 10.3 10.7
Old : 49.0 45.7 70.4 68.8 7.3 7.5 10.3 10.7
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 23, 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 : 7,519: 0 0 0 7,091 7,368 7,091 7,368: 428 151
Old : 7,519: 0 0 0 7,091 7,368 7,091 7,368: 428 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 124: 0 0 0 124 124 124 124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.3 98.0 94.3 98.0: 5.7 2.0
Old : 100.0: 0.0 0.0 0.0 94.3 98.0 94.3 98.0: 5.7 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 : 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 : 44.8 65.7 78.7 86.0 42.2 59.7 74.7 76.0
Old : 44.8 65.7 78.7 86.0 42.2 59.7 74.7 76.0
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 32,076: 2,849 32 479 27,045 30,304 30,373 30,816: 1,703 1,260
Old : 32,076: 2,849 32 479 27,045 30,304 30,373 30,816: 1,703 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 488: -49 -19 49 367 409 368 440: 120 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.1 1.5 84.3 94.5 94.7 96.1: 5.3 3.9
Old : 100.0: 8.9 0.1 1.5 84.3 94.5 94.7 96.1: 5.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 22 19 24 21:
Old : 25: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 69.4 71.2 82.4 32.7 37.8 43.8 47.3
Old : 42.9 69.4 71.2 82.4 32.7 37.8 43.8 47.3
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 23, 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 : 31,339: 50 620 610 28,100 29,377 28,760 30,607: 2,579 732
Old : 31,339: 50 620 610 28,100 29,377 28,760 30,607: 2,579 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 129: -110 0 40 79 73 9 113: 120 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 1.9 89.7 93.7 91.8 97.7: 8.2 2.3
Old : 100.0: 0.2 2.0 1.9 89.7 93.7 91.8 97.7: 8.2 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: 1 1 2 27 22 29 24:
Old : 29: 1 1 2 27 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 41.0 61.2 70.4 28.3 29.4 37.8 40.7
Old : 43.5 41.0 61.2 70.4 28.3 29.4 37.8 40.7
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 23, 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 : 26,759: 0 0 0 26,285 25,903 26,285 25,903: 474 856
Old : 26,759: 0 0 0 26,285 25,903 26,285 25,903: 474 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 96.8 98.2 96.8: 1.8 3.2
Old : 100.0: 0.0 0.0 0.0 98.2 96.8 98.2 96.8: 1.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.5 84.5 83.6 92.3 51.3 71.6 71.5 76.8
Old : 58.5 84.5 83.6 92.3 51.3 71.6 71.5 76.8
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 23, 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 : 13,806: 860 16 28 11,424 12,852 12,312 12,896: 1,494 910
Old : 13,806: 860 16 28 11,424 12,852 12,312 12,896: 1,494 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 808: 0 0 0 1,060 976 1,060 976: -252 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.1 0.2 82.7 93.1 89.2 93.4: 10.8 6.6
Old : 100.0: 6.2 0.1 0.2 82.7 93.1 89.2 93.4: 10.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 18 18 20 19:
Old : 24: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 47.1 61.5 75.8 35.7 40.1 55.8 59.3
Old : 36.9 47.1 61.5 75.8 35.7 40.1 55.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 24,835: 3 0 0 23,969 24,436 23,972 24,436: 863 399
Old : 24,835: 3 0 0 23,969 24,436 23,972 24,436: 863 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 283: -2 0 0 630 553 629 553: -346 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 98.4 96.5 98.4: 3.5 1.6
Old : 100.0: 0.0 0.0 0.0 96.5 98.4 96.5 98.4: 3.5 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 : 23: 1 0 0 21 20 22 20:
Old : 23: 1 0 0 21 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 60.1 80.3 77.7 31.6 38.6 41.2 45.0
Old : 56.2 60.1 80.3 77.7 31.6 38.6 41.2 45.0
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 23, 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 : 12,280: 0 0 0 11,852 11,092 11,852 11,092: 428 1,188
