GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 43,165: 1,794 362 0 41,111 42,703 42,905 43,065: 260 100 Old : 43,165: 1,794 362 0 41,111 42,703 42,905 43,065: 260 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,712: 0 -55 0 2,744 2,850 2,744 2,795: -32 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.8 0.0 95.2 98.9 99.4 99.8: 0.6 0.2 Old : 100.0: 4.2 0.8 0.0 95.2 98.9 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 2 3 0 34 36 36 39: Old : 48: 2 3 0 34 36 36 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 : 38.6 40.0 62.1 65.8 16.9 18.1 23.4 23.7 Old : 38.6 40.0 62.1 65.8 16.9 18.1 23.4 23.7 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 15, 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 : 20,859: 200 120 50 20,509 20,523 20,759 20,693: 100 166 Old : 20,859: 200 120 50 20,509 20,523 20,759 20,693: 100 166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 286: 0 0 0 246 206 246 206: 40 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.6 0.2 98.3 98.4 99.5 99.2: 0.5 0.8 Old : 100.0: 1.0 0.6 0.2 98.3 98.4 99.5 99.2: 0.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 1 1 29 29 31 31: Old : 38: 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 : 63.6 59.4 78.7 79.3 55.2 49.0 62.0 62.9 Old : 63.6 59.4 78.7 79.3 55.2 49.0 62.0 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 7,108: 0 348 507 5,792 5,454 6,299 6,309: 809 799 Old : 7,108: 0 348 507 5,792 5,454 6,299 6,309: 809 799 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 65: 0 0 0 26 42 26 42: 39 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 7.1 81.5 76.7 88.6 88.8: 11.4 11.2 Old : 100.0: 0.0 4.9 7.1 81.5 76.7 88.6 88.8: 11.4 11.2 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 : 30: 0 2 1 26 25 27 27: Old : 30: 0 2 1 26 25 27 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 : 42.2 56.8 57.3 67.4 38.1 46.1 45.9 50.7 Old : 42.2 56.8 57.3 67.4 38.1 46.1 45.9 50.7 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 15, 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 : 11,271: 347 415 500 9,176 9,292 10,023 10,207: 1,248 1,064 Old : 11,271: 347 415 500 9,176 9,292 10,023 10,207: 1,248 1,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 290: 10 34 0 446 402 456 436: -166 -146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 3.7 4.4 81.4 82.4 88.9 90.6: 11.1 9.4 Old : 100.0: 3.1 3.7 4.4 81.4 82.4 88.9 90.6: 11.1 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 1 4 3 38 38 41 44: Old : 46: 1 4 3 38 38 41 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 31.2 42.3 45.4 22.1 20.0 33.0 30.6 Old : 25.2 31.2 42.3 45.4 22.1 20.0 33.0 30.6 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 15, 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 : 8,383: 37 122 36 7,898 7,832 7,971 7,990: 412 393 Old : 8,383: 37 122 36 7,898 7,832 7,971 7,990: 412 393 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 362: 2 0 0 354 384 356 384: 6 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 1.5 0.4 94.2 93.4 95.1 95.3: 4.9 4.7 Old : 100.0: 0.4 1.5 0.4 94.2 93.4 95.1 95.3: 4.9 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 : 62: 1 4 3 47 56 50 61: Old : 62: 1 4 3 47 56 50 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 23.7 47.7 36.4 23.5 17.4 33.8 28.3 Old : 31.4 23.7 47.7 36.4 23.5 17.4 33.8 28.3 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 15, 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 : 5,952: 115 0 83 4,501 4,699 4,699 4,782: 1,253 1,170 Old : 5,952: 115 0 83 4,501 4,699 4,699 4,782: 1,253 1,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 30: 0 0 0 37 4 37 4: -7 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 1.4 75.6 78.9 78.9 80.3: 21.1 19.7 Old : 100.0: 1.9 0.0 1.4 75.6 78.9 78.9 80.3: 21.1 19.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 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 : 41.4 41.5 55.6 59.6 34.5 32.2 43.0 43.0 Old : 41.4 41.5 55.6 59.6 34.5 32.2 43.0 43.0 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 15, 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 : 2,902: 780 0 0 1,388 2,458 2,168 2,458: 734 444 Old : 2,902: 780 0 0 1,388 2,458 2,168 2,458: 734 444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 133: 0 0 0 14 129 14 129: 119 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 0.0 0.0 47.8 84.7 74.7 84.7: 25.3 15.3 Old : 100.0: 26.9 0.0 0.0 47.8 84.7 74.7 84.7: 25.3 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 12 17 13 17: Old : 20: 1 0 0 12 17 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 : 50.6 48.1 68.0 67.9 48.4 47.2 57.1 61.5 Old : 50.6 48.1 68.0 67.9 48.4 47.2 57.1 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 8,219: 0 0 0 8,204 8,169 8,204 8,169: 15 50 Old : 8,219: 0 0 0 8,204 8,169 8,204 8,169: 15 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 330: 0 0 0 330 330 330 330: 0 0 : : : : : 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 20 17 20 17: Old : 22: 0 0 0 20 17 20 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 : 56.0 65.3 79.6 84.4 30.0 39.3 40.4 44.2 Old : 56.0 65.3 79.6 84.4 30.0 39.3 40.4 44.2 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 15, 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 : 369,809: 45,688 18,790 66,849 217,649 251,139 330,186 336,778: 39,623 33,031 Old : 369,809: 45,688 18,790 66,849 217,649 251,139 330,186 336,778: 39,623 33,031 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 12,854: 1,911 -1,117 -458 10,284 12,142 11,737 10,567: 1,117 2,287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 5.1 18.1 58.9 67.9 89.3 91.1: 10.7 8.9 Old : 100.0: 12.4 5.1 18.1 58.9 67.9 89.3 91.1: 10.7 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 152: 34 28 51 70 75 131 135: Old : 152: 34 28 51 70 75 131 135: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 25.3 33.8 36.8 13.3 13.4 21.7 19.5 Old : 21.0 25.3 33.8 36.8 13.3 13.4 21.7 19.5 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 15, 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 : 84,129: 310 5,568 24,869 52,795 49,026 77,973 79,463: 6,156 4,667 Old : 84,129: 310 5,568 24,869 52,795 49,026 77,973 79,463: 6,156 4,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -582: -42 576 -433 -41 -628 -516 -485: -65 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 6.6 29.6 62.8 58.3 92.7 94.5: 7.3 5.5 Old : 100.0: 0.4 6.6 