GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 39,509: 1,007 0 686 37,553 38,714 39,246 39,400: 263 109
Old : 39,509: 1,007 0 686 37,553 38,714 39,246 39,400: 263 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,761: -1,421 -25 150 -5,576 -6,893 -6,847 -6,768: 86 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 1.7 95.0 98.0 99.3 99.7: 0.7 0.3
Old : 100.0: 2.5 0.0 1.7 95.0 98.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 0 2 35 36 38 38:
Old : 44: 3 0 2 35 36 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 51.2 63.9 69.1 26.1 29.8 33.2 36.4
Old : 47.5 51.2 63.9 69.1 26.1 29.8 33.2 36.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,706: 500 120 75 23,026 23,391 23,601 23,586: 105 120
Old : 23,706: 500 120 75 23,026 23,391 23,601 23,586: 105 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -676: -50 0 0 -626 -636 -676 -636: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.5 0.3 97.1 98.7 99.6 99.5: 0.4 0.5
Old : 100.0: 2.1 0.5 0.3 97.1 98.7 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 30 32 32 34:
Old : 41: 1 1 1 30 32 32 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 : 61.9 60.5 74.9 78.5 53.0 53.0 61.5 62.2
Old : 61.9 60.5 74.9 78.5 53.0 53.0 61.5 62.2
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,956: 455 0 452 4,845 5,556 5,752 6,008: 1,204 948
Old : 6,956: 455 0 452 4,845 5,556 5,752 6,008: 1,204 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -411: -222 -25 0 -65 -417 -287 -442: -124 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 6.5 69.7 79.9 82.7 86.4: 17.3 13.6
Old : 100.0: 6.5 0.0 6.5 69.7 79.9 82.7 86.4: 17.3 13.6
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 0 1 20 22 21 23:
Old : 24: 1 0 1 20 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 63.7 67.3 71.7 42.8 56.8 53.7 60.9
Old : 51.2 63.7 67.3 71.7 42.8 56.8 53.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,455: 509 48 217 8,910 9,272 9,636 9,537: 819 918
Old : 10,455: 509 48 217 8,910 9,272 9,636 9,537: 819 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,829: -44 -595 -65 -1,839 -1,061 -1,948 -1,721: 119 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.5 2.1 85.2 88.7 92.2 91.2: 7.8 8.8
Old : 100.0: 4.9 0.5 2.1 85.2 88.7 92.2 91.2: 7.8 8.8
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 : 46: 4 1 3 37 41 41 45:
Old : 46: 4 1 3 37 41 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 34.2 51.0 49.9 29.8 28.3 43.4 39.0
Old : 33.0 34.2 51.0 49.9 29.8 28.3 43.4 39.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,228: 121 25 435 7,127 6,941 7,683 7,401: 545 827
Old : 8,228: 121 25 435 7,127 6,941 7,683 7,401: 545 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,684: 60 -5 -5 -1,504 -1,604 -1,449 -1,614: -235 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.3 5.3 86.6 84.4 93.4 89.9: 6.6 10.1
Old : 100.0: 1.5 0.3 5.3 86.6 84.4 93.4 89.9: 6.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 1 4 46 47 50 51:
Old : 55: 3 1 4 46 47 50 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 : 30.7 20.8 43.0 36.2 27.0 17.4 37.2 28.3
Old : 30.7 20.8 43.0 36.2 27.0 17.4 37.2 28.3
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,104: 720 0 0 1,637 2,758 2,357 2,758: 747 346
Old : 3,104: 720 0 0 1,637 2,758 2,357 2,758: 747 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -477: 0 -45 0 -489 -425 -489 -470: 12 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.0 0.0 52.7 88.9 75.9 88.9: 24.1 11.1
Old : 100.0: 23.2 0.0 0.0 52.7 88.9 75.9 88.9: 24.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 16 18 17 18:
Old : 21: 1 0 0 16 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 42.9 63.4 65.8 45.7 39.7 54.6 58.5
Old : 47.8 42.9 63.4 65.8 45.7 39.7 54.6 58.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 6,544: 0 0 0 6,544 6,544 6,544 6,544: 0 0
Old : 6,544: 0 0 0 6,544 6,544 6,544 6,544: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,222: 0 0 0 -1,222 -1,222 -1,222 -1,222: 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 : 21: 0 0 0 19 15 19 15:
Old : 21: 0 0 0 19 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 68.3 78.9 90.3 36.0 39.7 44.5 47.2
Old : 62.7 68.3 78.9 90.3 36.0 39.7 44.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 320,400: 39,269 10,689 55,282 182,914 219,082 277,465 285,053: 42,935 35,346
Old : 320,400: 39,269 10,689 55,282 182,914 219,082 277,465 285,053: 42,935 35,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,434: -599 2,766 -1,941 7,589 -1,508 5,050 -683: -2,616 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.3 17.3 57.1 68.4 86.6 89.0: 13.4 11.0
Old : 100.0: 12.3 3.3 17.3 57.1 68.4 86.6 89.0: 13.4 11.0
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 : 135: 34 23 44 60 66 119 115:
Old : 135: 34 23 44 60 66 119 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 23.9 33.3 35.7 13.5 14.1 20.0 21.0
Old : 21.2 23.9 33.3 35.7 13.5 14.1 20.0 21.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 64,807: 1,856 5,550 17,790 39,513 37,171 59,159 60,511: 5,648 4,296
Old : 64,807: 1,856 5,550 17,790 39,513 37,171 59,159 60,511: 5,648 4,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,845: 657 87 247 869 985 1,772 1,319: 73 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.6 27.5 61.0 57.4 91.3 93.4: 8.7 6.6
Old : 100.0: 2.9 8.6 27.5 61.0 57.4 91.3 93.4: 8.7 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 : 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 : 38.1 45.9 64.7 71.4 11.3 12.7 15.9 17.5
Old : 38.1 45.9 64.7 71.4 11.3 12.7 15.9 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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 19,988: 651 290 150 18,898 19,202 19,699 19,642: 289 346
Old : 19,988: 651 290 150 18,898 19,202 19,699 19,642: 289 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,398: 202 122 -397 -6,126 -5,769 -6,321 -6,044: -77 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.5 0.8 94.5 96.1 98.6 98.3: 1.4 1.7
Old : 100.0: 3.3 1.5 0.8 94.5 96.1 98.6 98.3: 1.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 3 3 1 37 50 41 53:
Old : 61: 3 3 1 37 50 41 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 27.1 58.1 44.4 32.9 22.5 47.0 34.1
Old : 38.7 27.1 58.1 44.4 32.9 22.5 47.0 34.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,330: 595 0 125 19,370 21,045 20,090 21,170: 2,240 1,160
Old : 22,330: 595 0 125 19,370 21,045 20,090 21,170: 2,240 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,240: 140 0 -75 -1,480 -1,115 -1,415 -1,190: 175 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.6 86.7 94.2 90.0 94.8: 10.0 5.2
Old : 100.0: 2.7 0.0 0.6 86.7 94.2 90.0 94.8: 10.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 0 2 22 26 26 28:
Old : 34: 4 0 2 22 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 46.4 68.0 67.3 32.6 36.5 42.7 49.1
Old : 48.9 46.4 68.0 67.3 32.6 36.5 42.7 49.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,349: 4,319 75 1,296 13,569 16,163 19,184 17,534: 165 1,815
Old : 19,349: 4,319 75 1,296 13,569 16,163 19,184 17,534: 165 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -975: -1,415 0 365 75 -1,340 -975 -975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 0.4 6.7 70.1 83.5 99.1 90.6: 0.9 9.4
Old : 100.0: 22.3 0.4 6.7 70.1 83.5 99.1 90.6: 0.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 12 15 16 17:
Old : 22: 3 1 2 12 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 59.6 86.4 78.7 56.5 53.8 74.7 65.4
Old : 65.5 59.6 86.4 78.7 56.5 53.8 74.7 65.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 971,407: 166,320 235,673 338,525 374,557 348,443 879,402 922,640: 92,005 48,767
Old : 971,407: 166,320 235,673 338,525 374,557 348,443 879,402 922,640: 92,005 48,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 29,388: 9,264 10,506 7,803 11,395 10,112 28,462 28,421: 926 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.3 34.8 38.6 35.9 90.5 95.0: 9.5 5.0
Old : 100.0: 17.1 24.3 34.8 38.6 35.9 90.5 95.0: 9.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 89 104 125 86 73 255 235:
Old : 294: 89 104 125 86 73 255 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.1 43.4 50.6 14.1 18.7 18.8 24.1
Old : 32.3 39.1 43.4 50.6 14.1 18.7 18.8 24.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,567: 1,257 1,062 1,598 77,513 75,554 80,368 78,214: 5,199 7,353
Old : 85,567: 1,257 1,062 1,598 77,513 75,554 80,368 78,214: 5,199 7,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -3,938: -104 87 -125 -3,101 -3,487 -3,330 -3,525: -608 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 1.9 90.6 88.3 93.9 91.4: 6.1 8.6
Old : 100.0: 1.5 1.2 1.9 90.6 88.3 93.9 91.4: 6.1 8.6
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 : 31: 1 2 3 25 27 28 30:
Old : 31: 1 2 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 : 51.7 41.2 69.5 60.3 48.1 33.8 58.5 49.0
Old : 51.7 41.2 69.5 60.3 48.1 33.8 58.5 49.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,822: 924 9,980 1,989 40,557 23,352 43,470 35,321: 8,352 16,501
Old : 51,822: 924 9,980 1,989 40,557 23,352 43,470 35,321: 8,352 16,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,832: -372 -2,078 -385 -4,755 -3,187 -5,512 -5,650: -320 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 19.3 3.8 78.3 45.1 83.9 68.2: 16.1 31.8
Old : 100.0: 1.8 19.3 3.8 78.3 45.1 83.9 68.2: 16.1 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 4 16 18 20 22:
Old : 25: 1 3 4 16 18 20 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 : 48.5 37.8 67.9 51.2 39.7 29.3 54.2 38.6
Old : 48.5 37.8 67.9 51.2 39.7 29.3 54.2 38.6
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,690: 4,504 0 2,300 66,889 66,901 73,693 69,201: 6,997 11,489
Old : 80,690: 4,504 0 2,300 66,889 66,901 73,693 69,201: 6,997 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,110: 25 0 -248 -3,949 -4,761 -4,172 -5,009: -938 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 2.9 82.9 82.9 91.3 85.8: 8.7 14.2
Old : 100.0: 5.6 0.0 2.9 82.9 82.9 91.3 85.8: 8.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 3 26 27 30 30:
Old : 33: 3 0 3 26 27 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 : 34.8 31.7 54.2 48.4 30.9 26.8 46.4 39.6
Old : 34.8 31.7 54.2 48.4 30.9 26.8 46.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,712: 0 0 0 79,323 80,672 79,323 80,672: 11,389 10,040
Old : 90,712: 0 0 0 79,323 80,672 79,323 80,672: 11,389 10,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,900: 0 0 0 -3,832 -3,791 -3,832 -3,791: -1,068 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.4 88.9 87.4 88.9: 12.6 11.1
Old : 100.0: 0.0 0.0 0.0 87.4 88.9 87.4 88.9: 12.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 43.9 63.2 63.1 34.5 31.4 48.2 49.0
Old : 41.7 43.9 63.2 63.1 34.5 31.4 48.2 49.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,390: 2,568 1,062 5,510 69,986 74,407 78,064 80,979: 8,326 5,411
Old : 86,390: 2,568 1,062 5,510 69,986 74,407 78,064 80,979: 8,326 5,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,638: -243 -817 -638 -5,602 -5,694 -6,483 -7,149: -155 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.2 6.4 81.0 86.1 90.4 93.7: 9.6 6.3
Old : 100.0: 3.0 1.2 6.4 81.0 86.1 90.4 93.7: 9.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 3 24 26 27 30:
Old : 36: 2 2 3 24 26 27 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 : 44.3 34.5 60.8 52.2 39.3 31.5 50.8 43.9
Old : 44.3 34.5 60.8 52.2 39.3 31.5 50.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,198: 0 6,617 5,952 100,099 93,233 106,051 105,802: 6,147 6,396
Old : 112,198: 0 6,617 5,952 100,099 93,233 106,051 105,802: 6,147 6,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -8,240: 0 434 -688 -7,387 -8,682 -8,075 -8,936: -165 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 5.3 89.2 83.1 94.5 94.3: 5.5 5.7
Old : 100.0: 0.0 5.9 5.3 89.2 83.1 94.5 94.3: 5.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 3 20 28 23 31:
Old : 37: 0 3 3 20 28 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 33.7 74.6 53.1 55.6 33.2 65.2 50.7
Old : 59.8 33.7 74.6 53.1 55.6 33.2 65.2 50.7
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 35,507: 0 5,497 885 32,476 24,240 33,361 30,622: 2,146 4,885