Old : 12,280: 0 0 0 11,852 11,092 11,852 11,092: 428 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 162: 0 0 0 166 150 166 150: -4 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 90.3 96.5 90.3: 3.5 9.7
Old : 100.0: 0.0 0.0 0.0 96.5 90.3 96.5 90.3: 3.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 22 17 22 17:
Old : 22: 0 0 0 22 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 54.5 63.4 74.8 30.8 40.1 45.2 47.9
Old : 37.6 54.5 63.4 74.8 30.8 40.1 45.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 493,528: 15,840 23,440 15,520 462,168 454,568 493,528 493,528: 0 0
Old : 493,528: 15,840 23,440 15,520 462,168 454,568 493,528 493,528: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.7 3.1 93.6 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 4.7 3.1 93.6 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 12 5 14 7:
Old : 20: 2 1 1 12 5 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 93.7 89.0 100.0 67.7 93.7 87.4 96.9
Old : 67.7 93.7 89.0 100.0 67.7 93.7 87.4 96.9
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 23, 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 : 106,173: 1,057 8,265 5,140 99,976 92,768 106,173 106,173: 0 0
Old : 106,173: 1,057 8,265 5,140 99,976 92,768 106,173 106,173: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 3,855: -5,140 0 5,140 3,855 -1,285 3,855 3,855: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.8 4.8 94.2 87.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 7.8 4.8 94.2 87.4 100.0 100.0: 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 : 23: 1 2 1 13 10 14 13:
Old : 23: 1 2 1 13 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 74.3 87.3 93.6 72.0 74.3 83.7 90.3
Old : 72.8 74.3 87.3 93.6 72.0 74.3 83.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,747,736: 0 129,792 59,968 1,687,768 1,557,976 1,747,736 1,747,736: 0 0
Old : 1,747,736: 0 129,792 59,968 1,687,768 1,557,976 1,747,736 1,747,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 61,880: -71,728 32,992 59,968 73,640 -31,080 61,880 61,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 3.4 96.6 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.4 3.4 96.6 89.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 13 7 14 10:
Old : 21: 0 3 1 13 7 14 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 : 73.9 77.8 88.4 96.7 73.9 77.8 87.7 93.5
Old : 73.9 77.8 88.4 96.7 73.9 77.8 87.7 93.5
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 23, 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 : 168,004: 13,541 1,927 5,140 149,323 159,657 168,004 166,724: 0 1,280
Old : 168,004: 13,541 1,927 5,140 149,323 159,657 168,004 166,724: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 10,936: -440 -5,140 5,140 6,236 10,936 10,936 10,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.1 3.1 88.9 95.0 100.0 99.2: 0.0 0.8
Old : 100.0: 8.1 1.1 3.1 88.9 95.0 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 1 17 23 22 24:
Old : 33: 4 1 1 17 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 58.2 69.7 78.1 48.6 54.8 67.6 70.7
Old : 48.9 58.2 69.7 78.1 48.6 54.8 67.6 70.7
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 23, 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 : 2,321,998: 169,256 0 62,320 2,090,422 2,259,678 2,321,998 2,321,998: 0 0
Old : 2,321,998: 169,256 0 62,320 2,090,422 2,259,678 2,321,998 2,321,998: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 44,299: 56,512 -48,208 30,960 -43,173 61,547 44,299 44,299: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 2.7 90.0 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 0.0 2.7 90.0 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 0 2 16 19 20 21:
Old : 32: 4 0 2 16 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 65.6 84.7 81.7 60.2 65.6 79.6 81.0
Old : 60.2 65.6 84.7 81.7 60.2 65.6 79.6 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 42,382: 1,313 4,285 42 39,601 37,500 40,956 41,827: 1,426 555
Old : 42,382: 1,313 4,285 42 39,601 37,500 40,956 41,827: 1,426 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.1 0.1 93.4 88.5 96.6 98.7: 3.4 1.3
