GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 42,539: 1,353 630 0 41,114 41,897 42,467 42,527: 72 12
Old : 42,539: 1,353 630 0 41,114 41,897 42,467 42,527: 72 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,605: 0 0 0 -5,425 -5,537 -5,425 -5,537: -180 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.5 0.0 96.7 98.5 99.8 100.0: 0.2 0.0
Old : 100.0: 3.2 1.5 0.0 96.7 98.5 99.8 100.0: 0.2 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 : 48: 1 2 0 34 40 35 42:
Old : 48: 1 2 0 34 40 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 38.2 68.7 60.5 22.4 18.5 31.0 28.4
Old : 44.8 38.2 68.7 60.5 22.4 18.5 31.0 28.4
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,062: 100 0 0 18,890 19,002 18,990 19,002: 72 60
Old : 19,062: 100 0 0 18,890 19,002 18,990 19,002: 72 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,822: -50 -120 0 -1,799 -1,666 -1,849 -1,786: 27 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.1 99.7 99.6 99.7: 0.4 0.3
Old : 100.0: 0.5 0.0 0.0 99.1 99.7 99.6 99.7: 0.4 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 : 34: 1 0 0 24 28 25 28:
Old : 34: 1 0 0 24 28 25 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 : 67.4 64.2 82.8 79.9 56.6 55.6 61.9 63.4
Old : 67.4 64.2 82.8 79.9 56.6 55.6 61.9 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 6,725: 0 431 388 4,952 4,815 5,340 5,634: 1,385 1,091
Old : 6,725: 0 431 388 4,952 4,815 5,340 5,634: 1,385 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -470: 0 -39 0 -543 -468 -543 -507: 73 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 5.8 73.6 71.6 79.4 83.8: 20.6 16.2
Old : 100.0: 0.0 6.4 5.8 73.6 71.6 79.4 83.8: 20.6 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 : 22: 0 2 1 18 18 19 20:
Old : 22: 0 2 1 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 56.6 56.9 68.3 34.7 43.6 44.9 48.9
Old : 39.2 56.6 56.9 68.3 34.7 43.6 44.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,200: 352 202 506 7,946 8,328 8,804 9,036: 1,396 1,164
Old : 10,200: 352 202 506 7,946 8,328 8,804 9,036: 1,396 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,239: -103 13 -14 -1,133 -1,109 -1,250 -1,110: 11 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.0 5.0 77.9 81.6 86.3 88.6: 13.7 11.4
Old : 100.0: 3.5 2.0 5.0 77.9 81.6 86.3 88.6: 13.7 11.4
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 : 48: 2 2 4 37 41 42 46:
Old : 48: 2 2 4 37 41 42 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 : 22.2 30.7 38.9 46.1 16.8 17.9 28.1 27.8
Old : 22.2 30.7 38.9 46.1 16.8 17.9 28.1 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,166: 30 162 114 7,467 7,351 7,611 7,627: 555 539
Old : 8,166: 30 162 114 7,467 7,351 7,611 7,627: 555 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,049: -7 -74 17 -1,757 -1,705 -1,747 -1,762: -302 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.0 1.4 91.4 90.0 93.2 93.4: 6.8 6.6
Old : 100.0: 0.4 2.0 1.4 91.4 90.0 93.2 93.4: 6.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 3 3 44 56 47 61:
Old : 62: 1 3 3 44 56 47 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 21.0 46.2 35.8 23.8 17.4 33.9 28.5
Old : 30.7 21.0 46.2 35.8 23.8 17.4 33.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 7,572: 0 0 0 7,562 7,552 7,562 7,552: 10 20
Old : 7,572: 0 0 0 7,562 7,552 7,562 7,552: 10 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -535: 0 0 0 -530 -535 -530 -535: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 99.7 99.9 99.7: 0.1 0.3
Old : 100.0: 0.0 0.0 0.0 99.9 99.7 99.9 99.7: 0.1 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 : 22: 0 0 0 18 16 18 16:
Old : 22: 0 0 0 18 16 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 : 65.7 60.8 85.4 86.9 47.1 44.9 59.3 59.6
Old : 65.7 60.8 85.4 86.9 47.1 44.9 59.3 59.6
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, November 3, 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 : 377,279: 58,742 15,942 73,001 195,703 259,365 327,446 348,307: 49,833 28,971
Old : 377,279: 58,742 15,942 73,001 195,703 259,365 327,446 348,307: 49,833 28,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,392: -404 -1,048 3,635 1,753 -4,087 4,983 -1,501: -7,375 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.2 19.3 51.9 68.7 86.8 92.3: 13.2 7.7
Old : 100.0: 15.6 4.2 19.3 51.9 68.7 86.8 92.3: 13.2 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 : 175: 52 21 51 73 82 149 139:
Old : 175: 52 21 51 73 82 149 139:
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 : 20.1 25.5 32.9 36.2 13.2 13.0 19.8 19.8
Old : 20.1 25.5 32.9 36.2 13.2 13.0 19.8 19.8
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, November 3, 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 : 90,661: 293 3,835 24,995 57,955 55,415 83,242 84,245: 7,419 6,416
Old : 90,661: 293 3,835 24,995 57,955 55,415 83,242 84,245: 7,419 6,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -6,192: 24 -983 -2,305 -2,837 -1,965 -5,118 -5,253: -1,073 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.2 27.6 63.9 61.1 91.8 92.9: 8.2 7.1
Old : 100.0: 0.3 4.2 27.6 63.9 61.1 91.8 92.9: 8.2 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 : 23: 2 5 7 16 16 23 23:
Old : 23: 2 5 7 16 16 23 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 : 46.2 51.8 67.7 71.2 5.5 6.7 7.2 8.2
Old : 46.2 51.8 67.7 71.2 5.5 6.7 7.2 8.2
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, November 3, 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 : 19,722: 714 393 587 17,863 16,943 19,164 17,923: 558 1,799
Old : 19,722: 714 393 587 17,863 16,943 19,164 17,923: 558 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -6,774: -127 -2 -148 -5,299 -6,376 -5,574 -6,526: -1,200 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.0 3.0 90.6 85.9 97.2 90.9: 2.8 9.1
Old : 100.0: 3.6 2.0 3.0 90.6 85.9 97.2 90.9: 2.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 3 5 6 46 45 53 53:
Old : 64: 3 5 6 46 45 53 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.4 45.6 40.8 23.0 21.5 33.6 31.4
Old : 26.3 23.4 45.6 40.8 23.0 21.5 33.6 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,698: 700 2,700 225 17,245 14,503 18,170 17,428: 1,528 2,270
Old : 19,698: 700 2,700 225 17,245 14,503 18,170 17,428: 1,528 2,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,042: -225 0 0 -1,755 -2,002 -1,980 -2,002: -62 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 13.7 1.1 87.5 73.6 92.2 88.5: 7.8 11.5
