GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,453: 1,794 417 0 38,367 39,853 40,161 40,270: 292 183
Old : 40,453: 1,794 417 0 38,367 39,853 40,161 40,270: 292 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -4,471: 669 -56 0 -5,139 -4,435 -4,470 -4,491: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.0 0.0 94.8 98.5 99.3 99.5: 0.7 0.5
Old : 100.0: 4.4 1.0 0.0 94.8 98.5 99.3 99.5: 0.7 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 : 48: 2 4 0 33 36 35 40:
Old : 48: 2 4 0 33 36 35 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 : 37.2 41.4 63.0 64.6 14.9 15.7 21.7 21.5
Old : 37.2 41.4 63.0 64.6 14.9 15.7 21.7 21.5
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, September 8, 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 : 20,573: 200 120 50 20,263 20,317 20,513 20,487: 60 86
Old : 20,573: 200 120 50 20,263 20,317 20,513 20,487: 60 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,295: -50 0 0 -2,230 -2,261 -2,280 -2,261: -15 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 0.2 98.5 98.8 99.7 99.6: 0.3 0.4
Old : 100.0: 1.0 0.6 0.2 98.5 98.8 99.7 99.6: 0.3 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 : 39: 1 1 1 29 29 31 31:
Old : 39: 1 1 1 29 29 31 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 : 64.7 59.7 79.0 78.5 55.2 49.0 62.8 62.4
Old : 64.7 59.7 79.0 78.5 55.2 49.0 62.8 62.4
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, September 8, 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 : 7,043: 0 348 507 5,766 5,412 6,273 6,267: 770 776
Old : 7,043: 0 348 507 5,766 5,412 6,273 6,267: 770 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -496: -247 132 35 -408 -785 -620 -618: 124 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 7.2 81.9 76.8 89.1 89.0: 10.9 11.0
Old : 100.0: 0.0 4.9 7.2 81.9 76.8 89.1 89.0: 10.9 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 : 30: 0 2 1 26 24 27 26:
Old : 30: 0 2 1 26 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 57.1 57.5 67.8 38.2 46.3 46.4 50.9
Old : 42.4 57.1 57.5 67.8 38.2 46.3 46.4 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,981: 337 381 500 8,730 8,890 9,567 9,771: 1,414 1,210
Old : 10,981: 337 381 500 8,730 8,890 9,567 9,771: 1,414 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,468: 104 -82 -102 -1,617 -1,304 -1,615 -1,488: 147 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.5 4.6 79.5 81.0 87.1 89.0: 12.9 11.0
Old : 100.0: 3.1 3.5 4.6 79.5 81.0 87.1 89.0: 12.9 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 : 42: 1 4 3 34 35 37 41:
Old : 42: 1 4 3 34 35 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 31.2 43.0 46.0 22.5 21.4 33.5 30.8
Old : 25.7 31.2 43.0 46.0 22.5 21.4 33.5 30.8
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,021: 35 122 36 7,544 7,448 7,615 7,606: 406 415
Old : 8,021: 35 122 36 7,544 7,448 7,615 7,606: 406 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,108: 12 -89 -17 -1,892 -1,850 -1,897 -1,956: -211 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 0.4 94.1 92.9 94.9 94.8: 5.1 5.2
Old : 100.0: 0.4 1.5 0.4 94.1 92.9 94.9 94.8: 5.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 4 3 47 55 50 60:
Old : 61: 1 4 3 47 55 50 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 22.1 46.2 35.8 23.3 17.0 33.7 28.0
Old : 30.8 22.1 46.2 35.8 23.3 17.0 33.7 28.0
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, September 8, 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 : 5,922: 115 0 83 4,464 4,695 4,662 4,778: 1,260 1,144
Old : 5,922: 115 0 83 4,464 4,695 4,662 4,778: 1,260 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -405: -12 0 0 -156 -300 -168 -300: -237 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 1.4 75.4 79.3 78.7 80.7: 21.3 19.3
Old : 100.0: 1.9 0.0 1.4 75.4 79.3 78.7 80.7: 21.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 20 19 21:
Old : 22: 1 0 1 18 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 42.7 56.2 60.8 35.6 33.8 44.1 44.8
Old : 42.0 42.7 56.2 60.8 35.6 33.8 44.1 44.8
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, September 8, 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 : 2,769: 780 0 0 1,374 2,329 2,154 2,329: 615 440
Old : 2,769: 780 0 0 1,374 2,329 2,154 2,329: 615 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -477: -90 0 0 -563 -578 -653 -578: 176 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 0.0 0.0 49.6 84.1 77.8 84.1: 22.2 15.9
Old : 100.0: 28.2 0.0 0.0 49.6 84.1 77.8 84.1: 22.2 15.9
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: 1 0 0 13 17 14 17:
Old : 20: 1 0 0 13 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 50.5 70.3 67.9 50.6 49.0 60.6 62.8
Old : 52.6 50.5 70.3 67.9 50.6 49.0 60.6 62.8
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 7,889: 0 0 0 7,874 7,839 7,874 7,839: 15 50
Old : 7,889: 0 0 0 7,874 7,839 7,874 7,839: 15 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,000: 0 0 0 -1,015 -1,050 -1,015 -1,050: 15 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 0.6
Old : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 16 21 16:
Old : 22: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 66.5 79.3 85.0 33.5 42.5 43.3 47.2
Old : 59.0 66.5 79.3 85.0 33.5 42.5 43.3 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 356,955: 43,776 19,907 67,307 207,365 238,997 318,449 326,211: 38,506 30,744
Old : 356,955: 43,776 19,907 67,307 207,365 238,997 318,449 326,211: 38,506 30,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 11,016: -960 2,914 3,533 9,574 1,588 12,146 8,035: -1,131 2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.6 18.9 58.1 67.0 89.2 91.4: 10.8 8.6
Old : 100.0: 12.3 5.6 18.9 58.1 67.0 89.2 91.4: 10.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 33 31 49 70 73 131 134:
Old : 156: 33 31 49 70 73 131 134:
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 : 20.4 25.8 33.7 36.5 12.7 12.9 20.9 18.9
Old : 20.4 25.8 33.7 36.5 12.7 12.9 20.9 18.9
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, September 8, 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 : 84,711: 352 4,992 25,302 52,836 49,654 78,489 79,948: 6,221 4,763
Old : 84,711: 352 4,992 25,302 52,836 49,654 78,489 79,948: 6,221 4,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -299: -85 -151 -161 93 90 -153 -222: -146 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 29.9 62.4 58.6 92.7 94.4: 7.3 5.6
Old : 100.0: 0.4 5.9 29.9 62.4 58.6 92.7 94.4: 7.3 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: 2 6 8 13 13 21 21:
