GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 44,472: 945 490 0 43,178 43,783 44,123 44,273: 349 199
Old : 44,472: 945 490 0 43,178 43,783 44,123 44,273: 349 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,554: 0 115 0 3,314 3,241 3,314 3,356: 240 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 0.0 97.1 98.5 99.2 99.6: 0.8 0.4
Old : 100.0: 2.1 1.1 0.0 97.1 98.5 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 3 0 38 37 39 40:
Old : 47: 1 3 0 38 37 39 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 : 36.6 40.7 57.0 64.1 17.6 20.6 25.1 27.1
Old : 36.6 40.7 57.0 64.1 17.6 20.6 25.1 27.1
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, August 25, 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 : 22,963: 250 120 50 22,588 22,673 22,888 22,843: 75 120
Old : 22,963: 250 120 50 22,588 22,673 22,888 22,843: 75 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 232: 0 0 0 353 212 353 212: -121 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 0.2 98.4 98.7 99.7 99.5: 0.3 0.5
Old : 100.0: 1.1 0.5 0.2 98.4 98.7 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 30 30 32 32:
Old : 41: 1 1 1 30 30 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.5 75.6 78.4 50.6 46.1 57.7 57.5
Old : 61.3 58.5 75.6 78.4 50.6 46.1 57.7 57.5
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, August 25, 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 : 7,629: 277 216 472 6,219 6,243 6,968 6,931: 661 698
Old : 7,629: 277 216 472 6,219 6,243 6,968 6,931: 661 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 93: 0 0 0 106 70 106 70: -13 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.8 6.2 81.5 81.8 91.3 90.9: 8.7 9.1
Old : 100.0: 3.6 2.8 6.2 81.5 81.8 91.3 90.9: 8.7 9.1
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 : 30: 1 1 1 27 24 28 26:
Old : 30: 1 1 1 27 24 28 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 : 44.0 58.0 59.9 68.2 36.9 49.8 47.3 53.3
Old : 44.0 58.0 59.9 68.2 36.9 49.8 47.3 53.3
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 12,121: 198 206 604 10,152 10,163 10,954 10,973: 1,167 1,148
Old : 12,121: 198 206 604 10,152 10,163 10,954 10,973: 1,167 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 351: -12 52 2 329 195 319 249: 32 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.7 5.0 83.8 83.8 90.4 90.5: 9.6 9.5
Old : 100.0: 1.6 1.7 5.0 83.8 83.8 90.4 90.5: 9.6 9.5
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 : 49: 2 3 6 39 42 45 48:
Old : 49: 2 3 6 39 42 45 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 : 26.8 31.1 44.2 46.0 24.3 21.4 36.6 33.0
Old : 26.8 31.1 44.2 46.0 24.3 21.4 36.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,573: 23 201 59 8,833 8,650 8,915 8,910: 658 663
Old : 9,573: 23 201 59 8,833 8,650 8,915 8,910: 658 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 570: 10 46 27 606 606 643 679: -73 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.1 0.6 92.3 90.4 93.1 93.1: 6.9 6.9
Old : 100.0: 0.2 2.1 0.6 92.3 90.4 93.1 93.1: 6.9 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 : 61: 1 4 3 50 54 53 59:
Old : 61: 1 4 3 50 54 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 21.7 42.8 35.4 24.7 17.1 34.2 27.2
Old : 29.8 21.7 42.8 35.4 24.7 17.1 34.2 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,292: 97 0 113 4,595 4,935 4,805 5,048: 1,487 1,244
Old : 6,292: 97 0 113 4,595 4,935 4,805 5,048: 1,487 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 1.8 73.0 78.4 76.4 80.2: 23.6 19.8
Old : 100.0: 1.5 0.0 1.8 73.0 78.4 76.4 80.2: 23.6 19.8
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: 1 0 1 16 19 17 20:
Old : 20: 1 0 1 16 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 43.6 57.7 61.5 35.5 35.4 43.0 46.4
Old : 42.7 43.6 57.7 61.5 35.5 35.4 43.0 46.4
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, August 25, 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 : 3,237: 810 0 0 2,003 2,898 2,813 2,898: 424 339
Old : 3,237: 810 0 0 2,003 2,898 2,813 2,898: 424 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 166: 60 0 0 169 248 229 248: -63 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.0 0.0 61.9 89.5 86.9 89.5: 13.1 10.5
Old : 100.0: 25.0 0.0 0.0 61.9 89.5 86.9 89.5: 13.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 19 21 20 21:
Old : 26: 1 0 0 19 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 45.1 67.8 62.1 46.5 43.3 60.0 57.2
Old : 50.6 45.1 67.8 62.1 46.5 43.3 60.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,352: 0 0 0 1,483 1,442 1,483 1,442: 869 910
Old : 2,352: 0 0 0 1,483 1,442 1,483 1,442: 869 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5: 0 0 0 8 10 8 10: -3 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 63.1 61.3 63.1 61.3: 36.9 38.7
Old : 100.0: 0.0 0.0 0.0 63.1 61.3 63.1 61.3: 36.9 38.7
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 : 20: 0 0 0 12 14 12 14:
Old : 20: 0 0 0 12 14 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 : 40.0 32.6 56.3 52.2 33.2 32.6 46.8 45.8
Old : 40.0 32.6 56.3 52.2 33.2 32.6 46.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 8,939: 0 0 0 8,939 8,939 8,939 8,939: 0 0
Old : 8,939: 0 0 0 8,939 8,939 8,939 8,939: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 325: 0 0 0 385 385 385 385: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 23 19 23 19:
Old : 25: 0 0 0 23 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 66.2 78.5 83.6 29.0 41.7 40.7 46.4
Old : 52.6 66.2 78.5 83.6 29.0 41.7 40.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 370,522: 50,596 17,181 71,687 204,744 253,773 327,028 342,642: 43,494 27,880
Old : 370,522: 50,596 17,181 71,687 204,744 253,773 327,028 342,642: 43,494 27,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 4,558: -1,246 -390 6,116 428 1,202 5,298 6,928: -740 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 4.6 19.3 55.3 68.5 88.3 92.5: 11.7 7.5
Old : 100.0: 13.7 4.6 19.3 55.3 68.5 88.3 92.5: 11.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 43 24 51 68 75 135 134:
Old : 155: 43 24 51 68 75 135 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 27.0 32.4 37.7 11.9 14.1 19.1 20.0
Old : 19.9 27.0 32.4 37.7 11.9 14.1 19.1 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 87,479: 893 5,593 26,258 53,777 50,732 80,928 82,583: 6,551 4,896
Old : 87,479: 893 5,593 26,258 53,777 50,732 80,928 82,583: 6,551 4,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 893: -112 628 435 564 -161 886 902: 6 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.4 30.0 61.5 58.0 92.5 94.4: 7.5 5.6
Old : 100.0: 1.0 6.4 30.0 61.5 58.0 92.5 94.4: 7.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 5 8 13 13 21 21:
Old : 21: 3 5 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 : 39.2 49.4 62.5 71.5 8.3 11.4 12.1 14.4
Old : 39.2 49.4 62.5 71.5 8.3 11.4 12.1 14.4