Old : 100.0: 3.6 13.7 1.1 87.5 73.6 92.2 88.5: 7.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 2 23 20 27 24:
Old : 36: 4 2 2 23 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 53.6 64.9 71.5 38.4 44.6 48.7 53.1
Old : 51.1 53.6 64.9 71.5 38.4 44.6 48.7 53.1
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 15,895: 5,389 50 300 10,146 13,463 15,835 13,813: 60 2,082
Old : 15,895: 5,389 50 300 10,146 13,463 15,835 13,813: 60 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -790: -555 0 0 -155 -790 -710 -790: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 0.3 1.9 63.8 84.7 99.6 86.9: 0.4 13.1
Old : 100.0: 33.9 0.3 1.9 63.8 84.7 99.6 86.9: 0.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 10 16 13 17:
Old : 20: 2 1 1 10 16 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 57.7 92.1 73.8 73.5 53.7 79.8 65.6
Old : 79.2 57.7 92.1 73.8 73.5 53.7 79.8 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 890,681: 143,099 206,160 324,482 349,877 316,838 817,458 847,479: 73,223 43,201
Old : 890,681: 143,099 206,160 324,482 349,877 316,838 817,458 847,479: 73,223 43,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -32,245: 3,005 -2,585 5,263 -506 -698 7,762 1,980: -40,007 -34,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.1 36.4 39.3 35.6 91.8 95.1: 8.2 4.9
Old : 100.0: 16.1 23.1 36.4 39.3 35.6 91.8 95.1: 8.2 4.9
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 : 259: 72 84 114 93 76 239 209:
Old : 259: 72 84 114 93 76 239 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 38.5 42.1 50.2 15.7 20.1 20.5 26.3
Old : 31.2 38.5 42.1 50.2 15.7 20.1 20.5 26.3
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, November 3, 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 : 73,202: 1,942 0 2,400 62,624 61,909 66,966 64,309: 6,236 8,893
Old : 73,202: 1,942 0 2,400 62,624 61,909 66,966 64,309: 6,236 8,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,910: 105 0 -274 -3,402 -5,264 -3,571 -5,538: -339 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 3.3 85.5 84.6 91.5 87.9: 8.5 12.1
Old : 100.0: 2.7 0.0 3.3 85.5 84.6 91.5 87.9: 8.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 3 19 18 22 21:
Old : 26: 3 0 3 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 44.4 71.7 65.2 51.0 36.7 58.6 52.1
Old : 53.1 44.4 71.7 65.2 51.0 36.7 58.6 52.1
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, November 3, 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 : 48,484: 1,443 0 5,512 35,027 27,611 41,982 33,123: 6,502 15,361
Old : 48,484: 1,443 0 5,512 35,027 27,611 41,982 33,123: 6,502 15,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -4,220: 94 -2,031 28 -3,616 -1,922 -3,494 -3,925: -726 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 11.4 72.2 56.9 86.6 68.3: 13.4 31.7
Old : 100.0: 3.0 0.0 11.4 72.2 56.9 86.6 68.3: 13.4 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 11 13 14 16:
Old : 20: 3 0 3 11 13 14 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 : 54.3 44.2 74.9 60.1 42.1 37.3 55.4 38.7
Old : 54.3 44.2 74.9 60.1 42.1 37.3 55.4 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,294: 1,955 2,869 400 52,330 49,419 54,685 52,688: 13,609 15,606
Old : 68,294: 1,955 2,869 400 52,330 49,419 54,685 52,688: 13,609 15,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,927: -314 2,869 -270 -2,998 -5,961 -3,582 -3,362: -345 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.2 0.6 76.6 72.4 80.1 77.1: 19.9 22.9
Old : 100.0: 2.9 4.2 0.6 76.6 72.4 80.1 77.1: 19.9 22.9
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 : 29: 2 1 1 23 23 26 24:
Old : 29: 2 1 1 23 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 : 32.5 27.5 51.7 44.7 27.5 23.4 40.0 35.9
Old : 32.5 27.5 51.7 44.7 27.5 23.4 40.0 35.9
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,487: 0 0 0 69,697 77,695 69,697 77,695: 13,790 5,792
Old : 83,487: 0 0 0 69,697 77,695 69,697 77,695: 13,790 5,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,250: 0 0 0 -1,549 -1,832 -1,549 -1,832: -701 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.5 93.1 83.5 93.1: 16.5 6.9
Old : 100.0: 0.0 0.0 0.0 83.5 93.1 83.5 93.1: 16.5 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 : 24: 0 0 0 19 21 19 21:
Old : 24: 0 0 0 19 21 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 49.3 61.4 72.1 40.1 43.2 53.5 60.5
Old : 43.7 49.3 61.4 72.1 40.1 43.2 53.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,727: 817 2,835 4,969 68,440 74,170 74,226 81,974: 12,501 4,753
Old : 86,727: 817 2,835 4,969 68,440 74,170 74,226 81,974: 12,501 4,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,544: 577 -474 -117 -5,012 -4,448 -4,552 -5,039: -992 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 5.7 78.9 85.5 85.6 94.5: 14.4 5.5
Old : 100.0: 0.9 3.3 5.7 78.9 85.5 85.6 94.5: 14.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 2 22 21 24 25:
Old : 32: 1 3 2 22 21 24 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 : 41.3 39.8 56.6 59.5 35.2 38.5 48.1 55.1
Old : 41.3 39.8 56.6 59.5 35.2 38.5 48.1 55.1
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, November 3, 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 : 100,061: 836 8,672 5,033 88,466 77,898 94,335 91,603: 5,726 8,458
Old : 100,061: 836 8,672 5,033 88,466 77,898 94,335 91,603: 5,726 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -6,126: 836 -1,099 -456 -5,866 -3,828 -5,486 -5,383: -640 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.7 5.0 88.4 77.9 94.3 91.5: 5.7 8.5
Old : 100.0: 0.8 8.7 5.0 88.4 77.9 94.3 91.5: 5.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 16 23 19 26:
Old : 31: 1 2 3 16 23 19 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 : 65.3 37.6 81.2 59.6 61.8 34.5 75.3 56.3
Old : 65.3 37.6 81.2 59.6 61.8 34.5 75.3 56.3
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, November 3, 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 : 29,972: 0 3,208 2,353 25,313 21,263 27,666 26,824: 2,306 3,148
Old : 29,972: 0 3,208 2,353 25,313 21,263 27,666 26,824: 2,306 3,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,514: 0 198 -566 -2,899 -2,216 -3,465 -2,584: 951 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 7.9 84.5 70.9 92.3 89.5: 7.7 10.5
Old : 100.0: 0.0 10.7 7.9 84.5 70.9 92.3 89.5: 7.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 16 14 18 16:
Old : 20: 0 2 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 44.4 79.0 72.5 52.0 37.7 61.7 57.5
Old : 59.2 44.4 79.0 72.5 52.0 37.7 61.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 91,321: 3,606 3,977 3,532 71,648 77,178 78,786 84,687: 12,535 6,634
Old : 91,321: 3,606 3,977 3,532 71,648 77,178 78,786 84,687: 12,535 6,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,474: 477 425 229 -6,020 -6,553 -5,314 -5,899: -161 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.4 3.9 78.5 84.5 86.3 92.7: 13.7 7.3
Old : 100.0: 3.9 4.4 3.9 78.5 84.5 86.3 92.7: 13.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 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 : 39.9 41.9 63.9 60.9 35.9 41.4 53.5 59.3
Old : 39.9 41.9 63.9 60.9 35.9 41.4 53.5 59.3
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, November 3, 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 : 1,566,599: 42,297 120,469 487,121 1,032,226 953,666 1,561,645 1,561,256: 4,954 5,343
Old : 1,566,599: 42,297 120,469 487,121 1,032,226 953,666 1,561,645 1,561,256: 4,954 5,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 25,921: 703 9,589 8,510 18,024 9,071 27,237 27,170: -1,316 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 7.7 31.1 65.9 60.9 99.7 99.7: 0.3 0.3
Old : 100.0: 2.7 7.7 31.1 65.9 60.9 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 : 138: 40 38 64 56 59 128 130:
Old : 138: 40 38 64 56 59 128 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 34.8 57.1 52.6 10.4 8.7 12.8 11.7
Old : 36.8 34.8 57.1 52.6 10.4 8.7 12.8 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 107,476: 2,480 2,420 0 99,549 95,992 102,029 98,412: 5,447 9,064
Old : 107,476: 2,480 2,420 0 99,549 95,992 102,029 98,412: 5,447 9,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,437: 0 -600 0 -3,116 -1,820 -3,116 -2,420: 1,679 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.3 0.0 92.6 89.3 94.9 91.6: 5.1 8.4
Old : 100.0: 2.3 2.3 0.0 92.6 89.3 94.9 91.6: 5.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 17 16 18 17:
Old : 23: 1 1 0 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 53.1 83.4 74.6 53.8 46.0 64.7 58.9
Old : 63.6 53.1 83.4 74.6 53.8 46.0 64.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 217,601: 7,258 11,850 4,819 198,863 197,108 210,940 213,777: 6,661 3,824
Old : 217,601: 7,258 11,850 4,819 198,863 197,108 210,940 213,777: 6,661 3,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -10,448: -1,685 -1,601 404 -7,415 -9,191 -8,696 -10,388: -1,752 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.4 2.2 91.4 90.6 96.9 98.2: 3.1 1.8
Old : 100.0: 3.3 5.4 2.2 91.4 90.6 96.9 98.2: 3.1 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 : 54: 5 2 4 39 38 45 43:
Old : 54: 5 2 4 39 38 45 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 : 31.8 46.6 50.8 62.3 28.8 45.8 40.9 56.7
Old : 31.8 46.6 50.8 62.3 28.8 45.8 40.9 56.7
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, November 3, 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 : 144,164: 4,508 859 2,827 126,248 136,359 133,583 140,045: 10,581 4,119
Old : 144,164: 4,508 859 2,827 126,248 136,359 133,583 140,045: 10,581 4,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -8,000: -138 -156 -312 -7,675 -7,562 -8,125 -8,030: 125 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.6 2.0 87.6 94.6 92.7 97.1: 7.3 2.9
Old : 100.0: 3.1 0.6 2.0 87.6 94.6 92.7 97.1: 7.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 2 29 27 32 30:
Old : 37: 2 2 2 29 27 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 50.0 61.0 70.8 40.0 49.5 55.2 67.6
Old : 42.9 50.0 61.0 70.8 40.0 49.5 55.2 67.6
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, November 3, 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 : 242,289: 20,589 0 12,759 193,095 217,396 226,443 230,155: 15,846 12,134
Old : 242,289: 20,589 0 12,759 193,095 217,396 226,443 230,155: 15,846 12,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -10,534: -555 -178 -2,425 -9,576 -9,734 -12,556 -12,337: 2,022 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 5.3 79.7 89.7 93.5 95.0: 6.5 5.0
Old : 100.0: 8.5 0.0 5.3 79.7 89.7 93.5 95.0: 6.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 0 5 33 34 38 39:
Old : 42: 5 0 5 33 34 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 31.1 54.2 52.5 25.4 27.8 40.3 45.4
Old : 35.6 31.1 54.2 52.5 25.4 27.8 40.3 45.4
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, November 3, 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 : 55,668: 1,388 0 2,304 43,796 47,816 47,488 50,120: 8,180 5,548
Old : 55,668: 1,388 0 2,304 43,796 47,816 47,488 50,120: 8,180 5,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -330: -258 0 -10 396 233 128 223: -458 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 4.1 78.7 85.9 85.3 90.0: 14.7 10.0
Old : 100.0: 2.5 0.0 4.1 78.7 85.9 85.3 90.0: 14.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 15 15 16 16:
Old : 20: 1 0 1 15 15 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 : 47.1 57.2 68.8 78.6 44.2 49.0 58.7 62.8
Old : 47.1 57.2 68.8 78.6 44.2 49.0 58.7 62.8
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, November 3, 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 : 2,852,888: 596,639 79,598 858,126 1,364,065 1,894,000 2,818,830 2,831,724: 34,058 21,164
Old : 2,852,888: 596,639 79,598 858,126 1,364,065 1,894,000 2,818,830 2,831,724: 34,058 21,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -95,125: -32,390 -21,785 -19,722 -48,136 -58,764 -100,248 -100,271: 5,123 5,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 2.8 30.1 47.8 66.4 98.8 99.3: 1.2 0.7
Old : 100.0: 20.9 2.8 30.1 47.8 66.4 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 38 24 52 102 98 166 153:
Old : 179: 38 24 52 102 98 166 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 31.9 41.6 44.3 16.5 19.3 22.1 26.6
Old : 29.3 31.9 41.6 44.3 16.5 19.3 22.1 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, November 3, 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 : 931,766: 112,642 121,077 172,273 632,984 628,518 917,899 921,868: 13,867 9,898
Old : 931,766: 112,642 121,077 172,273 632,984 628,518 917,899 921,868: 13,867 9,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -107,832: -56,203 -26,607 -21,233 -43,497 -64,259 -120,933 -112,099: 13,101 4,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.0 18.5 67.9 67.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.1 13.0 18.5 67.9 67.5 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 29 21 37 41 39 84 83:
Old : 95: 29 21 37 41 39 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 39.4 54.0 59.3 32.8 33.1 44.8 46.5
Old : 37.2 39.4 54.0 59.3 32.8 33.1 44.8 46.5
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 1,755: 0 496 45 1,590 1,087 1,635 1,628: 120 127
Old : 1,755: 0 496 45 1,590 1,087 1,635 1,628: 120 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -449: 0 53 -7 -522 -507 -529 -461: 80 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.3 2.6 90.6 61.9 93.2 92.8: 6.8 7.2
Old : 100.0: 0.0 28.3 2.6 90.6 61.9 93.2 92.8: 6.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 1 13 12 14 15:
Old : 22: 0 3 1 13 12 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 : 59.5 57.7 80.1 80.1 58.9 57.7 78.2 75.0
Old : 59.5 57.7 80.1 80.1 58.9 57.7 78.2 75.0
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 129,001: 1,136 1,824 3,079 123,604 123,654 127,820 128,558: 1,181 443
Old : 129,001: 1,136 1,824 3,079 123,604 123,654 127,820 128,558: 1,181 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,048: 22 241 -135 -2,141 -2,235 -2,255 -2,129: 207 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.4 2.4 95.8 95.9 99.1 99.7: 0.9 0.3
Old : 100.0: 0.9 1.4 2.4 95.8 95.9 99.1 99.7: 0.9 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 : 44: 3 4 5 36 33 43 38:
Old : 44: 3 4 5 36 33 43 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 : 55.2 54.6 76.7 78.8 5.1 6.5 7.9 9.9
Old : 55.2 54.6 76.7 78.8 5.1 6.5 7.9 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, November 3, 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 : 7,069: 0 44 0 6,771 6,943 6,771 6,987: 298 82
Old : 7,069: 0 44 0 6,771 6,943 6,771 6,987: 298 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -598: 0 0 0 -576 -616 -576 -616: -22 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.8 98.2 95.8 98.8: 4.2 1.2
Old : 100.0: 0.0 0.6 0.0 95.8 98.2 95.8 98.8: 4.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 13 12 13 13:
Old : 21: 0 1 0 13 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 82.3 87.5 94.8 55.4 80.4 86.3 91.9
Old : 56.5 82.3 87.5 94.8 55.4 80.4 86.3 91.9
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, November 3, 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 : 24,537: 109 80 569 22,947 22,920 23,625 23,568: 912 969
Old : 24,537: 109 80 569 22,947 22,920 23,625 23,568: 912 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,243: -21 0 -49 -2,080 -2,177 -2,151 -2,226: -92 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 2.3 93.5 93.4 96.3 96.1: 3.7 3.9
Old : 100.0: 0.4 0.3 2.3 93.5 93.4 96.3 96.1: 3.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 3 23 21 26 24:
Old : 28: 2 1 3 23 21 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 : 39.0 52.5 67.4 75.7 28.3 28.9 41.9 42.0
Old : 39.0 52.5 67.4 75.7 28.3 28.9 41.9 42.0
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 32,094: 0 1,234 436 29,754 30,240 30,190 31,910: 1,904 184
Old : 32,094: 0 1,234 436 29,754 30,240 30,190 31,910: 1,904 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -37: 0 70 -30 452 23 422 63: -459 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 1.4 92.7 94.2 94.1 99.4: 5.9 0.6
Old : 100.0: 0.0 3.8 1.4 92.7 94.2 94.1 99.4: 5.9 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 : 30: 0 2 2 26 23 28 25:
Old : 30: 0 2 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.0 57.8 70.3 22.6 31.1 34.4 41.8
Old : 38.6 46.0 57.8 70.3 22.6 31.1 34.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 13,080: 758 0 0 11,492 11,990 12,250 11,990: 830 1,090
Old : 13,080: 758 0 0 11,492 11,990 12,250 11,990: 830 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -312: -14 0 0 -320 -202 -334 -202: 22 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 87.9 91.7 93.7 91.7: 6.3 8.3
Old : 100.0: 5.8 0.0 0.0 87.9 91.7 93.7 91.7: 6.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 20 17 22 17:
Old : 25: 2 0 0 20 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 46.7 58.9 77.2 30.6 40.2 48.9 54.7
Old : 34.3 46.7 58.9 77.2 30.6 40.2 48.9 54.7
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, November 3, 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 : 44,697: 0 0 0 44,017 44,189 44,017 44,189: 680 508
Old : 44,697: 0 0 0 44,017 44,189 44,017 44,189: 680 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,277: -0 0 0 1,743 1,045 1,743 1,045: -465 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 98.9 98.5 98.9: 1.5 1.1
Old : 100.0: 0.0 0.0 0.0 98.5 98.9 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 24 24 25 24:
Old : 26: 1 0 0 24 24 25 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 : 70.3 67.1 87.9 84.3 35.4 45.6 45.5 49.8
Old : 70.3 67.1 87.9 84.3 35.4 45.6 45.5 49.8
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, November 3, 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 : 11,712: 0 0 0 11,012 11,324 11,012 11,324: 700 388
Old : 11,712: 0 0 0 11,012 11,324 11,012 11,324: 700 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -536: 0 0 0 -556 -526 -556 -526: 20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 96.7 94.0 96.7: 6.0 3.3
Old : 100.0: 0.0 0.0 0.0 94.0 96.7 94.0 96.7: 6.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 21 23 21:
Old : 26: 0 0 0 23 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 69.1 63.7 82.8 30.5 62.0 51.3 67.5
Old : 36.8 69.1 63.7 82.8 30.5 62.0 51.3 67.5
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, November 3, 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 : 18,649: 0 982 0 18,502 17,520 18,502 18,502: 147 147
Old : 18,649: 0 982 0 18,502 17,520 18,502 18,502: 147 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,874: 0 -132 0 -1,852 -1,720 -1,852 -1,852: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 99.2 93.9 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 5.3 0.0 99.2 93.9 99.2 99.2: 0.8 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 : 21: 0 2 0 13 8 13 10:
Old : 21: 0 2 0 13 8 13 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 : 71.0 85.1 92.7 98.1 71.0 85.1 92.7 97.7
Old : 71.0 85.1 92.7 98.1 71.0 85.1 92.7 97.7
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, November 3, 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 : 52,468: 0 0 0 51,633 52,368 51,633 52,368: 835 100