Old : 21: 2 6 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 : 41.3 50.5 64.4 71.3 7.5 9.8 10.6 12.3
Old : 41.3 50.5 64.4 71.3 7.5 9.8 10.6 12.3
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, September 8, 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 : 18,189: 819 0 700 15,165 17,184 16,684 17,884: 1,505 305
Old : 18,189: 819 0 700 15,165 17,184 16,684 17,884: 1,505 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -6,891: -174 -45 -50 -7,591 -6,201 -7,815 -6,296: 924 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 3.8 83.4 94.5 91.7 98.3: 8.3 1.7
Old : 100.0: 4.5 0.0 3.8 83.4 94.5 91.7 98.3: 8.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 0 4 41 46 46 50:
Old : 58: 4 0 4 41 46 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 30.1 44.6 47.6 25.4 21.3 35.6 32.5
Old : 28.7 30.1 44.6 47.6 25.4 21.3 35.6 32.5
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, September 8, 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 : 22,515: 1,040 1,850 75 19,660 18,680 20,775 20,605: 1,740 1,910
Old : 22,515: 1,040 1,850 75 19,660 18,680 20,775 20,605: 1,740 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 975: 0 0 0 975 525 975 525: 0 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 0.3 87.3 83.0 92.3 91.5: 7.7 8.5
Old : 100.0: 4.6 8.2 0.3 87.3 83.0 92.3 91.5: 7.7 8.5
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 : 38: 4 2 1 26 26 30 29:
Old : 38: 4 2 1 26 26 30 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 : 50.8 48.5 66.7 68.2 39.0 41.6 49.6 50.7
Old : 50.8 48.5 66.7 68.2 39.0 41.6 49.6 50.7
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, September 8, 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 : 18,980: 7,789 50 300 10,651 16,548 18,740 16,898: 240 2,082
Old : 18,980: 7,789 50 300 10,651 16,548 18,740 16,898: 240 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 150: 900 0 0 -750 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 0.3 1.6 56.1 87.2 98.7 89.0: 1.3 11.0
Old : 100.0: 41.0 0.3 1.6 56.1 87.2 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 1 11 16 15 17:
Old : 21: 3 1 1 11 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 58.3 89.3 75.6 68.6 54.4 79.1 67.2
Old : 72.5 58.3 89.3 75.6 68.6 54.4 79.1 67.2
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, September 8, 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 : 7,488: 0 0 0 6,789 7,196 6,789 7,196: 699 292
Old : 7,488: 0 0 0 6,789 7,196 6,789 7,196: 699 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -494: 0 0 0 -415 -494 -415 -494: -79 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.7 96.1 90.7 96.1: 9.3 3.9
Old : 100.0: 0.0 0.0 0.0 90.7 96.1 90.7 96.1: 9.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.6 72.4 82.5 91.7 50.8 72.2 77.3 87.6
Old : 55.6 72.4 82.5 91.7 50.8 72.2 77.3 87.6
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, September 8, 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 : 954,760: 170,683 239,240 319,267 374,262 348,961 864,212 907,468: 90,548 47,292
Old : 954,760: 170,683 239,240 319,267 374,262 348,961 864,212 907,468: 90,548 47,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,975: 7,315 -2,030 -1,803 1,512 10,489 7,024 6,656: -3,049 -2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.1 33.4 39.2 36.5 90.5 95.0: 9.5 5.0
Old : 100.0: 17.9 25.1 33.4 39.2 36.5 90.5 95.0: 9.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 108 108 130 87 74 266 245:
Old : 310: 108 108 130 87 74 266 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 36.6 44.1 49.1 15.9 20.7 20.5 24.5
Old : 31.8 36.6 44.1 49.1 15.9 20.7 20.5 24.5
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, September 8, 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 : 77,419: 544 25 1,808 67,207 69,241 69,559 71,074: 7,860 6,345
Old : 77,419: 544 25 1,808 67,207 69,241 69,559 71,074: 7,860 6,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 849: 169 -435 15 310 550 494 130: 355 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 2.3 86.8 89.4 89.8 91.8: 10.2 8.2
Old : 100.0: 0.7 0.0 2.3 86.8 89.4 89.8 91.8: 10.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 3 23 24 26 27:
Old : 28: 2 1 3 23 24 26 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 : 54.4 44.3 70.5 64.7 49.5 37.2 54.4 52.7
Old : 54.4 44.3 70.5 64.7 49.5 37.2 54.4 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 45,881: 382 2,546 4,490 34,463 24,019 39,335 31,055: 6,546 14,826
Old : 45,881: 382 2,546 4,490 34,463 24,019 39,335 31,055: 6,546 14,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -676: -150 -722 454 -784 -1,738 -480 -2,006: -196 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.5 9.8 75.1 52.4 85.7 67.7: 14.3 32.3
Old : 100.0: 0.8 5.5 9.8 75.1 52.4 85.7 67.7: 14.3 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 4 17 17 21 21:
Old : 24: 2 2 4 17 17 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 : 50.7 41.3 74.8 55.9 42.6 31.0 54.2 36.9
Old : 50.7 41.3 74.8 55.9 42.6 31.0 54.2 36.9
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, September 8, 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 : 70,662: 2,420 0 586 57,967 56,434 60,973 57,020: 9,689 13,642
Old : 70,662: 2,420 0 586 57,967 56,434 60,973 57,020: 9,689 13,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,664: 0 0 0 1,664 1,060 1,664 1,060: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.8 82.0 79.9 86.3 80.7: 13.7 19.3
Old : 100.0: 3.4 0.0 0.8 82.0 79.9 86.3 80.7: 13.7 19.3
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 : 30: 2 0 2 24 26 27 28:
Old : 30: 2 0 2 24 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 29.0 54.7 46.1 30.3 24.8 42.8 35.8
Old : 34.2 29.0 54.7 46.1 30.3 24.8 42.8 35.8
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, September 8, 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 : 83,924: 0 0 0 73,801 77,788 73,801 77,788: 10,123 6,136
Old : 83,924: 0 0 0 73,801 77,788 73,801 77,788: 10,123 6,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -4,587: 0 0 0 -3,760 -3,439 -3,760 -3,439: -827 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.9 92.7 87.9 92.7: 12.1 7.3
Old : 100.0: 0.0 0.0 0.0 87.9 92.7 87.9 92.7: 12.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.3 46.4 63.5 66.1 38.7 37.2 54.1 54.6
Old : 43.3 46.4 63.5 66.1 38.7 37.2 54.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 87,091: 0 2,329 3,923 75,798 75,941 79,721 82,193: 7,370 4,898
Old : 87,091: 0 2,329 3,923 75,798 75,941 79,721 82,193: 7,370 4,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -4,354: 0 -932 -148 -3,920 -2,889 -4,068 -3,969: -286 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 4.5 87.0 87.2 91.5 94.4: 8.5 5.6