29.6 62.8 58.3 92.7 94.5: 7.3 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 7 8 13 13 21 21: Old : 21: 1 7 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 : 41.4 50.7 64.6 71.5 7.5 9.9 10.3 12.1 Old : 41.4 50.7 64.6 71.5 7.5 9.9 10.3 12.1 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 20,567: 1,326 50 700 16,845 19,282 18,871 20,032: 1,696 535 Old : 20,567: 1,326 50 700 16,845 19,282 18,871 20,032: 1,696 535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,378: 507 50 0 1,680 2,098 2,187 2,148: 191 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.2 3.4 81.9 93.8 91.8 97.4: 8.2 2.6 Old : 100.0: 6.4 0.2 3.4 81.9 93.8 91.8 97.4: 8.2 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 : 59: 4 1 4 41 46 46 51: Old : 59: 4 1 4 41 46 46 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 27.6 44.3 45.0 23.9 20.6 33.4 32.1 Old : 29.6 27.6 44.3 45.0 23.9 20.6 33.4 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 23,340: 1,040 2,150 75 20,410 19,055 21,525 21,280: 1,815 2,060 Old : 23,340: 1,040 2,150 75 20,410 19,055 21,525 21,280: 1,815 2,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 825: 0 300 0 750 375 750 675: 75 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 9.2 0.3 87.4 81.6 92.2 91.2: 7.8 8.8 Old : 100.0: 4.5 9.2 0.3 87.4 81.6 92.2 91.2: 7.8 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 3 1 26 26 30 30: Old : 39: 4 3 1 26 26 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 47.8 65.4 67.4 38.4 40.8 48.6 49.6 Old : 48.8 47.8 65.4 67.4 38.4 40.8 48.6 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 17,995: 6,589 50 300 10,866 15,563 17,755 15,913: 240 2,082 Old : 17,995: 6,589 50 300 10,866 15,563 17,755 15,913: 240 2,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -985: -1,200 0 0 215 -985 -985 -985: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 0.3 1.7 60.4 86.5 98.7 88.4: 1.3 11.6 Old : 100.0: 36.6 0.3 1.7 60.4 86.5 98.7 88.4: 1.3 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 11 16 14 17: Old : 20: 2 1 1 11 16 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 : 75.7 59.4 89.7 74.3 69.4 54.1 76.8 64.3 Old : 75.7 59.4 89.7 74.3 69.4 54.1 76.8 64.3 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 15, 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 : 7,643: 0 0 0 6,949 7,332 6,949 7,332: 694 311 Old : 7,643: 0 0 0 6,949 7,332 6,949 7,332: 694 311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 155: 0 0 0 160 136 160 136: -5 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.9 95.9 90.9 95.9: 9.1 4.1 Old : 100.0: 0.0 0.0 0.0 90.9 95.9 90.9 95.9: 9.1 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 : 20: 0 0 0 14 15 14 15: Old : 20: 0 0 0 14 15 14 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 : 56.1 72.5 82.4 91.5 51.2 72.2 77.2 87.6 Old : 56.1 72.5 82.4 91.5 51.2 72.2 77.2 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 15, 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 : 979,927: 153,405 234,906 344,573 394,147 353,635 892,125 933,115: 87,802 46,813 Old : 979,927: 153,405 234,906 344,573 394,147 353,635 892,125 933,115: 87,802 46,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 25,168: -17,278 -4,334 25,306 19,885 4,674 27,913 25,646: -2,746 -479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 24.0 35.2 40.2 36.1 91.0 95.2: 9.0 4.8 Old : 100.0: 15.7 24.0 35.2 40.2 36.1 91.0 95.2: 9.0 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 295: 86 107 130 88 77 260 238: Old : 295: 86 107 130 88 77 260 238: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 35.6 44.6 48.3 16.0 18.9 20.8 22.5 Old : 31.9 35.6 44.6 48.3 16.0 18.9 20.8 22.5 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 15, 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 : 78,348: 790 25 2,097 68,948 70,183 71,835 72,305: 6,513 6,043 Old : 78,348: 790 25 2,097 68,948 70,183 71,835 72,305: 6,513 6,043 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 929: 246 0 289 1,741 942 2,276 1,231: -1,347 -302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 2.7 88.0 89.6 91.7 92.3: 8.3 7.7 Old : 100.0: 1.0 0.0 2.7 88.0 89.6 91.7 92.3: 8.3 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 3 24 25 27 28: Old : 30: 2 1 3 24 25 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 : 53.2 43.8 69.3 64.3 48.0 36.5 54.4 51.8 Old : 53.2 43.8 69.3 64.3 48.0 36.5 54.4 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 46,409: 444 2,455 4,397 34,751 23,991 39,592 30,843: 6,817 15,566 Old : 46,409: 444 2,455 4,397 34,751 23,991 39,592 30,843: 6,817 15,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 528: 62 -91 -93 288 -28 257 -212: 271 740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 5.3 9.5 74.9 51.7 85.3 66.5: 14.7 33.5 Old : 100.0: 1.0 5.3 9.5 74.9 51.7 85.3 66.5: 14.7 33.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 2 4 16 17 20 21: Old : 24: 2 2 4 16 17 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 40.5 73.9 55.0 42.1 30.5 53.8 36.7 Old : 50.0 40.5 73.9 55.0 42.1 30.5 53.8 36.7 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 15, 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 : 70,602: 2,420 0 586 57,967 56,374 60,973 56,960: 9,629 13,642 Old : 70,602: 2,420 0 586 57,967 56,374 60,973 56,960: 9,629 13,642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -60: 0 0 0 0 -60 0 -60: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 0.0 0.8 82.1 79.8 86.4 80.7: 13.6 19.3 Old : 100.0: 3.4 0.0 0.8 82.1 79.8 86.4 80.7: 13.6 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 29.1 54.8 46.2 30.3 24.7 42.8 35.7 Old : 34.2 29.1 54.8 46.2 30.3 24.7 42.8 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 78,002 73,801 78,002: 10,123 5,922 Old : 83,924: 0 0 0 73,801 78,002 73,801 78,002: 10,123 5,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 0: 0 0 0 0 214 0 214: 0 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.9 92.9 87.9 92.9: 12.1 7.1 Old : 100.0: 0.0 0.0 0.0 87.9 92.9 87.9 92.9: 12.1 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 0 0 24 24 24 24: Old : 27: 0 0 0 24 24 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 46.3 63.5 66.0 38.6 37.1 54.0 54.5 Old : 43.3 46.3 63.5 66.0 38.6 37.1 54.0 54.5 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 15, 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 : 88,765: 0 2,751 4,211 76,764 76,358 80,975 83,320: 