GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 51,309: 1,788 692 0 49,350 50,617 51,138 51,309: 171 0
Old : 51,309: 1,788 692 0 49,350 50,617 51,138 51,309: 171 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 6,488: -150 330 0 6,733 6,258 6,583 6,588: -95 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.3 0.0 96.2 98.7 99.7 100.0: 0.3 0.0
Old : 100.0: 3.5 1.3 0.0 96.2 98.7 99.7 100.0: 0.3 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 : 51: 2 3 0 38 40 40 43:
Old : 51: 2 3 0 38 40 40 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 : 39.3 37.8 65.0 61.7 15.4 12.9 19.9 18.7
Old : 39.3 37.8 65.0 61.7 15.4 12.9 19.9 18.7
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,460: 200 120 50 21,150 21,164 21,400 21,334: 60 126
Old : 21,460: 200 120 50 21,150 21,164 21,400 21,334: 60 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 453: 0 0 0 453 453 453 453: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.6 0.2 98.6 98.6 99.7 99.4: 0.3 0.6
Old : 100.0: 0.9 0.6 0.2 98.6 98.6 99.7 99.4: 0.3 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 : 37: 1 1 1 29 27 31 29:
Old : 37: 1 1 1 29 27 31 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 : 63.2 58.9 79.2 78.4 54.3 48.3 60.9 61.8
Old : 63.2 58.9 79.2 78.4 54.3 48.3 60.9 61.8
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 29, 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 : 7,340: 0 314 524 5,932 5,670 6,456 6,508: 884 832
Old : 7,340: 0 314 524 5,932 5,670 6,456 6,508: 884 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 73: 0 5 0 80 84 80 89: -7 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 7.1 80.8 77.2 88.0 88.7: 12.0 11.3
Old : 100.0: 0.0 4.3 7.1 80.8 77.2 88.0 88.7: 12.0 11.3
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: 0 2 1 27 25 28 27:
Old : 30: 0 2 1 27 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 55.3 56.5 66.2 36.9 45.4 44.5 49.7
Old : 41.8 55.3 56.5 66.2 36.9 45.4 44.5 49.7
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 29, 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 : 11,707: 346 376 500 9,614 9,801 10,460 10,677: 1,247 1,030
Old : 11,707: 346 376 500 9,614 9,801 10,460 10,677: 1,247 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 267: 9 -25 0 473 402 482 377: -215 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.2 4.3 82.1 83.7 89.3 91.2: 10.7 8.8
Old : 100.0: 3.0 3.2 4.3 82.1 83.7 89.3 91.2: 10.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 3 3 39 40 42 45:
Old : 46: 1 3 3 39 40 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 29.8 42.8 45.0 22.2 16.5 33.8 26.9
Old : 25.2 29.8 42.8 45.0 22.2 16.5 33.8 26.9
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,519: 52 192 36 8,824 8,727 8,912 8,955: 607 564
Old : 9,519: 52 192 36 8,824 8,727 8,912 8,955: 607 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 878: 0 20 0 827 823 827 843: 51 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 0.4 92.7 91.7 93.6 94.1: 6.4 5.9
Old : 100.0: 0.5 2.0 0.4 92.7 91.7 93.6 94.1: 6.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 1 5 3 48 58 51 64:
Old : 65: 1 5 3 48 58 51 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.7 45.2 33.6 22.4 16.1 31.5 27.6
Old : 29.2 20.7 45.2 33.6 22.4 16.1 31.5 27.6
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,140: 115 0 83 4,718 4,874 4,916 4,957: 1,224 1,183
Old : 6,140: 115 0 83 4,718 4,874 4,916 4,957: 1,224 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 77: 0 0 0 6 56 6 56: 71 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 1.4 76.8 79.4 80.1 80.7: 19.9 19.3
Old : 100.0: 1.9 0.0 1.4 76.8 79.4 80.1 80.7: 19.9 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 : 23: 1 0 1 20 21 21 22:
Old : 23: 1 0 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 41.6 53.8 59.0 33.4 31.6 42.2 42.4
Old : 40.4 41.6 53.8 59.0 33.4 31.6 42.2 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,094: 840 45 0 1,530 2,650 2,370 2,695: 724 399
Old : 3,094: 840 45 0 1,530 2,650 2,370 2,695: 724 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 246: 60 45 0 166 251 226 296: 20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 1.5 0.0 49.5 85.6 76.6 87.1: 23.4 12.9
Old : 100.0: 27.1 1.5 0.0 49.5 85.6 76.6 87.1: 23.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 16 19 17 20:
Old : 23: 1 1 0 16 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 47.6 64.6 66.4 46.6 45.4 54.6 58.7
Old : 47.8 47.6 64.6 66.4 46.6 45.4 54.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 8,643: 0 0 0 8,628 8,593 8,628 8,593: 15 50
Old : 8,643: 0 0 0 8,628 8,593 8,628 8,593: 15 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 315: 0 0 0 315 315 315 315: 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 21 16 21 16:
Old : 22: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 63.3 81.7 85.5 38.0 41.2 48.5 51.3
Old : 56.8 63.3 81.7 85.5 38.0 41.2 48.5 51.3
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 29, 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 : 360,309: 46,261 20,822 62,909 212,038 244,701 321,208 328,431: 39,101 31,878
Old : 360,309: 46,261 20,822 62,909 212,038 244,701 321,208 328,431: 39,101 31,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -9,556: -2,861 4,688 -4,547 -1,429 -9,588 -8,837 -9,447: -719 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.8 17.5 58.8 67.9 89.1 91.2: 10.9 8.8
Old : 100.0: 12.8 5.8 17.5 58.8 67.9 89.1 91.2: 10.9 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 : 159: 32 32 48 72 80 132 139:
Old : 159: 32 32 48 72 80 132 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 25.1 35.2 36.4 14.6 12.8 23.3 19.6
Old : 21.8 25.1 35.2 36.4 14.6 12.8 23.3 19.6
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 29, 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 : 85,423: 235 5,801 24,821 53,993 49,700 79,049 80,322: 6,375 5,101
Old : 85,423: 235 5,801 24,821 53,993 49,700 79,049 80,322: 6,375 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,062: 59 -66 64 924 846 1,046 844: 16 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.8 29.1 63.2 58.2 92.5 94.0: 7.5 6.0
Old : 100.0: 0.3 6.8 29.1 63.2 58.2 92.5 94.0: 7.5 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 : 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 : 42.1 51.2 65.0 71.6 7.3 10.0 10.3 11.8
Old : 42.1 51.2 65.0 71.6 7.3 10.0 10.3 11.8
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 29, 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 : 25,733: 1,451 100 800 21,380 24,063 23,631 24,963: 2,102 770
Old : 25,733: 1,451 100 800 21,380 24,063 23,631 24,963: 2,102 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 4,328: 50 -100 100 3,303 3,903 3,453 3,903: 875 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.4 3.1 83.1 93.5 91.8 97.0: 8.2 3.0
