GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,146: 765 89 186 36,939 37,748 37,890 38,023: 256 123
Old : 38,146: 765 89 186 36,939 37,748 37,890 38,023: 256 123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -1,363: -242 89 -500 -614 -966 -1,356 -1,377: -7 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.2 0.5 96.8 99.0 99.3 99.7: 0.7 0.3
Old : 100.0: 2.0 0.2 0.5 96.8 99.0 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 : 45: 1 1 1 37 35 39 36:
Old : 45: 1 1 1 37 35 39 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 : 45.1 51.2 62.5 68.5 25.3 31.2 31.6 37.6
Old : 45.1 51.2 62.5 68.5 25.3 31.2 31.6 37.6
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,737: 500 120 75 24,072 24,422 24,647 24,617: 90 120
Old : 24,737: 500 120 75 24,072 24,422 24,647 24,617: 90 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,031: 0 0 0 1,046 1,031 1,046 1,031: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.5 0.3 97.3 98.7 99.6 99.5: 0.4 0.5
Old : 100.0: 2.0 0.5 0.3 97.3 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 : 42: 1 1 1 31 33 33 35:
Old : 42: 1 1 1 31 33 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 60.9 72.9 78.3 51.2 52.0 60.5 60.9
Old : 59.7 60.9 72.9 78.3 51.2 52.0 60.5 60.9
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,357: 455 216 472 5,140 5,518 6,067 6,206: 1,290 1,151
Old : 7,357: 455 216 472 5,140 5,518 6,067 6,206: 1,290 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 401: 0 216 20 295 -38 315 198: 86 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 6.4 69.9 75.0 82.5 84.4: 17.5 15.6
Old : 100.0: 6.2 2.9 6.4 69.9 75.0 82.5 84.4: 17.5 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 21 20 23:
Old : 24: 1 1 1 19 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 61.2 65.1 70.0 41.0 53.1 51.6 57.4
Old : 49.3 61.2 65.1 70.0 41.0 53.1 51.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 10,848: 514 0 217 9,078 9,546 9,809 9,763: 1,039 1,085
Old : 10,848: 514 0 217 9,078 9,546 9,809 9,763: 1,039 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 393: 5 -48 0 168 274 173 226: 220 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 2.0 83.7 88.0 90.4 90.0: 9.6 10.0
Old : 100.0: 4.7 0.0 2.0 83.7 88.0 90.4 90.0: 9.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 0 3 36 41 40 44:
Old : 45: 4 0 3 36 41 40 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 : 33.0 32.4 51.2 48.5 29.4 28.1 44.0 38.3
Old : 33.0 32.4 51.2 48.5 29.4 28.1 44.0 38.3
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 14, 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 : 8,701: 186 0 275 7,580 7,561 8,041 7,836: 660 865
Old : 8,701: 186 0 275 7,580 7,561 8,041 7,836: 660 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 473: 65 -25 -160 453 620 358 435: 115 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.2 87.1 86.9 92.4 90.1: 7.6 9.9
Old : 100.0: 2.1 0.0 3.2 87.1 86.9 92.4 90.1: 7.6 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 : 55: 3 0 3 46 50 49 53:
Old : 55: 3 0 3 46 50 49 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 : 31.1 20.5 43.2 36.1 27.4 17.4 37.4 28.7
Old : 31.1 20.5 43.2 36.1 27.4 17.4 37.4 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 3,269: 720 0 0 1,708 2,876 2,428 2,876: 841 393
Old : 3,269: 720 0 0 1,708 2,876 2,428 2,876: 841 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 165: 0 0 0 71 118 71 118: 94 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 0.0 52.2 88.0 74.3 88.0: 25.7 12.0
Old : 100.0: 22.0 0.0 0.0 52.2 88.0 74.3 88.0: 25.7 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 19 17 19:
Old : 22: 1 0 0 16 19 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 : 48.2 42.5 64.4 65.7 45.6 39.5 56.2 59.7
Old : 48.2 42.5 64.4 65.7 45.6 39.5 56.2 59.7
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 7,095: 0 0 0 7,095 7,076 7,095 7,076: 0 19
Old : 7,095: 0 0 0 7,095 7,076 7,095 7,076: 0 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 551: 0 0 0 551 532 551 532: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 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 : 20: 0 0 0 19 14 19 14:
Old : 20: 0 0 0 19 14 19 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 : 60.0 66.0 81.6 90.1 30.7 35.5 39.8 43.2
Old : 60.0 66.0 81.6 90.1 30.7 35.5 39.8 43.2
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 14, 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 : 336,806: 37,393 19,402 56,321 200,366 225,213 294,080 300,936: 42,726 35,869
Old : 336,806: 37,393 19,402 56,321 200,366 225,213 294,080 300,936: 42,726 35,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 16,406: -1,876 8,713 1,038 17,452 6,131 16,615 15,883: -209 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.8 16.7 59.5 66.9 87.3 89.4: 12.7 10.6
Old : 100.0: 11.1 5.8 16.7 59.5 66.9 87.3 89.4: 12.7 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 : 145: 32 30 41 70 71 125 125:
Old : 145: 32 30 41 70 71 125 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 23.7 34.5 35.5 13.4 13.3 20.0 19.2
Old : 21.7 23.7 34.5 35.5 13.4 13.3 20.0 19.2
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 14, 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 : 71,004: 2,274 5,826 18,889 44,482 42,350 65,646 67,066: 5,358 3,938
Old : 71,004: 2,274 5,826 18,889 44,482 42,350 65,646 67,066: 5,358 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 6,196: 419 277 1,099 4,969 5,179 6,487 6,554: -290 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.2 26.6 62.6 59.6 92.5 94.5: 7.5 5.5
Old : 100.0: 3.2 8.2 26.6 62.6 59.6 92.5 94.5: 7.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 8 13 13 21 21:
Old : 21: 4 4 8 13 13 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 : 39.5 49.2 65.3 73.5 11.3 16.2 16.2 19.6
Old : 39.5 49.2 65.3 73.5 11.3 16.2 16.2 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 20,972: 450 140 250 19,792 20,176 20,492 20,566: 480 406
Old : 20,972: 450 140 250 19,792 20,176 20,492 20,566: 480 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 984: -201 -150 100 894 974 793 924: 191 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.7 1.2 94.4 96.2 97.7 98.1: 2.3 1.9