7,790 5,445 Old : 88,765: 0 2,751 4,211 76,764 76,358 80,975 83,320: 7,790 5,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,674: 0 422 288 966 417 1,254 1,127: 420 547 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 4.7 86.5 86.0 91.2 93.9: 8.8 6.1 Old : 100.0: 0.0 3.1 4.7 86.5 86.0 91.2 93.9: 8.8 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 2 2 28 27 30 29: Old : 37: 0 2 2 28 27 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 : 41.5 38.8 58.9 59.9 36.2 38.3 50.4 55.5 Old : 41.5 38.8 58.9 59.9 36.2 38.3 50.4 55.5 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 15, 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 : 108,309: 0 4,293 8,301 93,110 88,774 101,411 101,368: 6,898 6,941 Old : 108,309: 0 4,293 8,301 93,110 88,774 101,411 101,368: 6,898 6,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,975: -196 2,818 -75 1,460 -604 1,189 2,139: 786 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 7.7 86.0 82.0 93.6 93.6: 6.4 6.4 Old : 100.0: 0.0 4.0 7.7 86.0 82.0 93.6 93.6: 6.4 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 3 2 19 27 21 30: Old : 35: 0 3 2 19 27 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 : 61.7 36.4 79.4 58.1 57.5 35.9 69.2 54.2 Old : 61.7 36.4 79.4 58.1 57.5 35.9 69.2 54.2 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 15, 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 : 36,260: 0 6,342 2,503 31,544 22,985 34,047 31,830: 2,213 4,430 Old : 36,260: 0 6,342 2,503 31,544 22,985 34,047 31,830: 2,213 4,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 591: 0 131 275 316 30 591 436: 0 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.5 6.9 87.0 63.4 93.9 87.8: 6.1 12.2 Old : 100.0: 0.0 17.5 6.9 87.0 63.4 93.9 87.8: 6.1 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 2 16 13 18 15: Old : 20: 0 2 2 16 13 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 48.4 79.3 75.1 54.0 37.8 62.6 57.1 Old : 60.8 48.4 79.3 75.1 54.0 37.8 62.6 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 48,828: 0 0 0 34,526 42,348 34,526 42,348: 14,302 6,480 Old : 48,828: 0 0 0 34,526 42,348 34,526 42,348: 14,302 6,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,150: 0 0 0 1,625 2,251 1,625 2,251: -475 -1,101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 70.7 86.7 70.7 86.7: 29.3 13.3 Old : 100.0: 0.0 0.0 0.0 70.7 86.7 70.7 86.7: 29.3 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 22 19 22 19: Old : 24: 0 0 0 22 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 : 34.7 58.7 49.8 75.1 32.3 53.7 42.1 61.5 Old : 34.7 58.7 49.8 75.1 32.3 53.7 42.1 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 97,822: 2,597 5,047 4,943 80,814 83,127 88,354 93,117: 9,468 4,705 Old : 97,822: 2,597 5,047 4,943 80,814 83,127 88,354 93,117: 9,468 4,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 366: 122 -248 311 -2,535 179 -2,102 242: 2,468 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 5.2 5.1 82.6 85.0 90.3 95.2: 9.7 4.8 Old : 100.0: 2.7 5.2 5.1 82.6 85.0 90.3 95.2: 9.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 4 1 5 26 33 31 38: Old : 40: 4 1 5 26 33 31 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 : 42.6 41.9 63.2 62.0 39.5 41.1 52.1 57.9 Old : 42.6 41.9 63.2 62.0 39.5 41.1 52.1 57.9 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 15, 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 : 1,893,949: 57,822 128,740 625,190 1,208,557 1,137,812 1,891,570 1,891,742: 2,379 2,207 Old : 1,893,949: 57,822 128,740 625,190 1,208,557 1,137,812 1,891,570 1,891,742: 2,379 2,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 19,853: -3,016 -10,637 17,278 5,804 13,976 20,065 20,617: -212 -764 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.8 33.0 63.8 60.1 99.9 99.9: 0.1 0.1 Old : 100.0: 3.1 6.8 33.0 63.8 60.1 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 43 36 65 61 67 131 142: Old : 147: 43 36 65 61 67 131 142: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 32.2 54.8 49.8 8.3 7.4 10.4 10.0 Old : 35.0 32.2 54.8 49.8 8.3 7.4 10.4 10.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 62,967: 1,424 9,354 2,485 55,310 40,952 59,219 52,791: 3,748 10,176 Old : 62,967: 1,424 9,354 2,485 55,310 40,952 59,219 52,791: 3,748 10,176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,463: 62 1,621 0 2,401 842 2,463 2,463: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 14.9 3.9 87.8 65.0 94.0 83.8: 6.0 16.2 Old : 100.0: 2.3 14.9 3.9 87.8 65.0 94.0 83.8: 6.0 16.2 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 : 21: 1 1 2 12 15 14 17: Old : 21: 1 1 2 12 15 14 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.9 41.9 91.2 64.1 79.9 39.0 85.1 60.4 Old : 79.9 41.9 91.2 64.1 79.9 39.0 85.1 60.4 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 15, 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 : 6,082: 1,081 1,111 1,581 2,727 2,733 5,389 5,425: 693 657 Old : 6,082: 1,081 1,111 1,581 2,727 2,733 5,389 5,425: 693 657 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -1,895: 38 -493 -207 -1,412 307 -1,581 -393: -314 -1,502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 18.3 26.0 44.8 44.9 88.6 89.2: 11.4 10.8 Old : 100.0: 17.8 18.3 26.0 44.8 44.9 88.6 89.2: 11.4 10.8 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: 9 4 6 8 7 20 14: Old : 21: 9 4 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 : 58.5 57.3 75.9 76.7 22.6 23.0 29.8 31.7 Old : 58.5 57.3 75.9 76.7 22.6 23.0 29.8 31.7 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 115,581: 1,364 4,756 496 111,709 107,041 113,569 112,293: 2,012 3,288 Old : 115,581: 1,364 4,756 496 111,709 107,041 113,569 112,293: 2,012 3,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 4,340: 0 744 0 4,340 3,356 4,340 4,100: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 4.1 0.4 96.6 92.6 98.3 97.2: 1.7 2.8 Old : 100.0: 1.2 4.1 0.4 96.6 92.6 98.3 97.2: 1.