Old : 100.0: 5.6 0.4 3.1 83.1 93.5 91.8 97.0: 8.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 5 2 4 45 49 51 55:
Old : 63: 5 2 4 45 49 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 30.0 44.2 47.8 20.4 20.1 28.8 29.0
Old : 30.1 30.0 44.2 47.8 20.4 20.1 28.8 29.0
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,041: 1,040 2,750 75 21,361 19,306 22,476 22,131: 1,565 1,910
Old : 24,041: 1,040 2,750 75 21,361 19,306 22,476 22,131: 1,565 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.4 0.3 88.9 80.3 93.5 92.1: 6.5 7.9
Old : 100.0: 4.3 11.4 0.3 88.9 80.3 93.5 92.1: 6.5 7.9
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 : 41: 4 3 1 28 27 32 31:
Old : 41: 4 3 1 28 27 32 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 : 53.0 47.0 66.3 65.7 40.4 40.2 51.1 49.7
Old : 53.0 47.0 66.3 65.7 40.4 40.2 51.1 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,945: 4,759 50 300 11,646 14,513 16,705 14,863: 240 2,082
Old : 16,945: 4,759 50 300 11,646 14,513 16,705 14,863: 240 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -945: -1,650 0 0 705 -945 -945 -945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.3 1.8 68.7 85.6 98.6 87.7: 1.4 12.3
Old : 100.0: 28.1 0.3 1.8 68.7 85.6 98.6 87.7: 1.4 12.3
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: 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 : 74.0 57.5 89.2 72.3 66.9 51.7 75.8 62.5
Old : 74.0 57.5 89.2 72.3 66.9 51.7 75.8 62.5
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 29, 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 : 7,781: 0 0 0 7,055 7,445 7,055 7,445: 726 336
Old : 7,781: 0 0 0 7,055 7,445 7,055 7,445: 726 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 63: 0 0 0 46 53 46 53: 17 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.7 95.7 90.7 95.7: 9.3 4.3
Old : 100.0: 0.0 0.0 0.0 90.7 95.7 90.7 95.7: 9.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 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 : 56.3 71.7 82.1 91.4 50.9 71.5 76.4 86.8
Old : 56.3 71.7 82.1 91.4 50.9 71.5 76.4 86.8
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 29, 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 : 890,286: 147,130 215,203 297,897 358,720 329,480 803,747 842,580: 86,539 47,706
Old : 890,286: 147,130 215,203 297,897 358,720 329,480 803,747 842,580: 86,539 47,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -56,061: 5,869 4,814 -34,980 -22,189 -22,830 -51,300 -52,996: -4,761 -3,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.2 33.5 40.3 37.0 90.3 94.6: 9.7 5.4
Old : 100.0: 16.5 24.2 33.5 40.3 37.0 90.3 94.6: 9.7 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 : 269: 83 93 120 82 72 242 216:
Old : 269: 83 93 120 82 72 242 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 39.5 43.2 52.4 15.7 21.4 20.2 25.5
Old : 30.3 39.5 43.2 52.4 15.7 21.4 20.2 25.5
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 29, 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 : 79,335: 519 25 2,555 69,446 71,399 72,520 73,979: 6,815 5,356
Old : 79,335: 519 25 2,555 69,446 71,399 72,520 73,979: 6,815 5,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 559: -209 0 458 310 788 559 1,246: 0 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.2 87.5 90.0 91.4 93.2: 8.6 6.8
Old : 100.0: 0.7 0.0 3.2 87.5 90.0 91.4 93.2: 8.6 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 : 31: 2 1 3 25 26 28 29:
Old : 31: 2 1 3 25 26 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 : 52.2 43.2 68.4 63.6 47.6 36.0 54.3 51.4
Old : 52.2 43.2 68.4 63.6 47.6 36.0 54.3 51.4
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 29, 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 : 53,412: 1,122 1,702 6,216 38,442 29,388 45,780 37,306: 7,632 16,106
Old : 53,412: 1,122 1,702 6,216 38,442 29,388 45,780 37,306: 7,632 16,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,840: 302 76 1,722 429 -990 2,453 808: -613 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.2 11.6 72.0 55.0 85.7 69.8: 14.3 30.2
Old : 100.0: 2.1 3.2 11.6 72.0 55.0 85.7 69.8: 14.3 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 19 19 22 22:
Old : 25: 2 1 3 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 44.5 73.5 59.0 39.3 33.0 53.8 40.2
Old : 49.6 44.5 73.5 59.0 39.3 33.0 53.8 40.2
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 29, 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 : 70,398: 2,420 0 586 57,965 56,254 60,971 56,840: 9,427 13,558
Old : 70,398: 2,420 0 586 57,965 56,254 60,971 56,840: 9,427 13,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -204: 0 0 0 -2 -60 -2 -60: -202 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.8 82.3 79.9 86.6 80.7: 13.4 19.3
Old : 100.0: 3.4 0.0 0.8 82.3 79.9 86.6 80.7: 13.4 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 : 34.8 28.6 55.4 45.8 30.4 24.2 43.4 35.2
Old : 34.8 28.6 55.4 45.8 30.4 24.2 43.4 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,799: 0 0 0 76,239 79,919 76,239 79,919: 9,560 5,880
Old : 85,799: 0 0 0 76,239 79,919 76,239 79,919: 9,560 5,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,753: 0 0 0 2,316 1,795 2,316 1,795: -563 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.9 93.1 88.9 93.1: 11.1 6.9
Old : 100.0: 0.0 0.0 0.0 88.9 93.1 88.9 93.1: 11.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 25 25 25 25:
Old : 28: 0 0 0 25 25 25 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 : 43.8 45.3 63.6 66.5 40.0 37.8 55.5 55.3
Old : 43.8 45.3 63.6 66.5 40.0 37.8 55.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,102: 0 2,451 4,391 78,212 77,360 82,603 84,202: 7,499 5,900
Old : 90,102: 0 2,451 4,391 78,212 77,360 82,603 84,202: 7,499 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -156: 0 -1,689 600 -291 397 309 -692: -465 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 4.9 86.8 85.9 91.7 93.5: 8.3 6.5
Old : 100.0: 0.0 2.7 4.9 86.8 85.9 91.7 93.5: 8.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 2 2 27 28 29 30:
Old : 37: 0 2 2 27 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.6 58.6 59.8 36.0 38.1 50.2 54.9
Old : 41.2 38.6 58.6 59.8 36.0 38.1 50.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 112,866: 399 9,498 5,896 100,443 88,808 106,738 104,202: 6,128 8,664
Old : 112,866: 399 9,498 5,896 100,443 88,808 106,738 104,202: 6,128 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,849: 399 5,983 -3,442 4,691 -846 1,648 1,695: 201 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.4 5.2 89.0 78.7 94.6 92.3: 5.4 7.7
Old : 100.0: 0.4 8.4 5.2 89.0 78.7 94.6 92.3: 5.4 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 : 38: 1 3 2 20 28 23 31:
Old : 38: 1 3 2 20 28 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 36.1 79.1 56.8 58.8 34.8 71.9 52.7