Old : 35,507: 0 5,497 885 32,476 24,240 33,361 30,622: 2,146 4,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,439: 0 -105 -103 -1,899 -1,695 -2,002 -1,903: -437 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.5 2.5 91.5 68.3 94.0 86.2: 6.0 13.8
Old : 100.0: 0.0 15.5 2.5 91.5 68.3 94.0 86.2: 6.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 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 : 60.2 49.9 80.0 72.1 56.8 43.3 71.9 62.0
Old : 60.2 49.9 80.0 72.1 56.8 43.3 71.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,297: 1,047 8,633 10,645 52,105 41,748 63,797 61,026: 4,500 7,271
Old : 68,297: 1,047 8,633 10,645 52,105 41,748 63,797 61,026: 4,500 7,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,683: 204 -705 141 -5,843 -4,614 -5,498 -5,178: -185 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.6 15.6 76.3 61.1 93.4 89.4: 6.6 10.6
Old : 100.0: 1.5 12.6 15.6 76.3 61.1 93.4 89.4: 6.6 10.6
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 2 3 14 18 17 21:
Old : 23: 1 2 3 14 18 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 50.0 80.7 69.9 42.1 32.9 50.2 42.6
Old : 64.2 50.0 80.7 69.9 42.1 32.9 50.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,473: 150 0 310 39,853 43,384 40,313 43,694: 11,160 7,779
Old : 51,473: 150 0 310 39,853 43,384 40,313 43,694: 11,160 7,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,013: -186 0 0 -2,729 -3,827 -2,915 -3,827: -1,098 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 77.4 84.3 78.3 84.9: 21.7 15.1
Old : 100.0: 0.3 0.0 0.6 77.4 84.3 78.3 84.9: 21.7 15.1
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 : 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 : 33.5 54.3 50.7 68.0 33.0 48.1 46.3 55.5
Old : 33.5 54.3 50.7 68.0 33.0 48.1 46.3 55.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,157: 3,449 1,158 6,940 77,520 79,027 87,909 87,125: 6,248 7,032
Old : 94,157: 3,449 1,158 6,940 77,520 79,027 87,909 87,125: 6,248 7,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,692: 60 68 -631 -6,290 -5,225 -6,861 -5,788: 169 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.2 7.4 82.3 83.9 93.4 92.5: 6.6 7.5
Old : 100.0: 3.7 1.2 7.4 82.3 83.9 93.4 92.5: 6.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 3 5 27 31 32 36:
Old : 40: 2 3 5 27 31 32 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 : 38.9 39.2 59.8 57.4 35.7 38.0 48.9 52.2
Old : 38.9 39.2 59.8 57.4 35.7 38.0 48.9 52.2
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,880,740: 32,693 140,634 639,720 1,203,690 1,096,319 1,876,103 1,876,674: 4,636 4,066
Old : 1,880,740: 32,693 140,634 639,720 1,203,690 1,096,319 1,876,103 1,876,674: 4,636 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 54,481: 4,303 13,937 20,833 28,855 18,929 53,991 53,700: 489 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.5 34.0 64.0 58.3 99.8 99.8: 0.2 0.2
Old : 100.0: 1.7 7.5 34.0 64.0 58.3 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 : 134: 34 39 64 60 60 128 129:
Old : 134: 34 39 64 60 60 128 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.4 54.0 48.9 8.7 7.2 10.2 9.0
Old : 34.2 31.4 54.0 48.9 8.7 7.2 10.2 9.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,566: 439 3,585 4,809 54,783 46,712 60,031 55,106: 4,535 9,460
Old : 64,566: 439 3,585 4,809 54,783 46,712 60,031 55,106: 4,535 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,322: 439 -1,070 -172 -3,737 -3,052 -3,470 -4,294: -852 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.6 7.4 84.8 72.3 93.0 85.3: 7.0 14.7
Old : 100.0: 0.7 5.6 7.4 84.8 72.3 93.0 85.3: 7.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 12 15 14 17:
Old : 21: 1 1 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 : 71.6 35.6 90.0 57.8 71.2 32.2 76.5 50.9
Old : 71.6 35.6 90.0 57.8 71.2 32.2 76.5 50.9
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 125,431: 1,240 6,332 0 121,873 115,567 123,113 121,899: 2,318 3,532
Old : 125,431: 1,240 6,332 0 121,873 115,567 123,113 121,899: 2,318 3,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -7,923: 1,240 -992 0 -10,323 -6,755 -9,083 -7,747: 1,160 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.0 0.0 97.2 92.1 98.2 97.2: 1.8 2.8
Old : 100.0: 1.0 5.0 0.0 97.2 92.1 98.2 97.2: 1.8 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 : 23: 1 2 0 16 17 17 19:
Old : 23: 1 2 0 16 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 61.3 89.0 79.8 46.6 51.6 60.4 60.1
Old : 67.5 61.3 89.0 79.8 46.6 51.6 60.4 60.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 216,886: 9,498 10,584 5,103 196,451 195,404 211,052 211,091: 5,834 5,795
Old : 216,886: 9,498 10,584 5,103 196,451 195,404 211,052 211,091: 5,834 5,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -10,352: -1,147 -187 -569 -8,354 -8,945 -10,070 -9,701: -282 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.9 2.4 90.6 90.1 97.3 97.3: 2.7 2.7
Old : 100.0: 4.4 4.9 2.4 90.6 90.1 97.3 97.3: 2.7 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 : 55: 5 2 5 43 39 50 44:
Old : 55: 5 2 5 43 39 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 46.7 47.2 61.4 27.3 43.4 40.0 53.6
Old : 29.3 46.7 47.2 61.4 27.3 43.4 40.0 53.6
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 148,225: 1,100 2,932 2,258 134,051 138,857 137,409 144,047: 10,816 4,178
Old : 148,225: 1,100 2,932 2,258 134,051 138,857 137,409 144,047: 10,816 4,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -8,026: -775 -1,101 280 -6,332 -6,836 -6,827 -7,657: -1,199 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.0 1.5 90.4 93.7 92.7 97.2: 7.3 2.8
Old : 100.0: 0.7 2.0 1.5 90.4 93.7 92.7 97.2: 7.3 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 : 42.5 48.2 60.2 66.7 37.8 46.6 49.4 64.4
Old : 42.5 48.2 60.2 66.7 37.8 46.6 49.4 64.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 263,784: 22,376 1,064 10,246 214,116 238,192 246,738 249,502: 17,046 14,282
Old : 263,784: 22,376 1,064 10,246 214,116 238,192 246,738 249,502: 17,046 14,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -16,219: 4,862 93 -3,259 -16,713 -13,971 -15,110 -17,137: -1,109 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.4 3.9 81.2 90.3 93.5 94.6: 6.5 5.4