Old : 100.0: 0.0 2.7 4.5 87.0 87.2 91.5 94.4: 8.5 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 : 37: 0 2 2 28 26 30 28:
Old : 37: 0 2 2 28 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 39.5 60.1 60.4 38.3 39.0 51.3 56.3
Old : 43.4 39.5 60.1 60.4 38.3 39.0 51.3 56.3
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, September 8, 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 : 106,334: 196 1,475 8,376 91,650 89,378 100,222 99,229: 6,112 7,105
Old : 106,334: 196 1,475 8,376 91,650 89,378 100,222 99,229: 6,112 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -5,500: 196 -2,030 1,303 -7,018 -3,679 -5,519 -4,406: 19 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.4 7.9 86.2 84.1 94.3 93.3: 5.7 6.7
Old : 100.0: 0.2 1.4 7.9 86.2 84.1 94.3 93.3: 5.7 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 : 35: 1 1 2 19 28 21 30:
Old : 35: 1 1 2 19 28 21 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 36.6 79.9 58.2 57.9 36.6 69.4 55.2
Old : 61.9 36.6 79.9 58.2 57.9 36.6 69.4 55.2
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, September 8, 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 : 35,669: 0 6,211 2,228 31,228 22,955 33,456 31,394: 2,213 4,275
Old : 35,669: 0 6,211 2,228 31,228 22,955 33,456 31,394: 2,213 4,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,329: 0 1,179 -118 1,447 -34 1,329 1,027: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.4 6.2 87.5 64.4 93.8 88.0: 6.2 12.0
Old : 100.0: 0.0 17.4 6.2 87.5 64.4 93.8 88.0: 6.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 16 14 18 16:
Old : 21: 0 2 2 16 14 18 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 : 60.7 47.4 78.8 74.2 53.7 38.0 63.1 56.8
Old : 60.7 47.4 78.8 74.2 53.7 38.0 63.1 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 47,678: 0 0 0 32,901 40,097 32,901 40,097: 14,777 7,581
Old : 47,678: 0 0 0 32,901 40,097 32,901 40,097: 14,777 7,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 69.0 84.1 69.0 84.1: 31.0 15.9
Old : 100.0: 0.0 0.0 0.0 69.0 84.1 69.0 84.1: 31.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 21 17 21 17:
Old : 23: 0 0 0 21 17 21 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 : 34.6 58.8 50.1 75.1 32.9 53.7 43.5 62.3
Old : 34.6 58.8 50.1 75.1 32.9 53.7 43.5 62.3
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, September 8, 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 : 97,456: 2,475 5,295 4,632 83,349 82,948 90,456 92,875: 7,000 4,581
Old : 97,456: 2,475 5,295 4,632 83,349 82,948 90,456 92,875: 7,000 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -4,779: -2,632 -683 294 -3,524 -3,676 -5,862 -4,065: 1,083 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.4 4.8 85.5 85.1 92.8 95.3: 7.2 4.7
Old : 100.0: 2.5 5.4 4.8 85.5 85.1 92.8 95.3: 7.2 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 : 41: 4 1 5 27 34 32 39:
Old : 41: 4 1 5 27 34 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 42.3 62.8 62.7 39.0 41.5 53.0 58.7
Old : 42.2 42.3 62.8 62.7 39.0 41.5 53.0 58.7
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,874,096: 60,839 139,377 607,913 1,202,753 1,123,836 1,871,505 1,871,125: 2,592 2,971
Old : 1,874,096: 60,839 139,377 607,913 1,202,753 1,123,836 1,871,505 1,871,125: 2,592 2,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 48,084: 5,695 8,604 18,024 25,863 22,351 49,583 48,979: -1,499 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 7.4 32.4 64.2 60.0 99.9 99.8: 0.1 0.2
Old : 100.0: 3.2 7.4 32.4 64.2 60.0 99.9 99.8: 0.1 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 : 141: 42 32 64 62 66 129 138:
Old : 141: 42 32 64 62 66 129 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 32.7 54.8 50.0 8.6 7.6 10.8 10.2
Old : 35.2 32.7 54.8 50.0 8.6 7.6 10.8 10.2
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, September 8, 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 : 60,504: 1,362 7,733 2,485 52,909 40,110 56,756 50,328: 3,748 10,176
Old : 60,504: 1,362 7,733 2,485 52,909 40,110 56,756 50,328: 3,748 10,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 430: 0 -720 0 553 1,181 553 461: -123 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.8 4.1 87.4 66.3 93.8 83.2: 6.2 16.8
Old : 100.0: 2.3 12.8 4.1 87.4 66.3 93.8 83.2: 6.2 16.8
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 : 21: 1 1 2 13 15 15 17:
Old : 21: 1 1 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 40.5 90.8 62.7 77.6 37.9 83.0 57.4
Old : 77.6 40.5 90.8 62.7 77.6 37.9 83.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 7,977: 1,043 1,603 1,788 4,139 2,426 6,970 5,818: 1,007 2,159
Old : 7,977: 1,043 1,603 1,788 4,139 2,426 6,970 5,818: 1,007 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -109: -114 -110 372 -698 -1,048 -440 -786: 331 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.1 22.4 51.9 30.4 87.4 72.9: 12.6 27.1
Old : 100.0: 13.1 20.1 22.4 51.9 30.4 87.4 72.9: 12.6 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 5 6 8 7 20 14:
Old : 21: 8 5 6 8 7 20 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 : 65.3 45.8 80.5 63.5 40.1 26.2 46.8 32.9
Old : 65.3 45.8 80.5 63.5 40.1 26.2 46.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 111,241: 1,364 4,012 496 107,369 103,685 109,229 108,193: 2,012 3,048
Old : 111,241: 1,364 4,012 496 107,369 103,685 109,229 108,193: 2,012 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 372: 0 372 0 372 240 372 612: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.6 0.4 96.5 93.2 98.2 97.3: 1.8 2.7
Old : 100.0: 1.2 3.6 0.4 96.5 93.2 98.2 97.3: 1.8 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 : 24: 1 2 1 18 17 19 20:
Old : 24: 1 2 1 18 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 58.4 87.6 81.8 50.7 50.2 57.0 57.8
Old : 67.8 58.4 87.6 81.8 50.7 50.2 57.0 57.8
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, September 8, 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 : 224,301: 9,660 10,990 5,373 200,150 202,143 215,183 218,506: 9,118 5,795
Old : 224,301: 9,660 10,990 5,373 200,150 202,143 215,183 218,506: 9,118 5,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 5,038: 281 1,071 -747 5,383 4,694 4,917 5,018: 121 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.9 2.4 89.2 90.1 95.9 97.4: 4.1 2.6
Old : 100.0: 4.3 4.9 2.4 89.2 90.1 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 4 37 39 43 43:
Old : 49: 4 2 4 37 39 43 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 : 30.3 46.6 47.0 61.1 26.5 43.8 38.3 51.5
Old : 30.3 46.6 47.0 61.1 26.5 43.8 38.3 51.5
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, September 8, 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 : 149,016: 1,620 797 2,894 131,854 142,299 136,368 145,990: 12,648 3,026
Old : 149,016: 1,620 797 2,894 131,854 142,299 136,368 145,990: 12,648 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,687: 979 0 -381 1,089 2,068 1,687 1,687: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.5 1.9 88.5 95.5 91.5 98.0: 8.5 2.0
Old : 100.0: 1.1 0.5 1.9 88.5 95.5 91.5 98.0: 8.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 2 31 28 33 31:
Old : 39: 1 2 2 31 28 33 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 : 39.4 46.8 56.3 69.8 35.5 44.5 48.1 63.8
Old : 39.4 46.8 56.3 69.8 35.5 44.5 48.1 63.8
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, September 8, 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 : 261,465: 13,879 490 12,608 214,764 232,932 241,251 246,030: 20,214 15,435
Old : 261,465: 13,879 490 12,608 214,764 232,932 241,251 246,030: 20,214 15,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,180: -3,846 -807 1,064 5,327 798 2,545 1,055: -1,365 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.2 4.8 82.1 89.1 92.3 94.1: 7.7 5.9
Old : 100.0: 5.3 0.2 4.8 82.1 89.1 92.3 94.1: 7.7 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 : 46: 3 1 4 38 39 42 43:
Old : 46: 3 1 4 38 39 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 27.9 56.5 47.2 30.3 24.1 40.7 41.7
Old : 38.6 27.9 56.5 47.2 30.3 24.1 40.7 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 54,971: 1,904 0 2,440 42,986 47,282 47,330 49,722: 7,641 5,249
Old : 54,971: 1,904 0 2,440 42,986 47,282 47,330 49,722: 7,641 5,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 4.4 78.2 86.0 86.1 90.5: 13.9 9.5
Old : 100.0: 3.5 0.0 4.4 78.2 86.0 86.1 90.5: 13.9 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 : 20: 2 0 1 16 14 18 15:
Old : 20: 2 0 1 16 14 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 : 45.3 55.0 65.4 77.5 43.9 46.3 56.8 61.8
Old : 45.3 55.0 65.4 77.5 43.9 46.3 56.8 61.8
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,841: 792 1,379 933 67,639 68,390 69,364 70,702: 6,477 5,139
Old : 75,841: 792 1,379 933 67,639 68,390 69,364 70,702: 6,477 5,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.8 1.2 89.2 90.2 91.5 93.2: 8.5 6.8
Old : 100.0: 1.0 1.8 1.2 89.2 90.2 91.5 93.2: 8.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 18 15 21 17:
Old : 23: 1 1 2 18 15 21 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 : 63.0 49.0 81.7 70.2 58.3 42.1 64.1 59.0
Old : 63.0 49.0 81.7 70.2 58.3 42.1 64.1 59.0
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,936,567: 605,321 107,904 931,564 1,373,758 1,885,197 2,910,643 2,924,665: 25,924 11,902
Old : 2,936,567: 605,321 107,904 931,564 1,373,758 1,885,197 2,910,643 2,924,665: 25,924 11,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 10,691: 5,414 6,752 12,130 -7,340 -8,667 10,204 10,215: 487 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 3.7 31.7 46.8 64.2 99.1 99.6: 0.9 0.4
Old : 100.0: 20.6 3.7 31.7 46.8 64.2 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 : 184: 38 28 58 104 101 171 162:
Old : 184: 38 28 58 104 101 171 162:
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 : 30.8 35.3 43.9 47.3 14.7 18.9 20.7 26.1
Old : 30.8 35.3 43.9 47.3 14.7 18.9 20.7 26.1
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, September 8, 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 : 1,045,832: 126,006 126,072 222,195 694,781 692,091 1,042,982 1,040,358: 2,850 5,474
Old : 1,045,832: 126,006 126,072 222,195 694,781 692,091 1,042,982 1,040,358: 2,850 5,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 36,939: 21,146 37,160 -10,768 26,641 10,878 37,019 37,270: -80 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.1 21.2 66.4 66.2 99.7 99.5: 0.3 0.5
Old : 100.0: 12.0 12.1 21.2 66.4 66.2 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 : 91: 20 26 35 42 43 83 83:
Old : 91: 20 26 35 42 43 83 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 37.0 48.0 58.3 26.2 29.9 34.9 40.7
Old : 32.3 37.0 48.0 58.3 26.2 29.9 34.9 40.7
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, September 8, 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 : 132,590: 2,241 3,188 3,446 126,231 125,936 131,918 132,570: 672 20
Old : 132,590: 2,241 3,188 3,446 126,231 125,936 131,918 132,570: 672 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,780: 150 631 327 3,279 3,419 3,756 4,377: 24 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.4 2.6 95.2 95.0 99.5 100.0: 0.5 0.0
Old : 100.0: 1.7 2.4 2.6 95.2 95.0 99.5 100.0: 0.5 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 : 44: 3 3 6 36 34 42 40:
Old : 44: 3 3 6 36 34 42 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 : 55.2 51.7 76.7 76.3 7.3 7.9 10.5 11.5
Old : 55.2 51.7 76.7 76.3 7.3 7.9 10.5 11.5
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, September 8, 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 : 8,871: 344 44 0 8,165 8,466 8,509 8,510: 362 361
Old : 8,871: 344 44 0 8,165 8,466 8,509 8,510: 362 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -625: 0 44 0 -583 -903 -583 -859: -42 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.5 0.0 92.0 95.4 95.9 95.9: 4.1 4.1
Old : 100.0: 3.9 0.5 0.0 92.0 95.4 95.9 95.9: 4.1 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 : 24: 1 1 0 12 16 13 17:
Old : 24: 1 1 0 12 16 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 73.0 82.2 87.4 55.4 69.9 79.6 82.3
Old : 58.0 73.0 82.2 87.4 55.4 69.9 79.6 82.3
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, September 8, 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 : 27,778: 2,999 0 120 23,405 26,563 26,524 26,683: 1,254 1,095
Old : 27,778: 2,999 0 120 23,405 26,563 26,524 26,683: 1,254 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -73: -9 0 -14 -50 -59 -73 -73: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.4 84.3 95.6 95.5 96.1: 4.5 3.9
Old : 100.0: 10.8 0.0 0.4 84.3 95.6 95.5 96.1: 4.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 21 20 24 22:
Old : 26: 3 0 2 21 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 65.1 67.0 82.4 34.6 39.1 46.7 52.5
Old : 37.6 65.1 67.0 82.4 34.6 39.1 46.7 52.5
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 31,589: 0 596 578 28,906 29,851 29,484 31,025: 2,105 564