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 1 19 17 20 20: Old : 25: 1 2 1 19 17 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 59.3 87.4 81.8 49.3 51.4 56.2 58.7 Old : 67.0 59.3 87.4 81.8 49.3 51.4 56.2 58.7 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 225,808: 8,473 12,212 5,025 203,285 202,590 216,783 219,827: 9,025 5,981 Old : 225,808: 8,473 12,212 5,025 203,285 202,590 216,783 219,827: 9,025 5,981 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,507: -1,187 1,222 -348 3,135 447 1,600 1,321: -93 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 5.4 2.2 90.0 89.7 96.0 97.4: 4.0 2.6 Old : 100.0: 3.8 5.4 2.2 90.0 89.7 96.0 97.4: 4.0 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 : 50: 4 2 4 38 39 44 43: Old : 50: 4 2 4 38 39 44 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 46.8 47.8 61.1 26.8 43.3 38.5 51.5 Old : 30.3 46.8 47.8 61.1 26.8 43.3 38.5 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 15, 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 : 149,989: 1,253 797 3,252 132,656 142,914 137,161 146,963: 12,828 3,026 Old : 149,989: 1,253 797 3,252 132,656 142,914 137,161 146,963: 12,828 3,026 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 973: -368 0 359 802 615 793 973: 180 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.5 2.2 88.4 95.3 91.4 98.0: 8.6 2.0 Old : 100.0: 0.8 0.5 2.2 88.4 95.3 91.4 98.0: 8.6 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 : 39.6 46.6 56.5 69.7 35.8 44.3 48.5 63.5 Old : 39.6 46.6 56.5 69.7 35.8 44.3 48.5 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 262,216: 15,215 0 12,538 214,484 234,339 242,237 246,877: 19,979 15,339 Old : 262,216: 15,215 0 12,538 214,484 234,339 242,237 246,877: 19,979 15,339 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 751: 1,336 -490 -70 -280 1,407 986 847: -235 -96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 0.0 4.8 81.8 89.4 92.4 94.2: 7.6 5.8 Old : 100.0: 5.8 0.0 4.8 81.8 89.4 92.4 94.2: 7.6 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 4 0 4 38 39 42 43: Old : 46: 4 0 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 : 38.8 28.4 55.8 47.8 30.4 23.9 40.6 41.7 Old : 38.8 28.4 55.8 47.8 30.4 23.9 40.6 41.7 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 15, 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 8, 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 15, 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 : 2,952,962: 615,827 86,499 940,742 1,372,243 1,914,953 2,928,812 2,942,194: 24,150 10,768 Old : 2,952,962: 615,827 86,499 940,742 1,372,243 1,914,953 2,928,812 2,942,194: 24,150 10,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 16,395: 10,506 -21,405 9,178 -1,515 29,756 18,169 17,529: -1,774 -1,134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 2.9 31.9 46.5 64.8 99.2 99.6: 0.8 0.4 Old : 100.0: 20.9 2.9 31.9 46.5 64.8 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 187: 40 26 60 106 103 175 166: Old : 187: 40 26 60 106 103 175 166: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 35.2 43.8 47.1 14.8 19.5 21.2 26.6 Old : 30.8 35.2 43.8 47.1 14.8 19.5 21.2 26.6 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 15, 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 : 1,063,630: 141,785 118,546 225,238 693,716 714,073 1,060,739 1,057,857: 2,891 5,773 Old : 1,063,630: 141,785 118,546 225,238 693,716 714,073 1,060,739 1,057,857: 2,891 5,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 17,798: 15,779 -7,526 3,043 -1,065 21,982 17,757 17,499: 41 299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 11.1 21.2 65.2 67.1 99.7 99.5: 0.3 0.5 Old : 100.0: 13.3 11.1 21.2 65.2 67.1 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 : 94: 22 26 35 43 43 84 85: Old : 94: 22 26 35 43 43 84 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 36.9 47.5 57.9 25.3 30.0 34.0 40.4 Old : 31.9 36.9 47.5 57.9 25.3 30.0 34.0 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,702: 15 236 37 1,588 1,411 1,640 1,684: 62 18 Old : 1,702: 15 236 37 1,588 1,411 1,640 1,684: 62 18 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 13.9 2.2 93.3 82.9 96.4 98.9: 3.6 1.1 Old : 100.0: 0.9 13.9 2.2 93.3 82.9 96.4 98.9: 3.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 3 1 11 10 12 14: Old : 20: 1 3 1 11 10 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 62.6 91.6 85.0 74.2 60.6 88.0 82.7 Old : 74.2 62.6 91.6 85.0 74.2 60.6 88.0 82.7 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 129,787: 1,858 2,652 2,870 124,370 124,239 129,098 129,761: 689 26 Old : 129,787: 1,858 2,652 2,870 124,370 124,239 129,098 129,761: 689 26 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -2,802: -383 -536 -576 -1,861 -1,697 -2,819 -2,809: 17 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 2.0 2.2 95.8 95.7 99.5 100.0: 0.5 0.0 Old : 100.0: 1.4 2.0 2.2 95.8 95.7 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 : 54.9 52.2 77.1 77.3 6.7 7.6 9.7 10.7 Old : 54.9 52.2 77.1 77.3 6.7 7.6 9.7 10.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 8,057: 0 44 0 7,695 7,907 7,695 7,951: 362 106 Old : 8,057: 0 44 0 7,695 7,907 7,695 7,951: 362 106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -814: -344 0 0 -470 -559 -814 -559: 0 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.0 95.5 98.1 95.5 98.7: 4.5 1.3 Old : 100.0: 0.0 0.5 0.0 95.5 98.1 95.5 98.7: 4.5 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 12 16 12 17: Old : 23: 0 1 0 12 16 12 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 71.3 84.7 89.2 54.6 67.9 81.8 83.7 Old : 57.5 71.3 84.7 89.2 54.6 67.9 81.8 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 27,961: 3,011 0 139 23,557 26,727 26,707 26,866: 1,254 1,095 Old : 27,961: 3,011 0 139 23,557 26,727 26,707 26,866: 1,254 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 183: 12 0 19 152 164 183 183: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 0.0 0.5 84.3 95.6 95.5 96.1: 4.5 3.9 Old : 100.0: 10.8 0.0 0.5 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 : 37.4 64.6 66.5 82.3 34.2 39.1 46.6 51.4 Old : 37.4 64.6 66.5 82.3 34.2 39.1 46.6 51.4 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 15, 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 : 31,733: 0 622 582 29,606 29,971 30,188 31,175: 1,545 558 Old : 31,733: 0 622 582 29,606 29,971 30,188 31,175: 1,545 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 144: 0 26 4 700 120 704 150: -560 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 1.8 93.3 94.4 95.1 98.2: 4.9 1.8 Old : 100.0: 0.0 2.0 1.8 93.3 94.4 95.1 98.2: 4.9 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 : 29: 0 2 2 26 23 28 25: Old : 29: 0 2 2 26 23 28 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 45.2 65.4 70.5 29.5 32.2 37.9 42.7 Old : 44.2 45.2 65.4 70.5 29.5 32.2 37.9 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 