Old : 100.0: 8.5 0.4 3.9 81.2 90.3 93.5 94.6: 6.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 5 40 40 45 46:
Old : 49: 4 2 5 40 40 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 28.1 58.5 48.6 30.5 25.3 42.8 43.9
Old : 39.2 28.1 58.5 48.6 30.5 25.3 42.8 43.9
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,072: 1,062 2,654 960 79,859 78,692 81,881 82,306: 7,191 6,766
Old : 89,072: 1,062 2,654 960 79,859 78,692 81,881 82,306: 7,191 6,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,150: 6 -441 -288 -4,794 -4,203 -5,076 -4,932: -74 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.0 1.1 89.7 88.3 91.9 92.4: 8.1 7.6
Old : 100.0: 1.2 3.0 1.1 89.7 88.3 91.9 92.4: 8.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 20 18 23 21:
Old : 27: 2 2 2 20 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 43.5 80.5 67.8 56.8 40.0 66.2 57.6
Old : 60.7 43.5 80.5 67.8 56.8 40.0 66.2 57.6
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,948: 0 0 0 46,803 45,268 46,803 45,268: 5,145 6,680
Old : 51,948: 0 0 0 46,803 45,268 46,803 45,268: 5,145 6,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,794: 0 0 0 -4,511 -4,329 -4,511 -4,329: -283 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 87.1 90.1 87.1: 9.9 12.9
Old : 100.0: 0.0 0.0 0.0 90.1 87.1 90.1 87.1: 9.9 12.9
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: 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 : 62.1 51.5 75.3 71.8 58.8 44.5 67.7 60.3
Old : 62.1 51.5 75.3 71.8 58.8 44.5 67.7 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,877,611: 625,090 141,957 864,636 1,361,658 1,861,744 2,851,384 2,868,337: 26,227 9,274
Old : 2,877,611: 625,090 141,957 864,636 1,361,658 1,861,744 2,851,384 2,868,337: 26,227 9,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,716: -4,430 15,609 -8,358 7,492 -10,808 -5,296 -3,557: -420 -2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.9 30.0 47.3 64.7 99.1 99.7: 0.9 0.3
Old : 100.0: 21.7 4.9 30.0 47.3 64.7 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 36 26 53 103 100 163 157:
Old : 177: 36 26 53 103 100 163 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 35.3 44.2 48.3 16.1 19.2 21.9 26.7
Old : 32.7 35.3 44.2 48.3 16.1 19.2 21.9 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,090,445: 145,210 61,636 256,745 681,025 769,570 1,082,980 1,087,951: 7,465 2,494
Old : 1,090,445: 145,210 61,636 256,745 681,025 769,570 1,082,980 1,087,951: 7,465 2,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,148: 4,983 -7,628 6,922 -5,694 7,920 6,211 7,214: 937 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.7 23.5 62.5 70.6 99.3 99.8: 0.7 0.2
Old : 100.0: 13.3 5.7 23.5 62.5 70.6 99.3 99.8: 0.7 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 : 93: 27 23 39 40 40 84 85:
Old : 93: 27 23 39 40 40 84 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 36.7 51.2 58.1 21.5 28.6 30.8 36.9
Old : 33.2 36.7 51.2 58.1 21.5 28.6 30.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,551: 0 75 0 966 1,118 966 1,193: 585 358
Old : 1,551: 0 75 0 966 1,118 966 1,193: 585 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 62.3 72.1 62.3 76.9: 37.7 23.1
Old : 100.0: 0.0 4.8 0.0 62.3 72.1 62.3 76.9: 37.7 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 15 16 15 17:
Old : 21: 0 1 0 15 16 15 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 : 36.6 34.8 50.6 54.0 23.1 25.0 30.0 39.4
Old : 36.6 34.8 50.6 54.0 23.1 25.0 30.0 39.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 122,228: 2,146 3,652 6,529 112,253 111,230 120,928 121,411: 1,300 818
Old : 122,228: 2,146 3,652 6,529 112,253 111,230 120,928 121,411: 1,300 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 3,098: 226 729 471 2,369 1,902 3,066 3,102: 32 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.0 5.3 91.8 91.0 98.9 99.3: 1.1 0.7
Old : 100.0: 1.8 3.0 5.3 91.8 91.0 98.9 99.3: 1.1 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 : 46: 3 5 7 37 34 44 42:
Old : 46: 3 5 7 37 34 44 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 : 49.3 46.1 71.0 69.9 8.5 7.2 11.3 11.7
Old : 49.3 46.1 71.0 69.9 8.5 7.2 11.3 11.7
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,216: 0 0 0 6,810 7,087 6,810 7,087: 406 129
Old : 7,216: 0 0 0 6,810 7,087 6,810 7,087: 406 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -303: 0 0 0 -281 -281 -281 -281: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 98.2 94.4 98.2: 5.6 1.8
Old : 100.0: 0.0 0.0 0.0 94.4 98.2 94.4 98.2: 5.6 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 : 23: 0 0 0 12 17 12 17:
Old : 23: 0 0 0 12 17 12 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 : 48.1 63.9 80.3 84.7 44.8 58.6 76.4 75.7
Old : 48.1 63.9 80.3 84.7 44.8 58.6 76.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 31,775: 2,783 12 443 27,215 30,072 30,441 30,527: 1,334 1,248
Old : 31,775: 2,783 12 443 27,215 30,072 30,441 30,527: 1,334 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -697: -12 -15 39 -701 -701 -675 -677: -22 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 1.4 85.6 94.6 95.8 96.1: 4.2 3.9
Old : 100.0: 8.8 0.0 1.4 85.6 94.6 95.8 96.1: 4.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 20 24 22:
Old : 26: 1 1 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 67.8 69.6 82.2 32.6 37.2 43.3 47.3
Old : 40.2 67.8 69.6 82.2 32.6 37.2 43.3 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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,878: 0 600 480 27,639 29,062 28,119 30,142: 2,759 736
Old : 30,878: 0 600 480 27,639 29,062 28,119 30,142: 2,759 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -779: -50 -20 -130 -663 -653 -843 -803: 64 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 1.6 89.5 94.1 91.1 97.6: 8.9 2.4
Old : 100.0: 0.0 1.9 1.6 89.5 94.1 91.1 97.6: 8.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 26 22 27 23:
Old : 29: 0 1 1 26 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 41.7 61.6 71.3 28.4 30.4 37.8 41.4