Old : 52,468: 0 0 0 51,633 52,368 51,633 52,368: 835 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,046: -264 -44 0 -1,672 -2,002 -1,936 -2,046: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 99.8 98.4 99.8: 1.6 0.2
Old : 100.0: 0.0 0.0 0.0 98.4 99.8 98.4 99.8: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 9 19 9:
Old : 20: 0 0 0 19 9 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 88.9 78.4 99.6 58.4 76.8 71.6 80.2
Old : 58.4 88.9 78.4 99.6 58.4 76.8 71.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 858,979: 0 31,040 0 858,979 827,939 858,979 858,979: 0 0
Old : 858,979: 0 31,040 0 858,979 827,939 858,979 858,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -31,752: 0 0 0 -31,752 -31,752 -31,752 -31,752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 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 : 20: 0 3 0 14 7 14 10:
Old : 20: 0 3 0 14 7 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 : 62.0 89.8 87.7 98.6 61.5 76.9 76.3 81.2
Old : 62.0 89.8 87.7 98.6 61.5 76.9 76.3 81.2
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, November 3, 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 : 90,909: 0 5,575 0 90,909 85,334 90,909 90,909: 0 0
Old : 90,909: 0 5,575 0 90,909 85,334 90,909 90,909: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,440: 0 -330 0 -3,440 -3,110 -3,440 -3,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 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 : 27: 0 2 0 17 14 17 16:
Old : 27: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 69.0 84.5 89.1 66.3 63.7 82.5 82.0
Old : 67.3 69.0 84.5 89.1 66.3 63.7 82.5 82.0
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, November 3, 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 : 1,497,740: 0 73,840 0 1,497,740 1,423,900 1,497,740 1,497,740: 0 0
Old : 1,497,740: 0 73,840 0 1,497,740 1,423,900 1,497,740 1,497,740: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -65,766: 0 -3,920 0 -65,766 -61,846 -65,766 -65,766: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 100.0 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.9 0.0 100.0 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 15 12 15 14:
Old : 25: 0 2 0 15 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 73.6 89.0 91.7 72.4 70.8 86.9 87.1
Old : 72.4 73.6 89.0 91.7 72.4 70.8 86.9 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, November 3, 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 : 165,316: 6,557 0 0 158,759 164,581 165,316 164,581: 0 735
Old : 165,316: 6,557 0 0 158,759 164,581 165,316 164,581: 0 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -7,190: -462 0 0 -6,708 -7,060 -7,170 -7,060: -20 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 96.0 99.6 100.0 99.6: 0.0 0.4
Old : 100.0: 4.0 0.0 0.0 96.0 99.6 100.0 99.6: 0.0 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 : 36: 3 0 0 21 28 24 28:
Old : 36: 3 0 0 21 28 24 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 : 49.4 57.7 69.6 75.9 42.8 55.0 60.6 71.3
Old : 49.4 57.7 69.6 75.9 42.8 55.0 60.6 71.3
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, November 3, 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 : 2,581,887: 107,616 0 0 2,474,271 2,581,887 2,581,887 2,581,887: 0 0
Old : 2,581,887: 107,616 0 0 2,474,271 2,581,887 2,581,887 2,581,887: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -102,784: -4,312 0 0 -98,472 -102,784 -102,784 -102,784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 95.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 0.0 0.0 95.8 100.0 100.0 100.0: 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 : 34: 3 0 0 20 22 23 22:
Old : 34: 3 0 0 20 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 66.0 83.3 83.4 61.4 63.3 78.9 78.9
Old : 64.6 66.0 83.3 83.4 61.4 63.3 78.9 78.9
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, November 3, 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 : 61,448: 80 3,090 0 61,326 57,912 61,406 61,002: 42 446
Old : 61,448: 80 3,090 0 61,326 57,912 61,406 61,002: 42 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,756: 0 0 0 -1,734 -1,734 -1,734 -1,734: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.0 0.0 99.8 94.2 99.9 99.3: 0.1 0.7
Old : 100.0: 0.1 5.0 0.0 99.8 94.2 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 15 21 16:
Old : 26: 1 1 0 20 15 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 : 61.6 70.2 79.7 90.6 56.2 68.8 72.7 81.2
Old : 61.6 70.2 79.7 90.6 56.2 68.8 72.7 81.2
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, November 3, 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 : 1,034,928: 0 83,880 0 1,034,928 951,048 1,034,928 1,034,928: 0 0
Old : 1,034,928: 0 83,880 0 1,034,928 951,048 1,034,928 1,034,928: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -10,726: 0 21,560 0 -10,726 -32,286 -10,726 -10,726: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.0 100.0 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.1 0.0 100.0 91.9 100.0 100.0: 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 15 15 15 16:
Old : 22: 0 1 0 15 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 65.0 88.9 89.3 71.8 61.0 84.3 83.9
Old : 72.8 65.0 88.9 89.3 71.8 61.0 84.3 83.9
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, November 3, 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 : 51,422: 1,290 579 45 49,832 50,758 51,167 51,382: 255 40
Old : 51,422: 1,290 579 45 49,832 50,758 51,167 51,382: 255 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 2,272: -247 149 -65 2,584 2,188 2,272 2,272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.1 0.1 96.9 98.7 99.5 99.9: 0.5 0.1
Old : 100.0: 2.5 1.1 0.1 96.9 98.7 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 1 24 25 26 27:
Old : 34: 1 2 1 24 25 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 40.7 73.0 60.1 46.2 33.5 63.1 49.9
Old : 50.1 40.7 73.0 60.1 46.2 33.5 63.1 49.9
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, November 3, 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 : 923,657: 36,020 35,400 0 887,637 888,257 923,657 923,657: 0 0
Old : 923,657: 36,020 35,400 0 887,637 888,257 923,657 923,657: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 29,528: 5,845 -872 -3,920 27,603 34,320 29,528 29,528: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.8 0.0 96.1 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 3.8 0.0 96.1 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 0 24 24 26 26:
Old : 38: 2 2 0 24 24 26 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 : 49.7 44.8 71.7 64.8 46.1 37.8 61.5 54.0
Old : 49.7 44.8 71.7 64.8 46.1 37.8 61.5 54.0
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,874: 330 195 20 18,075 18,498 18,425 18,713: 449 161
Old : 18,874: 330 195 20 18,075 18,498 18,425 18,713: 449 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 192: 0 111 0 192 81 192 192: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.0 0.1 95.8 98.0 97.6 99.1: 2.4 0.9
Old : 100.0: 1.7 1.0 0.1 95.8 98.0 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 2 1 30 34 31 37:
Old : 40: 1 2 1 30 34 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 45.3 56.2 65.9 27.3 35.1 39.8 45.2
Old : 33.5 45.3 56.2 65.9 27.3 35.1 39.8 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 7,706: 305 0 25 6,866 7,251 7,196 7,276: 510 430
Old : 7,706: 305 0 25 6,866 7,251 7,196 7,276: 510 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,119: -5 0 25 -1,094 -1,169 -1,074 -1,144: -45 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.3 89.1 94.1 93.4 94.4: 6.6 5.6
Old : 100.0: 4.0 0.0 0.3 89.1 94.1 93.4 94.4: 6.6 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 : 28: 2 0 1 23 20 25 21:
Old : 28: 2 0 1 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 57.5 57.6 80.8 30.3 45.7 42.7 55.1
Old : 39.8 57.5 57.6 80.8 30.3 45.7 42.7 55.1
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, November 3, 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 : 11,997: 224 0 131 11,391 11,775 11,746 11,906: 251 91
Old : 11,997: 224 0 131 11,391 11,775 11,746 11,906: 251 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,198: -45 0 -5 -1,112 -1,188 -1,162 -1,193: -36 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 1.1 94.9 98.1 97.9 99.2: 2.1 0.8
Old : 100.0: 1.9 0.0 1.1 94.9 98.1 97.9 99.2: 2.1 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 : 27: 1 0 1 22 18 23 19:
Old : 27: 1 0 1 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 47.6 81.6 76.4 60.7 45.1 70.2 58.8
Old : 60.7 47.6 81.6 76.4 60.7 45.1 70.2 58.8
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,615: 0 432 130 11,980 11,946 12,110 12,508: 505 107
Old : 12,615: 0 432 130 11,980 11,946 12,110 12,508: 505 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 526: 0 0 0 567 500 567 500: -41 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.0 95.0 94.7 96.0 99.2: 4.0 0.8
Old : 100.0: 0.0 3.4 1.0 95.0 94.7 96.0 99.2: 4.0 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 : 34: 0 1 2 27 29 29 31:
Old : 34: 0 1 2 27 29 29 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 : 37.7 39.6 60.6 62.2 20.7 28.3 33.3 39.2
Old : 37.7 39.6 60.6 62.2 20.7 28.3 33.3 39.2
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, November 3, 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 : 5,579: 0 170 85 5,000 5,109 5,085 5,364: 494 215
Old : 5,579: 0 170 85 5,000 5,109 5,085 5,364: 494 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -321: 0 110 15 -410 -240 -395 -115: 74 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.5 89.6 91.6 91.1 96.1: 8.9 3.9
Old : 100.0: 0.0 3.0 1.5 89.6 91.6 91.1 96.1: 8.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 20 18 21:
Old : 23: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 54.0 71.9 73.5 30.4 29.4 40.7 41.9
Old : 48.0 54.0 71.9 73.5 30.4 29.4 40.7 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 2,905,903: 290,437 100,074 980,230 1,551,567 1,755,135 2,822,234 2,835,439: 83,669 70,464
Old : 2,905,903: 290,437 100,074 980,230 1,551,567 1,755,135 2,822,234 2,835,439: 83,669 70,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -27,918: -5,222 -4,062 -15,992 7,328 29,224 -13,886 9,169: -14,032 -37,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.4 33.7 53.4 60.4 97.1 97.6: 2.9 2.4
Old : 100.0: 10.0 3.4 33.7 53.4 60.4 97.1 97.6: 2.9 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 : 383: 171 99 192 90 106 346 316:
Old : 383: 171 99 192 90 106 346 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 21.4 36.7 36.8 4.5 4.3 6.7 6.8
Old : 23.0 21.4 36.7 36.8 4.5 4.3 6.7 6.8
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, November 3, 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 : 91,265: 5,349 25,464 20,235 63,697 43,555 89,281 89,253: 1,984 2,011
Old : 91,265: 5,349 25,464 20,235 63,697 43,555 89,281 89,253: 1,984 2,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,420: -476 1,735 212 820 -790 556 1,157: 864 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 27.9 22.2 69.8 47.7 97.8 97.8: 2.2 2.2
Old : 100.0: 5.9 27.9 22.2 69.8 47.7 97.8 97.8: 2.2 2.2
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 : 39: 7 7 14 19 20 33 34:
Old : 39: 7 7 14 19 20 33 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 : 59.3 58.0 78.6 76.6 48.5 47.1 58.3 56.7
Old : 59.3 58.0 78.6 76.6 48.5 47.1 58.3 56.7
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 205,986: 37,797 32,867 1,818 138,280 126,327 177,895 161,012: 28,091 44,974
Old : 205,986: 37,797 32,867 1,818 138,280 126,327 177,895 161,012: 28,091 44,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -14,883: 303 -3,899 -21 -10,661 -12,807 -10,379 -16,727: -4,504 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.0 0.9 67.1 61.3 86.4 78.2: 13.6 21.8
Old : 100.0: 18.3 16.0 0.9 67.1 61.3 86.4 78.2: 13.6 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 5 5 30 30 36 38:
Old : 41: 4 5 5 30 30 36 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 : 36.4 35.0 55.8 51.2 36.1 28.8 52.6 43.1
Old : 36.4 35.0 55.8 51.2 36.1 28.8 52.6 43.1
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 212,926: 34,291 8,587 51,871 123,084 149,825 209,246 210,283: 3,680 2,643
Old : 212,926: 34,291 8,587 51,871 123,084 149,825 209,246 210,283: 3,680 2,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 544: 418 187 -274 237 568 381 481: 163 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.0 24.4 57.8 70.4 98.3 98.8: 1.7 1.2
Old : 100.0: 16.1 4.0 24.4 57.8 70.4 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 30 14 35 29 31 70 69:
Old : 75: 30 14 35 29 31 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 42.3 51.0 63.1 12.6 15.1 16.9 21.5
Old : 29.1 42.3 51.0 63.1 12.6 15.1 16.9 21.5
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, November 3, 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 : 661,619: 46,593 2,985 81,368 514,459 558,591 642,420 642,944: 19,199 18,675