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, August 25, 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 : 23,818: 800 45 450 22,085 21,983 23,335 22,478: 483 1,340
Old : 23,818: 800 45 450 22,085 21,983 23,335 22,478: 483 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,478: 100 45 -25 1,427 1,282 1,502 1,302: -24 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.2 1.9 92.7 92.3 98.0 94.4: 2.0 5.6
Old : 100.0: 3.4 0.2 1.9 92.7 92.3 98.0 94.4: 2.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 1 2 41 50 45 53:
Old : 62: 4 1 2 41 50 45 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 : 39.8 26.6 57.0 44.1 33.9 20.7 47.6 33.5
Old : 39.8 26.6 57.0 44.1 33.9 20.7 47.6 33.5
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, August 25, 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 : 24,075: 905 1,800 100 20,730 21,015 21,735 22,915: 2,340 1,160
Old : 24,075: 905 1,800 100 20,730 21,015 21,735 22,915: 2,340 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 625: 0 0 0 625 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.5 0.4 86.1 87.3 90.3 95.2: 9.7 4.8
Old : 100.0: 3.8 7.5 0.4 86.1 87.3 90.3 95.2: 9.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 1 1 25 27 29 29:
Old : 36: 4 1 1 25 27 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 47.3 64.4 66.3 35.6 40.8 45.0 51.8
Old : 49.3 47.3 64.4 66.3 35.6 40.8 45.0 51.8
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, August 25, 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 : 18,991: 6,079 50 546 12,126 16,313 18,751 16,909: 240 2,082
Old : 18,991: 6,079 50 546 12,126 16,313 18,751 16,909: 240 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -33: 0 0 -150 117 0 -33 -150: 0 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 0.3 2.9 63.9 85.9 98.7 89.0: 1.3 11.0
Old : 100.0: 32.0 0.3 2.9 63.9 85.9 98.7 89.0: 1.3 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 : 21: 3 1 2 11 16 15 18:
Old : 21: 3 1 2 11 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 57.9 88.3 74.5 66.2 53.2 77.3 65.4
Old : 71.1 57.9 88.3 74.5 66.2 53.2 77.3 65.4
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 2,192: 0 50 0 2,050 2,052 2,050 2,102: 142 90
Old : 2,192: 0 50 0 2,050 2,052 2,050 2,102: 142 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 40: 0 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 93.5 93.6 93.5 95.9: 6.5 4.1
Old : 100.0: 0.0 2.3 0.0 93.5 93.6 93.5 95.9: 6.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 15 18 15 19:
Old : 25: 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 : 52.5 41.1 77.6 66.2 50.2 34.3 61.6 52.6
Old : 52.5 41.1 77.6 66.2 50.2 34.3 61.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 7,982: 0 0 0 7,214 7,685 7,214 7,685: 768 297
Old : 7,982: 0 0 0 7,214 7,685 7,214 7,685: 768 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 60: 0 0 0 -90 55 -90 55: 150 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.4 96.3 90.4 96.3: 9.6 3.7
Old : 100.0: 0.0 0.0 0.0 90.4 96.3 90.4 96.3: 9.6 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 : 20: 0 0 0 13 15 13 15:
Old : 20: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 71.0 80.9 90.1 49.8 70.7 75.5 85.2
Old : 54.3 71.0 80.9 90.1 49.8 70.7 75.5 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 969,151: 155,282 244,521 338,208 380,921 340,412 874,411 923,141: 94,740 46,010
Old : 969,151: 155,282 244,521 338,208 380,921 340,412 874,411 923,141: 94,740 46,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -23,911: -1,444 -1,279 -11,158 -4,780 -8,640 -17,382 -21,077: -6,529 -2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 25.2 34.9 39.3 35.1 90.2 95.3: 9.8 4.7
Old : 100.0: 16.0 25.2 34.9 39.3 35.1 90.2 95.3: 9.8 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 : 308: 101 106 127 89 73 264 241:
Old : 308: 101 106 127 89 73 264 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 36.2 42.8 47.9 14.5 18.2 18.7 22.9
Old : 31.5 36.2 42.8 47.9 14.5 18.2 18.7 22.9
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,956: 1,058 297 2,303 69,772 73,040 73,133 75,640: 7,823 5,316
Old : 80,956: 1,058 297 2,303 69,772 73,040 73,133 75,640: 7,823 5,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 154: 428 0 -31 -60 185 337 154: -183 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 2.8 86.2 90.2 90.3 93.4: 9.7 6.6
Old : 100.0: 1.3 0.4 2.8 86.2 90.2 90.3 93.4: 9.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 24 26 27 29:
Old : 30: 2 1 3 24 26 27 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 : 52.6 43.4 69.2 62.6 47.9 36.6 54.5 51.3
Old : 52.6 43.4 69.2 62.6 47.9 36.6 54.5 51.3
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, August 25, 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 : 50,103: 662 5,827 2,908 39,148 25,904 42,718 34,639: 7,385 15,464
Old : 50,103: 662 5,827 2,908 39,148 25,904 42,718 34,639: 7,385 15,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 904: 0 -397 29 984 487 1,013 119: -109 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 11.6 5.8 78.1 51.7 85.3 69.1: 14.7 30.9
Old : 100.0: 1.3 11.6 5.8 78.1 51.7 85.3 69.1: 14.7 30.9
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: 2 2 3 18 18 21 22:
Old : 26: 2 2 3 18 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 37.7 70.9 52.6 40.8 31.4 55.8 40.1
Old : 48.6 37.7 70.9 52.6 40.8 31.4 55.8 40.1
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, August 25, 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 : 76,133: 2,870 0 586 65,519 64,099 68,975 64,685: 7,158 11,448
Old : 76,133: 2,870 0 586 65,519 64,099 68,975 64,685: 7,158 11,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 36: 0 0 0 10 -24 10 -24: 26 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.8 86.1 84.2 90.6 85.0: 9.4 15.0
Old : 100.0: 3.8 0.0 0.8 86.1 84.2 90.6 85.0: 9.4 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 2 26 28 29 30:
Old : 32: 2 0 2 26 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 31.7 55.9 48.8 30.6 27.2 46.2 39.2
Old : 35.1 31.7 55.9 48.8 30.6 27.2 46.2 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,345: 0 0 0 76,405 80,061 76,405 80,061: 10,940 7,284
Old : 87,345: 0 0 0 76,405 80,061 76,405 80,061: 10,940 7,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 274: 0 0 0 269 305 269 305: 5 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 91.7 87.5 91.7: 12.5 8.3
Old : 100.0: 0.0 0.0 0.0 87.5 91.7 87.5 91.7: 12.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 24 23 24 23:
Old : 27: 0 0 0 24 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 44.8 61.7 64.0 35.7 34.4 50.2 51.3
Old : 40.5 44.8 61.7 64.0 35.7 34.4 50.2 51.3
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, August 25, 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 : 90,291: 1,632 1,644 4,603 76,967 78,636 83,202 84,883: 7,089 5,408
Old : 90,291: 1,632 1,644 4,603 76,967 78,636 83,202 84,883: 7,089 5,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 851: -436 -1,749 -620 1,354 2,176 298 -193: 553 1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.8 5.1 85.2 87.1 92.1 94.0: 7.9 6.0