23,773: 0 0 0 23,295 23,181 23,295 23,181: 478 592 Old : 23,773: 0 0 0 23,295 23,181 23,295 23,181: 478 592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -12: 0 0 0 -14 -12 -14 -12: 2 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 : 62.2 86.7 85.5 93.7 56.8 78.4 76.5 81.9 Old : 62.2 86.7 85.5 93.7 56.8 78.4 76.5 81.9 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 15, 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 : 13,348: 796 0 0 11,508 12,394 12,304 12,394: 1,044 954 Old : 13,348: 796 0 0 11,508 12,394 12,304 12,394: 1,044 954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 20: 56 0 0 0 -40 56 -40: -36 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.0 0.0 86.2 92.9 92.2 92.9: 7.8 7.1 Old : 100.0: 6.0 0.0 0.0 86.2 92.9 92.2 92.9: 7.8 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 0 21 18 23 18: Old : 25: 2 0 0 21 18 23 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 44.9 58.9 75.0 30.2 36.0 48.7 54.2 Old : 35.3 44.9 58.9 75.0 30.2 36.0 48.7 54.2 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 15, 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 : 38,944: 0 0 0 37,835 38,518 37,836 38,518: 1,108 426 Old : 38,944: 0 0 0 37,835 38,518 37,836 38,518: 1,108 426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,689: -0 0 0 2,838 2,699 2,838 2,699: -148 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.2 98.9 97.2 98.9: 2.8 1.1 Old : 100.0: 0.0 0.0 0.0 97.2 98.9 97.2 98.9: 2.8 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 19 22 20 22: Old : 24: 1 0 0 19 22 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 : 68.1 69.8 85.4 86.2 36.0 47.8 48.1 52.5 Old : 68.1 69.8 85.4 86.2 36.0 47.8 48.1 52.5 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 15, 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 : 13,048: 0 0 0 12,560 10,790 12,560 10,790: 488 2,258 Old : 13,048: 0 0 0 12,560 10,790 12,560 10,790: 488 2,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 6: 0 0 0 6 -182 6 -182: 0 188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 82.7 96.3 82.7: 3.7 17.3 Old : 100.0: 0.0 0.0 0.0 96.3 82.7 96.3 82.7: 3.7 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 22 19 22 19: Old : 23: 0 0 0 22 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 : 40.6 54.6 66.0 69.8 33.8 43.9 48.1 47.5 Old : 40.6 54.6 66.0 69.8 33.8 43.9 48.1 47.5 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 15, 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 : 21,866: 0 1,140 0 21,676 20,536 21,676 21,676: 190 190 Old : 21,866: 0 1,140 0 21,676 20,536 21,676 21,676: 190 190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 220: 0 0 0 220 220 220 220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 99.1 93.9 99.1 99.1: 0.9 0.9 Old : 100.0: 0.0 5.2 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 : 22: 0 1 0 13 8 13 9: Old : 22: 0 1 0 13 8 13 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 : 68.5 86.6 91.1 98.6 68.5 86.6 91.1 98.6 Old : 68.5 86.6 91.1 98.6 68.5 86.6 91.1 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 15, 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 : 94,956: 0 6,325 0 94,956 88,631 94,956 94,956: 0 0 Old : 94,956: 0 6,325 0 94,956 88,631 94,956 94,956: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 612: 0 0 0 612 612 612 612: 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 : 67.1 67.0 84.1 86.2 67.1 63.5 81.4 80.3 Old : 67.1 67.0 84.1 86.2 67.1 63.5 81.4 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,572,002: 0 81,600 0 1,572,002 1,490,402 1,572,002 1,572,002: 0 0 Old : 1,572,002: 0 81,600 0 1,572,002 1,490,402 1,572,002 1,572,002: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 3,186: 0 0 0 3,186 3,186 3,186 3,186: 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 : 71.9 74.0 88.3 92.0 71.9 71.3 86.7 87.1 Old : 71.9 74.0 88.3 92.0 71.9 71.3 86.7 87.1 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 15, 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 : 146,210: 7,990 0 0 138,220 145,260 146,210 145,260: 0 950 Old : 146,210: 7,990 0 0 138,220 145,260 146,210 145,260: 0 950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 387: 0 0 0 387 387 387 387: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.0 0.0 94.5 99.4 100.0 99.4: 0.0 0.6 Old : 100.0: 5.5 0.0 0.0 94.5 99.4 100.0 99.4: 0.0 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 : 36: 3 0 0 18 29 21 29: Old : 36: 3 0 0 18 29 21 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 53.8 66.3 72.8 40.2 52.5 60.4 66.4 Old : 42.7 53.8 66.3 72.8 40.2 52.5 60.4 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 2,158,212: 108,392 0 0 2,049,820 2,158,212 2,158,212 2,158,212: 0 0 Old : 2,158,212: 108,392 0 0 2,049,820 2,158,212 2,158,212 2,158,212: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 3,578: 0 0 0 3,578 3,578 3,578 3,578: 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 : 61.0 63.0 86.1 82.9 60.1 59.8 81.8 76.8 Old : 61.0 63.0 86.1 82.9 60.1 59.8 81.8 76.8 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 15, 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 : 47,002: 38 3,195 42 46,837 43,342 46,917 46,579: 85 423 Old : 47,002: 38 3,195 42 46,837 43,342 46,917 46,579: 85 423 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,360: 0 0 0 2,360 2,360 2,360 2,360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 6.8 0.1 99.6 92.2 99.8 99.1: 0.2 0.9 Old : 100.0: 0.1 6.8 0.1 99.6 92.2 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 : 26: 1 1 1 18 13 19 15: Old : 26: 1 1 1 18 13 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 65.8 79.3 87.7 51.2 65.5 69.4 78.6 Old : 58.7 65.8 79.3 87.7 51.2 65.5 69.4 78.6 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 15, 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 8, 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 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 15, 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 : 47,189: 1,290 320 0 45,899 46,869 47,189 47,189: 0 0 Old : 47,189: 1,290 320 0 45,899 46,869 47,189 47,189: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -608: 0 0 0 -608 -608 -608 -608: 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 : 33: 1 2 0 21 25 22 27: Old : 33: 1 2 0 21 25 22 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 42.6 76.1 63.9 44.7 41.1 66.2 60.1 Old : 52.8 