Old : 43.6 41.7 61.6 71.3 28.4 30.4 37.8 41.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 25,530: 0 0 0 25,064 24,762 25,064 24,762: 466 768
Old : 25,530: 0 0 0 25,064 24,762 25,064 24,762: 466 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,229: 0 0 0 -1,221 -1,141 -1,221 -1,141: -8 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 97.0 98.2 97.0: 1.8 3.0
Old : 100.0: 0.0 0.0 0.0 98.2 97.0 98.2 97.0: 1.8 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 : 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 : 58.4 85.4 83.7 92.9 51.9 73.5 72.8 78.2
Old : 58.4 85.4 83.7 92.9 51.9 73.5 72.8 78.2
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,554: 840 26 28 11,176 12,608 12,044 12,662: 1,510 892
Old : 13,554: 840 26 28 11,176 12,608 12,044 12,662: 1,510 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -318: -20 0 0 -234 -300 -254 -300: -64 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.2 0.2 82.5 93.0 88.9 93.4: 11.1 6.6
Old : 100.0: 6.2 0.2 0.2 82.5 93.0 88.9 93.4: 11.1 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 19 20 20:
Old : 24: 1 1 1 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 47.2 60.4 75.1 34.5 39.8 53.2 58.1
Old : 34.8 47.2 60.4 75.1 34.5 39.8 53.2 58.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 25,120: 1 0 0 24,306 24,709 24,307 24,709: 813 411
Old : 25,120: 1 0 0 24,306 24,709 24,307 24,709: 813 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -593: -1 0 0 -551 -588 -552 -588: -40 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 98.4 96.8 98.4: 3.2 1.6
Old : 100.0: 0.0 0.0 0.0 96.8 98.4 96.8 98.4: 3.2 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 : 57.2 62.9 80.8 80.2 28.0 37.2 37.6 42.0
Old : 57.2 62.9 80.8 80.2 28.0 37.2 37.6 42.0
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, July 7, 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 : 11,826: 0 0 0 11,494 10,658 11,494 10,658: 332 1,168
Old : 11,826: 0 0 0 11,494 10,658 11,494 10,658: 332 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -500: 0 0 0 -484 -548 -484 -548: -16 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 90.1 97.2 90.1: 2.8 9.9
Old : 100.0: 0.0 0.0 0.0 97.2 90.1 97.2 90.1: 2.8 9.9
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: 0 0 0 23 18 23 18:
Old : 23: 0 0 0 23 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 54.6 64.1 73.8 30.6 40.0 44.5 48.0
Old : 38.2 54.6 64.1 73.8 30.6 40.0 44.5 48.0
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, July 7, 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 : 527,160: 15,840 23,440 15,520 495,800 488,200 527,160 527,160: 0 0
Old : 527,160: 15,840 23,440 15,520 495,800 488,200 527,160 527,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -12,848: 0 0 0 -12,848 -12,848 -12,848 -12,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.4 2.9 94.1 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 4.4 2.9 94.1 92.6 100.0 100.0: 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 : 62.4 94.1 87.2 100.0 62.4 94.1 86.8 97.1
Old : 62.4 94.1 87.2 100.0 62.4 94.1 86.8 97.1
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 102,763: 683 7,605 5,140 96,940 90,018 102,763 102,763: 0 0
Old : 102,763: 683 7,605 5,140 96,940 90,018 102,763 102,763: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,040: -374 -660 0 -1,666 -1,380 -2,040 -2,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.4 5.0 94.3 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 7.4 5.0 94.3 87.6 100.0 100.0: 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 : 24: 1 2 1 14 11 15 14:
Old : 24: 1 2 1 14 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 73.8 86.3 91.3 71.3 71.7 82.8 86.3
Old : 72.0 73.8 86.3 91.3 71.3 71.7 82.8 86.3
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, July 7, 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 : 1,646,952: 0 138,608 43,792 1,603,160 1,464,552 1,646,952 1,646,952: 0 0
Old : 1,646,952: 0 138,608 43,792 1,603,160 1,464,552 1,646,952 1,646,952: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -73,344: 0 -2,944 -4,416 -68,928 -65,984 -73,344 -73,344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 2.7 97.3 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.4 2.7 97.3 88.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 13 8 14 11:
Old : 21: 0 3 1 13 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 78.1 89.9 96.1 75.9 78.1 89.9 93.2
Old : 75.9 78.1 89.9 96.1 75.9 78.1 89.9 93.2
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 159,777: 11,879 1,333 5,140 142,758 152,134 159,777 158,607: 0 1,170
Old : 159,777: 11,879 1,333 5,140 142,758 152,134 159,777 158,607: 0 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,712: -1,662 -594 0 -5,050 -6,008 -6,712 -6,602: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.8 3.2 89.3 95.2 100.0 99.3: 0.0 0.7
Old : 100.0: 7.4 0.8 3.2 89.3 95.2 100.0 99.3: 0.0 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 : 33: 3 1 1 18 24 22 25:
Old : 33: 3 1 1 18 24 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 56.6 66.5 77.7 45.2 53.7 64.1 68.4
Old : 45.8 56.6 66.5 77.7 45.2 53.7 64.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 MEGAWATT HOURS) :
: : :
All : 2,235,316: 162,264 0 57,904 2,015,148 2,177,412 2,235,316 2,235,316: 0 0
Old : 2,235,316: 162,264 0 57,904 2,015,148 2,177,412 2,235,316 2,235,316: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -73,536: -6,992 0 -4,416 -62,128 -69,120 -73,536 -73,536: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 2.6 90.2 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 0.0 2.6 90.2 97.4 100.0 100.0: 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 : 35: 4 0 2 18 20 22 22:
Old : 35: 4 0 2 18 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 67.3 84.9 83.0 60.2 67.3 81.7 82.9
Old : 60.2 67.3 84.9 83.0 60.2 67.3 81.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 639,801: 0 68,160 0 639,801 571,641 639,801 639,801: 0 0