Old : 62.5 36.1 79.1 56.8 58.8 34.8 71.9 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 36,816: 0 5,095 3,073 32,485 24,881 35,558 33,049: 1,258 3,767
Old : 36,816: 0 5,095 3,073 32,485 24,881 35,558 33,049: 1,258 3,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,009: 0 306 228 1,922 1,138 2,150 1,672: -1,141 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.8 8.3 88.2 67.6 96.6 89.8: 3.4 10.2
Old : 100.0: 0.0 13.8 8.3 88.2 67.6 96.6 89.8: 3.4 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 : 21: 0 2 2 17 13 19 15:
Old : 21: 0 2 2 17 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 : 61.6 46.3 81.4 74.2 53.7 35.5 63.2 55.9
Old : 61.6 46.3 81.4 74.2 53.7 35.5 63.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 48,803: 0 0 0 34,715 41,681 34,715 41,681: 14,088 7,122
Old : 48,803: 0 0 0 34,715 41,681 34,715 41,681: 14,088 7,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -205: 0 0 0 9 -847 9 -847: -214 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 71.1 85.4 71.1 85.4: 28.9 14.6
Old : 100.0: 0.0 0.0 0.0 71.1 85.4 71.1 85.4: 28.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 35.2 58.7 50.2 73.4 32.4 53.7 42.2 59.7
Old : 35.2 58.7 50.2 73.4 32.4 53.7 42.2 59.7
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 29, 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 : 103,428: 2,049 2,045 6,881 85,532 90,344 94,462 99,270: 8,966 4,158
Old : 103,428: 2,049 2,045 6,881 85,532 90,344 94,462 99,270: 8,966 4,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,181: -302 -4,741 1,987 823 5,489 2,508 2,735: -327 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.0 6.7 82.7 87.3 91.3 96.0: 8.7 4.0
Old : 100.0: 2.0 2.0 6.7 82.7 87.3 91.3 96.0: 8.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 2 5 27 34 32 39:
Old : 41: 3 2 5 27 34 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 38.5 61.4 57.1 39.4 37.7 50.9 53.9
Old : 42.2 38.5 61.4 57.1 39.4 37.7 50.9 53.9
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 29, 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 : 1,605,962: 51,223 110,450 499,208 1,052,097 993,269 1,602,529 1,602,928: 3,433 3,034
Old : 1,605,962: 51,223 110,450 499,208 1,052,097 993,269 1,602,529 1,602,928: 3,433 3,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -283,406: -6,679 -30,756 -123,947 -153,902 -129,833 -284,528 -284,536: 1,122 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.9 31.1 65.5 61.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.2 6.9 31.1 65.5 61.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 36 43 65 54 62 125 135:
Old : 141: 36 43 65 54 62 125 135:
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 : 37.4 34.9 57.0 53.2 9.6 7.8 12.1 11.0
Old : 37.4 34.9 57.0 53.2 9.6 7.8 12.1 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,486: 6,572 1,984 496 75,170 79,758 82,238 82,238: 248 248
Old : 82,486: 6,572 1,984 496 75,170 79,758 82,238 82,238: 248 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,697: 5,208 -372 0 -2,480 3,004 2,728 2,632: -31 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.4 0.6 91.1 96.7 99.7 99.7: 0.3 0.3
Old : 100.0: 8.0 2.4 0.6 91.1 96.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 1 12 18 16 21:
Old : 28: 4 2 1 12 18 16 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 : 76.8 60.5 90.1 88.4 48.2 43.4 56.5 52.6
Old : 76.8 60.5 90.1 88.4 48.2 43.4 56.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A26
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 22,840: 0 0 0 21,926 21,678 21,926 21,678: 914 1,162
Old : 22,840: 0 0 0 21,926 21,678 21,926 21,678: 914 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 94.9 96.0 94.9: 4.0 5.1
Old : 100.0: 0.0 0.0 0.0 96.0 94.9 96.0 94.9: 4.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 16 11 16:
Old : 21: 0 0 0 11 16 11 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 : 72.4 66.9 91.8 81.6 64.4 53.7 76.2 66.7
Old : 72.4 66.9 91.8 81.6 64.4 53.7 76.2 66.7
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 29, 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 : 63,275: 1,122 7,533 2,960 55,232 42,513 59,314 53,006: 3,961 10,269
Old : 63,275: 1,122 7,533 2,960 55,232 42,513 59,314 53,006: 3,961 10,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,116: -302 -722 427 2,177 1,327 2,302 1,032: -1,186 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 11.9 4.7 87.3 67.2 93.7 83.8: 6.3 16.2
Old : 100.0: 1.8 11.9 4.7 87.3 67.2 93.7 83.8: 6.3 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 11 15 13 17:
Old : 21: 1 1 2 11 15 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 : 78.9 42.9 91.2 63.3 78.9 40.6 82.4 60.6
Old : 78.9 42.9 91.2 63.3 78.9 40.6 82.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 124,377: 6,572 4,384 496 116,035 115,906 123,103 120,786: 1,274 3,591
Old : 124,377: 6,572 4,384 496 116,035 115,906 123,103 120,786: 1,274 3,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 8,796: 5,208 -372 0 4,326 8,865 9,534 8,493: -738 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.5 0.4 93.3 93.2 99.0 97.1: 1.0 2.9
Old : 100.0: 5.3 3.5 0.4 93.3 93.2 99.0 97.1: 1.0 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 : 31: 4 2 1 20 19 24 22:
Old : 31: 4 2 1 20 19 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 : 61.8 59.1 81.7 80.7 47.1 48.6 55.1 58.5
Old : 61.8 59.1 81.7 80.7 47.1 48.6 55.1 58.5
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 29, 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 : 231,413: 13,568 12,067 4,436 206,448 208,592 224,452 225,095: 6,961 6,318
Old : 231,413: 13,568 12,067 4,436 206,448 208,592 224,452 225,095: 6,961 6,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 4,250: 4,122 2,052 -1,723 3,915 3,770 6,314 4,099: -2,064 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.2 1.9 89.2 90.1 97.0 97.3: 3.0 2.7
Old : 100.0: 5.9 5.2 1.9 89.2 90.1 97.0 97.3: 3.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 1 4 40 40 46 44:
Old : 52: 5 1 4 40 40 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 47.0 47.0 62.6 26.9 45.5 38.5 54.3
Old : 29.8 47.0 47.0 62.6 26.9 45.5 38.5 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 150,738: 3,603 797 3,546 130,811 143,461 137,960 147,804: 12,778 2,934
Old : 150,738: 3,603 797 3,546 130,811 143,461 137,960 147,804: 12,778 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -31: 3,603 -28 -543 -3,929 535 -869 -36: 838 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 2.4 86.8 95.2 91.5 98.1: 8.5 1.9
Old : 100.0: 2.4 0.5 2.4 86.8 95.2 91.5 98.1: 8.5 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 : 39: 2 2 2 30 28 33 31:
Old : 39: 2 2 2 30 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 : 39.5 46.4 57.3 69.2 35.9 44.8 48.9 64.1