Old : 100.0: 3.1 10.1 0.1 93.4 88.5 96.6 98.7: 3.4 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 : 20: 2 1 1 11 11 13 13:
Old : 20: 2 1 1 11 11 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 80.7 91.0 94.4 68.1 80.4 85.0 91.0
Old : 71.1 80.7 91.0 94.4 68.1 80.4 85.0 91.0
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 23, 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 : 683,081: 0 70,000 0 683,081 613,081 683,081 683,081: 0 0
Old : 683,081: 0 70,000 0 683,081 613,081 683,081 683,081: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.2 0.0 100.0 89.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 12 13 12 14:
Old : 21: 0 1 0 12 13 12 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 : 74.1 68.6 93.0 88.0 66.2 66.5 84.5 82.9
Old : 74.1 68.6 93.0 88.0 66.2 66.5 84.5 82.9
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,268: 25 0 105 16,927 17,674 17,057 17,779: 1,211 490
Old : 18,268: 25 0 105 16,927 17,674 17,057 17,779: 1,211 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 459: 15 0 -25 434 226 424 201: 35 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.6 92.7 96.7 93.4 97.3: 6.6 2.7
Old : 100.0: 0.1 0.0 0.6 92.7 96.7 93.4 97.3: 6.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 1 29 29 30 30:
Old : 34: 1 0 1 29 29 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 47.8 65.6 69.3 40.6 31.8 44.7 46.9
Old : 44.9 47.8 65.6 69.3 40.6 31.8 44.7 46.9
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,542: 0 0 0 8,236 8,357 8,236 8,357: 306 185
Old : 8,542: 0 0 0 8,236 8,357 8,236 8,357: 306 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 690: 0 0 0 793 795 793 795: -103 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 97.8 96.4 97.8: 3.6 2.2
Old : 100.0: 0.0 0.0 0.0 96.4 97.8 96.4 97.8: 3.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 23 19 23 19:
Old : 25: 0 0 0 23 19 23 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 : 35.9 53.5 59.3 84.1 30.9 39.7 43.7 51.8
Old : 35.9 53.5 59.3 84.1 30.9 39.7 43.7 51.8
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 23, 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 : 12,102: 155 0 320 11,482 11,632 11,957 11,952: 145 150
Old : 12,102: 155 0 320 11,482 11,632 11,957 11,952: 145 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 735: 75 0 -90 765 830 750 740: -14 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 2.6 94.9 96.1 98.8 98.8: 1.2 1.2
Old : 100.0: 1.3 0.0 2.6 94.9 96.1 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 23 18 24 19:
Old : 25: 1 0 1 23 18 24 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 : 62.6 47.3 81.1 71.9 52.6 36.8 57.9 51.2
Old : 62.6 47.3 81.1 71.9 52.6 36.8 57.9 51.2
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 23, 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 : 2,466,226: 191,960 93,064 859,296 1,320,057 1,433,108 2,371,313 2,385,468: 94,913 80,758
Old : 2,466,226: 191,960 93,064 859,296 1,320,057 1,433,108 2,371,313 2,385,468: 94,913 80,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -173,575: -534 -7,140 -84,922 -62,400 -63,276 -147,856 -155,338: -25,719 -18,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.8 34.8 53.5 58.1 96.2 96.7: 3.8 3.3
Old : 100.0: 7.8 3.8 34.8 53.5 58.1 96.2 96.7: 3.8 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 : 317: 122 92 157 76 95 281 267:
Old : 317: 122 92 157 76 95 281 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.6 41.8 40.5 5.3 3.8 7.5 6.6
Old : 27.0 24.6 41.8 40.5 5.3 3.8 7.5 6.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 91,749: 3,213 20,570 21,607 64,006 45,908 88,827 88,085: 2,922 3,664
Old : 91,749: 3,213 20,570 21,607 64,006 45,908 88,827 88,085: 2,922 3,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -9,457: 188 600 -2,654 -5,184 -5,548 -7,651 -7,602: -1,806 -1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 22.4 23.6 69.8 50.0 96.8 96.0: 3.2 4.0