Old : 31,589: 0 596 578 28,906 29,851 29,484 31,025: 2,105 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 190: -120 36 -12 322 166 190 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 1.8 91.5 94.5 93.3 98.2: 6.7 1.8
Old : 100.0: 0.0 1.9 1.8 91.5 94.5 93.3 98.2: 6.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 25 22 27 24:
Old : 28: 0 2 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 : 44.4 45.4 65.7 70.7 29.2 32.3 37.6 42.8
Old : 44.4 45.4 65.7 70.7 29.2 32.3 37.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 23,785: 0 0 0 23,309 23,193 23,309 23,193: 476 592
Old : 23,785: 0 0 0 23,309 23,193 23,309 23,193: 476 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 164: 0 0 0 164 164 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 97.5 98.0 97.5: 2.0 2.5
Old : 100.0: 0.0 0.0 0.0 98.0 97.5 98.0 97.5: 2.0 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 : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 86.7 85.9 93.6 56.3 78.4 76.9 81.8
Old : 61.7 86.7 85.9 93.6 56.3 78.4 76.9 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 13,328: 740 0 0 11,508 12,434 12,248 12,434: 1,080 894
Old : 13,328: 740 0 0 11,508 12,434 12,248 12,434: 1,080 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -40: -60 0 0 20 -40 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 86.3 93.3 91.9 93.3: 8.1 6.7
Old : 100.0: 5.6 0.0 0.0 86.3 93.3 91.9 93.3: 8.1 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 21 18 22 18:
Old : 24: 1 0 0 21 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 : 35.3 45.3 59.0 75.4 30.2 36.3 48.7 54.6
Old : 35.3 45.3 59.0 75.4 30.2 36.3 48.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 36,254: 0 0 0 34,998 35,818 34,998 35,818: 1,256 436
Old : 36,254: 0 0 0 34,998 35,818 34,998 35,818: 1,256 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,010: -0 0 0 1,037 1,170 1,037 1,170: -27 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 98.8 96.5 98.8: 3.5 1.2
Old : 100.0: 0.0 0.0 0.0 96.5 98.8 96.5 98.8: 3.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 19 21 20 21:
Old : 23: 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 : 65.7 68.2 84.1 84.6 31.4 42.5 43.1 47.9
Old : 65.7 68.2 84.1 84.6 31.4 42.5 43.1 47.9
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, September 8, 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 : 13,042: 0 0 0 12,554 10,972 12,554 10,972: 488 2,070
Old : 13,042: 0 0 0 12,554 10,972 12,554 10,972: 488 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 198: 0 0 0 198 78 198 78: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 84.1 96.3 84.1: 3.7 15.9
Old : 100.0: 0.0 0.0 0.0 96.3 84.1 96.3 84.1: 3.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 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 : 42.0 53.7 67.4 69.3 35.5 43.8 49.6 50.3
Old : 42.0 53.7 67.4 69.3 35.5 43.8 49.6 50.3
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, September 8, 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 : 21,646: 0 1,140 0 21,456 20,316 21,456 21,456: 190 190
Old : 21,646: 0 1,140 0 21,456 20,316 21,456 21,456: 190 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 99.1 93.9 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 5.3 0.0 99.1 93.9 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 : 21: 0 1 0 12 8 12 9:
Old : 21: 0 1 0 12 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 87.4 92.1 98.6 69.2 87.4 92.1 98.6
Old : 69.2 87.4 92.1 98.6 69.2 87.4 92.1 98.6
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, September 8, 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 : 94,344: 0 6,325 0 94,344 88,019 94,344 94,344: 0 0
Old : 94,344: 0 6,325 0 94,344 88,019 94,344 94,344: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 100.0 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.7 0.0 100.0 93.3 100.0 100.0: 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 : 25: 0 2 0 16 14 16 16:
Old : 25: 0 2 0 16 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 67.9 84.2 86.0 67.5 64.5 81.8 80.9
Old : 67.5 67.9 84.2 86.0 67.5 64.5 81.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 1,568,816: 0 81,600 0 1,568,816 1,487,216 1,568,816 1,568,816: 0 0
Old : 1,568,816: 0 81,600 0 1,568,816 1,487,216 1,568,816 1,568,816: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 14 12 14 14:
Old : 24: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 74.1 88.5 92.2 72.0 71.4 86.9 87.3
Old : 72.0 74.1 88.5 92.2 72.0 71.4 86.9 87.3
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, September 8, 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 : 145,823: 7,990 0 0 137,833 144,873 145,823 144,873: 0 950
Old : 145,823: 7,990 0 0 137,833 144,873 145,823 144,873: 0 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 94.5 99.3 100.0 99.3: 0.0 0.7
Old : 100.0: 5.5 0.0 0.0 94.5 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 : 34: 3 0 0 18 27 21 27:
Old : 34: 3 0 0 18 27 21 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 54.0 66.5 73.5 42.3 52.7 61.0 66.5
Old : 44.2 54.0 66.5 73.5 42.3 52.7 61.0 66.5
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, September 8, 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 : 2,154,634: 108,392 0 0 2,046,242 2,154,634 2,154,634 2,154,634: 0 0
Old : 2,154,634: 108,392 0 0 2,046,242 2,154,634 2,154,634 2,154,634: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 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 : 30: 3 0 0 16 22 19 22:
Old : 30: 3 0 0 16 22 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 : 61.9 63.1 86.2 82.9 61.0 59.9 81.9 76.7
Old : 61.9 63.1 86.2 82.9 61.0 59.9 81.9 76.7
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, September 8, 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 : 44,642: 38 3,195 42 44,477 40,982 44,557 44,219: 85 423
Old : 44,642: 38 3,195 42 44,477 40,982 44,557 44,219: 85 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.2 0.1 99.6 91.8 99.8 99.1: 0.2 0.9
Old : 100.0: 0.1 7.2 0.1 99.6 91.8 99.8 99.1: 0.2 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 : 23: 1 1 1 15 12 16 14:
Old : 23: 1 1 1 15 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 66.9 83.4 89.9 53.9 66.5 73.1 80.4
Old : 61.8 66.9 83.4 89.9 53.9 66.5 73.1 80.4
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, September 8, 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 : 716,277: 0 64,240 0 716,277 652,037 716,277 716,277: 0 0
Old : 716,277: 0 64,240 0 716,277 652,037 716,277 716,277: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,920: 0 0 0 3,920 3,920 3,920 3,920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.0 0.0 100.0 91.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 76.3 67.3 94.3 90.6 75.0 65.4 89.8 85.7