42.6 76.1 63.9 44.7 41.1 66.2 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 794,582: 27,151 23,400 2,304 765,127 768,878 794,582 794,582: 0 0 Old : 794,582: 27,151 23,400 2,304 765,127 768,878 794,582 794,582: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 13,359: 0 23,400 0 13,359 -10,041 13,359 13,359: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.9 0.3 96.3 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 3.4 2.9 0.3 96.3 96.8 100.0 100.0: 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 : 33: 2 1 1 20 23 22 25: Old : 33: 2 1 1 20 23 22 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 47.3 70.9 69.2 44.1 41.2 63.0 60.1 Old : 49.0 47.3 70.9 69.2 44.1 41.2 63.0 60.1 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 15, 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 : 20,922: 276 84 74 20,045 20,578 20,395 20,736: 527 186 Old : 20,922: 276 84 74 20,045 20,578 20,395 20,736: 527 186 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 34: -15 0 0 79 49 64 49: -30 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 0.4 0.4 95.8 98.4 97.5 99.1: 2.5 0.9 Old : 100.0: 1.3 0.4 0.4 95.8 98.4 97.5 99.1: 2.5 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 : 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 : 33.6 43.6 56.0 65.1 24.4 32.5 34.5 40.0 Old : 33.6 43.6 56.0 65.1 24.4 32.5 34.5 40.0 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 9,185: 217 0 0 8,757 8,869 8,974 8,869: 211 315 Old : 9,185: 217 0 0 8,757 8,869 8,974 8,869: 211 315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 490: 0 0 0 488 542 488 542: 2 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.0 0.0 95.3 96.6 97.7 96.6: 2.3 3.4 Old : 100.0: 2.4 0.0 0.0 95.3 96.6 97.7 96.6: 2.3 3.4 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 : 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 : 40.4 57.3 61.1 81.1 31.7 46.4 42.3 54.9 Old : 40.4 57.3 61.1 81.1 31.7 46.4 42.3 54.9 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 15, 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 : 14,964: 335 0 125 14,222 14,739 14,682 14,864: 282 100 Old : 14,964: 335 0 125 14,222 14,739 14,682 14,864: 282 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 79: 90 0 -5 9 84 94 79: -15 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 0.8 95.0 98.5 98.1 99.3: 1.9 0.7 Old : 100.0: 2.2 0.0 0.8 95.0 98.5 98.1 99.3: 1.9 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 : 55.0 45.3 78.1 75.3 54.2 40.4 63.4 51.7 Old : 55.0 45.3 78.1 75.3 54.2 40.4 63.4 51.7 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 15, 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 : 6,528: 0 275 232 5,871 5,355 6,103 5,862: 425 666 Old : 6,528: 0 275 232 5,871 5,355 6,103 5,862: 425 666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,764: 0 -15 102 1,607 1,612 1,709 1,699: 55 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 3.6 89.9 82.0 93.5 89.8: 6.5 10.2 Old : 100.0: 0.0 4.2 3.6 89.9 82.0 93.5 89.8: 6.5 10.2 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: 0 1 1 22 19 23 20: Old : 26: 0 1 1 22 19 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 43.8 60.8 65.0 18.6 15.8 24.8 22.4 Old : 35.3 43.8 60.8 65.0 18.6 15.8 24.8 22.4 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 15, 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 : 2,815,564: 229,241 88,617 966,928 1,534,265 1,677,298 2,730,435 2,732,843: 85,130 82,721 Old : 2,815,564: 229,241 88,617 966,928 1,534,265 1,677,298 2,730,435 2,732,843: 85,130 82,721 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 37,553: 8,476 -3,328 19,364 10,774 20,288 38,614 36,324: -1,060 1,229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 3.1 34.3 54.5 59.6 97.0 97.1: 3.0 2.9 Old : 100.0: 8.1 3.1 34.3 54.5 59.6 97.0 97.1: 3.0 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 : 347: 156 80 181 91 100 322 295: Old : 347: 156 80 181 91 100 322 295: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.4 23.0 38.7 37.9 5.0 4.1 7.2 6.1 Old : 25.4 23.0 38.7 37.9 5.0 4.1 7.2 6.1 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 103,149: 9,485 25,202 23,312 67,776 52,439 100,573 100,953: 2,576 2,196 Old : 103,149: 9,485 25,202 23,312 67,776 52,439 100,573 100,953: 2,576 2,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 697: 422 1,703 -441 2,030 -120 2,011 1,142: -1,314 -445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 24.4 22.6 65.7 50.8 97.5 97.9: 2.5 2.1 Old : 100.0: 9.2 24.4 22.6 65.7 50.8 97.5 97.9: 2.5 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 : 39: 8 7 13 18 18 32 32: Old : 39: 8 7 13 18 18 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 : 58.4 57.4 76.8 74.9 46.3 45.1 54.3 55.9 Old : 58.4 57.4 76.8 74.9 46.3 45.1 54.3 55.9 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 15, 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 : 212,481: 34,412 34,820 1,058 148,314 126,812 183,784 162,690: 28,697 49,791 Old : 212,481: 34,412 34,820 1,058 148,314 126,812 183,784 162,690: 28,697 49,791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 6,163: 609 2,802 0 4,825 5,012 5,434 7,814: 729 -1,651 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 16.4 0.5 69.8 59.7 86.5 76.6: 13.5 23.4 Old : 100.0: 16.2 16.4 0.5 69.8 59.7 86.5 76.6: 13.5 23.4 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 : 37: 3 4 4 28 27 33 33: Old : 37: 3 4 4 28 27 33 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 32.7 55.8 52.3 34.5 27.9 50.4 42.7 Old : 35.8 32.7 55.8 52.3 34.5 27.9 50.4 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 202,561: 27,680 10,671 54,700 115,412 133,808 197,791 199,178: 4,770 3,383 Old : 202,561: 27,680 10,671 54,700 115,412 133,808 197,791 199,178: 4,770 3,383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -318: 551 254 -937 -357 240 -743 -442: 425 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 5.3 27.0 57.0 66.1 97.6 98.3: 2.4 1.7 Old : 100.0: 13.7 5.3 27.0 57.0 66.1 97.6 98.3: 2.4 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 26 17 36 28 28 68 67: Old : 72: 26 17 36 28 28 68 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 : 30.5 40.0 51.4 60.6 10.7 13.1 14.8 17.9 Old : 30.5 40.0 51.4 60.6 10.7 13.1 14.8 17.9 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 15, 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 : 599,964: 43,107 2,871 70,584 462,494 505,052 576,184 578,507: 23,780 21,457 Old : 599,964: 43,107 2,871 70,584 462,494 505,052 576,184 578,507: 23,780 21,457 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,696: 3,355 -356 -481 -1,914 2,293 961 1,456: 735 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.5 11.8 77.1 84.2 96.0 96.4: 4.0 3.6 Old : 100.0: 7.2 0.5 11.8 77.1 84.2 96.0 96.4: 4.