Old : 100.0: 1.8 1.8 5.1 85.2 87.1 92.1 94.0: 7.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 2 3 28 27 31 30:
Old : 38: 1 2 3 28 27 31 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 : 41.1 37.7 58.9 57.5 35.6 36.8 48.5 51.6
Old : 41.1 37.7 58.9 57.5 35.6 36.8 48.5 51.6
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, August 25, 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 : 110,840: 0 4,583 6,389 98,686 92,455 105,075 103,427: 5,765 7,413
Old : 110,840: 0 4,583 6,389 98,686 92,455 105,075 103,427: 5,765 7,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -133: 0 1,062 -797 925 -339 128 -74: -261 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 5.8 89.0 83.4 94.8 93.3: 5.2 6.7
Old : 100.0: 0.0 4.1 5.8 89.0 83.4 94.8 93.3: 5.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.9 33.4 77.6 54.7 58.0 33.4 69.3 52.5
Old : 61.9 33.4 77.6 54.7 58.0 33.4 69.3 52.5
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, August 25, 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 : 35,822: 0 5,453 2,265 30,475 22,807 32,740 30,525: 3,082 5,297
Old : 35,822: 0 5,453 2,265 30,475 22,807 32,740 30,525: 3,082 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 416: 0 -28 160 256 200 416 332: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 6.3 85.1 63.7 91.4 85.2: 8.6 14.8
Old : 100.0: 0.0 15.2 6.3 85.1 63.7 91.4 85.2: 8.6 14.8
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 : 57.3 50.0 74.6 73.9 50.4 41.6 61.6 54.6
Old : 57.3 50.0 74.6 73.9 50.4 41.6 61.6 54.6
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,120: 11,943 3,487 10,679 47,195 52,131 69,817 66,297: 4,303 7,823
Old : 74,120: 11,943 3,487 10,679 47,195 52,131 69,817 66,297: 4,303 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,758: -2,229 604 -215 706 -1,543 -1,738 -1,154: -20 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.7 14.4 63.7 70.3 94.2 89.4: 5.8 10.6
Old : 100.0: 16.1 4.7 14.4 63.7 70.3 94.2 89.4: 5.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 15 17 18 19:
Old : 23: 2 1 2 15 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 : 63.4 63.2 84.8 77.8 46.6 44.3 55.6 50.1
Old : 63.4 63.2 84.8 77.8 46.6 44.3 55.6 50.1
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, August 25, 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 : 50,830: 0 0 0 34,933 42,949 34,933 42,949: 15,897 7,881
Old : 50,830: 0 0 0 34,933 42,949 34,933 42,949: 15,897 7,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 424: 0 0 0 302 604 302 604: 122 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 68.7 84.5 68.7 84.5: 31.3 15.5
Old : 100.0: 0.0 0.0 0.0 68.7 84.5 68.7 84.5: 31.3 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 18 20 18:
Old : 22: 0 0 0 20 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 56.6 50.2 72.3 31.0 50.3 43.0 58.3
Old : 32.8 56.6 50.2 72.3 31.0 50.3 43.0 58.3
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,573: 5,591 2,477 4,575 83,490 87,227 93,656 94,279: 5,917 5,294
Old : 99,573: 5,591 2,477 4,575 83,490 87,227 93,656 94,279: 5,917 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5,517: 604 904 -413 8,369 5,151 8,560 5,642: -3,043 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.5 4.6 83.8 87.6 94.1 94.7: 5.9 5.3
Old : 100.0: 5.6 2.5 4.6 83.8 87.6 94.1 94.7: 5.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 5 29 34 34 39:
Old : 43: 3 2 5 29 34 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 41.9 56.1 61.2 32.0 41.2 46.9 56.5
Old : 35.9 41.9 56.1 61.2 32.0 41.2 46.9 56.5
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, August 25, 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 : 2,008,095: 58,772 148,950 679,588 1,265,875 1,175,715 2,004,234 2,004,253: 3,861 3,842
Old : 2,008,095: 58,772 148,950 679,588 1,265,875 1,175,715 2,004,234 2,004,253: 3,861 3,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 54,180: 9,599 3,555 19,892 25,674 31,371 55,164 54,818: -985 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 7.4 33.8 63.0 58.5 99.8 99.8: 0.2 0.2
Old : 100.0: 2.9 7.4 33.8 63.0 58.5 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 : 144: 45 33 66 62 65 133 139:
Old : 144: 45 33 66 62 65 133 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 31.4 53.7 49.0 8.0 7.3 9.5 9.7
Old : 34.2 31.4 53.7 49.0 8.0 7.3 9.5 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A26
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 20,304: 300 0 0 19,030 18,970 19,330 18,970: 974 1,334
Old : 20,304: 300 0 0 19,030 18,970 19,330 18,970: 974 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 93.7 93.4 95.2 93.4: 4.8 6.6
Old : 100.0: 1.5 0.0 0.0 93.7 93.4 95.2 93.4: 4.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 11 14 12 14:
Old : 21: 1 0 0 11 14 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 : 78.6 49.5 89.9 76.1 66.0 41.4 74.3 65.3
Old : 78.6 49.5 89.9 76.1 66.0 41.4 74.3 65.3
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, August 25, 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 : 64,059: 1,023 8,084 2,835 56,060 44,113 59,918 55,032: 4,141 9,027
Old : 64,059: 1,023 8,084 2,835 56,060 44,113 59,918 55,032: 4,141 9,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,535: 12 1,546 -323 1,846 312 1,535 1,535: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.6 4.4 87.5 68.9 93.5 85.9: 6.5 14.1
Old : 100.0: 1.6 12.6 4.4 87.5 68.9 93.5 85.9: 6.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 13 16 15 18:
Old : 23: 1 1 2 13 16 15 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 : 74.3 39.4 89.7 61.4 74.3 37.5 79.8 56.6
Old : 74.3 39.4 89.7 61.4 74.3 37.5 79.8 56.6
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,839: 884 4,240 976 115,967 111,095 117,827 116,311: 2,012 3,528
Old : 119,839: 884 4,240 976 115,967 111,095 117,827 116,311: 2,012 3,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 300: 0 0 0 420 180 420 180: -120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.5 0.8 96.8 92.7 98.3 97.1: 1.7 2.9
Old : 100.0: 0.7 3.5 0.8 96.8 92.7 98.3 97.1: 1.7 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 : 25: 1 1 1 20 17 21 19:
Old : 25: 1 1 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 58.7 85.3 82.9 45.9 49.8 53.7 55.9
Old : 65.3 58.7 85.3 82.9 45.9 49.8 53.7 55.9
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 224,199: 8,665 11,669 4,636 203,158 202,208 216,459 218,513: 7,740 5,686
Old : 224,199: 8,665 11,669 4,636 203,158 202,208 216,459 218,513: 7,740 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,716: -1,163 -2,101 1,711 3,017 3,588 3,565 3,198: 151 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.2 2.1 90.6 90.2 96.5 97.5: 3.5 2.5
Old : 100.0: 3.9 5.2 2.1 90.6 90.2 96.5 97.5: 3.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 2 5 42 38 48 43:
Old : 54: 4 2 5 42 38 48 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 : 30.1 45.2 46.2 60.0 26.4 42.3 38.5 50.3
Old : 30.1 45.2 46.2 60.0 26.4 42.3 38.5 50.3
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, August 25, 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 : 151,839: 912 372 3,720 133,925 144,491 138,557 148,583: 13,282 3,256
Old : 151,839: 912 372 3,720 133,925 144,491 138,557 148,583: 13,282 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2,067: 464 372 -106 -1,321 2,313 -963 2,579: 3,030 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 2.4 88.2 95.2 91.3 97.9: 8.7 2.1
Old : 100.0: 0.6 0.2 2.4 88.2 95.2 91.3 97.9: 8.7 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 : 38: 2 1 2 31 27 33 30:
Old : 38: 2 1 2 31 27 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 : 39.4 45.9 55.9 67.5 34.6 44.4 46.2 63.5
Old : 39.4 45.9 55.9 67.5 34.6 44.4 46.2 63.5
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, August 25, 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 : 270,609: 13,832 1,751 14,248 222,485 240,042 250,565 256,041: 20,044 14,568
Old : 270,609: 13,832 1,751 14,248 222,485 240,042 250,565 256,041: 20,044 14,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5,725: 528 338 399 4,739 5,410 5,666 6,147: 59 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.6 5.3 82.2 88.7 92.6 94.6: 7.4 5.4
Old : 100.0: 5.1 0.6 5.3 82.2 88.7 92.6 94.6: 7.4 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 : 50: 3 3 5 39 40 44 46:
Old : 50: 3 3 5 39 40 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 27.5 56.8 46.7 30.1 23.8 39.7 40.8
Old : 39.3 27.5 56.8 46.7 30.1 23.8 39.7 40.8
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,883: 1,062 1,485 951 73,029 73,520 75,042 75,956: 6,841 5,927
Old : 81,883: 1,062 1,485 951 73,029 73,520 75,042 75,956: 6,841 5,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.8 1.2 89.2 89.8 91.6 92.8: 8.4 7.2
Old : 100.0: 1.3 1.8 1.2 89.2 89.8 91.6 92.8: 8.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 19 16 22 18:
Old : 24: 2 1 2 19 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 46.3 80.8 69.5 57.3 40.9 65.2 58.4
Old : 61.4 46.3 80.8 69.5 57.3 40.9 65.2 58.4
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,000,974: 595,397 98,062 928,438 1,450,456 1,962,337 2,974,291 2,988,837: 26,683 12,137
Old : 3,000,974: 595,397 98,062 928,438 1,450,456 1,962,337 2,974,291 2,988,837: 26,683 12,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 27,061: -9,734 -12,682 -11,701 50,625 52,789 29,190 28,406: -2,129 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.3 30.9 48.3 65.4 99.1 99.6: 0.9 0.4
Old : 100.0: 19.8 3.3 30.9 48.3 65.4 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 42 24 57 108 102 173 162:
Old : 187: 42 24 57 108 102 173 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 35.0 43.0 47.6 15.1 19.1 20.0 26.4
Old : 31.3 35.0 43.0 47.6 15.1 19.1 20.0 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, August 25, 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 : 1,115,522: 150,873 79,186 279,112 682,595 756,151 1,112,580 1,114,449: 2,942 1,073
Old : 1,115,522: 150,873 79,186 279,112 682,595 756,151 1,112,580 1,114,449: 2,942 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 32,104: -1,911 14,274 -548 34,740 19,205 32,281 32,931: -177 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.1 25.0 61.2 67.8 99.7 99.9: 0.3 0.1
Old : 100.0: 13.5 7.1 25.0 61.2 67.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 26 25 38 46 45 89 91:
Old : 98: 26 25 38 46 45 89 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 35.7 47.2 57.1 22.6 27.6 30.1 36.5
Old : 30.7 35.7 47.2 57.1 22.6 27.6 30.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,638: 50 95 0 1,313 1,230 1,363 1,325: 275 313
Old : 1,638: 50 95 0 1,313 1,230 1,363 1,325: 275 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 94: 0 0 0 103 37 103 37: -9 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.8 0.0 80.2 75.1 83.2 80.9: 16.8 19.1
Old : 100.0: 3.1 5.8 0.0 80.2 75.1 83.2 80.9: 16.8 19.1
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: 1 1 0 17 16 18 17:
Old : 20: 1 1 0 17 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 : 37.7 38.0 58.2 60.3 31.4 27.6 43.6 40.6
Old : 37.7 38.0 58.2 60.3 31.4 27.6 43.6 40.6
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, August 25, 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 : 133,329: 2,424 3,116 3,397 127,003 126,760 132,825 133,273: 504 56
Old : 133,329: 2,424 3,116 3,397 127,003 126,760 132,825 133,273: 504 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2,568: -137 -44 290 2,391 2,282 2,544 2,528: 24 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.3 2.5 95.3 95.1 99.6 100.0: 0.4 0.0
Old : 100.0: 1.8 2.3 2.5 95.3 95.1 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 4 6 38 35 44 42:
Old : 46: 3 4 6 38 35 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 : 54.1 50.6 76.1 75.4 8.0 7.3 10.9 11.3
Old : 54.1 50.6 76.1 75.4 8.0 7.3 10.9 11.3
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, August 25, 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 : 9,475: 344 0 0 8,748 9,369 9,092 9,369: 383 106
Old : 9,475: 344 0 0 8,748 9,369 9,092 9,369: 383 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 512: 0 0 0 512 512 512 512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 92.3 98.9 96.0 98.9: 4.0 1.1
Old : 100.0: 3.6 0.0 0.0 92.3 98.9 96.0 98.9: 4.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 12 18 13 18:
Old : 25: 1 0 0 12 18 13 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 : 56.1 72.3 81.9 87.8 53.7 69.0 79.5 82.2
Old : 56.1 72.3 81.9 87.8 53.7 69.0 79.5 82.2
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, August 25, 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 : 30,278: 3,055 0 153 25,721 29,019 28,930 29,172: 1,348 1,106
Old : 30,278: 3,055 0 153 25,721 29,019 28,930 29,172: 1,348 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 169: 156 0 -3 -24 172 129 169: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 0.5 85.0 95.8 95.5 96.3: 4.5 3.7
Old : 100.0: 10.1 0.0 0.5 85.0 95.8 95.5 96.3: 4.5 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 : 28: 3 0 2 23 21 26 23:
Old : 28: 3 0 2 23 21 26 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 : 38.1 66.2 67.6 82.6 32.9 37.4 44.4 48.6
Old : 38.1 66.2 67.6 82.6 32.9 37.4 44.4 48.6
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, August 25, 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 : 32,008: 100 580 600 29,099 30,166 29,799 31,346: 2,209 662
Old : 32,008: 100 580 600 29,099 30,166 29,799 31,346: 2,209 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -83: 0 0 0 355 -83 355 -83: -438 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.8 1.9 90.9 94.2 93.1 97.9: 6.9 2.1