Old : 639,801: 0 68,160 0 639,801 571,641 639,801 639,801: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -54,096: 0 -1,840 0 -54,096 -52,256 -54,096 -54,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 0.0 100.0 89.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.7 0.0 100.0 89.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 69.7 96.9 91.2 68.8 67.6 87.8 85.7
Old : 76.2 69.7 96.9 91.2 68.8 67.6 87.8 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,976: 71 95 457 15,174 16,225 15,702 16,777: 1,274 199
Old : 16,976: 71 95 457 15,174 16,225 15,702 16,777: 1,274 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,523: -475 90 167 -1,420 -1,832 -1,728 -1,575: 205 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 2.7 89.4 95.6 92.5 98.8: 7.5 1.2
Old : 100.0: 0.4 0.6 2.7 89.4 95.6 92.5 98.8: 7.5 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 : 35: 1 3 3 27 29 30 33:
Old : 35: 1 3 3 27 29 30 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 : 43.9 47.8 65.9 70.1 41.7 40.2 47.8 51.7
Old : 43.9 47.8 65.9 70.1 41.7 40.2 47.8 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,088: 0 0 0 7,833 7,809 7,833 7,809: 255 280
Old : 8,088: 0 0 0 7,833 7,809 7,833 7,809: 255 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -501: 0 0 0 -489 -613 -489 -613: -12 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 96.5 96.8 96.5: 3.2 3.5
Old : 100.0: 0.0 0.0 0.0 96.8 96.5 96.8 96.5: 3.2 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 : 25: 0 0 0 23 16 23 16:
Old : 25: 0 0 0 23 16 23 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 : 38.6 60.1 60.4 86.7 31.3 45.7 44.4 55.6
Old : 38.6 60.1 60.4 86.7 31.3 45.7 44.4 55.6
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,553: 184 0 382 11,664 11,983 12,230 12,365: 323 188
Old : 12,553: 184 0 382 11,664 11,983 12,230 12,365: 323 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -416: 155 -10 -80 -530 -318 -455 -408: 39 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 3.0 92.9 95.5 97.4 98.5: 2.6 1.5
Old : 100.0: 1.5 0.0 3.0 92.9 95.5 97.4 98.5: 2.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 23 18 25 20:
Old : 27: 2 0 2 23 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 45.3 78.5 73.4 54.2 35.8 59.2 49.8
Old : 61.4 45.3 78.5 73.4 54.2 35.8 59.2 49.8
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,591,765: 191,160 109,308 897,022 1,404,767 1,501,585 2,492,949 2,507,914: 98,816 83,851
Old : 2,591,765: 191,160 109,308 897,022 1,404,767 1,501,585 2,492,949 2,507,914: 98,816 83,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 55,991: -11,012 8,157 16,647 67,947 49,041 73,582 73,845: -17,591 -17,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.2 34.6 54.2 57.9 96.2 96.8: 3.8 3.2
Old : 100.0: 7.4 4.2 34.6 54.2 57.9 96.2 96.8: 3.8 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 : 328: 128 98 176 78 91 295 285:
Old : 328: 128 98 176 78 91 295 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 24.0 41.1 39.8 5.1 3.8 7.8 6.3
Old : 26.5 24.0 41.1 39.8 5.1 3.8 7.8 6.3
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 101,080: 2,477 21,973 25,858 70,135 49,707 98,470 97,538: 2,611 3,543
Old : 101,080: 2,477 21,973 25,858 70,135 49,707 98,470 97,538: 2,611 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 4,159: -465 311 2,159 2,688 1,954 4,382 4,424: -222 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 21.7 25.6 69.4 49.2 97.4 96.5: 2.6 3.5
Old : 100.0: 2.5 21.7 25.6 69.4 49.2 97.4 96.5: 2.6 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 : 30: 5 7 11 13 15 25 26:
Old : 30: 5 7 11 13 15 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 53.1 79.2 70.5 43.2 34.3 50.4 45.8
Old : 62.2 53.1 79.2 70.5 43.2 34.3 50.4 45.8
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 213,194: 36,592 34,283 5,286 149,302 117,325 191,180 156,894: 22,014 56,300
Old : 213,194: 36,592 34,283 5,286 149,302 117,325 191,180 156,894: 22,014 56,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,475: 636 1,821 -418 286 1,568 504 2,971: 971 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.1 2.5 70.0 55.0 89.7 73.6: 10.3 26.4
Old : 100.0: 17.2 16.1 2.5 70.0 55.0 89.7 73.6: 10.3 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 5 5 23 24 30 31:
Old : 35: 4 5 5 23 24 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 30.6 55.3 48.0 32.6 23.7 49.1 37.7
Old : 35.9 30.6 55.3 48.0 32.6 23.7 49.1 37.7
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 181,496: 23,877 11,864 54,130 99,828 111,827 177,835 177,820: 3,661 3,676
Old : 181,496: 23,877 11,864 54,130 99,828 111,827 177,835 177,820: 3,661 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,235: -1,757 1,783 1,381 2,250 -1,343 1,874 1,821: 361 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 6.5 29.8 55.0 61.6 98.0 98.0: 2.0 2.0
Old : 100.0: 13.2 6.5 29.8 55.0 61.6 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 : 75: 27 20 42 28 26 71 72:
Old : 75: 27 20 42 28 26 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 37.0 50.6 58.7 8.2 12.0 11.9 15.3
Old : 31.7 37.0 50.6 58.7 8.2 12.0 11.9 15.3
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 548,796: 29,352 14,885 74,410 426,289 440,178 530,051 529,473: 18,745 19,323
Old : 548,796: 29,352 14,885 74,410 426,289 440,178 530,051 529,473: 18,745 19,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -19,436: 771 254 -3,285 -17,599 -17,355 -20,112 -20,386: 676 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.7 13.6 77.7 80.2 96.6 96.5: 3.4 3.5
Old : 100.0: 5.3 2.7 13.6 77.7 80.2 96.6 96.5: 3.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 31.0 29.6 51.6 48.2 12.0 10.1 16.9 15.2
Old : 31.0 29.6 51.6 48.2 12.0 10.1 16.9 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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 60,544: 2,585 925 2,330 55,579 57,239 60,494 60,494: 50 50
Old : 60,544: 2,585 925 2,330 55,579 57,239 60,494 60,494: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -13,087: -1,427 125 -215 -11,370 -12,922 -13,012 -13,012: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.5 3.8 91.8 94.5 99.9 99.9: 0.1 0.1