Old : 100.0: 3.5 22.4 23.6 69.8 50.0 96.8 96.0: 3.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 6 10 12 15 23 25:
Old : 28: 5 6 10 12 15 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 55.5 79.6 72.7 45.0 37.2 51.8 49.3
Old : 62.0 55.5 79.6 72.7 45.0 37.2 51.8 49.3
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 23, 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 : 220,924: 34,981 34,590 8,084 159,078 132,823 202,143 175,497: 18,781 45,427
Old : 220,924: 34,981 34,590 8,084 159,078 132,823 202,143 175,497: 18,781 45,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,789: 577 -414 227 981 2,217 1,785 2,030: 4 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.7 3.7 72.0 60.1 91.5 79.4: 8.5 20.6
Old : 100.0: 15.8 15.7 3.7 72.0 60.1 91.5 79.4: 8.5 20.6
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 : 38: 4 5 6 26 26 34 33:
Old : 38: 4 5 6 26 26 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 30.3 54.6 46.3 32.0 23.2 47.6 37.0
Old : 36.0 30.3 54.6 46.3 32.0 23.2 47.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 177,328: 25,056 10,036 50,472 98,179 113,525 173,707 174,032: 3,622 3,296
Old : 177,328: 25,056 10,036 50,472 98,179 113,525 173,707 174,032: 3,622 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -13,115: -2,721 -664 -3,771 -6,407 -8,351 -12,899 -12,786: -215 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 5.7 28.5 55.4 64.0 98.0 98.1: 2.0 1.9
Old : 100.0: 14.1 5.7 28.5 55.4 64.0 98.0 98.1: 2.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 26 20 40 25 25 67 69:
Old : 72: 26 20 40 25 25 67 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 39.2 50.0 60.3 8.3 12.8 13.0 16.7
Old : 31.4 39.2 50.0 60.3 8.3 12.8 13.0 16.7
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 23, 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 : 592,932: 26,998 15,430 83,805 462,886 472,133 573,688 571,368: 19,244 21,564
Old : 592,932: 26,998 15,430 83,805 462,886 472,133 573,688 571,368: 19,244 21,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -11,342: -546 -523 -1,728 -8,738 -8,792 -11,011 -11,042: -331 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.6 14.1 78.1 79.6 96.8 96.4: 3.2 3.6
Old : 100.0: 4.6 2.6 14.1 78.1 79.6 96.8 96.4: 3.2 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 : 42: 6 3 9 32 33 41 42:
Old : 42: 6 3 9 32 33 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 29.9 51.8 48.8 11.4 10.1 16.0 15.2
Old : 30.7 29.9 51.8 48.8 11.4 10.1 16.0 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 23, 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 : 71,146: 4,142 625 2,445 64,453 67,970 71,040 71,040: 106 106
Old : 71,146: 4,142 625 2,445 64,453 67,970 71,040 71,040: 106 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,956: -847 125 -50 3,925 2,875 3,028 2,950: -72 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.9 3.4 90.6 95.5 99.9 99.9: 0.1 0.1
Old : 100.0: 5.8 0.9 3.4 90.6 95.5 99.9 99.9: 0.1 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 : 58: 5 3 3 41 43 47 48:
Old : 58: 5 3 3 41 43 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 33.7 68.8 52.5 36.5 25.6 47.9 39.6
Old : 48.6 33.7 68.8 52.5 36.5 25.6 47.9 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 177,021: 25,866 42,909 21,541 122,332 104,375 169,739 168,825: 7,282 8,196
Old : 177,021: 25,866 42,909 21,541 122,332 104,375 169,739 168,825: 7,282 8,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -1,730: 811 -838 -989 -742 -383 -920 -2,210: -810 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 24.2 12.2 69.1 59.0 95.9 95.4: 4.1 4.6
Old : 100.0: 14.6 24.2 12.2 69.1 59.0 95.9 95.4: 4.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 19 24 22 22 49 47:
Old : 51: 9 19 24 22 22 49 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 : 41.2 38.8 58.0 57.7 18.3 18.2 28.7 24.9
Old : 41.2 38.8 58.0 57.7 18.3 18.2 28.7 24.9