Old : 100.0: 0.3 1.8 1.9 90.9 94.2 93.1 97.9: 6.9 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 : 28: 1 1 2 25 22 27 24:
Old : 28: 1 1 2 25 22 27 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 : 44.0 45.2 65.0 71.0 29.4 31.8 37.0 42.2
Old : 44.0 45.2 65.0 71.0 29.4 31.8 37.0 42.2
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, August 25, 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 : 24,851: 0 0 0 24,369 24,171 24,369 24,171: 482 680
Old : 24,851: 0 0 0 24,369 24,171 24,369 24,171: 482 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 16: 0 0 0 16 16 16 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 97.3 98.1 97.3: 1.9 2.7
Old : 100.0: 0.0 0.0 0.0 98.1 97.3 98.1 97.3: 1.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 15 17 15:
Old : 20: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 86.3 84.7 93.5 54.8 76.0 74.1 80.0
Old : 60.4 86.3 84.7 93.5 54.8 76.0 74.1 80.0
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, August 25, 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 : 13,514: 820 0 0 11,540 12,614 12,360 12,614: 1,154 900
Old : 13,514: 820 0 0 11,540 12,614 12,360 12,614: 1,154 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 120: 0 0 0 480 120 480 120: -360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 85.4 93.3 91.5 93.3: 8.5 6.7
Old : 100.0: 6.1 0.0 0.0 85.4 93.3 91.5 93.3: 8.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 19 18 20 18:
Old : 24: 1 0 0 19 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 45.6 59.0 75.9 30.7 37.1 49.7 56.8
Old : 34.6 45.6 59.0 75.9 30.7 37.1 49.7 56.8
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, August 25, 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 : 34,515: 1 0 0 33,454 33,983 33,455 33,983: 1,061 532
Old : 34,515: 1 0 0 33,454 33,983 33,455 33,983: 1,061 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 328: -0 0 0 319 328 318 328: 9 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 98.5 96.9 98.5: 3.1 1.5
Old : 100.0: 0.0 0.0 0.0 96.9 98.5 96.9 98.5: 3.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.2 64.8 83.5 83.2 31.8 39.5 42.4 46.2
Old : 64.2 64.8 83.5 83.2 31.8 39.5 42.4 46.2
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, August 25, 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 : 13,368: 0 0 0 12,870 11,492 12,870 11,492: 498 1,876
Old : 13,368: 0 0 0 12,870 11,492 12,870 11,492: 498 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 512: 0 0 0 512 152 512 152: 0 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 86.0 96.3 86.0: 3.7 14.0
Old : 100.0: 0.0 0.0 0.0 96.3 86.0 96.3 86.0: 3.7 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 : 23: 0 0 0 22 18 22 18:
Old : 23: 0 0 0 22 18 22 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 : 40.3 53.1 65.4 70.2 33.5 43.3 48.5 51.3
Old : 40.3 53.1 65.4 70.2 33.5 43.3 48.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 22,571: 0 1,266 0 22,360 21,094 22,360 22,360: 211 211
Old : 22,571: 0 1,266 0 22,360 21,094 22,360 22,360: 211 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: -1,060 0 0 1,060 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 99.1 93.5 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 5.6 0.0 99.1 93.5 99.1 99.1: 0.9 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 : 20: 0 1 0 13 10 13 11:
Old : 20: 0 1 0 13 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 87.9 94.7 97.2 68.7 87.8 93.4 97.0
Old : 70.0 87.9 94.7 97.2 68.7 87.8 93.4 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 521,708: 4,080 19,200 12,240 505,388 490,268 521,708 521,708: 0 0
Old : 521,708: 4,080 19,200 12,240 505,388 490,268 521,708 521,708: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.7 2.3 96.9 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 3.7 2.3 96.9 94.0 100.0 100.0: 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: 1 2 1 14 5 16 7:
Old : 21: 1 2 1 14 5 16 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 : 59.8 95.5 85.3 100.0 59.8 95.5 85.3 96.9
Old : 59.8 95.5 85.3 100.0 59.8 95.5 85.3 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 98,694: 0 6,745 0 98,694 91,949 98,694 98,694: 0 0
Old : 98,694: 0 6,745 0 98,694 91,949 98,694 98,694: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -470: 0 -143 -4,997 4,527 4,670 -470 -470: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 16 13 16 15:
Old : 24: 0 2 0 16 13 16 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 : 67.9 69.7 84.4 87.1 67.9 66.4 81.1 82.2
Old : 67.9 69.7 84.4 87.1 67.9 66.4 81.1 82.2
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, August 25, 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 : 1,620,448: 0 85,680 0 1,620,448 1,534,768 1,620,448 1,620,448: 0 0
Old : 1,620,448: 0 85,680 0 1,620,448 1,534,768 1,620,448 1,620,448: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: 0 -53,680 -39,280 39,280 92,960 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 15 12 15 14:
Old : 23: 0 2 0 15 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 75.8 87.6 93.4 72.2 73.2 85.9 88.2
Old : 72.5 75.8 87.6 93.4 72.2 73.2 85.9 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 154,813: 9,796 0 0 145,017 153,758 154,813 153,758: 0 1,055
Old : 154,813: 9,796 0 0 145,017 153,758 154,813 153,758: 0 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -180: -210 -406 -5,546 5,576 5,772 -180 -180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.0 93.7 99.3 100.0 99.3: 0.0 0.7
Old : 100.0: 6.3 0.0 0.0 93.7 99.3 100.0 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 : 35: 3 0 0 19 27 22 27:
Old : 35: 3 0 0 19 27 22 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 : 44.2 54.4 66.3 74.5 42.4 53.6 60.7 66.6
Old : 44.2 54.4 66.3 74.5 42.4 53.6 60.7 66.6
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, August 25, 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 : 2,239,512: 104,720 0 12,240 2,122,552 2,227,272 2,239,512 2,239,512: 0 0
Old : 2,239,512: 104,720 0 12,240 2,122,552 2,227,272 2,239,512 2,239,512: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: -73,024 0 -31,665 104,689 31,665 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.5 94.8 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 0.0 0.5 94.8 99.5 100.0 100.0: 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 : 30: 3 0 1 17 22 20 23:
Old : 30: 3 0 1 17 22 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 : 61.6 63.2 85.3 81.8 60.7 60.0 81.2 76.4
Old : 61.6 63.2 85.3 81.8 60.7 60.0 81.2 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 45,146: 38 3,510 42 44,918 41,129 44,998 44,681: 148 465
Old : 45,146: 38 3,510 42 44,918 41,129 44,998 44,681: 148 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 0: 0 0 0 110 0 110 0: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.8 0.1 99.5 91.1 99.7 99.0: 0.3 1.0
Old : 100.0: 0.1 7.8 0.1 99.5 91.1 99.7 99.0: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 14 14 15 16:
Old : 24: 1 1 1 14 14 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 : 62.8 69.7 84.9 92.1 54.9 69.4 75.5 82.1
Old : 62.8 69.7 84.9 92.1 54.9 69.4 75.5 82.1
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, August 25, 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 : 745,645: 0 66,280 0 745,645 679,365 745,645 745,645: 0 0
Old : 745,645: 0 66,280 0 745,645 679,365 745,645 745,645: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 27,240: 0 0 0 27,240 27,240 27,240 27,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.0 100.0 91.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.9 0.0 100.0 91.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 14 12 15:
Old : 22: 0 1 0 12 14 12 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 : 74.4 67.9 94.2 90.3 73.2 66.1 87.3 85.6
Old : 74.4 67.9 94.2 90.3 73.2 66.1 87.3 85.6
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, August 25, 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 : 46,602: 5,220 210 110 41,272 46,282 46,602 46,602: 0 0
Old : 46,602: 5,220 210 110 41,272 46,282 46,602 46,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 996: 0 0 0 996 996 996 996: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.5 0.2 88.6 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 0.5 0.2 88.6 99.3 100.0 100.0: 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 : 33: 2 1 1 21 25 23 27:
Old : 33: 2 1 1 21 25 23 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 : 56.8 48.5 79.1 69.7 49.6 48.2 69.1 67.1
Old : 56.8 48.5 79.1 69.7 49.6 48.2 69.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 786,811: 97,037 0 2,328 687,446 784,483 786,811 786,811: 0 0
Old : 786,811: 97,037 0 2,328 687,446 784,483 786,811 786,811: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 7,910: -1,152 0 1,152 7,910 6,758 7,910 7,910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 0.3 87.4 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 12.3 0.0 0.3 87.4 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 19 23 21 24:
Old : 31: 2 0 1 19 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 52.8 78.3 74.8 48.3 49.7 68.6 68.4
Old : 55.5 52.8 78.3 74.8 48.3 49.7 68.6 68.4
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,342: 291 84 74 21,220 21,998 21,585 22,156: 757 186
Old : 22,342: 291 84 74 21,220 21,998 21,585 22,156: 757 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 284: 166 0 -51 772 381 887 330: -603 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.3 95.0 98.5 96.6 99.2: 3.4 0.8
Old : 100.0: 1.3 0.4 0.3 95.0 98.5 96.6 99.2: 3.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 1 1 33 37 34 39:
Old : 43: 1 1 1 33 37 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 44.9 52.3 65.7 23.1 27.7 31.2 36.4
Old : 30.4 44.9 52.3 65.7 23.1 27.7 31.2 36.4
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,255: 237 0 0 8,805 9,063 9,042 9,063: 213 192
Old : 9,255: 237 0 0 8,805 9,063 9,042 9,063: 213 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 102: 7 0 0 103 99 110 99: -9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 95.1 97.9 97.7 97.9: 2.3 2.1
Old : 100.0: 2.6 0.0 0.0 95.1 97.9 97.7 97.9: 2.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 22 20 23 20:
Old : 27: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 57.9 57.2 83.0 33.9 49.8 47.4 59.7
Old : 37.6 57.9 57.2 83.0 33.9 49.8 47.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 17,711: 140 0 95 17,101 17,601 17,336 17,696: 375 15
Old : 17,711: 140 0 95 17,101 17,601 17,336 17,696: 375 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,102: -60 0 30 -947 -1,137 -977 -1,107: -125 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.5 96.6 99.4 97.9 99.9: 2.1 0.1
Old : 100.0: 0.8 0.0 0.5 96.6 99.4 97.9 99.9: 2.1 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 : 20: 1 0 1 16 18 17 19:
Old : 20: 1 0 1 16 18 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 : 77.0 51.1 92.8 84.3 47.2 29.5 47.4 43.9
Old : 77.0 51.1 92.8 84.3 47.2 29.5 47.4 43.9
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, August 25, 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 : 15,995: 195 0 260 15,240 15,615 15,695 15,875: 300 120
Old : 15,995: 195 0 260 15,240 15,615 15,695 15,875: 300 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 296: -35 0 -105 446 436 306 331: -10 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.6 95.3 97.6 98.1 99.2: 1.9 0.8
Old : 100.0: 1.2 0.0 1.6 95.3 97.6 98.1 99.2: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 24 22 25 23:
Old : 28: 1 0 1 24 22 25 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 : 54.2 45.9 77.6 75.5 53.3 38.5 61.6 51.9
Old : 54.2 45.9 77.6 75.5 53.3 38.5 61.6 51.9
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, August 25, 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 : 2,733,367: 238,673 100,445 942,818 1,464,369 1,609,868 2,645,860 2,653,131: 87,507 80,236
Old : 2,733,367: 238,673 100,445 942,818 1,464,369 1,609,868 2,645,860 2,653,131: 87,507 80,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 35,498: 16,281 -5,101 18,336 -1,763 26,778 32,853 40,012: 2,645 -4,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.7 34.5 53.6 58.9 96.8 97.1: 3.2 2.9
Old : 100.0: 8.7 3.7 34.5 53.6 58.9 96.8 97.1: 3.2 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 : 349: 144 94 176 82 102 310 295:
Old : 349: 144 94 176 82 102 310 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.0 39.0 38.2 5.2 4.1 7.3 6.4
Old : 25.4 23.0 39.0 38.2 5.2 4.1 7.3 6.4
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, August 25, 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 : 103,628: 8,344 23,275 24,553 67,276 53,146 100,173 100,974: 3,455 2,654
Old : 103,628: 8,344 23,275 24,553 67,276 53,146 100,173 100,974: 3,455 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -10,516: 2,676 -1,393 -4,913 -9,815 -3,500 -12,051 -9,805: 1,535 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 22.5 23.7 64.9 51.3 96.7 97.4: 3.3 2.6
Old : 100.0: 8.1 22.5 23.7 64.9 51.3 96.7 97.4: 3.3 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 : 34: 6 6 12 15 17 27 29:
Old : 34: 6 6 12 15 17 27 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 : 58.9 58.4 76.8 76.2 45.0 44.8 54.3 55.6
Old : 58.9 58.4 76.8 76.2 45.0 44.8 54.3 55.6
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, August 25, 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 : 211,896: 33,733 33,350 1,038 147,252 125,349 182,023 159,737: 29,873 52,159
Old : 211,896: 33,733 33,350 1,038 147,252 125,349 182,023 159,737: 29,873 52,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 4,064: 1,428 816 44 -1,746 -223 -274 637: 4,338 3,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.7 0.5 69.5 59.2 85.9 75.4: 14.1 24.6
Old : 100.0: 15.9 15.7 0.5 69.5 59.2 85.9 75.4: 14.1 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 3 27 26 31 32:
Old : 36: 3 4 3 27 26 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 31.6 56.9 49.8 34.2 26.6 51.0 42.3
Old : 36.6 31.6 56.9 49.8 34.2 26.6 51.0 42.3
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, August 25, 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 : 205,744: 30,845 9,731 54,236 116,394 138,505 201,475 202,472: 4,269 3,272
Old : 205,744: 30,845 9,731 54,236 116,394 138,505 201,475 202,472: 4,269 3,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5,008: 1,817 -197 1,041 1,887 3,891 4,745 4,735: 263 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.7 26.4 56.6 67.3 97.9 98.4: 2.1 1.6
Old : 100.0: 15.0 4.7 26.4 56.6 67.3 97.9 98.4: 2.1 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 : 74: 28 14 38 29 29 70 70:
Old : 74: 28 14 38 29 29 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 41.2 51.6 61.5 12.6 14.0 16.4 18.8
Old : 29.8 41.2 51.6 61.5 12.6 14.0 16.4 18.8
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, August 25, 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 : 629,652: 43,279 2,473 75,413 487,838 529,894 606,530 607,779: 23,122 21,872
Old : 629,652: 43,279 2,473 75,413 487,838 529,894 606,530 607,779: 23,122 21,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 21,999: 921 -9,158 1,293 18,807 28,861 21,021 20,996: 977 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.4 12.0 77.5 84.2 96.3 96.5: 3.7 3.5
Old : 100.0: 6.9 0.4 12.0 77.5 84.2 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 : 42: 8 2 10 31 32 41 42:
Old : 42: 8 2 10 31 32 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 28.2 51.9 47.7 11.0 9.6 15.8 14.0
Old : 30.4 28.2 51.9 47.7 11.0 9.6 15.8 14.0
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, August 25, 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 : 68,254: 645 725 595 66,654 66,849 67,894 68,169: 360 85
Old : 68,254: 645 725 595 66,654 66,849 67,894 68,169: 360 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,690: 100 -50 250 1,190 1,515 1,540 1,715: 150 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 0.9 97.7 97.9 99.5 99.9: 0.5 0.1
Old : 100.0: 0.9 1.1 0.9 97.7 97.9 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 5 6 44 45 51 53:
Old : 60: 3 5 6 44 45 51 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 : 43.6 28.6 61.6 46.9 32.0 14.0 36.0 22.2
Old : 43.6 28.6 61.6 46.9 32.0 14.0 36.0 22.2
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 177,676: 21,948 43,909 14,741 134,353 110,859 171,042 169,509: 6,634 8,167
Old : 177,676: 21,948 43,909 14,741 134,353 110,859 171,042 169,509: 6,634 8,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -5,551: -1,930 1,384 -1,541 -1,724 -5,162 -5,195 -5,319: -356 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.7 8.3 75.6 62.4 96.3 95.4: 3.7 4.6
Old : 100.0: 12.4 24.7 8.3 75.6 62.4 96.3 95.4: 3.7 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 : 51: 6 18 18 25 24 46 46:
Old : 51: 6 18 18 25 24 46 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 : 44.6 36.4 62.0 55.1 20.7 15.9 30.9 23.1
Old : 44.6 36.4 62.0 55.1 20.7 15.9 30.9 23.1
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, August 25, 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 : 44,255: 12,584 4,475 1,652 26,393 36,428 40,629 42,555: 3,626 1,700
Old : 44,255: 12,584 4,475 1,652 26,393 36,428 40,629 42,555: 3,626 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,302: 187 -320 -630 -1,003 -453 -1,446 -1,403: 144 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.1 3.7 59.6 82.3 91.8 96.2: 8.2 3.8
Old : 100.0: 28.4 10.1 3.7 59.6 82.3 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 4 5 15 17 22 23:
Old : 26: 3 4 5 15 17 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 51.7 69.2 72.4 42.6 33.6 47.8 46.0
Old : 49.9 51.7 69.2 72.4 42.6 33.6 47.8 46.0
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, August 25, 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 : 111,531: 4,956 2,080 1,626 70,817 84,655 77,399 88,361: 34,132 23,170
Old : 111,531: 4,956 2,080 1,626 70,817 84,655 77,399 88,361: 34,132 23,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,201: 0 0 0 -94 823 -94 823: 1,295 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 1.5 63.5 75.9 69.4 79.2: 30.6 20.8
Old : 100.0: 4.4 1.9 1.5 63.5 75.9 69.4 79.2: 30.6 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 22 21 25 23:
Old : 25: 2 1 2 22 21 25 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 : 30.3 33.1 44.0 53.7 18.1 27.0 27.5 38.4
Old : 30.3 33.1 44.0 53.7 18.1 27.0 27.5 38.4
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, August 25, 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 : 44,932: 800 1,308 0 43,907 43,407 44,707 44,715: 225 217
Old : 44,932: 800 1,308 0 43,907 43,407 44,707 44,715: 225 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -95: 0 360 0 -245 -455 -245 -95: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.9 0.0 97.7 96.6 99.5 99.5: 0.5 0.5
Old : 100.0: 1.8 2.9 0.0 97.7 96.6 99.5 99.5: 0.5 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 : 45: 1 3 0 28 37 29 40:
Old : 45: 1 3 0 28 37 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 33.4 76.5 53.8 54.7 30.6 65.0 47.5
Old : 61.8 33.4 76.5 53.8 54.7 30.6 65.0 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 21,386: 15,168 2,980 242 3,536 17,667 18,946 20,889: 2,440 497
Old : 21,386: 15,168 2,980 242 3,536 17,667 18,946 20,889: 2,440 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,224: 917 -41 -173 355 1,496 1,099 1,282: 125 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 13.9 1.1 16.5 82.6 88.6 97.7: 11.4 2.3
Old : 100.0: 70.9 13.9 1.1 16.5 82.6 88.6 97.7: 11.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 86 11 3 19 29 107 41:
Old : 138: 86 11 3 19 29 107 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 46.1 45.9 61.7 29.7 45.7 45.9 61.0
Old : 29.7 46.1 45.9 61.7 29.7 45.7 45.9 61.0
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, August 25, 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 : 27,053: 17,132 2,400 295 5,142 23,397 22,569 26,092: 4,484 961
Old : 27,053: 17,132 2,400 295 5,142 23,397 22,569 26,092: 4,484 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,175: 634 185 45 137 991 816 1,221: 359 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 8.9 1.1 19.0 86.5 83.4 96.4: 16.6 3.6
Old : 100.0: 63.3 8.9 1.1 19.0 86.5 83.4 96.4: 16.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 59 13 2 11 29 71 44:
Old : 111: 59 13 2 11 29 71 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 : 23.4 38.9 39.1 55.1 23.4 38.9 39.1 55.1
Old : 23.4 38.9 39.1 55.1 23.4 38.9 39.1 55.1
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 270,872: 61,341 13,454 46,763 146,739 199,438 254,844 259,655: 16,029 11,217
Old : 270,872: 61,341 13,454 46,763 146,739 199,438 254,844 259,655: 16,029 11,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -5,278: -3,019 544 19 -1,307 -5,395 -4,307 -4,832: -971 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.0 17.3 54.2 73.6 94.1 95.9: 5.9 4.1