Old : 100.0: 2.1 0.7 1.2 94.4 96.2 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 3 2 39 49 42 52:
Old : 60: 1 3 2 39 49 42 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 26.4 56.3 42.8 33.0 21.9 48.0 33.4
Old : 37.2 26.4 56.3 42.8 33.0 21.9 48.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 22,415: 745 0 125 19,305 21,130 20,175 21,255: 2,240 1,160
Old : 22,415: 745 0 125 19,305 21,130 20,175 21,255: 2,240 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 85: 150 0 0 -65 85 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.6 86.1 94.3 90.0 94.8: 10.0 5.2
Old : 100.0: 3.3 0.0 0.6 86.1 94.3 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 : 33: 4 0 2 24 25 28 27:
Old : 33: 4 0 2 24 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 46.4 65.9 67.7 30.6 36.6 39.0 47.8
Old : 47.7 46.4 65.9 67.7 30.6 36.6 39.0 47.8
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,864: 3,544 50 1,371 13,709 15,628 18,624 17,049: 240 1,815
Old : 18,864: 3,544 50 1,371 13,709 15,628 18,624 17,049: 240 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -485: -775 -25 75 140 -535 -560 -485: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.3 7.3 72.7 82.8 98.7 90.4: 1.3 9.6
Old : 100.0: 18.8 0.3 7.3 72.7 82.8 98.7 90.4: 1.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 13 15 17 17:
Old : 22: 3 1 2 13 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 58.3 84.9 78.3 56.6 52.0 72.1 63.6
Old : 66.3 58.3 84.9 78.3 56.6 52.0 72.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,911: 0 50 0 1,456 1,326 1,456 1,376: 455 535
Old : 1,911: 0 50 0 1,456 1,326 1,456 1,376: 455 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -916: -50 0 -100 -671 -1,161 -821 -1,261: -95 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 76.2 69.4 76.2 72.0: 23.8 28.0
Old : 100.0: 0.0 2.6 0.0 76.2 69.4 76.2 72.0: 23.8 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 12 13 12 14:
Old : 21: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 43.0 63.4 57.6 35.1 28.0 48.7 40.0
Old : 40.3 43.0 63.4 57.6 35.1 28.0 48.7 40.0
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 14, 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 : 984,138: 168,088 242,153 347,415 366,709 348,600 882,213 938,169: 101,925 45,969
Old : 984,138: 168,088 242,153 347,415 366,709 348,600 882,213 938,169: 101,925 45,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 12,731: 1,768 6,480 8,890 -7,848 157 2,811 15,528: 9,920 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.6 35.3 37.3 35.4 89.6 95.3: 10.4 4.7
Old : 100.0: 17.1 24.6 35.3 37.3 35.4 89.6 95.3: 10.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 94 104 127 88 73 257 238:
Old : 297: 94 104 127 88 73 257 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 39.0 42.8 50.5 14.4 20.3 19.1 25.7
Old : 31.9 39.0 42.8 50.5 14.4 20.3 19.1 25.7
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 14, 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 : 85,109: 1,381 822 1,592 76,973 75,101 79,946 77,515: 5,163 7,594
Old : 85,109: 1,381 822 1,592 76,973 75,101 79,946 77,515: 5,163 7,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -458: 124 -240 -6 -540 -453 -422 -699: -36 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.0 1.9 90.4 88.2 93.9 91.1: 6.1 8.9
Old : 100.0: 1.6 1.0 1.9 90.4 88.2 93.9 91.1: 6.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 25 28 28 31:
Old : 31: 1 2 3 25 28 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 41.6 68.2 60.6 46.8 34.3 57.1 48.0
Old : 50.5 41.6 68.2 60.6 46.8 34.3 57.1 48.0
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 14, 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 : 52,174: 924 8,204 2,216 40,577 24,587 43,717 35,007: 8,457 17,167
Old : 52,174: 924 8,204 2,216 40,577 24,587 43,717 35,007: 8,457 17,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 352: 0 -1,776 227 20 1,235 247 -314: 105 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 15.7 4.2 77.8 47.1 83.8 67.1: 16.2 32.9
Old : 100.0: 1.8 15.7 4.2 77.8 47.1 83.8 67.1: 16.2 32.9
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 3 4 16 19 20 23:
Old : 26: 1 3 4 16 19 20 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 : 48.1 34.6 67.4 47.9 39.4 25.8 53.9 35.0
Old : 48.1 34.6 67.4 47.9 39.4 25.8 53.9 35.0
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 14, 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 : 82,093: 4,504 0 2,300 68,292 68,304 75,096 70,604: 6,997 11,489
Old : 82,093: 4,504 0 2,300 68,292 68,304 75,096 70,604: 6,997 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,403: 0 0 0 1,403 1,403 1,403 1,403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 2.8 83.2 83.2 91.5 86.0: 8.5 14.0
Old : 100.0: 5.5 0.0 2.8 83.2 83.2 91.5 86.0: 8.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 3 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 : 34.3 32.9 55.2 49.3 31.8 28.5 47.5 41.1
Old : 34.3 32.9 55.2 49.3 31.8 28.5 47.5 41.1
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 14, 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 : 90,888: 0 0 0 79,499 80,848 79,499 80,848: 11,389 10,040
Old : 90,888: 0 0 0 79,499 80,848 79,499 80,848: 11,389 10,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 176: 0 0 0 176 176 176 176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 89.0 87.5 89.0: 12.5 11.0
Old : 100.0: 0.0 0.0 0.0 87.5 89.0 87.5 89.0: 12.5 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 : 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 : 41.2 43.8 62.6 62.7 34.4 31.8 48.1 47.9
Old : 41.2 43.8 62.6 62.7 34.4 31.8 48.1 47.9
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 14, 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 : 86,141: 2,881 736 5,264 68,867 74,198 77,012 80,198: 9,129 5,943
Old : 86,141: 2,881 736 5,264 68,867 74,198 77,012 80,198: 9,129 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -249: 313 -326 -246 -1,119 -209 -1,052 -781: 803 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.9 6.1 79.9 86.1 89.4 93.1: 10.6 6.9
Old : 100.0: 3.3 0.9 6.1 79.9 86.1 89.4 93.1: 10.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 3 24 26 27 30:
Old : 36: 3 1 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 : 43.8 34.8 60.3 52.4 38.8 31.8 50.0 44.2
Old : 43.8 34.8 60.3 52.4 38.8 31.8 50.0 44.2
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 14, 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 : 115,049: 0 8,043 5,587 103,468 95,057 109,055 108,687: 5,994 6,362
Old : 115,049: 0 8,043 5,587 103,468 95,057 109,055 108,687: 5,994 6,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 2,851: 0 1,426 -365 3,369 1,824 3,004 2,885: -153 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 4.9 89.9 82.6 94.8 94.5: 5.2 5.5
Old : 100.0: 0.0 7.0 4.9 89.9 82.6 94.8 94.5: 5.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 3 19 28 22 31:
Old : 37: 0 3 3 19 28 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 33.7 75.7 55.1 56.1 33.7 67.6 51.9
Old : 60.4 33.7 75.7 55.1 56.1 33.7 67.6 51.9
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 14, 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 : 35,475: 0 5,500 881 32,448 24,209 33,329 30,590: 2,146 4,885
Old : 35,475: 0 5,500 881 32,448 24,209 33,329 30,590: 2,146 4,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -32: 0 3 -4 -28 -31 -32 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.5 2.5 91.5 68.2 94.0 86.2: 6.0 13.8
Old : 100.0: 0.0 15.5 2.5 91.5 68.2 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 72.2 56.9 43.3 72.0 62.0
Old : 60.2 49.9 80.0 72.2 56.9 43.3 72.0 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 14, 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 : 68,294: 1,135 8,419 10,553 52,292 41,989 63,980 60,961: 4,314 7,333
Old : 68,294: 1,135 8,419 10,553 52,292 41,989 63,980 60,961: 4,314 7,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -3: 88 -214 -92 187 241 183 -65: -186 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 12.3 15.5 76.6 61.5 93.7 89.3: 6.3 10.7
Old : 100.0: 1.7 12.3 15.5 76.6 61.5 93.7 89.3: 6.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 70.0 42.2 32.9 50.4 42.9
Old : 64.2 50.0 80.7 70.0 42.2 32.9 50.4 42.9
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 14, 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 39,489 43,384 39,949 43,694: 11,524 7,779
Old : 51,473: 150 0 310 39,489 43,384 39,949 43,694: 11,524 7,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 0: 0 0 0 -364 0 -364 0: 364 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 76.7 84.3 77.6 84.9: 22.4 15.1
Old : 100.0: 0.3 0.0 0.6 76.7 84.3 77.6 84.9: 22.4 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 46.4 55.5
Old : 33.5 54.3 50.7 68.0 33.0 48.1 46.4 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 14, 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 : 94,572: 4,595 342 6,724 76,985 80,474 88,304 87,540: 6,268 7,032
Old : 94,572: 4,595 342 6,724 76,985 80,474 88,304 87,540: 6,268 7,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 415: 1,146 -816 -216 -535 1,447 395 415: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.4 7.1 81.4 85.1 93.4 92.6: 6.6 7.4
Old : 100.0: 4.9 0.4 7.1 81.4 85.1 93.4 92.6: 6.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 1 5 27 31 32 36:
Old : 40: 4 1 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 40.6 60.4 59.2 35.4 39.3 48.6 54.1
Old : 38.9 40.6 60.4 59.2 35.4 39.3 48.6 54.1
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 2,005,408: 32,664 155,513 682,497 1,285,670 1,164,194 2,000,831 2,002,205: 4,577 3,204
Old : 2,005,408: 32,664 155,513 682,497 1,285,670 1,164,194 2,000,831 2,002,205: 4,577 3,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 124,669: -29 14,878 42,777 81,980 67,875 124,728 125,530: -59 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.8 34.0 64.1 58.1 99.8 99.8: 0.2 0.2
Old : 100.0: 1.6 7.8 34.0 64.1 58.1 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 : 137: 35 39 65 61 62 131 132:
Old : 137: 35 39 65 61 62 131 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 31.7 54.3 49.2 8.9 7.3 10.4 9.3
Old : 34.3 31.7 54.3 49.2 8.9 7.3 10.4 9.3
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 14, 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 : 64,868: 303 3,709 4,937 55,093 46,762 60,333 55,408: 4,535 9,460
Old : 64,868: 303 3,709 4,937 55,093 46,762 60,333 55,408: 4,535 9,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 302: -136 124 128 310 50 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.7 7.6 84.9 72.1 93.0 85.4: 7.0 14.6
Old : 100.0: 0.5 5.7 7.6 84.9 72.1 93.0 85.4: 7.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 13 15 15 17:
Old : 22: 1 1 2 13 15 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 : 71.2 35.6 89.5 57.7 70.8 32.0 76.4 50.9
Old : 71.2 35.6 89.5 57.7 70.8 32.0 76.4 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 14, 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 : 125,555: 1,240 6,332 0 121,873 115,691 123,113 122,023: 2,442 3,532
Old : 125,555: 1,240 6,332 0 121,873 115,691 123,113 122,023: 2,442 3,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 124: 0 0 0 0 124 0 124: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.0 0.0 97.1 92.1 98.1 97.2: 1.9 2.8
Old : 100.0: 1.0 5.0 0.0 97.1 92.1 98.1 97.2: 1.9 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 : 67.4 61.2 89.0 79.8 46.6 51.6 60.3 60.1
Old : 67.4 61.2 89.0 79.8 46.6 51.6 60.3 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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 223,022: 9,662 11,825 4,892 202,634 200,594 217,188 217,311: 5,834 5,711
Old : 223,022: 9,662 11,825 4,892 202,634 200,594 217,188 217,311: 5,834 5,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 6,136: 164 1,241 -211 6,183 5,190 6,136 6,220: 0 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.3 2.2 90.9 89.9 97.4 97.4: 2.6 2.6
Old : 100.0: 4.3 5.3 2.2 90.9 89.9 97.4 97.4: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 2 5 44 39 51 44:
Old : 56: 5 2 5 44 39 51 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 : 30.2 45.4 47.7 61.4 26.6 42.3 38.9 52.3
Old : 30.2 45.4 47.7 61.4 26.6 42.3 38.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 148,571: 1,100 2,504 2,318 134,153 139,512 137,571 144,334: 11,000 4,237