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 23, 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 : 42,577: 5,341 2,770 4,664 29,104 32,526 39,109 39,960: 3,468 2,617
Old : 42,577: 5,341 2,770 4,664 29,104 32,526 39,109 39,960: 3,468 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -2,356: 0 0 -1,450 -1,396 -1,200 -2,846 -2,650: 490 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.5 11.0 68.4 76.4 91.9 93.9: 8.1 6.1
Old : 100.0: 12.5 6.5 11.0 68.4 76.4 91.9 93.9: 8.1 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 : 23: 4 4 6 12 14 21 20:
Old : 23: 4 4 6 12 14 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 : 41.3 47.6 67.7 69.2 24.8 20.1 29.0 28.1
Old : 41.3 47.6 67.7 69.2 24.8 20.1 29.0 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 59,503: 1,200 1,035 1,260 38,601 41,766 41,061 44,061: 18,442 15,442
Old : 59,503: 1,200 1,035 1,260 38,601 41,766 41,061 44,061: 18,442 15,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 380: 0 0 0 150 -3,384 150 -3,384: 230 3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 2.1 64.9 70.2 69.0 74.0: 31.0 26.0
Old : 100.0: 2.0 1.7 2.1 64.9 70.2 69.0 74.0: 31.0 26.0
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 1 1 15 16 17 17:
Old : 20: 1 1 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 43.2 56.2 57.2 28.9 30.0 36.2 39.8
Old : 42.7 43.2 56.2 57.2 28.9 30.0 36.2 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 110,583: 7,269 2,503 7,569 50,616 71,166 65,454 81,238: 45,129 29,345
Old : 110,583: 7,269 2,503 7,569 50,616 71,166 65,454 81,238: 45,129 29,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 59: 63 150 -180 -3,178 -907 -3,295 -937: 3,354 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.3 6.8 45.8 64.4 59.2 73.5: 40.8 26.5
Old : 100.0: 6.6 2.3 6.8 45.8 64.4 59.2 73.5: 40.8 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 3 17 17 20 20:
Old : 21: 2 1 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 33.3 41.1 53.2 16.4 24.7 24.4 35.2
Old : 27.4 33.3 41.1 53.2 16.4 24.7 24.4 35.2
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 23, 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 : 42,086: 3,050 2,133 470 38,461 39,381 41,981 41,984: 105 102
Old : 42,086: 3,050 2,133 470 38,461 39,381 41,981 41,984: 105 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,410: 200 -150 -40 1,250 1,600 1,410 1,410: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.1 1.1 91.4 93.6 99.8 99.8: 0.2 0.2
Old : 100.0: 7.2 5.1 1.1 91.4 93.6 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 : 47: 2 4 1 32 33 34 38:
Old : 47: 2 4 1 32 33 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 29.5 74.1 48.0 53.3 27.5 62.8 45.0
Old : 59.0 29.5 74.1 48.0 53.3 27.5 62.8 45.0
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 23, 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 : 16,035: 10,813 2,728 134 2,965 12,556 13,912 15,418: 2,123 617
Old : 16,035: 10,813 2,728 134 2,965 12,556 13,912 15,418: 2,123 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -430: -261 84 -50 144 -561 -167 -527: -263 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 17.0 0.8 18.5 78.3 86.8 96.2: 13.2 3.8
Old : 100.0: 67.4 17.0 0.8 18.5 78.3 86.8 96.2: 13.2 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 : 118: 61 17 3 20 24 84 43:
Old : 118: 61 17 3 20 24 84 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 : 36.6 43.1 47.7 61.2 36.6 42.8 47.7 60.2
Old : 36.6 43.1 47.7 61.2 36.6 42.8 47.7 60.2
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 23, 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 : 23,276: 12,645 2,727 412 6,271 18,852 19,328 21,991: 3,948 1,285
Old : 23,276: 12,645 2,727 412 6,271 18,852 19,328 21,991: 3,948 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -625: -9 -784 19 -104 145 -94 -620: -531 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 11.7 1.8 26.9 81.0 83.0 94.5: 17.0 5.5
Old : 100.0: 54.3 11.7 1.8 26.9 81.0 83.0 94.5: 17.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 51 14 6 12 25 68 41:
Old : 98: 51 14 6 12 25 68 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 : 25.5 33.8 39.7 53.6 25.5 33.8 39.7 53.6
Old : 25.5 33.8 39.7 53.6 25.5 33.8 39.7 53.6
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 23, 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 : 270,931: 65,125 9,440 47,508 135,784 196,338 248,416 253,286: 22,515 17,645
Old : 270,931: 65,125 9,440 47,508 135,784 196,338 248,416 253,286: 22,515 17,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -13,507: -7,207 5 -2,153 -1,241 -10,627 -10,601 -12,774: -2,907 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.5 17.5 50.1 72.5 91.7 93.5: 8.3 6.5
Old : 100.0: 24.0 3.5 17.5 50.1 72.5 91.7 93.5: 8.3 6.5
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 : 181: 62 20 44 76 89 158 137:
Old : 181: 62 20 44 76 89 158 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 24.3 31.6 35.8 11.6 16.0 18.0 22.2
Old : 18.9 24.3 31.6 35.8 11.6 16.0 18.0 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 23,082: 1,803 167 661 13,387 17,874 15,851 18,702: 7,231 4,380
Old : 23,082: 1,803 167 661 13,387 17,874 15,851 18,702: 7,231 4,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.7 2.9 58.0 77.4 68.7 81.0: 31.3 19.0
Old : 100.0: 7.8 0.7 2.9 58.0 77.4 68.7 81.0: 31.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 14 15 16 18:
Old : 23: 2 1 2 14 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 : 46.2 41.9 58.6 59.3 43.4 38.2 51.8 52.3
Old : 46.2 41.9 58.6 59.3 43.4 38.2 51.8 52.3
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,379: 1,404 950 100 9,725 10,079 11,229 11,129: 150 250
Old : 11,379: 1,404 950 100 9,725 10,079 11,229 11,129: 150 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 600: 124 50 0 600 450 724 500: -124 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.3 0.9 85.5 88.6 98.7 97.8: 1.3 2.2
Old : 100.0: 12.3 8.3 0.9 85.5 88.6 98.7 97.8: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 2 1 33 32 37 35:
Old : 46: 4 2 1 33 32 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 31.6 59.5 51.9 25.0 21.5 34.5 31.2
Old : 37.5 31.6 59.5 51.9 25.0 21.5 34.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 39,757: 1,772 0 101 36,731 39,653 38,604 39,754: 1,153 3
Old : 39,757: 1,772 0 101 36,731 39,653 38,604 39,754: 1,153 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,365: 25 0 0 2,097 2,365 2,122 2,365: 243 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.3 92.4 99.7 97.1 100.0: 2.9 0.0
Old : 100.0: 4.5 0.0 0.3 92.4 99.7 97.1 100.0: 2.9 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 : 43: 3 0 1 36 28 39 29:
Old : 43: 3 0 1 36 28 39 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 : 42.6 66.1 59.6 84.3 26.6 44.8 38.2 56.0
Old : 42.6 66.1 59.6 84.3 26.6 44.8 38.2 56.0
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 23, 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 : 23,261: 913 0 138 21,898 22,008 22,949 22,146: 312 1,115
Old : 23,261: 913 0 138 21,898 22,008 22,949 22,146: 312 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 159: 37 0 0 186 165 223 165: -64 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.6 94.1 94.6 98.7 95.2: 1.3 4.8
Old : 100.0: 3.9 0.0 0.6 94.1 94.6 98.7 95.2: 1.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 21 16 23 18:
Old : 28: 2 0 2 21 16 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 82.4 81.6 90.2 63.5 74.7 78.7 80.6
Old : 65.0 82.4 81.6 90.2 63.5 74.7 78.7 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 19,971: 300 50 0 19,671 19,921 19,971 19,971: 0 0
Old : 19,971: 300 50 0 19,671 19,921 19,971 19,971: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 500: 0 0 0 500 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.3 0.0 98.5 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.3 0.0 98.5 99.7 100.0 100.0: 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 : 45: 3 1 0 28 32 31 33:
Old : 45: 3 1 0 28 32 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 51.9 76.3 71.0 42.0 37.0 52.0 49.1