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 9 2 11 31 32 42 43: Old : 43: 9 2 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 : 31.5 28.5 53.1 48.2 11.1 9.2 15.9 14.0 Old : 31.5 28.5 53.1 48.2 11.1 9.2 15.9 14.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 69,332: 152 1,835 345 68,010 66,652 68,507 68,832: 825 500 Old : 69,332: 152 1,835 345 68,010 66,652 68,507 68,832: 825 500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 4,910: 0 -25 0 4,385 4,510 4,385 4,485: 525 425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 2.6 0.5 98.1 96.1 98.8 99.3: 1.2 0.7 Old : 100.0: 0.2 2.6 0.5 98.1 96.1 98.8 99.3: 1.2 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 : 58: 2 5 4 44 48 50 54: Old : 58: 2 5 4 44 48 50 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 29.4 58.5 46.9 29.0 15.0 35.1 23.0 Old : 42.3 29.4 58.5 46.9 29.0 15.0 35.1 23.0 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 15, 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 : 171,634: 19,698 44,827 13,390 131,723 104,503 164,811 162,720: 6,823 8,914 Old : 171,634: 19,698 44,827 13,390 131,723 104,503 164,811 162,720: 6,823 8,914 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 946: -1,017 -2,529 1,593 515 1,508 1,091 572: -145 374 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 26.1 7.8 76.7 60.9 96.0 94.8: 4.0 5.2 Old : 100.0: 11.5 26.1 7.8 76.7 60.9 96.0 94.8: 4.0 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 7 17 19 25 24 47 46: Old : 51: 7 17 19 25 24 47 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 : 46.0 33.5 60.3 50.1 22.4 16.6 33.1 23.3 Old : 46.0 33.5 60.3 50.1 22.4 16.6 33.1 23.3 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 38,946: 1,864 3,225 1,682 31,505 30,285 35,051 35,192: 3,895 3,754 Old : 38,946: 1,864 3,225 1,682 31,505 30,285 35,051 35,192: 3,895 3,754 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -1,791: 419 -100 126 -2,069 -2,407 -1,524 -2,381: -267 590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 8.3 4.3 80.9 77.8 90.0 90.4: 10.0 9.6 Old : 100.0: 4.8 8.3 4.3 80.9 77.8 90.0 90.4: 10.0 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 3 5 14 15 19 21: Old : 22: 3 3 5 14 15 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 : 48.6 48.5 69.3 70.1 31.5 29.4 36.7 37.5 Old : 48.6 48.5 69.3 70.1 31.5 29.4 36.7 37.5 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 15, 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 : 108,315: 4,923 2,088 1,543 74,092 81,109 80,558 84,740: 27,757 23,575 Old : 108,315: 4,923 2,088 1,543 74,092 81,109 80,558 84,740: 27,757 23,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 595: 0 0 0 7,585 54 7,585 54: -6,990 541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 1.9 1.4 68.4 74.9 74.4 78.2: 25.6 21.8 Old : 100.0: 4.5 1.9 1.4 68.4 74.9 74.4 78.2: 25.6 21.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 2 23 20 26 22: Old : 26: 2 1 2 23 20 26 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 : 32.1 34.1 48.1 55.5 21.5 28.6 32.7 39.4 Old : 32.1 34.1 48.1 55.5 21.5 28.6 32.7 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 42,713: 400 1,428 0 42,103 41,133 42,503 42,561: 210 152 Old : 42,713: 400 1,428 0 42,103 41,133 42,503 42,561: 210 152 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 115: 0 0 0 115 115 115 115: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 3.3 0.0 98.6 96.3 99.5 99.6: 0.5 0.4 Old : 100.0: 0.9 3.3 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 : 44: 1 3 0 28 34 29 37: Old : 44: 1 3 0 28 34 29 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 : 63.9 33.3 77.6 52.9 52.9 30.3 63.7 45.8 Old : 63.9 33.3 77.6 52.9 52.9 30.3 63.7 45.8 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 15, 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 : 22,121: 15,029 2,555 193 4,347 18,952 19,569 21,700: 2,552 421 Old : 22,121: 15,029 2,555 193 4,347 18,952 19,569 21,700: 2,552 421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -251: -179 -180 40 -170 -75 -309 -215: 58 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 11.6 0.9 19.7 85.7 88.5 98.1: 11.5 1.9 Old : 100.0: 67.9 11.6 0.9 19.7 85.7 88.5 98.1: 11.5 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 139: 86 11 2 19 27 106 39: Old : 139: 86 11 2 19 27 106 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 : 33.0 43.1 46.4 59.9 33.0 43.0 45.9 59.5 Old : 33.0 43.1 46.4 59.9 33.0 43.0 45.9 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 29,051: 19,097 2,576 32 4,469 25,434 23,598 28,042: 5,453 1,009 Old : 29,051: 19,097 2,576 32 4,469 25,434 23,598 28,042: 5,453 1,009 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 2,143: 1,517 144 -232 -14 2,111 1,271 2,023: 872 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 8.9 0.1 15.4 87.5 81.2 96.5: 18.8 3.5 Old : 100.0: 65.7 8.9 0.1 15.4 87.5 81.2 96.5: 18.8 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 : 126: 74 15 3 10 30 84 48: Old : 126: 74 15 3 10 30 84 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 34.5 34.4 51.3 19.4 34.5 33.8 50.6 Old : 19.5 34.5 34.4 51.3 19.4 34.5 33.8 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 235,011: 47,158 12,569 31,199 141,525 178,519 219,883 222,288: 15,128 12,723 Old : 235,011: 47,158 12,569 31,199 141,525 178,519 219,883 222,288: 15,128 12,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -1,082: -5,532 2,782 -1,325 5,460 -4,679 -1,397 -3,223: 316 2,141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 5.3 13.3 60.2 76.0 93.6 94.6: 6.4 5.4 Old : 100.0: 20.1 5.3 13.3 60.2 76.0 93.6 94.6: 6.4 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 178: 50 26 44 72 83 150 134: Old : 178: 50 26 44 72 83 150 134: 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 : 20.6 20.6 33.3 32.7 12.7 8.2 19.1 14.8 Old : 20.6 20.6 33.3 32.7 12.7 8.2 19.1 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 20,953: 1,263 0 220 14,818 16,115 16,301 16,335: 4,652 4,618 Old : 20,953: 1,263 0 220 14,818 16,115 16,301 16,335: 4,652 4,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 407: 21 0 7 375 416 403 423: 4 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.0 1.0 70.7 76.9 77.8 78.0: 22.2 22.0 Old : 100.0: 6.0 0.0 1.0 70.7 76.9 77.8 78.0: 22.2 22.