Old : 148,571: 1,100 2,504 2,318 134,153 139,512 137,571 144,334: 11,000 4,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 346: 0 -428 60 102 655 162 287: 184 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.7 1.6 90.3 93.9 92.6 97.1: 7.4 2.9
Old : 100.0: 0.7 1.7 1.6 90.3 93.9 92.6 97.1: 7.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.3 48.1 59.8 66.7 37.5 46.5 48.9 64.5
Old : 42.3 48.1 59.8 66.7 37.5 46.5 48.9 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 264,579: 20,912 1,064 10,634 215,832 238,566 247,378 250,264: 17,201 14,315
Old : 264,579: 20,912 1,064 10,634 215,832 238,566 247,378 250,264: 17,201 14,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 795: -1,464 0 388 1,716 374 640 762: 155 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.4 4.0 81.6 90.2 93.5 94.6: 6.5 5.4
Old : 100.0: 7.9 0.4 4.0 81.6 90.2 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 : 38.8 28.0 57.6 48.4 30.0 25.1 41.9 43.6
Old : 38.8 28.0 57.6 48.4 30.0 25.1 41.9 43.6
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 14, 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: July 7, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 14, 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 : 52,402: 0 0 0 46,950 44,384 46,950 44,384: 5,452 8,018
Old : 52,402: 0 0 0 46,950 44,384 46,950 44,384: 5,452 8,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 454: 0 0 0 147 -884 147 -884: 307 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.6 84.7 89.6 84.7: 10.4 15.3
Old : 100.0: 0.0 0.0 0.0 89.6 84.7 89.6 84.7: 10.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 16 17 16:
Old : 22: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 54.8 75.1 72.1 58.8 47.5 67.6 60.6
Old : 62.0 54.8 75.1 72.1 58.8 47.5 67.6 60.6
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 14, 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 : 2,904,363: 621,471 152,302 873,003 1,385,360 1,869,429 2,879,834 2,894,734: 24,529 9,629
Old : 2,904,363: 621,471 152,302 873,003 1,385,360 1,869,429 2,879,834 2,894,734: 24,529 9,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 26,752: -3,619 10,345 8,367 23,702 7,685 28,450 26,397: -1,698 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.2 30.1 47.7 64.4 99.2 99.7: 0.8 0.3
Old : 100.0: 21.4 5.2 30.1 47.7 64.4 99.2 99.7: 0.8 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 : 179: 38 25 54 104 100 166 157:
Old : 179: 38 25 54 104 100 166 157:
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 : 32.3 34.9 44.2 47.9 16.0 19.0 21.9 26.4
Old : 32.3 34.9 44.2 47.9 16.0 19.0 21.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,101,503: 150,247 47,633 278,581 668,448 773,225 1,097,276 1,099,439: 4,227 2,064
Old : 1,101,503: 150,247 47,633 278,581 668,448 773,225 1,097,276 1,099,439: 4,227 2,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 11,058: 5,037 -14,003 21,836 -12,577 3,655 14,296 11,488: -3,238 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 4.3 25.3 60.7 70.2 99.6 99.8: 0.4 0.2
Old : 100.0: 13.6 4.3 25.3 60.7 70.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 32 18 37 43 42 88 84:
Old : 95: 32 18 37 43 42 88 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.9 50.6 57.5 20.3 28.9 29.8 37.4
Old : 31.7 36.9 50.6 57.5 20.3 28.9 29.8 37.4
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 14, 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 : 1,733: 0 75 0 1,046 1,301 1,046 1,376: 687 357
Old : 1,733: 0 75 0 1,046 1,301 1,046 1,376: 687 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 182: 0 0 0 80 183 80 183: 102 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 60.4 75.1 60.4 79.4: 39.6 20.6
Old : 100.0: 0.0 4.3 0.0 60.4 75.1 60.4 79.4: 39.6 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 15 18 15 19:
Old : 21: 0 1 0 15 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 35.7 48.2 56.0 23.1 28.8 30.1 44.2
Old : 34.2 35.7 48.2 56.0 23.1 28.8 30.1 44.2
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 129,351: 2,529 4,023 6,957 119,354 118,321 128,839 129,301: 512 50
Old : 129,351: 2,529 4,023 6,957 119,354 118,321 128,839 129,301: 512 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 7,123: 383 372 427 7,101 7,092 7,911 7,891: -788 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.1 5.4 92.3 91.5 99.6 100.0: 0.4 0.0
Old : 100.0: 2.0 3.1 5.4 92.3 91.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.6 46.4 72.0 71.1 8.4 8.2 11.5 12.7
Old : 49.6 46.4 72.0 71.1 8.4 8.2 11.5 12.7
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 14, 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: July 7, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 32,100: 2,794 4 464 27,647 30,523 30,906 30,992: 1,194 1,108
Old : 32,100: 2,794 4 464 27,647 30,523 30,906 30,992: 1,194 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 324: 11 -8 21 432 451 464 464: -140 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 1.4 86.1 95.1 96.3 96.5: 3.7 3.5
Old : 100.0: 8.7 0.0 1.4 86.1 95.1 96.3 96.5: 3.7 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 : 27: 1 1 2 23 20 25 22:
Old : 27: 1 1 2 23 20 25 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 : 40.8 67.8 70.6 82.2 32.7 36.6 43.3 46.7
Old : 40.8 67.8 70.6 82.2 32.7 36.6 43.3 46.7
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 31,204: 80 600 610 27,905 29,388 28,595 30,598: 2,609 606
Old : 31,204: 80 600 610 27,905 29,388 28,595 30,598: 2,609 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 326: 80 0 130 266 326 476 456: -150 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 2.0 89.4 94.2 91.6 98.1: 8.4 1.9
Old : 100.0: 0.3 1.9 2.0 89.4 94.2 91.6 98.1: 8.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 26 22 28 24:
Old : 30: 1 1 2 26 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 42.7 62.3 71.8 28.2 29.7 36.7 40.8
Old : 43.1 42.7 62.3 71.8 28.2 29.7 36.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 25,575: 0 0 0 25,085 24,807 25,085 24,807: 490 768