Old : 39.5 46.4 57.3 69.2 35.9 44.8 48.9 64.1
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 264,182: 19,367 0 13,461 213,741 239,737 246,569 253,198: 17,613 10,984
Old : 264,182: 19,367 0 13,461 213,741 239,737 246,569 253,198: 17,613 10,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 603: 618 0 138 -529 2,313 227 2,451: 376 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 5.1 80.9 90.7 93.3 95.8: 6.7 4.2
Old : 100.0: 7.3 0.0 5.1 80.9 90.7 93.3 95.8: 6.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 0 4 39 42 44 46:
Old : 49: 5 0 4 39 42 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 28.9 55.8 49.2 29.4 25.2 40.3 43.5
Old : 38.4 28.9 55.8 49.2 29.4 25.2 40.3 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 56,544: 0 180 3,277 45,961 46,883 49,238 50,340: 7,306 6,204
Old : 56,544: 0 180 3,277 45,961 46,883 49,238 50,340: 7,306 6,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 5.8 81.3 82.9 87.1 89.0: 12.9 11.0
Old : 100.0: 0.0 0.3 5.8 81.3 82.9 87.1 89.0: 12.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 17 15 18 16:
Old : 20: 0 1 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 53.4 65.8 77.2 41.4 45.0 55.5 57.7
Old : 44.2 53.4 65.8 77.2 41.4 45.0 55.5 57.7
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 29, 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 : 75,388: 336 1,379 1,021 67,554 68,004 68,911 70,404: 6,477 4,984
Old : 75,388: 336 1,379 1,021 67,554 68,004 68,911 70,404: 6,477 4,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -453: -456 0 88 -85 -386 -453 -298: 0 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.8 1.4 89.6 90.2 91.4 93.4: 8.6 6.6
Old : 100.0: 0.4 1.8 1.4 89.6 90.2 91.4 93.4: 8.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 3 18 15 21 18:
Old : 23: 1 1 3 18 15 21 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 : 63.3 49.3 82.1 70.4 58.7 42.4 63.8 59.4
Old : 63.3 49.3 82.1 70.4 58.7 42.4 63.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 2,918,871: 649,001 87,752 910,662 1,332,476 1,907,934 2,892,139 2,906,348: 26,732 12,523
Old : 2,918,871: 649,001 87,752 910,662 1,332,476 1,907,934 2,892,139 2,906,348: 26,732 12,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -159,946: 28,017 8,451 -107,911 -82,643 -62,399 -162,537 -161,859: 2,591 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.0 31.2 45.7 65.4 99.1 99.6: 0.9 0.4
Old : 100.0: 22.2 3.0 31.2 45.7 65.4 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 40 22 55 101 101 167 159:
Old : 182: 40 22 55 101 101 167 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 33.1 43.0 45.7 16.2 18.6 22.2 26.6
Old : 30.6 33.1 43.0 45.7 16.2 18.6 22.2 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 29, 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 : 920,841: 110,142 133,453 165,585 640,267 618,846 915,994 917,884: 4,847 2,957
Old : 920,841: 110,142 133,453 165,585 640,267 618,846 915,994 917,884: 4,847 2,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -204,249: -52,713 33,416 -81,472 -71,479 -156,848 -205,664 -204,904: 1,415 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.5 18.0 69.5 67.2 99.5 99.7: 0.5 0.3
Old : 100.0: 12.0 14.5 18.0 69.5 67.2 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 26 19 34 40 40 80 79:
Old : 88: 26 19 34 40 40 80 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 39.6 55.5 58.8 33.4 34.0 45.2 45.6
Old : 38.0 39.6 55.5 58.8 33.4 34.0 45.2 45.6
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 29, 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 : 2,085: 0 361 38 2,005 1,575 2,043 1,974: 42 111
Old : 2,085: 0 361 38 2,005 1,575 2,043 1,974: 42 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 273: -25 110 1 317 84 293 195: -20 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 1.8 96.2 75.5 98.0 94.7: 2.0 5.3
Old : 100.0: 0.0 17.3 1.8 96.2 75.5 98.0 94.7: 2.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 1 12 13 13 17:
Old : 22: 0 4 1 12 13 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 : 73.5 56.7 91.9 75.1 73.2 55.3 89.9 70.7
Old : 73.5 56.7 91.9 75.1 73.2 55.3 89.9 70.7
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 29, 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 : 126,720: 1,470 1,543 2,361 121,725 121,750 125,556 125,654: 1,165 1,066
Old : 126,720: 1,470 1,543 2,361 121,725 121,750 125,556 125,654: 1,165 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -5,072: -365 -81 -485 -4,672 -5,543 -5,522 -6,108: 450 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.2 1.9 96.1 96.1 99.1 99.2: 0.9 0.8
Old : 100.0: 1.2 1.2 1.9 96.1 96.1 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 5 36 35 41 40:
Old : 43: 1 4 5 36 35 41 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 : 56.8 53.3 78.0 77.7 7.1 7.1 9.3 9.9
Old : 56.8 53.3 78.0 77.7 7.1 7.1 9.3 9.9
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,525: 0 44 0 7,163 7,375 7,163 7,419: 362 106
Old : 7,525: 0 44 0 7,163 7,375 7,163 7,419: 362 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -510: 0 0 0 -510 -510 -510 -510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.2 98.0 95.2 98.6: 4.8 1.4
Old : 100.0: 0.0 0.6 0.0 95.2 98.0 95.2 98.6: 4.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 15 12 16:
Old : 22: 0 1 0 12 15 12 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 : 54.8 76.1 83.9 90.7 51.7 71.9 80.8 84.3
Old : 54.8 76.1 83.9 90.7 51.7 71.9 80.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 25,466: 612 1 558 23,120 23,472 24,290 24,031: 1,176 1,435
Old : 25,466: 612 1 558 23,120 23,472 24,290 24,031: 1,176 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -2,532: -2,385 1 416 -476 -3,030 -2,444 -2,612: -88 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 2.2 90.8 92.2 95.4 94.4: 4.6 5.6
Old : 100.0: 2.4 0.0 2.2 90.8 92.2 95.4 94.4: 4.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 21 20 24 22:
Old : 26: 2 1 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 : 40.2 58.3 63.8 77.7 30.3 32.6 42.4 44.1
Old : 40.2 58.3 63.8 77.7 30.3 32.6 42.4 44.1
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 29, 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 : 31,711: 0 662 582 29,500 30,199 30,082 31,443: 1,629 268
Old : 31,711: 0 662 582 29,500 30,199 30,082 31,443: 1,629 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -142: 0 40 0 -182 -122 -182 -82: 40 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 1.8 93.0 95.2 94.9 99.2: 5.1 0.8
Old : 100.0: 0.0 2.1 1.8 93.0 95.2 94.9 99.2: 5.1 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 : 31: 0 2 2 26 25 28 27:
Old : 31: 0 2 2 26 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 45.5 64.1 70.8 27.8 32.5 38.1 43.2