Old : 661,619: 46,593 2,985 81,368 514,459 558,591 642,420 642,944: 19,199 18,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -29,655: -4,106 31 -6,842 -18,081 -22,756 -29,030 -29,567: -625 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.5 12.3 77.8 84.4 97.1 97.2: 2.9 2.8
Old : 100.0: 7.0 0.5 12.3 77.8 84.4 97.1 97.2: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 1 13 32 33 45 46:
Old : 46: 12 1 13 32 33 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.8 55.9 46.7 10.2 8.3 15.0 13.6
Old : 33.7 25.8 55.9 46.7 10.2 8.3 15.0 13.6
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, November 3, 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 : 76,968: 302 1,685 200 75,241 74,653 75,743 76,538: 1,225 430
Old : 76,968: 302 1,685 200 75,241 74,653 75,743 76,538: 1,225 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,158: 150 -445 -150 -2,008 -1,538 -2,008 -2,133: -1,150 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.2 0.3 97.8 97.0 98.4 99.4: 1.6 0.6
Old : 100.0: 0.4 2.2 0.3 97.8 97.0 98.4 99.4: 1.6 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 : 63: 3 4 3 44 53 49 58:
Old : 63: 3 4 3 44 53 49 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.5 60.6 52.3 31.0 15.3 35.8 23.6
Old : 42.2 32.5 60.6 52.3 31.0 15.3 35.8 23.6
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, November 3, 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 : 173,037: 19,396 48,541 12,670 134,448 104,036 166,514 165,247: 6,523 7,790
Old : 173,037: 19,396 48,541 12,670 134,448 104,036 166,514 165,247: 6,523 7,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 5,538: 91 4,984 567 4,903 -234 5,561 5,317: -23 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.1 7.3 77.7 60.1 96.2 95.5: 3.8 4.5
Old : 100.0: 11.2 28.1 7.3 77.7 60.1 96.2 95.5: 3.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 18 17 24 24 45 46:
Old : 51: 7 18 17 24 24 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 33.2 64.4 50.3 29.5 18.6 37.8 27.6
Old : 50.6 33.2 64.4 50.3 29.5 18.6 37.8 27.6
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,045: 2,234 2,825 3,479 30,685 32,091 36,398 38,395: 3,647 1,650
Old : 40,045: 2,234 2,825 3,479 30,685 32,091 36,398 38,395: 3,647 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,800: -550 0 1,300 800 800 1,550 2,100: 250 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.1 8.7 76.6 80.1 90.9 95.9: 9.1 4.1
Old : 100.0: 5.6 7.1 8.7 76.6 80.1 90.9 95.9: 9.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 7 14 15 21 22:
Old : 23: 3 3 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 : 43.6 49.4 65.2 70.2 27.6 31.1 32.9 38.0
Old : 43.6 49.4 65.2 70.2 27.6 31.1 32.9 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 102,703: 4,045 2,885 1,785 65,111 78,309 70,941 82,979: 31,762 19,724
Old : 102,703: 4,045 2,885 1,785 65,111 78,309 70,941 82,979: 31,762 19,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,907: -570 -150 -90 -5,848 -1,921 -6,508 -2,161: 601 -3,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.8 1.7 63.4 76.2 69.1 80.8: 30.9 19.2
Old : 100.0: 3.9 2.8 1.7 63.4 76.2 69.1 80.8: 30.9 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 23 21 27 24:
Old : 27: 2 2 3 23 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 33.2 46.9 53.5 23.2 28.0 31.2 38.4
Old : 32.8 33.2 46.9 53.5 23.2 28.0 31.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 37,552: 0 1,343 0 37,422 36,067 37,422 37,410: 130 142
Old : 37,552: 0 1,343 0 37,422 36,067 37,422 37,410: 130 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,461: 0 -25 0 -3,396 -3,476 -3,396 -3,501: -65 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 99.7 96.0 99.7 99.6: 0.3 0.4
Old : 100.0: 0.0 3.6 0.0 99.7 96.0 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 3 0 25 36 25 39:
Old : 42: 0 3 0 25 36 25 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 : 72.3 36.6 83.7 55.9 67.1 34.6 73.3 51.6
Old : 72.3 36.6 83.7 55.9 67.1 34.6 73.3 51.6
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,255: 14,282 1,746 191 5,115 19,876 19,588 21,813: 2,667 442
Old : 22,255: 14,282 1,746 191 5,115 19,876 19,588 21,813: 2,667 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -439: -507 -139 78 283 -342 -146 -403: -293 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 7.8 0.9 23.0 89.3 88.0 98.0: 12.0 2.0
Old : 100.0: 64.2 7.8 0.9 23.0 89.3 88.0 98.0: 12.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 82 12 5 15 31 101 47:
Old : 140: 82 12 5 15 31 101 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 : 28.5 47.5 43.8 63.5 28.5 47.5 43.8 63.5
Old : 28.5 47.5 43.8 63.5 28.5 47.5 43.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 31,269: 21,025 1,721 6 5,535 28,869 26,566 30,596: 4,703 673
Old : 31,269: 21,025 1,721 6 5,535 28,869 26,566 30,596: 4,703 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -380: 221 344 -36 87 -61 272 247: -652 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 5.5 0.0 17.7 92.3 85.0 97.8: 15.0 2.2
Old : 100.0: 67.2 5.5 0.0 17.7 92.3 85.0 97.8: 15.0 2.2
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 : 138: 86 11 2 11 31 98 43:
Old : 138: 86 11 2 11 31 98 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 : 21.2 33.7 35.3 53.9 21.2 33.7 35.3 53.9
Old : 21.2 33.7 35.3 53.9 21.2 33.7 35.3 53.9
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, November 3, 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 : 277,645: 83,851 14,854 35,053 136,662 211,099 255,567 261,006: 22,079 16,639
Old : 277,645: 83,851 14,854 35,053 136,662 211,099 255,567 261,006: 22,079 16,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 5,311: 4,852 1,041 -1 13,321 5,929 18,172 6,968: -12,861 -1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.3 12.6 49.2 76.0 92.0 94.0: 8.0 6.0
Old : 100.0: 30.2 5.3 12.6 49.2 76.0 92.0 94.0: 8.0 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 : 193: 72 21 45 73 81 166 130:
Old : 193: 72 21 45 73 81 166 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 21.4 27.3 34.9 13.0 14.7 22.7 23.7
Old : 15.9 21.4 27.3 34.9 13.0 14.7 22.7 23.7
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, November 3, 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 : 22,384: 1,704 0 440 15,388 16,457 17,532 16,897: 4,852 5,487