Old : 25,575: 0 0 0 25,085 24,807 25,085 24,807: 490 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 45: 0 0 0 21 45 21 45: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Old : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 16 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 : 58.3 85.3 83.6 92.7 52.7 73.4 72.5 78.0
Old : 58.3 85.3 83.6 92.7 52.7 73.4 72.5 78.0
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 14, 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 : 13,674: 840 26 28 11,296 12,728 12,164 12,782: 1,510 892
Old : 13,674: 840 26 28 11,296 12,728 12,164 12,782: 1,510 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.2 0.2 82.6 93.1 89.0 93.5: 11.0 6.5
Old : 100.0: 6.1 0.2 0.2 82.6 93.1 89.0 93.5: 11.0 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 : 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 : 36.0 46.8 60.8 75.3 34.5 39.4 52.8 58.5
Old : 36.0 46.8 60.8 75.3 34.5 39.4 52.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 29,472: 1 0 0 28,327 29,052 28,328 29,052: 1,143 420
Old : 29,472: 1 0 0 28,327 29,052 28,328 29,052: 1,143 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 4,352: 0 0 0 4,022 4,342 4,022 4,342: 330 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 98.6 96.1 98.6: 3.9 1.4
Old : 100.0: 0.0 0.0 0.0 96.1 98.6 96.1 98.6: 3.9 1.4
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 : 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 : 58.6 62.2 81.4 80.2 25.6 32.6 33.9 38.6
Old : 58.6 62.2 81.4 80.2 25.6 32.6 33.9 38.6
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 12,004: 0 0 0 11,672 10,828 11,672 10,828: 332 1,176
Old : 12,004: 0 0 0 11,672 10,828 11,672 10,828: 332 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 178: 0 0 0 178 170 178 170: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 90.2 97.2 90.2: 2.8 9.8
Old : 100.0: 0.0 0.0 0.0 97.2 90.2 97.2 90.2: 2.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 38.7 55.2 64.4 74.1 31.4 40.9 45.2 48.6
Old : 38.7 55.2 64.4 74.1 31.4 40.9 45.2 48.6
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 14, 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 : 539,584: 15,840 23,440 15,520 508,224 500,624 539,584 539,584: 0 0
Old : 539,584: 15,840 23,440 15,520 508,224 500,624 539,584 539,584: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 12,424: 0 0 0 12,424 12,424 12,424 12,424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.3 2.9 94.2 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 4.3 2.9 94.2 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 13 5 15 7:
Old : 20: 2 1 1 13 5 15 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 : 60.9 94.2 85.2 100.0 60.9 94.2 84.8 95.7
Old : 60.9 94.2 85.2 100.0 60.9 94.2 84.8 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 100,303: 683 7,605 5,140 94,480 87,558 100,303 100,303: 0 0
Old : 100,303: 683 7,605 5,140 94,480 87,558 100,303 100,303: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -2,460: 0 0 0 -2,460 -2,460 -2,460 -2,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.6 5.1 94.2 87.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 7.6 5.1 94.2 87.3 100.0 100.0: 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 : 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 : 71.2 71.6 86.1 89.6 70.5 69.4 82.3 84.9
Old : 71.2 71.6 86.1 89.6 70.5 69.4 82.3 84.9
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 14, 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 : 1,600,472: 0 138,608 43,792 1,556,680 1,418,072 1,600,472 1,600,472: 0 0
Old : 1,600,472: 0 138,608 43,792 1,556,680 1,418,072 1,600,472 1,600,472: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -46,480: 0 0 0 -46,480 -46,480 -46,480 -46,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 2.7 97.3 88.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.7 2.7 97.3 88.6 100.0 100.0: 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 : 22: 0 3 1 13 10 14 13:
Old : 22: 0 3 1 13 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 76.0 89.6 94.5 75.1 76.0 88.6 91.5
Old : 75.1 76.0 89.6 94.5 75.1 76.0 88.6 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 159,659: 11,879 1,333 5,140 142,640 152,016 159,659 158,489: 0 1,170
Old : 159,659: 11,879 1,333 5,140 142,640 152,016 159,659 158,489: 0 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -118: 0 0 0 -118 -118 -118 -118: 0 0
: : :
: : 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 : 45.4 56.2 66.1 77.3 44.7 53.8 63.7 68.6
Old : 45.4 56.2 66.1 77.3 44.7 53.8 63.7 68.6
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 14, 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 : 2,238,476: 166,144 0 56,352 2,015,980 2,182,124 2,238,476 2,238,476: 0 0
Old : 2,238,476: 166,144 0 56,352 2,015,980 2,182,124 2,238,476 2,238,476: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,160: 3,880 0 -1,552 832 4,712 3,160 3,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 2.5 90.1 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 0.0 2.5 90.1 97.5 100.0 100.0: 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 19 20 23 22:
Old : 35: 4 0 2 19 20 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 : 59.7 63.7 84.1 82.3 59.7 61.5 81.1 77.5
Old : 59.7 63.7 84.1 82.3 59.7 61.5 81.1 77.5
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 14, 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 : 756,381: 0 68,160 0 756,381 688,221 756,381 756,381: 0 0
Old : 756,381: 0 68,160 0 756,381 688,221 756,381 756,381: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 116,580: 0 0 0 116,580 116,580 116,580 116,580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 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 1 0 11 14 11 15:
Old : 21: 0 1 0 11 14 11 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 : 74.9 68.2 97.4 89.4 73.6 66.4 89.7 84.8
Old : 74.9 68.2 97.4 89.4 73.6 66.4 89.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 29,852: 6,556 0 0 22,786 29,235 29,342 29,235: 510 617
Old : 29,852: 6,556 0 0 22,786 29,235 29,342 29,235: 510 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 0.0 76.3 97.9 98.3 97.9: 1.7 2.1
Old : 100.0: 22.0 0.0 0.0 76.3 97.9 98.3 97.9: 1.7 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 : 20: 2 0 0 13 16 15 16:
Old : 20: 2 0 0 13 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 71.0 94.0 88.3 72.8 70.0 84.8 80.3
Old : 74.3 71.0 94.0 88.3 72.8 70.0 84.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 17,786: 71 84 300 16,333 17,386 16,704 17,770: 1,082 16
Old : 17,786: 71 84 300 16,333 17,386 16,704 17,770: 1,082 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 810: 0 -11 -157 1,159 1,161 1,002 993: -192 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.5 1.7 91.8 97.8 93.9 99.9: 6.1 0.1
Old : 100.0: 0.4 0.5 1.7 91.8 97.8 93.9 99.9: 6.1 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 : 37: 1 1 2 29 31 31 34:
Old : 37: 1 1 2 29 31 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 46.8 62.7 67.7 39.0 37.3 46.4 51.2
Old : 42.4 46.8 62.7 67.7 39.0 37.3 46.4 51.2
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 14, 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 : 8,083: 0 0 0 7,813 7,803 7,813 7,803: 270 280
Old : 8,083: 0 0 0 7,813 7,803 7,813 7,803: 270 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -5: 0 0 0 -20 -6 -20 -6: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 96.5 96.7 96.5: 3.3 3.5
Old : 100.0: 0.0 0.0 0.0 96.7 96.5 96.7 96.5: 3.3 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 : 26: 0 0 0 24 17 24 17:
Old : 26: 0 0 0 24 17 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 60.3 60.9 86.0 31.2 47.0 43.7 56.8
Old : 39.2 60.3 60.9 86.0 31.2 47.0 43.7 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 12,808: 249 0 312 11,916 12,296 12,477 12,608: 330 199
Old : 12,808: 249 0 312 11,916 12,296 12,477 12,608: 330 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 255: 65 0 -70 252 314 247 244: 8 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.4 93.0 96.0 97.4 98.4: 2.6 1.6
Old : 100.0: 1.9 0.0 2.4 93.0 96.0 97.4 98.4: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 23 19 25 21:
Old : 27: 2 0 2 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 43.3 79.1 73.6 55.5 35.6 60.8 50.8
Old : 61.0 43.3 79.1 73.6 55.5 35.6 60.8 50.8
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 14, 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 : 2,733,764: 189,896 107,632 938,977 1,486,783 1,584,429 2,615,656 2,631,039: 118,108 102,725
Old : 2,733,764: 189,896 107,632 938,977 1,486,783 1,584,429 2,615,656 2,631,039: 118,108 102,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 141,998: -1,265 -1,675 41,956 82,015 82,845 122,706 123,125: 19,292 18,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.9 34.3 54.4 58.0 95.7 96.2: 4.3 3.8
Old : 100.0: 6.9 3.9 34.3 54.4 58.0 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 139 94 182 85 99 305 302:
Old : 341: 139 94 182 85 99 305 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.7 40.8 39.4 5.1 3.7 7.4 6.3
Old : 26.3 23.7 40.8 39.4 5.1 3.7 7.4 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 14, 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 : 101,767: 1,920 23,161 25,623 71,980 49,236 99,523 98,020: 2,245 3,748
Old : 101,767: 1,920 23,161 25,623 71,980 49,236 99,523 98,020: 2,245 3,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 687: -557 1,188 -235 1,845 -471 1,053 482: -366 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 22.8 25.2 70.7 48.4 97.8 96.3: 2.2 3.7
Old : 100.0: 1.9 22.8 25.2 70.7 48.4 97.8 96.3: 2.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 8 11 12 15 24 26:
Old : 30: 4 8 11 12 15 24 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 : 64.7 53.2 80.9 70.7 46.8 35.2 54.2 47.6
Old : 64.7 53.2 80.9 70.7 46.8 35.2 54.2 47.6
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 14, 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 : 211,222: 36,063 35,767 3,941 149,820 119,708 189,824 159,416: 21,398 51,806
Old : 211,222: 36,063 35,767 3,941 149,820 119,708 189,824 159,416: 21,398 51,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -1,972: -529 1,484 -1,345 518 2,383 -1,356 2,522: -616 -4,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 16.9 1.9 70.9 56.7 89.9 75.5: 10.1 24.5
Old : 100.0: 17.1 16.9 1.9 70.9 56.7 89.9 75.5: 10.1 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 5 5 24 25 30 33:
Old : 36: 4 5 5 24 25 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 : 35.6 31.3 54.7 49.3 33.0 24.8 48.7 39.0
Old : 35.6 31.3 54.7 49.3 33.0 24.8 48.7 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 191,498: 25,211 13,329 57,374 105,258 117,250 187,842 187,953: 3,656 3,545
Old : 191,498: 25,211 13,329 57,374 105,258 117,250 187,842 187,953: 3,656 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 10,002: 1,334 1,466 3,244 5,429 5,423 10,008 10,133: -5 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.0 30.0 55.0 61.2 98.1 98.1: 1.9 1.9
Old : 100.0: 13.2 7.0 30.0 55.0 61.2 98.1 98.1: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 31 16 41 28 27 72 72:
Old : 76: 31 16 41 28 27 72 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 : 32.2 36.6 51.2 59.0 8.3 12.1 11.7 15.4
Old : 32.2 36.6 51.2 59.0 8.3 12.1 11.7 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 561,344: 31,000 17,088 77,572 434,127 449,732 542,699 544,392: 18,645 16,952
Old : 561,344: 31,000 17,088 77,572 434,127 449,732 542,699 544,392: 18,645 16,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 12,548: 1,648 2,203 3,162 7,838 9,554 12,648 14,919: -100 -2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.0 13.8 77.3 80.1 96.7 97.0: 3.3 3.0
Old : 100.0: 5.5 3.0 13.8 77.3 80.1 96.7 97.0: 3.3 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 : 43: 6 4 10 32 33 42 43:
Old : 43: 6 4 10 32 33 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 29.5 51.3 47.8 12.3 9.7 17.2 14.9
Old : 31.2 29.5 51.3 47.8 12.3 9.7 17.2 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 64,672: 2,290 725 2,330 60,002 61,567 64,622 64,622: 50 50
Old : 64,672: 2,290 725 2,330 60,002 61,567 64,622 64,622: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 4,128: -295 -200 0 4,423 4,328 4,128 4,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.1 3.6 92.8 95.2 99.9 99.9: 0.1 0.1
Old : 100.0: 3.5 1.1 3.6 92.8 95.2 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 : 59: 3 5 5 43 43 49 50:
Old : 59: 3 5 5 43 43 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 31.1 65.1 48.6 35.3 21.9 43.9 31.3
Old : 48.0 31.1 65.1 48.6 35.3 21.9 43.9 31.3
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 14, 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 : 174,433: 17,821 43,125 19,865 129,376 101,441 167,062 164,431: 7,371 10,002
Old : 174,433: 17,821 43,125 19,865 129,376 101,441 167,062 164,431: 7,371 10,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 774: -2,109 -142 319 2,391 -178 601 -1: 173 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 24.7 11.4 74.2 58.2 95.8 94.3: 4.2 5.7
Old : 100.0: 10.2 24.7 11.4 74.2 58.2 95.8 94.3: 4.2 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 : 48: 7 16 20 23 22 44 45:
Old : 48: 7 16 20 23 22 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 36.4 60.2 55.3 19.4 15.9 29.6 22.5
Old : 43.1 36.4 60.2 55.3 19.4 15.9 29.6 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 47,731: 12,269 2,475 4,509 27,417 38,043 44,195 45,027: 3,536 2,704
Old : 47,731: 12,269 2,475 4,509 27,417 38,043 44,195 45,027: 3,536 2,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -1,630: 1,412 -406 -1,120 -1,929 -430 -1,637 -1,956: 7 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.2 9.4 57.4 79.7 92.6 94.3: 7.4 5.7
Old : 100.0: 25.7 5.2 9.4 57.4 79.7 92.6 94.3: 7.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 6 13 15 22 21:
Old : 24: 5 3 6 13 15 22 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 : 50.1 50.8 70.0 70.0 36.2 27.2 40.5 37.6
Old : 50.1 50.8 70.0 70.0 36.2 27.2 40.5 37.6
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 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 45,664: 1,200 955 1,260 26,652 29,819 29,112 32,034: 16,552 13,630
Old : 45,664: 1,200 955 1,260 26,652 29,819 29,112 32,034: 16,552 13,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -9,350: 0 0 0 -9,050 -9,570 -9,050 -9,570: -300 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.1 2.8 58.4 65.3 63.8 70.2: 36.2 29.8
Old : 100.0: 2.6 2.1 2.8 58.4 65.3 63.8 70.2: 36.2 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 16 18 17:
Old : 22: 1 1 1 16 16 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 : 36.6 32.3 48.6 49.3 26.4 27.4 34.4 37.1
Old : 36.6 32.3 48.6 49.3 26.4 27.4 34.4 37.1
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 14, 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 : 111,710: 7,551 2,285 7,593 54,122 75,273 69,266 85,151: 42,444 26,559
Old : 111,710: 7,551 2,285 7,593 54,122 75,273 69,266 85,151: 42,444 26,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,971: 240 96 -21 1,709 2,737 1,928 2,812: 43 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.0 6.8 48.4 67.4 62.0 76.2: 38.0 23.8
Old : 100.0: 6.8 2.0 6.8 48.4 67.4 62.0 76.2: 38.0 23.8
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: 2 1 3 19 19 22 22:
Old : 23: 2 1 3 19 19 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 : 27.6 33.3 41.2 53.6 15.6 26.5 24.0 37.1
Old : 27.6 33.3 41.2 53.6 15.6 26.5 24.0 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 40,922: 2,905 858 555 37,372 39,407 40,832 40,820: 90 102
Old : 40,922: 2,905 858 555 37,372 39,407 40,832 40,820: 90 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 650: -150 0 90 710 560 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.1 1.4 91.3 96.3 99.8 99.8: 0.2 0.2
Old : 100.0: 7.1 2.1 1.4 91.3 96.3 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 : 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 : 59.0 34.4 74.7 53.0 52.7 32.0 61.0 49.2
Old : 59.0 34.4 74.7 53.0 52.7 32.0 61.0 49.2
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 14, 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 : 16,263: 11,094 3,146 191 3,231 12,170 14,516 15,507: 1,747 756
Old : 16,263: 11,094 3,146 191 3,231 12,170 14,516 15,507: 1,747 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -556: -340 388 75 149 -947 -116 -484: -440 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 19.3 1.2 19.9 74.8 89.3 95.4: 10.7 4.6
Old : 100.0: 68.2 19.3 1.2 19.9 74.8 89.3 95.4: 10.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 55 23 4 18 24 77 48:
Old : 121: 55 23 4 18 24 77 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 42.6 50.0 59.5 34.8 42.6 50.0 59.5
Old : 34.8 42.6 50.0 59.5 34.8 42.6 50.0 59.5
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 14, 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 : 21,566: 12,097 2,929 44 6,368 16,706 18,509 19,679: 3,057 1,887
Old : 21,566: 12,097 2,929 44 6,368 16,706 18,509 19,679: 3,057 1,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -399: -455 500 -2 302 -1,083 -155 -585: -244 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 13.6 0.2 29.5 77.5 85.8 91.3: 14.2 8.7
Old : 100.0: 56.1 13.6 0.2 29.5 77.5 85.8 91.3: 14.2 8.7
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 : 95: 47 17 3 15 22 64 40:
Old : 95: 47 17 3 15 22 64 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 : 29.7 37.9 45.3 54.7 29.7 37.9 45.3 54.7
Old : 29.7 37.9 45.3 54.7 29.7 37.9 45.3 54.7
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 14, 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 : 245,356: 45,561 8,164 42,635 142,466 177,569 230,663 228,368: 14,693 16,988
Old : 245,356: 45,561 8,164 42,635 142,466 177,569 230,663 228,368: 14,693 16,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,227: -7,017 -1,400 1,364 8,935 164 3,282 128: -2,056 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.3 17.4 58.1 72.4 94.0 93.1: 6.0 6.9
Old : 100.0: 18.6 3.3 17.4 58.1 72.4 94.0 93.1: 6.0 6.9
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 : 178: 51 26 49 76 90 152 144:
Old : 178: 51 26 49 76 90 152 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 21.8 35.2 33.0 12.9 15.1 18.9 20.1
Old : 22.4 21.8 35.2 33.0 12.9 15.1 18.9 20.1
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 14, 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 : 22,416: 1,152 167 287 15,535 17,889 16,974 18,343: 5,442 4,073