Old : 42.8 45.5 64.1 70.8 27.8 32.5 38.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 23,745: 0 0 0 23,003 23,153 23,003 23,153: 742 592
Old : 23,745: 0 0 0 23,003 23,153 23,003 23,153: 742 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 97.5 96.9 97.5: 3.1 2.5
Old : 100.0: 0.0 0.0 0.0 96.9 97.5 96.9 97.5: 3.1 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 15 16 15:
Old : 20: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 86.8 84.0 93.8 55.9 78.5 74.8 82.0
Old : 61.4 86.8 84.0 93.8 55.9 78.5 74.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 13,316: 796 0 0 11,472 12,310 12,268 12,310: 1,048 1,006
Old : 13,316: 796 0 0 11,472 12,310 12,268 12,310: 1,048 1,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -94: 0 0 0 -84 -132 -84 -132: -10 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.0 86.2 92.4 92.1 92.4: 7.9 7.6
Old : 100.0: 6.0 0.0 0.0 86.2 92.4 92.1 92.4: 7.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 22 18 24 18:
Old : 25: 2 0 0 22 18 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 45.9 59.1 75.4 30.3 35.4 49.6 54.5
Old : 34.5 45.9 59.1 75.4 30.3 35.4 49.6 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 40,638: 0 0 0 39,489 40,034 39,490 40,034: 1,148 604
Old : 40,638: 0 0 0 39,489 40,034 39,490 40,034: 1,148 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 644: -0 0 0 686 482 686 482: -42 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 98.5 97.2 98.5: 2.8 1.5
Old : 100.0: 0.0 0.0 0.0 97.2 98.5 97.2 98.5: 2.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 20 22 21 22:
Old : 24: 1 0 0 20 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 66.6 85.7 84.4 38.3 48.4 50.2 54.2
Old : 68.7 66.6 85.7 84.4 38.3 48.4 50.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 13,148: 0 0 0 12,612 12,750 12,612 12,750: 536 398
Old : 13,148: 0 0 0 12,612 12,750 12,612 12,750: 536 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -116: 0 0 0 -140 1,750 -140 1,750: 24 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 97.0 95.9 97.0: 4.1 3.0
Old : 100.0: 0.0 0.0 0.0 95.9 97.0 95.9 97.0: 4.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 22 20 22 20:
Old : 24: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 64.5 64.5 80.7 32.5 55.7 47.9 61.5
Old : 39.6 64.5 64.5 80.7 32.5 55.7 47.9 61.5
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 22,066: 0 1,240 0 21,876 20,636 21,876 21,876: 190 190
Old : 22,066: 0 1,240 0 21,876 20,636 21,876 21,876: 190 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 200: 0 100 0 200 100 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 99.1 93.5 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 5.6 0.0 99.1 93.5 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 14 8 14 10:
Old : 23: 0 2 0 14 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 85.8 90.3 98.2 67.8 85.8 90.3 98.2
Old : 67.8 85.8 90.3 98.2 67.8 85.8 90.3 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 35,461: 264 569 0 31,487 34,892 31,751 35,461: 3,710 0
Old : 35,461: 264 569 0 31,487 34,892 31,751 35,461: 3,710 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 0.0 88.8 98.4 89.5 100.0: 10.5 0.0
Old : 100.0: 0.7 1.6 0.0 88.8 98.4 89.5 100.0: 10.5 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 : 20: 1 2 0 15 6 16 8:
Old : 20: 1 2 0 15 6 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 93.2 73.0 100.0 54.4 84.9 70.0 88.0
Old : 54.4 93.2 73.0 100.0 54.4 84.9 70.0 88.0
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 29, 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 : 95,756: 0 6,325 0 95,756 89,431 95,756 95,756: 0 0
Old : 95,756: 0 6,325 0 95,756 89,431 95,756 95,756: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 800: 0 0 0 800 800 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.0 100.0 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.6 0.0 100.0 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.6 66.4 84.2 86.3 66.6 62.9 80.7 79.6
Old : 66.6 66.4 84.2 86.3 66.6 62.9 80.7 79.6
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 29, 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 22, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 14 12 14 14:
Old : 24: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 29, 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 : 150,687: 8,090 0 0 142,597 149,737 150,687 149,737: 0 950
Old : 150,687: 8,090 0 0 142,597 149,737 150,687 149,737: 0 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 4,477: 100 0 0 4,377 4,477 4,477 4,477: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 94.6 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 5.4 0.0 0.0 94.6 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 : 38: 4 0 0 20 29 24 29:
Old : 38: 4 0 0 20 29 24 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 : 42.0 52.1 65.0 71.2 37.9 50.8 57.1 64.0
Old : 42.0 52.1 65.0 71.2 37.9 50.8 57.1 64.0
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 29, 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 : 2,216,306: 108,392 0 0 2,107,914 2,216,306 2,216,306 2,216,306: 0 0
Old : 2,216,306: 108,392 0 0 2,107,914 2,216,306 2,216,306 2,216,306: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 67,390: 0 0 0 67,390 67,390 67,390 67,390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 95.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 0.0 0.0 95.1 100.0 100.0 100.0: 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 : 32: 3 0 0 18 23 21 23:
Old : 32: 3 0 0 18 23 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 61.3 85.3 81.0 59.2 58.2 80.3 75.0
Old : 60.9 61.3 85.3 81.0 59.2 58.2 80.3 75.0
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 29, 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 : 48,788: 38 3,195 42 48,623 45,062 48,703 48,299: 85 489
Old : 48,788: 38 3,195 42 48,623 45,062 48,703 48,299: 85 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.5 0.1 99.7 92.4 99.8 99.0: 0.2 1.0
Old : 100.0: 0.1 6.5 0.1 99.7 92.4 99.8 99.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 19 14 20 16:
Old : 27: 1 1 1 19 14 20 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 : 56.5 66.0 76.4 87.3 49.3 62.0 66.8 76.8
Old : 56.5 66.0 76.4 87.3 49.3 62.0 66.8 76.8
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 29, 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 : 760,711: 0 64,240 0 760,711 696,471 760,711 760,711: 0 0
Old : 760,711: 0 64,240 0 760,711 696,471 760,711 760,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 35,090: 0 0 0 35,090 35,090 35,090 35,090: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 100.0 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.4 0.0 100.0 91.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 14 14 15:
Old : 22: 0 1 0 14 14 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 : 73.4 64.7 90.4 89.6 72.1 62.8 86.1 83.4