Old : 22,384: 1,704 0 440 15,388 16,457 17,532 16,897: 4,852 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,054: -290 0 -4 -2,145 -2,921 -2,439 -2,925: -615 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 2.0 68.7 73.5 78.3 75.5: 21.7 24.5
Old : 100.0: 7.6 0.0 2.0 68.7 73.5 78.3 75.5: 21.7 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 3 19 19 22 22:
Old : 25: 3 0 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 : 49.3 38.7 63.2 57.6 46.7 36.8 55.4 53.2
Old : 49.3 38.7 63.2 57.6 46.7 36.8 55.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,189: 1,454 0 50 6,182 7,633 7,686 7,683: 503 506
Old : 8,189: 1,454 0 50 6,182 7,633 7,686 7,683: 503 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,418: -675 -50 -100 -1,478 -2,003 -2,253 -2,153: -165 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.6 75.5 93.2 93.9 93.8: 6.1 6.2
Old : 100.0: 17.8 0.0 0.6 75.5 93.2 93.9 93.8: 6.1 6.2
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 : 43: 6 0 1 26 29 32 30:
Old : 43: 6 0 1 26 29 32 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 : 37.0 32.4 55.3 55.0 31.0 32.4 45.7 48.5
Old : 37.0 32.4 55.3 55.0 31.0 32.4 45.7 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 41,915: 2,619 0 0 38,055 41,605 40,674 41,605: 1,241 310
Old : 41,915: 2,619 0 0 38,055 41,605 40,674 41,605: 1,241 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -259: -250 0 0 84 -259 -166 -259: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 90.8 99.3 97.0 99.3: 3.0 0.7
Old : 100.0: 6.2 0.0 0.0 90.8 99.3 97.0 99.3: 3.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 0 32 31 34 31:
Old : 43: 2 0 0 32 31 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 63.2 68.3 79.5 44.8 52.7 56.1 63.8
Old : 50.3 63.2 68.3 79.5 44.8 52.7 56.1 63.8
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,820: 460 0 0 18,080 17,560 18,540 17,560: 280 1,260
Old : 18,820: 460 0 0 18,080 17,560 18,540 17,560: 280 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,530: -455 0 0 -3,025 -3,530 -3,480 -3,530: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 96.1 93.3 98.5 93.3: 1.5 6.7
Old : 100.0: 2.4 0.0 0.0 96.1 93.3 98.5 93.3: 1.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 24 15 25 15:
Old : 30: 1 0 0 24 15 25 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 : 56.6 85.4 73.4 90.2 53.6 80.1 69.1 80.8
Old : 56.6 85.4 73.4 90.2 53.6 80.1 69.1 80.8
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,790: 2,200 50 150 12,340 13,540 14,690 13,740: 100 1,050
Old : 14,790: 2,200 50 150 12,340 13,540 14,690 13,740: 100 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -550: 300 0 0 -850 -550 -550 -550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.3 1.0 83.4 91.5 99.3 92.9: 0.7 7.1
Old : 100.0: 14.9 0.3 1.0 83.4 91.5 99.3 92.9: 0.7 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 : 41: 3 1 1 25 27 29 29:
Old : 41: 3 1 1 25 27 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 47.2 74.2 65.1 37.5 30.0 47.2 39.0
Old : 57.4 47.2 74.2 65.1 37.5 30.0 47.2 39.0
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, November 3, 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 : 3,765: 399 90 0 2,334 3,044 2,733 3,134: 1,032 631
Old : 3,765: 399 90 0 2,334 3,044 2,733 3,134: 1,032 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -371: 32 -31 0 -224 6 -192 -25: -179 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.4 0.0 62.0 80.8 72.6 83.2: 27.4 16.8
Old : 100.0: 10.6 2.4 0.0 62.0 80.8 72.6 83.2: 27.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 19 18 21 20:
Old : 27: 2 2 0 19 18 21 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 : 46.5 40.6 61.2 64.1 46.5 37.8 57.3 58.9
Old : 46.5 40.6 61.2 64.1 46.5 37.8 57.3 58.9
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,068: 420 0 0 14,403 15,058 14,823 15,058: 245 10
Old : 15,068: 420 0 0 14,403 15,058 14,823 15,058: 245 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,526: 0 0 0 -3,441 -3,511 -3,441 -3,511: -85 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 95.6 99.9 98.4 99.9: 1.6 0.1
Old : 100.0: 2.8 0.0 0.0 95.6 99.9 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.3 64.0 75.7 84.3 52.8 53.3 62.0 65.2
Old : 56.3 64.0 75.7 84.3 52.8 53.3 62.0 65.2
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, November 3, 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 : 17,654: 2,367 260 27 14,775 17,286 17,169 17,573: 485 81
Old : 17,654: 2,367 260 27 14,775 17,286 17,169 17,573: 485 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,150: -384 -98 0 -1,662 -1,985 -2,046 -2,083: -104 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.5 0.2 83.7 97.9 97.3 99.5: 2.7 0.5
Old : 100.0: 13.4 1.5 0.2 83.7 97.9 97.3 99.5: 2.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 1 2 28 32 34 35:
Old : 45: 6 1 2 28 32 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.1 51.0 56.9 21.9 29.4 34.3 39.1
Old : 30.2 35.1 51.0 56.9 21.9 29.4 34.3 39.1
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, November 3, 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 : 9,410: 934 178 0 8,440 9,172 9,374 9,350: 36 60
Old : 9,410: 934 178 0 8,440 9,172 9,374 9,350: 36 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,066: -27 -89 -18 -898 -846 -943 -953: -123 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.9 0.0 89.7 97.5 99.6 99.4: 0.4 0.6
Old : 100.0: 9.9 1.9 0.0 89.7 97.5 99.6 99.4: 0.4 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 : 30: 1 1 0 22 22 23 23:
Old : 30: 1 1 0 22 22 23 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 : 45.0 48.8 69.0 74.3 38.0 42.1 50.5 51.8
Old : 45.0 48.8 69.0 74.3 38.0 42.1 50.5 51.8
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, November 3, 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 : 54,256: 12,811 390 1,178 37,694 50,828 51,683 52,396: 2,573 1,860
Old : 54,256: 12,811 390 1,178 37,694 50,828 51,683 52,396: 2,573 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,968: 326 -30 -352 -2,120 -2,114 -2,146 -2,496: -822 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.7 2.2 69.5 93.7 95.3 96.6: 4.7 3.4
Old : 100.0: 23.6 0.7 2.2 69.5 93.7 95.3 96.6: 4.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 2 3 30 36 38 41:
Old : 49: 8 2 3 30 36 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 29.8 49.1 52.8 22.6 24.8 36.5 41.7
Old : 29.0 29.8 49.1 52.8 22.6 24.8 36.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009