Old : 22,416: 1,152 167 287 15,535 17,889 16,974 18,343: 5,442 4,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 578: -1,289 0 -672 3,166 1,752 1,205 1,080: -627 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.7 1.3 69.3 79.8 75.7 81.8: 24.3 18.2
Old : 100.0: 5.1 0.7 1.3 69.3 79.8 75.7 81.8: 24.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 17 20 19 22:
Old : 26: 2 1 1 17 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 44.6 62.0 60.7 45.7 43.4 54.8 54.9
Old : 50.6 44.6 62.0 60.7 45.7 43.4 54.8 54.9
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 14, 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 : 9,321: 1,354 150 300 7,517 8,571 9,171 9,021: 150 300
Old : 9,321: 1,354 150 300 7,517 8,571 9,171 9,021: 150 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -925: 0 -770 0 -975 -205 -975 -975: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.6 3.2 80.6 92.0 98.4 96.8: 1.6 3.2
Old : 100.0: 14.5 1.6 3.2 80.6 92.0 98.4 96.8: 1.6 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 : 45: 4 2 1 28 33 33 35:
Old : 45: 4 2 1 28 33 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 36.5 60.4 54.6 27.1 21.7 39.2 31.3
Old : 38.2 36.5 60.4 54.6 27.1 21.7 39.2 31.3
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 14, 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 : 39,829: 1,677 75 0 36,974 39,751 38,651 39,826: 1,178 3
Old : 39,829: 1,677 75 0 36,974 39,751 38,651 39,826: 1,178 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 770: -256 75 0 1,002 695 746 770: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.2 0.0 92.8 99.8 97.0 100.0: 3.0 0.0
Old : 100.0: 4.2 0.2 0.0 92.8 99.8 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 : 41: 3 1 0 34 28 37 29:
Old : 41: 3 1 0 34 28 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 70.6 59.6 84.8 26.6 48.4 38.3 56.3
Old : 42.6 70.6 59.6 84.8 26.6 48.4 38.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 21,986: 779 100 93 20,840 20,375 21,712 20,568: 274 1,418
Old : 21,986: 779 100 93 20,840 20,375 21,712 20,568: 274 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 529: -17 100 -6 552 437 529 531: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 0.4 94.8 92.7 98.8 93.6: 1.2 6.4
Old : 100.0: 3.5 0.5 0.4 94.8 92.7 98.8 93.6: 1.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 21 19 23 21:
Old : 29: 1 1 2 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 80.7 81.5 86.6 62.8 72.0 77.6 75.6
Old : 63.9 80.7 81.5 86.6 62.8 72.0 77.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 17,091: 150 50 50 16,891 16,991 17,091 17,091: 0 0
Old : 17,091: 150 50 50 16,891 16,991 17,091 17,091: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -55: 0 -210 0 -55 155 -55 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 0.3 98.8 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.3 0.3 98.8 99.4 100.0 100.0: 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 : 47: 2 1 1 28 31 30 33:
Old : 47: 2 1 1 28 31 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 : 57.5 49.9 75.0 72.2 36.1 33.0 48.1 47.7
Old : 57.5 49.9 75.0 72.2 36.1 33.0 48.1 47.7
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 14, 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 : 4,486: 126 387 0 3,178 3,369 3,304 3,756: 1,182 730
Old : 4,486: 126 387 0 3,178 3,369 3,304 3,756: 1,182 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 157: 126 -135 0 178 157 304 22: -147 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.6 0.0 70.8 75.1 73.7 83.7: 26.3 16.3
Old : 100.0: 2.8 8.6 0.0 70.8 75.1 73.7 83.7: 26.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 17 17 18 19:
Old : 24: 1 2 0 17 17 18 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 : 51.9 39.0 65.3 60.2 49.1 37.5 60.9 57.8
Old : 51.9 39.0 65.3 60.2 49.1 37.5 60.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 16,585: 170 0 0 15,779 15,980 15,949 15,980: 636 605
Old : 16,585: 170 0 0 15,779 15,980 15,949 15,980: 636 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -117: -75 0 0 213 -117 138 -117: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 95.1 96.4 96.2 96.4: 3.8 3.6
Old : 100.0: 1.0 0.0 0.0 95.1 96.4 96.2 96.4: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.0 86.8 80.5 94.0 55.0 78.3 68.5 79.1
Old : 61.0 86.8 80.5 94.0 55.0 78.3 68.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,206: 2,528 1,158 114 20,978 22,715 23,620 23,987: 586 219
Old : 24,206: 2,528 1,158 114 20,978 22,715 23,620 23,987: 586 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 486: 114 0 0 450 486 564 486: -78 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.8 0.5 86.7 93.8 97.6 99.1: 2.4 0.9
Old : 100.0: 10.4 4.8 0.5 86.7 93.8 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 2 2 25 29 31 33:
Old : 44: 6 2 2 25 29 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 45.3 55.7 64.2 29.0 37.6 45.6 51.5
Old : 34.8 45.3 55.7 64.2 29.0 37.6 45.6 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 9,658: 0 0 0 9,462 9,430 9,462 9,430: 196 228
Old : 9,658: 0 0 0 9,462 9,430 9,462 9,430: 196 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 86: -546 0 -149 783 209 88 60: -2 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 97.6 98.0 97.6: 2.0 2.4
Old : 100.0: 0.0 0.0 0.0 98.0 97.6 98.0 97.6: 2.0 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 : 30: 0 0 0 24 22 24 22:
Old : 30: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 55.0 63.5 75.7 25.2 31.0 37.8 42.4
Old : 39.9 55.0 63.5 75.7 25.2 31.0 37.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 60,162: 4,701 737 1,233 49,248 56,977 55,182 58,947: 4,980 1,215
Old : 60,162: 4,701 737 1,233 49,248 56,977 55,182 58,947: 4,980 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 795: -300 -55 -258 1,365 1,264 807 951: -12 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.2 2.0 81.9 94.7 91.7 98.0: 8.3 2.0
Old : 100.0: 7.8 1.2 2.0 81.9 94.7 91.7 98.0: 8.3 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 : 49: 4 3 3 32 38 38 42:
Old : 49: 4 3 3 32 38 38 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 : 28.6 30.5 50.0 51.2 23.8 23.0 34.0 35.7
Old : 28.6 30.5 50.0 51.2 23.8 23.0 34.0 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009