Old : 73.4 64.7 90.4 89.6 72.1 62.8 86.1 83.4
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 47,797: 1,290 210 110 46,397 47,477 47,797 47,797: 0 0
Old : 47,797: 1,290 210 110 46,397 47,477 47,797 47,797: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 233: 0 -110 110 328 233 438 233: -205 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.4 0.2 97.1 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.4 0.2 97.1 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 : 34: 1 1 1 22 25 24 27:
Old : 34: 1 1 1 22 25 24 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 : 51.6 42.1 73.4 63.1 44.1 40.5 62.5 59.3
Old : 51.6 42.1 73.4 63.1 44.1 40.5 62.5 59.3
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 29, 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 : 811,165: 27,151 23,400 2,304 781,710 785,461 811,165 811,165: 0 0
Old : 811,165: 27,151 23,400 2,304 781,710 785,461 811,165 811,165: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 5,361: 0 0 0 5,361 5,361 5,361 5,361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.9 0.3 96.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 2.9 0.3 96.4 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 21 24 23 26:
Old : 33: 2 1 1 21 24 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 47.5 65.4 68.8 34.1 38.6 53.2 57.1
Old : 42.2 47.5 65.4 68.8 34.1 38.6 53.2 57.1
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 29, 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 : 21,136: 276 84 74 20,229 20,792 20,579 20,950: 557 186
Old : 21,136: 276 84 74 20,229 20,792 20,579 20,950: 557 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 242: 0 0 0 212 242 212 242: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 0.4 95.7 98.4 97.4 99.1: 2.6 0.9
Old : 100.0: 1.3 0.4 0.4 95.7 98.4 97.4 99.1: 2.6 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 : 31.9 44.5 54.2 64.6 25.1 32.1 36.8 41.4
Old : 31.9 44.5 54.2 64.6 25.1 32.1 36.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 9,495: 337 0 0 8,628 9,049 8,965 9,049: 530 446
Old : 9,495: 337 0 0 8,628 9,049 8,965 9,049: 530 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 155: 0 0 0 -15 -4 -15 -4: 170 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 90.9 95.3 94.4 95.3: 5.6 4.7
Old : 100.0: 3.5 0.0 0.0 90.9 95.3 94.4 95.3: 5.6 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 : 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 : 37.8 55.6 58.2 79.1 28.8 46.1 40.9 54.5
Old : 37.8 55.6 58.2 79.1 28.8 46.1 40.9 54.5
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 29, 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 : 14,873: 290 0 135 14,131 14,648 14,556 14,783: 317 90
Old : 14,873: 290 0 135 14,131 14,648 14,556 14,783: 317 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 19: -35 0 0 19 19 -16 19: 35 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.9 95.0 98.5 97.9 99.4: 2.1 0.6
Old : 100.0: 1.9 0.0 0.9 95.0 98.5 97.9 99.4: 2.1 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 : 27: 1 0 1 22 21 23 22:
Old : 27: 1 0 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 45.8 77.9 75.5 54.3 41.5 63.3 52.2
Old : 55.1 45.8 77.9 75.5 54.3 41.5 63.3 52.2
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,881: 0 230 340 7,297 7,361 7,637 7,931: 1,244 950
Old : 8,881: 0 230 340 7,297 7,361 7,637 7,931: 1,244 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,862: 0 -45 33 927 1,635 960 1,623: 902 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 3.8 82.2 82.9 86.0 89.3: 14.0 10.7
Old : 100.0: 0.0 2.6 3.8 82.2 82.9 86.0 89.3: 14.0 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 25 23 26 24:
Old : 30: 0 1 1 25 23 26 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 : 35.6 41.7 56.1 61.0 18.3 22.9 24.1 28.7
Old : 35.6 41.7 56.1 61.0 18.3 22.9 24.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,123: 0 200 80 3,788 3,612 3,868 3,892: 255 231
Old : 4,123: 0 200 80 3,788 3,612 3,868 3,892: 255 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.9 91.9 87.6 93.8 94.4: 6.2 5.6
Old : 100.0: 0.0 4.9 1.9 91.9 87.6 93.8 94.4: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 16 17 17 18:
Old : 20: 0 1 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 48.4 66.7 74.9 33.6 35.2 45.7 49.2
Old : 46.1 48.4 66.7 74.9 33.6 35.2 45.7 49.2
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 29, 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 : 2,790,345: 230,611 107,711 951,191 1,521,846 1,655,364 2,703,648 2,714,266: 86,697 76,079
Old : 2,790,345: 230,611 107,711 951,191 1,521,846 1,655,364 2,703,648 2,714,266: 86,697 76,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 94,760: -4,124 21,812 52,930 40,620 18,930 89,426 93,672: 5,334 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.9 34.1 54.5 59.3 96.9 97.3: 3.1 2.7
Old : 100.0: 8.3 3.9 34.1 54.5 59.3 96.9 97.3: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 156 80 185 92 99 318 302:
Old : 348: 156 80 185 92 99 318 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 22.9 39.3 37.9 5.2 4.2 7.4 6.5
Old : 25.6 22.9 39.3 37.9 5.2 4.2 7.4 6.5
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 29, 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 : 95,352: 4,744 25,376 20,645 67,408 47,285 92,797 93,306: 2,555 2,046
Old : 95,352: 4,744 25,376 20,645 67,408 47,285 92,797 93,306: 2,555 2,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,822: -2,734 1,291 -7 3,586 695 845 1,979: 977 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 26.6 21.7 70.7 49.6 97.3 97.9: 2.7 2.1
Old : 100.0: 5.0 26.6 21.7 70.7 49.6 97.3 97.9: 2.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 6 13 17 19 30 32:
Old : 36: 7 6 13 17 19 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 58.4 79.4 76.8 48.2 46.3 57.4 57.7
Old : 61.1 58.4 79.4 76.8 48.2 46.3 57.4 57.7
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 29, 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 : 216,678: 34,862 34,706 657 144,920 135,414 180,439 170,777: 36,239 45,901
Old : 216,678: 34,862 34,706 657 144,920 135,414 180,439 170,777: 36,239 45,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 268: 543 120 -232 -6,583 6,476 -6,272 6,364: 6,540 -6,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.0 0.3 66.9 62.5 83.3 78.8: 16.7 21.2
Old : 100.0: 16.1 16.0 0.3 66.9 62.5 83.3 78.8: 16.7 21.2
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 : 37: 3 4 4 27 27 32 33:
Old : 37: 3 4 4 27 27 32 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 32.9 56.2 51.7 34.8 28.5 50.7 43.2
Old : 35.8 32.9 56.2 51.7 34.8 28.5 50.7 43.2
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 29, 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 : 192,635: 28,456 10,949 47,086 113,589 131,848 189,131 189,883: 3,503 2,752