Old : 76.3 67.3 94.3 90.6 75.0 65.4 89.8 85.7
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, September 8, 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 : 47,797: 1,290 320 0 46,507 47,477 47,797 47,797: 0 0
Old : 47,797: 1,290 320 0 46,507 47,477 47,797 47,797: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,335: 0 0 0 1,335 1,335 1,335 1,335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.7 0.0 97.3 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.7 0.0 97.3 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 : 32: 1 2 0 19 25 20 27:
Old : 32: 1 2 0 19 25 20 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 : 59.6 44.4 82.6 65.3 51.1 44.1 73.3 62.6
Old : 59.6 44.4 82.6 65.3 51.1 44.1 73.3 62.6
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, September 8, 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 : 781,223: 27,151 0 2,304 751,768 778,919 781,223 781,223: 0 0
Old : 781,223: 27,151 0 2,304 751,768 778,919 781,223 781,223: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 18,720: 0 0 0 18,720 18,720 18,720 18,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.3 96.2 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 0.3 96.2 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 : 32: 2 0 1 19 23 21 24:
Old : 32: 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 : 53.3 48.6 75.6 70.9 46.1 45.4 66.8 65.6
Old : 53.3 48.6 75.6 70.9 46.1 45.4 66.8 65.6
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,888: 291 84 74 19,966 20,529 20,331 20,687: 557 201
Old : 20,888: 291 84 74 19,966 20,529 20,331 20,687: 557 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,707: 0 0 0 -1,507 -1,722 -1,507 -1,722: -200 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 0.4 95.6 98.3 97.3 99.0: 2.7 1.0
Old : 100.0: 1.4 0.4 0.4 95.6 98.3 97.3 99.0: 2.7 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 : 42: 1 1 1 33 36 34 38:
Old : 42: 1 1 1 33 36 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 43.5 55.6 65.0 24.2 32.3 34.6 39.8
Old : 33.1 43.5 55.6 65.0 24.2 32.3 34.6 39.8
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,695: 217 0 0 8,269 8,327 8,486 8,327: 209 368
Old : 8,695: 217 0 0 8,269 8,327 8,486 8,327: 209 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 361: 0 0 0 359 305 359 305: 2 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 95.1 95.8 97.6 95.8: 2.4 4.2
Old : 100.0: 2.5 0.0 0.0 95.1 95.8 97.6 95.8: 2.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 21 19 22 19:
Old : 26: 1 0 0 21 19 22 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 : 39.7 58.7 61.0 82.4 32.9 48.5 44.6 56.9
Old : 39.7 58.7 61.0 82.4 32.9 48.5 44.6 56.9
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, September 8, 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 : 14,885: 245 0 130 14,213 14,655 14,588 14,785: 297 100
Old : 14,885: 245 0 130 14,213 14,655 14,588 14,785: 297 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 12: -5 0 -10 12 12 -3 2: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.9 95.5 98.5 98.0 99.3: 2.0 0.7
Old : 100.0: 1.6 0.0 0.9 95.5 98.5 98.0 99.3: 2.0 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 : 27: 1 0 1 22 21 23 22:
Old : 27: 1 0 1 22 21 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 : 55.1 45.4 78.3 75.5 54.3 39.8 62.9 51.9
Old : 55.1 45.4 78.3 75.5 54.3 39.8 62.9 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 4,764: 0 290 130 4,264 3,743 4,394 4,163: 370 601
Old : 4,764: 0 290 130 4,264 3,743 4,394 4,163: 370 601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.7 89.5 78.6 92.2 87.4: 7.8 12.6
Old : 100.0: 0.0 6.1 2.7 89.5 78.6 92.2 87.4: 7.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 21 18 22 19:
Old : 25: 0 1 1 21 18 22 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 : 38.3 38.4 60.7 60.2 22.0 21.8 29.7 30.0
Old : 38.3 38.4 60.7 60.2 22.0 21.8 29.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 2,778,011: 220,766 91,945 947,564 1,523,491 1,657,010 2,691,821 2,696,519: 86,190 81,492
Old : 2,778,011: 220,766 91,945 947,564 1,523,491 1,657,010 2,691,821 2,696,519: 86,190 81,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 5,302: -4,984 -7,722 -15,683 24,291 22,594 3,624 -811: 1,678 6,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.3 34.1 54.8 59.6 96.9 97.1: 3.1 2.9
Old : 100.0: 7.9 3.3 34.1 54.8 59.6 96.9 97.1: 3.1 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 : 352: 151 85 184 91 104 323 303:
Old : 352: 151 85 184 91 104 323 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.9 38.8 37.9 5.0 4.1 7.2 6.2
Old : 25.2 22.9 38.8 37.9 5.0 4.1 7.2 6.2
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, September 8, 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 : 102,452: 9,062 23,499 23,753 65,747 52,560 98,562 99,812: 3,890 2,640
Old : 102,452: 9,062 23,499 23,753 65,747 52,560 98,562 99,812: 3,890 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,187: 471 -854 -1,020 -1,756 -252 -2,305 -2,126: 118 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 22.9 23.2 64.2 51.3 96.2 97.4: 3.8 2.6
Old : 100.0: 8.8 22.9 23.2 64.2 51.3 96.2 97.4: 3.8 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 : 36: 6 7 12 17 17 29 30:
Old : 36: 6 7 12 17 17 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 : 58.2 57.5 76.6 75.4 45.4 44.5 53.1 55.2
Old : 58.2 57.5 76.6 75.4 45.4 44.5 53.1 55.2
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, September 8, 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 : 206,318: 33,803 32,018 1,058 143,489 121,800 178,350 154,876: 27,968 51,442
Old : 206,318: 33,803 32,018 1,058 143,489 121,800 178,350 154,876: 27,968 51,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 2,512: 195 597 15 1,409 1,442 1,619 2,054: 893 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.5 0.5 69.5 59.0 86.4 75.1: 13.6 24.9
Old : 100.0: 16.4 15.5 0.5 69.5 59.0 86.4 75.1: 13.6 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 4 27 26 32 32:
Old : 36: 3 4 4 27 26 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 : 36.4 33.1 56.7 52.2 34.9 27.3 51.2 42.8
Old : 36.4 33.1 56.7 52.2 34.9 27.3 51.2 42.8
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, September 8, 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 : 202,879: 27,129 10,416 55,636 115,768 133,567 198,534 199,620: 4,346 3,259