Old : 100.0: 4.3 1.5 3.8 91.8 94.5 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 : 57: 5 4 3 41 41 47 47:
Old : 57: 5 4 3 41 41 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 32.2 66.3 49.8 36.2 22.6 43.4 32.4
Old : 50.5 32.2 66.3 49.8 36.2 22.6 43.4 32.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 173,659: 19,930 43,267 19,546 126,985 101,619 166,461 164,432: 7,198 9,227
Old : 173,659: 19,930 43,267 19,546 126,985 101,619 166,461 164,432: 7,198 9,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,721: -6,797 830 248 4,714 -3,157 -1,835 -2,079: 114 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 24.9 11.3 73.1 58.5 95.9 94.7: 4.1 5.3
Old : 100.0: 11.5 24.9 11.3 73.1 58.5 95.9 94.7: 4.1 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 : 49: 9 17 20 22 22 45 45:
Old : 49: 9 17 20 22 22 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 36.4 59.9 55.9 18.6 15.8 28.9 22.6
Old : 42.8 36.4 59.9 55.9 18.6 15.8 28.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 49,361: 10,857 2,881 5,629 29,346 38,473 45,832 46,983: 3,529 2,378
Old : 49,361: 10,857 2,881 5,629 29,346 38,473 45,832 46,983: 3,529 2,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,299: 6,006 556 439 1,005 7,813 7,450 8,808: -151 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.8 11.4 59.5 77.9 92.9 95.2: 7.1 4.8
Old : 100.0: 22.0 5.8 11.4 59.5 77.9 92.9 95.2: 7.1 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 : 25: 4 4 7 13 15 23 22:
Old : 25: 4 4 7 13 15 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 : 45.8 49.2 70.2 70.7 33.7 24.6 37.5 34.5
Old : 45.8 49.2 70.2 70.7 33.7 24.6 37.5 34.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 55,014: 1,200 955 1,260 35,702 39,389 38,162 41,604: 16,852 13,410
Old : 55,014: 1,200 955 1,260 35,702 39,389 38,162 41,604: 16,852 13,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,809: 0 -80 0 -3,319 -3,097 -3,319 -3,177: -1,490 -1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.7 2.3 64.9 71.6 69.4 75.6: 30.6 24.4
Old : 100.0: 2.2 1.7 2.3 64.9 71.6 69.4 75.6: 30.6 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 17 16 19 17:
Old : 22: 1 1 1 17 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 45.3 54.9 59.7 28.1 30.2 34.8 38.7
Old : 43.0 45.3 54.9 59.7 28.1 30.2 34.8 38.7
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 109,739: 7,311 2,189 7,614 52,413 72,536 67,338 82,339: 42,401 27,400
Old : 109,739: 7,311 2,189 7,614 52,413 72,536 67,338 82,339: 42,401 27,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,478: -65 -437 -24 -2,434 -72 -2,523 -533: 1,045 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.0 6.9 47.8 66.1 61.4 75.0: 38.6 25.0
Old : 100.0: 6.7 2.0 6.9 47.8 66.1 61.4 75.0: 38.6 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 18 18 21 21:
Old : 22: 2 1 3 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 33.9 41.4 53.9 15.5 26.9 24.2 36.8
Old : 27.6 33.9 41.4 53.9 15.5 26.9 24.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,272: 3,055 858 465 36,662 38,847 40,182 40,170: 90 102
Old : 40,272: 3,055 858 465 36,662 38,847 40,182 40,170: 90 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -3,515: 5 -1,275 -5 -3,500 -2,235 -3,500 -3,515: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.1 1.2 91.0 96.5 99.8 99.7: 0.2 0.3
Old : 100.0: 7.6 2.1 1.2 91.0 96.5 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 1 27 34 29 38:
Old : 46: 2 3 1 27 34 29 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 : 59.3 33.6 74.7 52.6 53.6 31.2 61.8 48.5
Old : 59.3 33.6 74.7 52.6 53.6 31.2 61.8 48.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,819: 11,434 2,758 116 3,082 13,117 14,632 15,991: 2,187 828
Old : 16,819: 11,434 2,758 116 3,082 13,117 14,632 15,991: 2,187 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 375: -79 172 26 374 -110 321 88: 54 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 16.4 0.7 18.3 78.0 87.0 95.1: 13.0 4.9
Old : 100.0: 68.0 16.4 0.7 18.3 78.0 87.0 95.1: 13.0 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 : 118: 62 17 2 15 23 79 41:
Old : 118: 62 17 2 15 23 79 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 : 36.7 43.2 49.0 60.2 36.7 43.2 49.0 60.2
Old : 36.7 43.2 49.0 60.2 36.7 43.2 49.0 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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 21,965: 12,552 2,429 46 6,066 17,789 18,664 20,264: 3,301 1,701
Old : 21,965: 12,552 2,429 46 6,066 17,789 18,664 20,264: 3,301 1,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,031: -169 -307 -346 -137 -703 -652 -1,356: -379 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 11.1 0.2 27.6 81.0 85.0 92.3: 15.0 7.7
Old : 100.0: 57.1 11.1 0.2 27.6 81.0 85.0 92.3: 15.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 47 11 2 14 23 63 34:
Old : 89: 47 11 2 14 23 63 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 : 28.6 37.2 43.9 55.0 28.6 37.2 43.9 55.0
Old : 28.6 37.2 43.9 55.0 28.6 37.2 43.9 55.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 244,129: 52,578 9,564 41,272 133,531 177,405 227,381 228,240: 16,748 15,888
Old : 244,129: 52,578 9,564 41,272 133,531 177,405 227,381 228,240: 16,748 15,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,868: -8,924 -788 692 11,974 564 3,742 468: -1,874 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.9 16.9 54.7 72.7 93.1 93.5: 6.9 6.5
Old : 100.0: 21.5 3.9 16.9 54.7 72.7 93.1 93.5: 6.9 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 : 183: 65 20 45 76 86 159 136:
Old : 183: 65 20 45 76 86 159 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 23.2 35.2 35.2 12.9 15.1 19.0 20.8
Old : 22.5 23.2 35.2 35.2 12.9 15.1 19.0 20.8
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 21,838: 2,441 167 959 12,369 16,137 15,769 17,263: 6,069 4,575
Old : 21,838: 2,441 167 959 12,369 16,137 15,769 17,263: 6,069 4,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,298: 469 0 125 824 1,005 1,418 1,130: -120 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.8 4.4 56.6 73.9 72.2 79.1: 27.8 20.9
Old : 100.0: 11.2 0.8 4.4 56.6 73.9 72.2 79.1: 27.8 20.9