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 0 1 17 19 19 20: Old : 23: 2 0 1 17 19 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 : 55.8 39.3 67.3 55.4 51.9 38.0 56.3 48.5 Old : 55.8 39.3 67.3 55.4 51.9 38.0 56.3 48.5 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,324: 2,204 0 100 8,137 10,118 10,441 10,218: 883 1,106 Old : 11,324: 2,204 0 100 8,137 10,118 10,441 10,218: 883 1,106 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 414: 250 0 0 -36 214 214 214: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 0.0 0.9 71.9 89.4 92.2 90.2: 7.8 9.8 Old : 100.0: 19.5 0.0 0.9 71.9 89.4 92.2 90.2: 7.8 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 6 0 1 32 32 38 33: Old : 46: 6 0 1 32 32 38 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 : 32.1 37.7 53.2 54.0 27.4 27.5 41.0 38.3 Old : 32.1 37.7 53.2 54.0 27.4 27.5 41.0 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 37,345: 2,745 0 60 33,538 37,284 36,343 37,344: 1,002 1 Old : 37,345: 2,745 0 60 33,538 37,284 36,343 37,344: 1,002 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,828: -110 -50 48 1,895 1,905 1,833 1,903: -5 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.0 0.2 89.8 99.8 97.3 100.0: 2.7 0.0 Old : 100.0: 7.4 0.0 0.2 89.8 99.8 97.3 100.0: 2.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 3 0 1 32 32 35 33: Old : 43: 3 0 1 32 32 35 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 : 41.9 65.3 57.8 81.1 32.3 45.8 42.8 58.8 Old : 41.9 65.3 57.8 81.1 32.3 45.8 42.8 58.8 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 15, 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 : 21,996: 895 0 345 19,381 20,326 20,621 20,671: 1,375 1,325 Old : 21,996: 895 0 345 19,381 20,326 20,621 20,671: 1,375 1,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 890: 15 0 0 825 890 840 890: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 1.6 88.1 92.4 93.7 94.0: 6.3 6.0 Old : 100.0: 4.1 0.0 1.6 88.1 92.4 93.7 94.0: 6.3 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 1 25 16 28 17: Old : 32: 3 0 1 25 16 28 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 : 55.0 85.2 75.2 89.6 51.9 81.7 70.8 83.7 Old : 55.0 85.2 75.2 89.6 51.9 81.7 70.8 83.7 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 15, 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 : 16,457: 450 100 0 16,007 16,057 16,457 16,157: 0 300 Old : 16,457: 450 100 0 16,007 16,057 16,457 16,157: 0 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -50: 0 0 0 -50 -50 -50 -50: 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 26 28 28 29: Old : 43: 2 1 0 26 28 28 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 : 59.2 50.2 74.6 69.8 34.9 30.4 42.9 41.3 Old : 59.2 50.2 74.6 69.8 34.9 30.4 42.9 41.3 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 15, 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 : 4,198: 340 212 0 2,564 3,332 2,904 3,544: 1,294 654 Old : 4,198: 340 212 0 2,564 3,332 2,904 3,544: 1,294 654 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 4: -66 24 0 -23 -6 -89 18: 93 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 5.1 0.0 61.1 79.4 69.2 84.4: 30.8 15.6 Old : 100.0: 8.1 5.1 0.0 61.1 79.4 69.2 84.4: 30.8 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 0 15 18 17 20: Old : 27: 2 2 0 15 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 37.4 60.2 61.9 43.6 35.5 57.1 59.2 Old : 45.5 37.4 60.2 61.9 43.6 35.5 57.1 59.2 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 15, 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 : 15,018: 300 0 0 14,311 14,548 14,611 14,548: 407 470 Old : 15,018: 300 0 0 14,311 14,548 14,611 14,548: 407 470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 508: 300 0 0 328 508 628 508: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.0 95.3 96.9 97.3 96.9: 2.7 3.1 Old : 100.0: 2.0 0.0 0.0 95.3 96.9 97.3 96.9: 2.7 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 0 0 23 15 24 15: Old : 26: 1 0 0 23 15 24 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 : 60.3 74.3 75.9 88.5 52.6 65.6 65.4 72.4 Old : 60.3 74.3 75.9 88.5 52.6 65.6 65.4 72.4 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 15, 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 : 20,562: 2,418 714 82 17,614 19,445 20,114 20,241: 448 321 Old : 20,562: 2,418 714 82 17,614 19,445 20,114 20,241: 448 321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 784: 0 0 0 784 784 784 784: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 3.5 0.4 85.7 94.6 97.8 98.4: 2.2 1.6 Old : 100.0: 11.8 3.5 0.4 85.7 94.6 97.8 98.4: 2.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 30.4 33.6 52.3 58.6 22.4 27.0 37.3 40.3 Old : 30.4 33.6 52.3 58.6 22.4 27.0 37.3 40.3 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 15, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 9,345: 267 357 19 8,729 8,737 9,015 9,113: 330 232 Old : 9,345: 267 357 19 8,729 8,737 9,015 9,113: 330 232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 1,073: 45 267 0 973 751 1,018 1,018: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.8 0.2 93.4 93.5 96.5 97.5: 3.5 2.5 Old : 100.0: 2.9 3.8 0.2 93.4 93.5 96.5 97.5: 3.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 2 1 25 20 26 23: Old : 31: 1 2 1 25 20 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 54.7 71.1 76.9 40.4 43.9 59.0 58.3 Old : 47.7 54.7 71.1 76.9 40.4 43.9 59.0 58.3 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 15, 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 : 56,025: 9,586 270 1,637 42,470 53,497 53,693 55,404: 2,332 621 Old : 56,025: 9,586 270 1,637 42,470 53,497 53,693 55,404: 2,332 621 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 366: -489 270 189 666 -57 366 402: 0 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 0.5 2.9 75.8 95.5 95.8 98.9: 4.2 1.1 Old : 100.0: 17.1 0.5 2.9 75.8 95.5 95.8 98.9: 4.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 8 1 4 32 36 40 41: Old : 49: 8 1 4 32 36 40 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 : 27.9 30.6 46.5 52.3 20.0 23.1 31.6 37.7 Old : 27.9 30.6 46.5 52.3 20.0 23.1 31.6 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009