Old : 192,635: 28,456 10,949 47,086 113,589 131,848 189,131 189,883: 3,503 2,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,427: 176 723 -478 -757 -1,489 -1,059 -1,243: -367 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.7 24.4 59.0 68.4 98.2 98.6: 1.8 1.4
Old : 100.0: 14.8 5.7 24.4 59.0 68.4 98.2 98.6: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 17 37 29 29 69 68:
Old : 72: 25 17 37 29 29 69 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 41.1 52.5 62.1 11.3 14.2 15.6 19.0
Old : 31.8 41.1 52.5 62.1 11.3 14.2 15.6 19.0
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 29, 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 : 599,372: 43,236 2,598 72,283 459,484 503,275 575,003 578,156: 24,369 21,216
Old : 599,372: 43,236 2,598 72,283 459,484 503,275 575,003 578,156: 24,369 21,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -13,115: -436 -59 -508 -12,579 -12,049 -13,524 -12,616: 408 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.4 12.1 76.7 84.0 95.9 96.5: 4.1 3.5
Old : 100.0: 7.2 0.4 12.1 76.7 84.0 95.9 96.5: 4.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 1 11 31 32 42 43:
Old : 43: 10 1 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 : 31.1 28.6 52.7 48.1 11.3 9.0 16.2 13.9
Old : 31.1 28.6 52.7 48.1 11.3 9.0 16.2 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 80,367: 152 1,810 395 78,310 77,377 78,857 79,582: 1,510 785
Old : 80,367: 152 1,810 395 78,310 77,377 78,857 79,582: 1,510 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 5,785: 0 50 -25 5,375 5,425 5,350 5,450: 435 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 0.5 97.4 96.3 98.1 99.0: 1.9 1.0
Old : 100.0: 0.2 2.3 0.5 97.4 96.3 98.1 99.0: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 5 5 46 50 53 56:
Old : 62: 2 5 5 46 50 53 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 28.4 56.0 46.1 26.6 13.5 32.8 21.7
Old : 39.7 28.4 56.0 46.1 26.6 13.5 32.8 21.7
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 29, 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 : 171,450: 18,995 46,049 11,957 134,345 105,137 165,297 163,143: 6,153 8,307
Old : 171,450: 18,995 46,049 11,957 134,345 105,137 165,297 163,143: 6,153 8,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,910: -263 2,413 908 2,102 -322 2,747 2,999: 163 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 26.9 7.0 78.4 61.3 96.4 95.2: 3.6 4.8
Old : 100.0: 11.1 26.9 7.0 78.4 61.3 96.4 95.2: 3.6 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 : 50: 6 19 17 24 24 43 47:
Old : 50: 6 19 17 24 24 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 33.0 64.6 51.2 25.2 16.7 34.2 24.1
Old : 50.4 33.0 64.6 51.2 25.2 16.7 34.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 41,458: 2,090 3,525 3,020 31,855 30,935 36,965 37,480: 4,493 3,978
Old : 41,458: 2,090 3,525 3,020 31,855 30,935 36,965 37,480: 4,493 3,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,074: 306 300 1,038 0 300 1,344 1,638: -270 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.5 7.3 76.8 74.6 89.2 90.4: 10.8 9.6
Old : 100.0: 5.0 8.5 7.3 76.8 74.6 89.2 90.4: 10.8 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 : 23: 2 4 7 14 15 21 22:
Old : 23: 2 4 7 14 15 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 47.1 67.4 67.4 31.8 27.6 36.0 35.3
Old : 46.4 47.1 67.4 67.4 31.8 27.6 36.0 35.3
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 109,149: 4,923 1,865 1,645 77,858 81,363 84,426 84,873: 24,723 24,276
Old : 109,149: 4,923 1,865 1,645 77,858 81,363 84,426 84,873: 24,723 24,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 785: 0 60 34 3,816 842 3,850 936: -3,065 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.7 1.5 71.3 74.5 77.3 77.8: 22.7 22.2
Old : 100.0: 4.5 1.7 1.5 71.3 74.5 77.3 77.8: 22.7 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 23 21 26 23:
Old : 26: 2 1 2 23 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 33.8 48.0 54.6 21.6 28.4 33.7 38.9
Old : 31.9 33.8 48.0 54.6 21.6 28.4 33.7 38.9
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 29, 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 : 43,098: 400 1,428 0 42,488 41,568 42,888 42,996: 210 102
Old : 43,098: 400 1,428 0 42,488 41,568 42,888 42,996: 210 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 265: 0 0 0 265 315 265 315: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 0.0 98.6 96.4 99.5 99.8: 0.5 0.2
Old : 100.0: 0.9 3.3 0.0 98.6 96.4 99.5 99.8: 0.5 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 : 45: 1 3 0 29 35 30 38:
Old : 45: 1 3 0 29 35 30 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 : 63.2 35.3 77.3 53.5 54.3 33.1 65.1 48.7
Old : 63.2 35.3 77.3 53.5 54.3 33.1 65.1 48.7
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 29, 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 : 20,094: 13,037 2,482 65 4,494 17,222 17,596 19,769: 2,498 325
Old : 20,094: 13,037 2,482 65 4,494 17,222 17,596 19,769: 2,498 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -3,087: -2,874 -265 -28 45 -2,757 -2,857 -3,050: -230 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 12.4 0.3 22.4 85.7 87.6 98.4: 12.4 1.6
Old : 100.0: 64.9 12.4 0.3 22.4 85.7 87.6 98.4: 12.4 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 : 137: 79 15 1 15 29 95 44:
Old : 137: 79 15 1 15 29 95 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 : 28.9 42.9 43.8 60.4 28.9 42.9 43.8 60.1
Old : 28.9 42.9 43.8 60.4 28.9 42.9 43.8 60.1
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 29, 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 : 28,591: 19,257 1,886 340 4,836 25,496 24,433 27,722: 4,158 869
Old : 28,591: 19,257 1,886 340 4,836 25,496 24,433 27,722: 4,158 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,679: -1,151 -298 126 543 -993 -482 -1,165: -1,197 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 6.6 1.2 16.9 89.2 85.5 97.0: 14.5 3.0
Old : 100.0: 67.4 6.6 1.2 16.9 89.2 85.5 97.0: 14.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 78 10 4 16 30 96 43:
Old : 130: 78 10 4 16 30 96 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 : 20.5 33.0 35.4 51.2 20.5 32.8 35.4 51.0
Old : 20.5 33.0 35.4 51.2 20.5 32.8 35.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 213,819: 43,609 15,246 21,874 135,169 162,040 200,652 199,159: 13,168 14,660
Old : 213,819: 43,609 15,246 21,874 135,169 162,040 200,652 199,159: 13,168 14,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -23,591: -7,376 2,958 -9,481 -4,702 -17,877 -21,559 -24,400: -2,032 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 7.1 10.2 63.2 75.8 93.8 93.1: 6.2 6.9
Old : 100.0: 20.4 7.1 10.2 63.2 75.8 93.8 93.1: 6.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 41 30 39 66 77 129 129:
Old : 161: 41 30 39 66 77 129 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 19.5 34.0 31.6 14.9 10.4 22.4 15.9
Old : 20.8 19.5 34.0 31.6 14.9 10.4 22.4 15.9
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 22,982: 1,356 0 328 16,640 18,068 18,324 18,396: 4,658 4,586
Old : 22,982: 1,356 0 328 16,640 18,068 18,324 18,396: 4,658 4,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 112: 66 0 0 250 95 316 95: -204 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.4 72.4 78.6 79.7 80.0: 20.3 20.0
Old : 100.0: 5.9 0.0 1.4 72.4 78.6 79.7 80.0: 20.3 20.0
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: 2 0 2 17 21 19 23:
Old : 25: 2 0 2 17 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 36.5 67.7 53.1 48.9 34.3 57.6 46.1
Old : 54.7 36.5 67.7 53.1 48.9 34.3 57.6 46.1
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 29, 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 : 11,421: 2,104 50 150 8,484 10,415 10,738 10,615: 683 806
Old : 11,421: 2,104 50 150 8,484 10,415 10,738 10,615: 683 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -53: 0 0 0 47 47 47 47: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.4 1.3 74.3 91.2 94.0 92.9: 6.0 7.1
Old : 100.0: 18.4 0.4 1.3 74.3 91.2 94.0 92.9: 6.0 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 : 48: 4 1 2 33 35 38 38:
Old : 48: 4 1 2 33 35 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 37.1 53.5 53.5 26.3 25.1 40.2 36.7
Old : 32.0 37.1 53.5 53.5 26.3 25.1 40.2 36.7
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 39,586: 2,920 0 60 35,432 39,520 38,412 39,580: 1,174 6
Old : 39,586: 2,920 0 60 35,432 39,520 38,412 39,580: 1,174 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,036: 100 0 0 931 1,031 1,031 1,031: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.2 89.5 99.8 97.0 100.0: 3.0 0.0
Old : 100.0: 7.4 0.0 0.2 89.5 99.8 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 1 33 33 36 34:
Old : 43: 3 0 1 33 33 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 65.4 57.8 80.6 32.0 45.3 43.1 57.8
Old : 40.6 65.4 57.8 80.6 32.0 45.3 43.1 57.8
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,881: 720 0 195 20,206 21,361 21,121 21,556: 1,760 1,325
Old : 22,881: 720 0 195 20,206 21,361 21,121 21,556: 1,760 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 280: -100 0 0 545 280 445 280: -165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.9 88.3 93.4 92.3 94.2: 7.7 5.8
Old : 100.0: 3.1 0.0 0.9 88.3 93.4 92.3 94.2: 7.7 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 : 31: 2 0 1 25 16 27 17:
Old : 31: 2 0 1 25 16 27 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 : 55.7 85.4 74.8 89.7 52.1 81.2 70.4 83.5
Old : 55.7 85.4 74.8 89.7 52.1 81.2 70.4 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 16,831: 100 100 0 16,731 16,431 16,831 16,531: 0 300
Old : 16,831: 100 100 0 16,731 16,431 16,831 16,531: 0 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 195: 0 0 0 324 195 324 195: -129 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 0.0 99.4 97.6 100.0 98.2: 0.0 1.8
Old : 100.0: 0.6 0.6 0.0 99.4 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 : 44: 1 1 0 28 31 29 32:
Old : 44: 1 1 0 28 31 29 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 : 60.2 48.9 75.7 68.6 35.7 28.6 44.9 36.9
Old : 60.2 48.9 75.7 68.6 35.7 28.6 44.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 4,391: 400 220 0 2,800 3,461 3,200 3,681: 1,191 710
Old : 4,391: 400 220 0 2,800 3,461 3,200 3,681: 1,191 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 186: 66 0 0 98 159 164 159: 22 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.0 0.0 63.8 78.8 72.9 83.8: 27.1 16.2
Old : 100.0: 9.1 5.0 0.0 63.8 78.8 72.9 83.8: 27.1 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 : 29: 2 2 0 18 21 20 23:
Old : 29: 2 2 0 18 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 35.0 60.7 59.1 41.9 34.4 54.0 53.7
Old : 43.6 35.0 60.7 59.1 41.9 34.4 54.0 53.7
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 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,155: 300 0 0 16,448 17,125 16,748 17,125: 407 30
Old : 17,155: 300 0 0 16,448 17,125 16,748 17,125: 407 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,281: 0 0 0 1,281 1,271 1,281 1,271: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 95.9 99.8 97.6 99.8: 2.4 0.2
Old : 100.0: 1.7 0.0 0.0 95.9 99.8 97.6 99.8: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 24 19 25 19:
Old : 28: 1 0 0 24 19 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 72.8 74.3 88.2 47.4 61.2 63.2 70.0
Old : 51.2 72.8 74.3 88.2 47.4 61.2 63.2 70.0
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 29, 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 : 20,988: 2,520 714 82 17,938 19,865 20,540 20,661: 448 327
Old : 20,988: 2,520 714 82 17,938 19,865 20,540 20,661: 448 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 189: 159 0 0 -27 126 132 126: 57 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.4 0.4 85.5 94.6 97.9 98.4: 2.1 1.6
Old : 100.0: 12.0 3.4 0.4 85.5 94.6 97.9 98.4: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 3 2 29 34 34 39:
Old : 45: 5 3 2 29 34 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 32.9 52.3 58.1 21.0 27.1 36.9 40.6
Old : 31.0 32.9 52.3 58.1 21.0 27.1 36.9 40.6
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 29, 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 : 9,865: 251 357 19 9,325 9,257 9,595 9,633: 270 232
Old : 9,865: 251 357 19 9,325 9,257 9,595 9,633: 270 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 14: -82 0 0 96 14 14 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.6 0.2 94.5 93.8 97.3 97.6: 2.7 2.4
Old : 100.0: 2.5 3.6 0.2 94.5 93.8 97.3 97.6: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 28 22 29 25:
Old : 32: 1 2 1 28 22 29 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 : 47.0 51.4 68.3 72.4 36.6 45.7 55.4 59.0
Old : 47.0 51.4 68.3 72.4 36.6 45.7 55.4 59.0
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 29, 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 : 57,121: 10,536 270 2,132 41,506 53,834 54,174 56,236: 2,947 885
Old : 57,121: 10,536 270 2,132 41,506 53,834 54,174 56,236: 2,947 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 951: 36 0 195 270 492 501 687: 450 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.5 3.7 72.7 94.2 94.8 98.5: 5.2 1.5
Old : 100.0: 18.4 0.5 3.7 72.7 94.2 94.8 98.5: 5.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 10 1 4 33 36 43 41:
Old : 51: 10 1 4 33 36 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 29.6 45.5 52.1 18.9 24.1 30.7 39.4
Old : 26.1 29.6 45.5 52.1 18.9 24.1 30.7 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009