Old : 202,879: 27,129 10,416 55,636 115,768 133,567 198,534 199,620: 4,346 3,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -3,277: -2,741 830 924 -1,343 -4,885 -3,159 -3,130: -118 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.1 27.4 57.1 65.8 97.9 98.4: 2.1 1.6
Old : 100.0: 13.4 5.1 27.4 57.1 65.8 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 : 73: 29 15 36 28 28 69 67:
Old : 73: 29 15 36 28 28 69 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.9 51.3 60.4 10.8 12.8 14.5 17.4
Old : 30.3 39.9 51.3 60.4 10.8 12.8 14.5 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 598,268: 39,751 3,227 71,064 464,407 502,760 575,223 577,051: 23,045 21,216
Old : 598,268: 39,751 3,227 71,064 464,407 502,760 575,223 577,051: 23,045 21,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -3,406: 180 411 -1,540 -2,290 -2,309 -3,649 -3,438: 243 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.5 11.9 77.6 84.0 96.1 96.5: 3.9 3.5
Old : 100.0: 6.6 0.5 11.9 77.6 84.0 96.1 96.5: 3.9 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 : 43: 8 3 11 31 32 42 43:
Old : 43: 8 3 11 31 32 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 28.4 53.0 48.3 10.7 9.2 15.2 13.7
Old : 31.4 28.4 53.0 48.3 10.7 9.2 15.2 13.7
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 64,422: 152 1,860 345 63,625 62,142 64,122 64,347: 300 75
Old : 64,422: 152 1,860 345 63,625 62,142 64,122 64,347: 300 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,273: -418 75 -175 3,866 3,398 3,273 3,298: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.9 0.5 98.8 96.5 99.5 99.9: 0.5 0.1
Old : 100.0: 0.2 2.9 0.5 98.8 96.5 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 : 58: 2 5 4 43 47 49 53:
Old : 58: 2 5 4 43 47 49 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 29.8 61.9 48.0 29.7 15.1 36.4 23.2
Old : 43.7 29.8 61.9 48.0 29.7 15.1 36.4 23.2
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, September 8, 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 : 170,688: 20,715 47,356 11,797 131,208 102,995 163,720 162,148: 6,968 8,540
Old : 170,688: 20,715 47,356 11,797 131,208 102,995 163,720 162,148: 6,968 8,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -8,757: 1,167 2,995 -2,719 -7,688 -9,210 -9,240 -8,934: 483 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 27.7 6.9 76.9 60.3 95.9 95.0: 4.1 5.0
Old : 100.0: 12.1 27.7 6.9 76.9 60.3 95.9 95.0: 4.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 18 17 24 23 45 45:
Old : 51: 7 18 17 24 23 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 33.6 60.9 52.2 21.0 18.3 31.6 24.3
Old : 44.9 33.6 60.9 52.2 21.0 18.3 31.6 24.3
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,737: 1,445 3,325 1,556 33,574 32,692 36,575 37,573: 4,162 3,164
Old : 40,737: 1,445 3,325 1,556 33,574 32,692 36,575 37,573: 4,162 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 5: -651 -600 1 741 12 91 -587: -86 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.2 3.8 82.4 80.3 89.8 92.2: 10.2 7.8
Old : 100.0: 3.5 8.2 3.8 82.4 80.3 89.8 92.2: 10.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 4 15 17 20 22:
Old : 24: 2 3 4 15 17 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 48.4 71.5 68.1 35.9 30.0 40.9 39.8
Old : 51.6 48.4 71.5 68.1 35.9 30.0 40.9 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 107,720: 4,923 2,088 1,543 66,507 81,055 72,973 84,686: 34,747 23,034
Old : 107,720: 4,923 2,088 1,543 66,507 81,055 72,973 84,686: 34,747 23,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 533: 120 -195 6 19 939 145 750: 388 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.9 1.4 61.7 75.2 67.7 78.6: 32.3 21.4
Old : 100.0: 4.6 1.9 1.4 61.7 75.2 67.7 78.6: 32.3 21.4
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 : 25: 2 1 2 22 20 25 22:
Old : 25: 2 1 2 22 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 34.2 44.1 55.8 19.0 28.7 27.6 39.5
Old : 31.2 34.2 44.1 55.8 19.0 28.7 27.6 39.5
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 42,598: 400 1,428 0 41,988 41,018 42,388 42,446: 210 152
Old : 42,598: 400 1,428 0 41,988 41,018 42,388 42,446: 210 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 560: 0 180 0 560 440 560 620: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.4 0.0 98.6 96.3 99.5 99.6: 0.5 0.4
Old : 100.0: 0.9 3.4 0.0 98.6 96.3 99.5 99.6: 0.5 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 : 43: 1 3 0 27 34 28 37:
Old : 43: 1 3 0 27 34 28 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 33.4 78.3 53.1 53.1 30.1 63.7 46.2
Old : 64.2 33.4 78.3 53.1 53.1 30.1 63.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 22,372: 15,208 2,735 153 4,517 19,027 19,878 21,915: 2,494 457
Old : 22,372: 15,208 2,735 153 4,517 19,027 19,878 21,915: 2,494 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 717: 414 51 -10 154 746 558 787: 159 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 12.2 0.7 20.2 85.0 88.9 98.0: 11.1 2.0
Old : 100.0: 68.0 12.2 0.7 20.2 85.0 88.9 98.0: 11.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 84 13 2 17 26 103 40:
Old : 137: 84 13 2 17 26 103 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 : 32.9 44.7 46.7 60.5 32.9 44.7 46.7 60.5
Old : 32.9 44.7 46.7 60.5 32.9 44.7 46.7 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 26,908: 17,580 2,432 264 4,483 23,323 22,327 26,019: 4,581 889
Old : 26,908: 17,580 2,432 264 4,483 23,323 22,327 26,019: 4,581 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 51: 1,192 79 -261 -825 510 106 328: -55 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 9.0 1.0 16.7 86.7 83.0 96.7: 17.0 3.3
Old : 100.0: 65.3 9.0 1.0 16.7 86.7 83.0 96.7: 17.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 67 14 3 13 29 80 46:
Old : 121: 67 14 3 13 29 80 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 : 20.8 37.9 36.7 53.0 20.8 37.9 36.7 53.0
Old : 20.8 37.9 36.7 53.0 20.8 37.9 36.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 236,092: 52,691 9,788 32,524 136,065 183,198 221,280 225,511: 14,812 10,582
Old : 236,092: 52,691 9,788 32,524 136,065 183,198 221,280 225,511: 14,812 10,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,147: -4 -345 -205 -1,147 -389 -1,356 -938: 209 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.1 13.8 57.6 77.6 93.7 95.5: 6.3 4.5
Old : 100.0: 22.3 4.1 13.8 57.6 77.6 93.7 95.5: 6.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 64 17 46 69 91 155 141:
Old : 187: 64 17 46 69 91 155 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 19.5 32.9 31.6 12.5 9.9 18.5 16.5
Old : 21.0 19.5 32.9 31.6 12.5 9.9 18.5 16.5