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: 2 1 1 14 16 16 18:
Old : 23: 2 1 1 14 16 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 : 51.9 43.9 63.7 61.2 46.9 42.6 56.7 55.0
Old : 51.9 43.9 63.7 61.2 46.9 42.6 56.7 55.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,246: 1,354 920 300 8,492 8,776 10,146 9,996: 100 250
Old : 10,246: 1,354 920 300 8,492 8,776 10,146 9,996: 100 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,036: -100 100 -100 -1,786 -2,036 -1,986 -2,036: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.0 2.9 82.9 85.7 99.0 97.6: 1.0 2.4
Old : 100.0: 13.2 9.0 2.9 82.9 85.7 99.0 97.6: 1.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 3 1 29 31 34 34:
Old : 45: 4 3 1 29 31 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 : 38.2 35.3 61.1 54.3 30.4 23.8 43.2 35.0
Old : 38.2 35.3 61.1 54.3 30.4 23.8 43.2 35.0
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 39,059: 1,933 0 0 35,972 39,056 37,905 39,056: 1,154 3
Old : 39,059: 1,933 0 0 35,972 39,056 37,905 39,056: 1,154 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,055: 161 0 -101 -2,091 -1,954 -2,031 -2,055: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 92.1 100.0 97.0 100.0: 3.0 0.0
Old : 100.0: 4.9 0.0 0.0 92.1 100.0 97.0 100.0: 3.0 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 : 40: 3 0 0 35 26 38 26:
Old : 40: 3 0 0 35 26 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 69.4 59.8 86.0 26.4 47.8 38.3 57.9
Old : 42.5 69.4 59.8 86.0 26.4 47.8 38.3 57.9
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,457: 796 0 99 20,288 19,938 21,183 20,037: 274 1,420
Old : 21,457: 796 0 99 20,288 19,938 21,183 20,037: 274 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,347: -88 0 -79 -2,140 -2,270 -2,307 -2,349: -40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.5 94.6 92.9 98.7 93.4: 1.3 6.6
Old : 100.0: 3.7 0.0 0.5 94.6 92.9 98.7 93.4: 1.3 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 : 27: 2 0 2 19 18 21 20:
Old : 27: 2 0 2 19 18 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 : 66.2 80.6 83.3 87.0 65.1 71.8 78.5 76.5
Old : 66.2 80.6 83.3 87.0 65.1 71.8 78.5 76.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,146: 150 260 50 16,946 16,836 17,146 17,146: 0 0
Old : 17,146: 150 260 50 16,946 16,836 17,146 17,146: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -3,285: -100 0 0 -3,185 -3,285 -3,285 -3,285: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.5 0.3 98.8 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.5 0.3 98.8 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 1 26 29 28 32:
Old : 45: 2 2 1 26 29 28 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 : 59.7 49.0 77.1 70.5 38.9 32.6 50.7 47.9
Old : 59.7 49.0 77.1 70.5 38.9 32.6 50.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,329: 0 522 0 3,000 3,212 3,000 3,734: 1,329 595
Old : 4,329: 0 522 0 3,000 3,212 3,000 3,734: 1,329 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -365: 0 -68 0 -367 -241 -367 -309: 2 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 0.0 69.3 74.2 69.3 86.3: 30.7 13.7
Old : 100.0: 0.0 12.1 0.0 69.3 74.2 69.3 86.3: 30.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 0 17 17 17 20:
Old : 23: 0 3 0 17 17 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 38.6 63.4 60.0 48.9 36.5 55.1 57.4
Old : 51.8 38.6 63.4 60.0 48.9 36.5 55.1 57.4
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,702: 245 0 0 15,566 16,097 15,811 16,097: 891 605
Old : 16,702: 245 0 0 15,566 16,097 15,811 16,097: 891 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,870: -25 0 0 -2,083 -1,890 -2,108 -1,890: 238 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 93.2 96.4 94.7 96.4: 5.3 3.6
Old : 100.0: 1.5 0.0 0.0 93.2 96.4 94.7 96.4: 5.3 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 : 24: 1 0 0 19 12 20 12:
Old : 24: 1 0 0 19 12 20 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 : 59.9 87.1 79.0 94.0 53.9 80.0 68.1 80.8
Old : 59.9 87.1 79.0 94.0 53.9 80.0 68.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,720: 2,414 1,158 114 20,528 22,229 23,056 23,501: 664 219
Old : 23,720: 2,414 1,158 114 20,528 22,229 23,056 23,501: 664 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,465: -27 0 0 -2,573 -2,683 -2,600 -2,683: 135 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.9 0.5 86.5 93.7 97.2 99.1: 2.8 0.9
Old : 100.0: 10.2 4.9 0.5 86.5 93.7 97.2 99.1: 2.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 2 2 25 30 30 34:
Old : 44: 5 2 2 25 30 30 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 : 35.8 47.1 57.0 64.7 30.1 40.8 46.6 54.9
Old : 35.8 47.1 57.0 64.7 30.1 40.8 46.6 54.9
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,572: 546 0 149 8,679 9,221 9,374 9,370: 198 202
Old : 9,572: 546 0 149 8,679 9,221 9,374 9,370: 198 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,591: -504 -162 68 -1,130 -1,471 -1,566 -1,565: -25 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 1.6 90.7 96.3 97.9 97.9: 2.1 2.1
Old : 100.0: 5.7 0.0 1.6 90.7 96.3 97.9 97.9: 2.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 20 24 21:
Old : 29: 2 0 1 22 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 : 41.2 55.9 64.6 76.9 25.0 31.4 39.1 41.1
Old : 41.2 55.9 64.6 76.9 25.0 31.4 39.1 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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 59,367: 5,001 792 1,491 47,883 55,713 54,375 57,996: 4,992 1,371
Old : 59,367: 5,001 792 1,491 47,883 55,713 54,375 57,996: 4,992 1,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -1,654: 617 15 -459 -1,869 -1,347 -1,711 -1,791: 57 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.3 2.5 80.7 93.8 91.6 97.7: 8.4 2.3
Old : 100.0: 8.4 1.3 2.5 80.7 93.8 91.6 97.7: 8.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 3 3 30 36 37 40:
Old : 48: 5 3 3 30 36 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 29.9 48.1 50.5 21.8 22.1 32.1 35.7
Old : 26.9 29.9 48.1 50.5 21.8 22.1 32.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009