Old : 59.1 51.9 76.3 71.0 42.0 37.0 52.0 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 4,528: 0 594 0 3,269 3,285 3,269 3,879: 1,259 649
Old : 4,528: 0 594 0 3,269 3,285 3,269 3,879: 1,259 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 196: 0 139 0 -94 131 -94 270: 290 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.1 0.0 72.2 72.5 72.2 85.7: 27.8 14.3
Old : 100.0: 0.0 13.1 0.0 72.2 72.5 72.2 85.7: 27.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 0 17 19 17 22:
Old : 25: 0 3 0 17 19 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 37.3 65.5 59.1 51.1 36.2 58.7 56.8
Old : 54.2 37.3 65.5 59.1 51.1 36.2 58.7 56.8
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 23, 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 : 17,797: 270 0 0 16,874 17,212 17,144 17,212: 653 585
Old : 17,797: 270 0 0 16,874 17,212 17,144 17,212: 653 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -483: 0 0 0 -483 -483 -483 -483: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 94.8 96.7 96.3 96.7: 3.7 3.3
Old : 100.0: 1.5 0.0 0.0 94.8 96.7 96.3 96.7: 3.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 23 12 24 12:
Old : 27: 1 0 0 23 12 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 92.1 80.6 95.7 60.8 86.3 74.7 87.3
Old : 61.5 92.1 80.6 95.7 60.8 86.3 74.7 87.3
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,057: 2,441 1,158 114 22,973 24,784 25,528 26,056: 529 1
Old : 26,057: 2,441 1,158 114 22,973 24,784 25,528 26,056: 529 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 239: -369 390 0 626 -151 257 239: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.4 0.4 88.2 95.1 98.0 100.0: 2.0 0.0
Old : 100.0: 9.4 4.4 0.4 88.2 95.1 98.0 100.0: 2.0 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 : 45: 4 2 2 30 30 34 34:
Old : 45: 4 2 2 30 30 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 : 36.9 48.3 59.1 64.8 32.6 42.2 49.6 55.5
Old : 36.9 48.3 59.1 64.8 32.6 42.2 49.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 5,278: 0 96 0 5,138 5,049 5,138 5,145: 140 133
Old : 5,278: 0 96 0 5,138 5,049 5,138 5,145: 140 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 96: 0 0 0 1,280 480 1,280 480: -1,184 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 97.3 95.7 97.3 97.5: 2.7 2.5
Old : 100.0: 0.0 1.8 0.0 97.3 95.7 97.3 97.5: 2.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 16 11 17:
Old : 21: 0 1 0 11 16 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 58.2 91.9 80.1 63.8 53.1 77.7 69.6
Old : 73.1 58.2 91.9 80.1 63.8 53.1 77.7 69.6
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 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,003: 1,221 217 135 9,424 10,428 10,780 10,780: 223 223
Old : 11,003: 1,221 217 135 9,424 10,428 10,780 10,780: 223 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 665: -136 0 135 666 530 665 665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.0 1.2 85.6 94.8 98.0 98.0: 2.0 2.0
Old : 100.0: 11.1 2.0 1.2 85.6 94.8 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 : 33: 1 2 1 25 23 26 26:
Old : 33: 1 2 1 25 23 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 : 39.0 46.9 63.3 67.2 32.0 29.9 43.3 41.1
Old : 39.0 46.9 63.3 67.2 32.0 29.9 43.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 60,614: 5,414 813 1,652 48,376 57,077 55,442 59,542: 5,172 1,072
Old : 60,614: 5,414 813 1,652 48,376 57,077 55,442 59,542: 5,172 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 834: -729 21 368 979 586 618 975: 216 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.3 2.7 79.8 94.2 91.5 98.2: 8.5 1.8
Old : 100.0: 8.9 1.3 2.7 79.8 94.2 91.5 98.2: 8.5 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 : 49: 7 3 5 28 37 35 45:
Old : 49: 7 3 5 28 37 35 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 : 26.9 28.1 47.7 48.0 21.9 20.9 32.0 32.1
Old : 26.9 28.1 47.7 48.0 21.9 20.9 32.0 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009