Old : 100.0: 22.6 5.0 17.3 54.2 73.6 94.1 95.9: 5.9 4.1
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 : 185: 65 21 43 75 86 157 136:
Old : 185: 65 21 43 75 86 157 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.9 32.0 31.7 11.1 10.6 17.8 16.3
Old : 20.4 19.9 32.0 31.7 11.1 10.6 17.8 16.3
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 23,956: 1,437 0 244 17,584 19,116 19,265 19,360: 4,691 4,596
Old : 23,956: 1,437 0 244 17,584 19,116 19,265 19,360: 4,691 4,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2,032: 21 0 0 2,814 2,246 2,835 2,246: -803 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 1.0 73.4 79.8 80.4 80.8: 19.6 19.2
Old : 100.0: 6.0 0.0 1.0 73.4 79.8 80.4 80.8: 19.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 17 21 19 22:
Old : 25: 2 0 1 17 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 40.4 65.2 56.2 49.9 37.2 56.7 48.2
Old : 53.9 40.4 65.2 56.2 49.9 37.2 56.7 48.2
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, August 25, 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 : 12,514: 2,254 0 0 9,727 11,764 11,981 11,764: 533 750
Old : 12,514: 2,254 0 0 9,727 11,764 11,981 11,764: 533 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 499: 100 0 0 349 349 449 349: 50 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 0.0 77.7 94.0 95.7 94.0: 4.3 6.0
Old : 100.0: 18.0 0.0 0.0 77.7 94.0 95.7 94.0: 4.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 0 0 35 32 40 32:
Old : 46: 5 0 0 35 32 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 38.5 52.9 58.0 23.9 25.0 36.0 37.4
Old : 32.9 38.5 52.9 58.0 23.9 25.0 36.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 38,038: 2,895 0 12 34,435 37,959 37,342 37,971: 696 67
Old : 38,038: 2,895 0 12 34,435 37,959 37,342 37,971: 696 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 744: 0 0 0 754 679 754 679: -10 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.0 90.5 99.8 98.2 99.8: 1.8 0.2
Old : 100.0: 7.6 0.0 0.0 90.5 99.8 98.2 99.8: 1.8 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 : 44: 3 0 1 34 32 37 33:
Old : 44: 3 0 1 34 32 37 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 : 46.1 63.7 62.2 83.0 30.3 42.1 39.8 56.9
Old : 46.1 63.7 62.2 83.0 30.3 42.1 39.8 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 23,107: 970 0 120 21,757 21,627 22,847 21,747: 260 1,360
Old : 23,107: 970 0 120 21,757 21,627 22,847 21,747: 260 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 890: 65 0 0 875 890 940 890: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.5 94.2 93.6 98.9 94.1: 1.1 5.9
Old : 100.0: 4.2 0.0 0.5 94.2 93.6 98.9 94.1: 1.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 23 17 26 18:
Old : 32: 3 0 1 23 17 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 86.1 77.9 90.3 53.4 82.0 72.7 83.3
Old : 55.8 86.1 77.9 90.3 53.4 82.0 72.7 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,092: 450 100 0 18,642 18,692 19,092 18,792: 0 300
Old : 19,092: 450 100 0 18,642 18,692 19,092 18,792: 0 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 975: 0 100 -50 1,025 925 975 975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 0.0 97.6 97.9 100.0 98.4: 0.0 1.6
Old : 100.0: 2.4 0.5 0.0 97.6 97.9 100.0 98.4: 0.0 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 : 44: 2 1 0 27 28 29 29:
Old : 44: 2 1 0 27 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 48.9 75.2 68.4 39.0 31.7 47.1 42.7
Old : 60.3 48.9 75.2 68.4 39.0 31.7 47.1 42.7
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, August 25, 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 : 4,589: 417 283 9 2,957 3,656 3,383 3,948: 1,206 641
Old : 4,589: 417 283 9 2,957 3,656 3,383 3,948: 1,206 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 34: -10 0 0 24 13 14 13: 20 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.2 0.2 64.4 79.7 73.7 86.0: 26.3 14.0
Old : 100.0: 9.1 6.2 0.2 64.4 79.7 73.7 86.0: 26.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 20 19 23 22:
Old : 29: 3 2 1 20 19 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 : 47.4 40.9 61.5 60.0 44.2 37.1 57.8 54.3
Old : 47.4 40.9 61.5 60.0 44.2 37.1 57.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 16,049: 145 0 0 15,465 15,559 15,610 15,559: 439 490
Old : 16,049: 145 0 0 15,465 15,559 15,610 15,559: 439 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 522: 0 0 0 987 672 987 672: -465 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 96.4 96.9 97.3 96.9: 2.7 3.1
Old : 100.0: 0.9 0.0 0.0 96.4 96.9 97.3 96.9: 2.7 3.1
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 0 23 14 24 14:
Old : 26: 1 0 0 23 14 24 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 : 53.9 82.5 74.1 92.8 46.4 74.6 63.7 75.6
Old : 53.9 82.5 74.1 92.8 46.4 74.6 63.7 75.6
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,857: 2,515 970 98 18,871 20,501 21,484 21,569: 373 288
Old : 21,857: 2,515 970 98 18,871 20,501 21,484 21,569: 373 288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 238: 0 0 0 301 193 301 193: -63 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.4 0.4 86.3 93.8 98.3 98.7: 1.7 1.3
Old : 100.0: 11.5 4.4 0.4 86.3 93.8 98.3 98.7: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 3 2 29 31 35 36:
Old : 45: 6 3 2 29 31 35 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 : 31.7 39.1 53.7 61.8 23.5 32.5 40.0 47.4
Old : 31.7 39.1 53.7 61.8 23.5 32.5 40.0 47.4
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,453: 266 90 1 9,822 10,066 10,089 10,157: 364 296
Old : 10,453: 266 90 1 9,822 10,066 10,089 10,157: 364 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 451: 0 0 0 361 361 361 361: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 0.0 94.0 96.3 96.5 97.2: 3.5 2.8
Old : 100.0: 2.5 0.9 0.0 94.0 96.3 96.5 97.2: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 28 21 29 23:
Old : 33: 1 1 1 28 21 29 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 : 44.9 56.6 65.5 77.4 38.1 48.4 54.4 62.2
Old : 44.9 56.6 65.5 77.4 38.1 48.4 54.4 62.2
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, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 59,790: 8,798 11 2,159 46,288 57,197 57,245 59,367: 2,545 423
Old : 59,790: 8,798 11 2,159 46,288 57,197 57,245 59,367: 2,545 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -1,459: -891 0 369 -90 -981 -612 -612: -847 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 3.6 77.4 95.7 95.7 99.3: 4.3 0.7
Old : 100.0: 14.7 0.0 3.6 77.4 95.7 95.7 99.3: 4.3 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 : 48: 6 1 4 32 38 39 42:
Old : 48: 6 1 4 32 38 39 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 : 26.5 30.2 47.0 50.9 20.8 22.9 31.3 35.8
Old : 26.5 30.2 47.0 50.9 20.8 22.9 31.3 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009