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, September 8, 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 : 20,546: 1,242 0 213 14,443 15,699 15,898 15,912: 4,648 4,634
Old : 20,546: 1,242 0 213 14,443 15,699 15,898 15,912: 4,648 4,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 71: 18 0 12 -55 -1 -25 11: 96 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 1.0 70.3 76.4 77.4 77.4: 22.6 22.6
Old : 100.0: 6.0 0.0 1.0 70.3 76.4 77.4 77.4: 22.6 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 17 18 19 19:
Old : 22: 2 0 1 17 18 19 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 : 54.9 40.1 66.7 56.6 50.9 38.8 56.1 49.8
Old : 54.9 40.1 66.7 56.6 50.9 38.8 56.1 49.8
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, September 8, 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 : 10,910: 1,954 0 100 8,173 9,904 10,227 10,004: 683 906
Old : 10,910: 1,954 0 100 8,173 9,904 10,227 10,004: 683 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,164: -350 0 0 -1,764 -2,170 -2,114 -2,170: -50 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.0 0.9 74.9 90.8 93.7 91.7: 6.3 8.3
Old : 100.0: 17.9 0.0 0.9 74.9 90.8 93.7 91.7: 6.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 0 1 32 32 37 33:
Old : 45: 5 0 1 32 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 : 31.7 37.3 52.8 55.1 25.7 26.7 39.5 37.5
Old : 31.7 37.3 52.8 55.1 25.7 26.7 39.5 37.5
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, September 8, 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 : 35,517: 2,855 50 12 31,643 35,379 34,510 35,441: 1,007 76
Old : 35,517: 2,855 50 12 31,643 35,379 34,510 35,441: 1,007 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -3,105: -40 50 0 -3,321 -3,229 -3,361 -3,179: 256 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.1 0.0 89.1 99.6 97.2 99.8: 2.8 0.2
Old : 100.0: 8.0 0.1 0.0 89.1 99.6 97.2 99.8: 2.8 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 1 1 32 32 35 34:
Old : 44: 3 1 1 32 32 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 65.0 58.8 81.2 33.6 46.9 44.2 59.1
Old : 43.7 65.0 58.8 81.2 33.6 46.9 44.2 59.1
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,106: 880 0 345 18,556 19,436 19,781 19,781: 1,325 1,325
Old : 21,106: 880 0 345 18,556 19,436 19,781 19,781: 1,325 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,276: -5 0 150 -3,486 -2,376 -3,341 -2,226: 1,065 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 1.6 87.9 92.1 93.7 93.7: 6.3 6.3
Old : 100.0: 4.2 0.0 1.6 87.9 92.1 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.9 83.5 76.0 88.7 50.8 80.3 69.6 82.3
Old : 55.9 83.5 76.0 88.7 50.8 80.3 69.6 82.3
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, September 8, 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 : 16,507: 450 100 0 16,057 16,107 16,507 16,207: 0 300
Old : 16,507: 450 100 0 16,057 16,107 16,507 16,207: 0 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,735: 0 0 0 -2,735 -2,735 -2,735 -2,735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.6 0.0 97.3 97.6 100.0 98.2: 0.0 1.8
Old : 100.0: 2.7 0.6 0.0 97.3 97.6 100.0 98.2: 0.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 1 0 27 27 29 28:
Old : 43: 2 1 0 27 27 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 50.3 74.4 69.9 34.8 30.6 42.8 41.4
Old : 59.0 50.3 74.4 69.9 34.8 30.6 42.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 4,194: 406 188 0 2,587 3,338 2,993 3,526: 1,201 668
Old : 4,194: 406 188 0 2,587 3,338 2,993 3,526: 1,201 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 212: 6 0 0 115 172 121 172: 91 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.5 0.0 61.7 79.6 71.4 84.1: 28.6 15.9
Old : 100.0: 9.7 4.5 0.0 61.7 79.6 71.4 84.1: 28.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 15 17 18 19:
Old : 27: 3 2 0 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 : 45.9 39.8 60.5 63.3 44.0 38.6 57.0 60.8
Old : 45.9 39.8 60.5 63.3 44.0 38.6 57.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 14,510: 0 0 0 13,983 14,040 13,983 14,040: 527 470
Old : 14,510: 0 0 0 13,983 14,040 13,983 14,040: 527 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,344: -145 0 0 -2,212 -2,324 -2,357 -2,324: 13 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 96.8 96.4 96.8: 3.6 3.2
Old : 100.0: 0.0 0.0 0.0 96.4 96.8 96.4 96.8: 3.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 23 15 23 15:
Old : 25: 0 0 0 23 15 23 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 : 60.5 73.5 76.9 88.1 52.5 66.1 65.0 70.6
Old : 60.5 73.5 76.9 88.1 52.5 66.1 65.0 70.6
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, September 8, 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 : 19,778: 2,418 714 82 16,830 18,661 19,330 19,457: 448 321
Old : 19,778: 2,418 714 82 16,830 18,661 19,330 19,457: 448 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 672: 96 0 0 576 692 672 692: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.6 0.4 85.1 94.4 97.7 98.4: 2.3 1.6
Old : 100.0: 12.2 3.6 0.4 85.1 94.4 97.7 98.4: 2.3 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 : 45: 5 3 2 29 33 34 38:
Old : 45: 5 3 2 29 33 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 34.0 51.9 59.4 22.0 28.1 37.4 40.9
Old : 29.5 34.0 51.9 59.4 22.0 28.1 37.4 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 8,272: 222 90 19 7,756 7,986 7,997 8,095: 275 177
Old : 8,272: 222 90 19 7,756 7,986 7,997 8,095: 275 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 514: 0 0 18 541 541 559 559: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.1 0.2 93.8 96.5 96.7 97.9: 3.3 2.1
Old : 100.0: 2.7 1.1 0.2 93.8 96.5 96.7 97.9: 3.3 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 : 30: 1 1 1 25 19 26 21:
Old : 30: 1 1 1 25 19 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 56.4 73.4 81.4 40.4 52.2 63.3 72.2
Old : 48.6 56.4 73.4 81.4 40.4 52.2 63.3 72.2
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 55,659: 10,075 0 1,448 41,804 53,554 53,327 55,002: 2,332 657
Old : 55,659: 10,075 0 1,448 41,804 53,554 53,327 55,002: 2,332 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 344: 141 0 192 36 -51 369 141: -25 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.0 2.6 75.1 96.2 95.8 98.8: 4.2 1.2
Old : 100.0: 18.1 0.0 2.6 75.1 96.2 95.8 98.8: 4.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 0 4 32 37 41 41:
Old : 49: 9 0 4 32 37 41 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 : 26.8 31.7 44.6 53.0 19.8 23.3 31.0 37.8
Old : 26.8 31.7 44.6 53.0 19.8 23.3 31.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2008