GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,538: 1,980 880 0 36,525 37,618 38,505 38,498: 33 40
Old : 38,538: 1,980 880 0 36,525 37,618 38,505 38,498: 33 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,143: 30 70 0 1,113 1,073 1,143 1,143: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.3 0.0 94.8 97.6 99.9 99.9: 0.1 0.1
Old : 100.0: 5.1 2.3 0.0 94.8 97.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 3 0 36 38 38 41:
Old : 51: 2 3 0 36 38 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 : 45.8 31.7 68.5 51.7 33.3 25.4 47.5 38.3
Old : 45.8 31.7 68.5 51.7 33.3 25.4 47.5 38.3
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,120: 0 0 0 21,003 20,985 21,003 20,985: 117 135
Old : 21,120: 0 0 0 21,003 20,985 21,003 20,985: 117 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 467: 0 0 0 387 467 387 467: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 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 : 37: 0 0 0 31 27 31 27:
Old : 37: 0 0 0 31 27 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 63.7 71.9 81.2 46.1 51.2 54.6 57.8
Old : 52.3 63.7 71.9 81.2 46.1 51.2 54.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,857: 505 216 114 6,371 6,612 6,990 6,942: 867 915
Old : 7,857: 505 216 114 6,371 6,612 6,990 6,942: 867 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 160: 0 0 0 153 229 153 229: 7 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.7 1.5 81.1 84.2 89.0 88.4: 11.0 11.6
Old : 100.0: 6.4 2.7 1.5 81.1 84.2 89.0 88.4: 11.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 26 24 27 26:
Old : 30: 1 1 1 26 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 55.3 56.9 66.4 33.0 43.8 46.3 49.0
Old : 37.9 55.3 56.9 66.4 33.0 43.8 46.3 49.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,217: 262 251 60 9,439 9,877 9,761 10,188: 1,456 1,029
Old : 11,217: 262 251 60 9,439 9,877 9,761 10,188: 1,456 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 281: 51 25 60 309 448 420 533: -139 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.2 0.5 84.1 88.1 87.0 90.8: 13.0 9.2
Old : 100.0: 2.3 2.2 0.5 84.1 88.1 87.0 90.8: 13.0 9.2
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 : 56: 2 2 1 45 48 47 51:
Old : 56: 2 2 1 45 48 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 30.0 36.3 44.7 15.4 21.0 24.2 29.7
Old : 23.1 30.0 36.3 44.7 15.4 21.0 24.2 29.7
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,241: 25 196 198 8,165 8,232 8,388 8,626: 853 615
Old : 9,241: 25 196 198 8,165 8,232 8,388 8,626: 853 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 460: -5 -35 10 257 390 262 365: 198 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.1 2.1 88.4 89.1 90.8 93.3: 9.2 6.7
Old : 100.0: 0.3 2.1 2.1 88.4 89.1 90.8 93.3: 9.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 1 4 4 45 57 49 63:
Old : 64: 1 4 4 45 57 49 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 18.8 50.7 32.8 23.8 14.1 31.5 24.3
Old : 34.6 18.8 50.7 32.8 23.8 14.1 31.5 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,251: 825 40 0 2,666 3,379 3,491 3,419: 760 832
Old : 4,251: 825 40 0 2,666 3,379 3,491 3,419: 760 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.9 0.0 62.7 79.5 82.1 80.4: 17.9 19.6
Old : 100.0: 19.4 0.9 0.0 62.7 79.5 82.1 80.4: 17.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 20 16 21:
Old : 23: 1 1 0 15 20 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 39.7 74.1 58.4 44.3 31.6 51.0 45.0
Old : 51.2 39.7 74.1 58.4 44.3 31.6 51.0 45.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,083: 0 0 0 11,078 11,043 11,078 11,043: 5 40
Old : 11,083: 0 0 0 11,078 11,043 11,078 11,043: 5 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,229: 0 0 0 1,229 1,254 1,229 1,254: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 0.0 0.0 100.0 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 : 25: 0 0 0 19 22 19 22:
Old : 25: 0 0 0 19 22 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 46.1 81.3 71.3 39.7 32.7 46.9 43.9
Old : 58.3 46.1 81.3 71.3 39.7 32.7 46.9 43.9
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,328: 51,566 24,649 38,669 182,224 223,172 272,459 286,490: 42,869 28,838
Old : 315,328: 51,566 24,649 38,669 182,224 223,172 272,459 286,490: 42,869 28,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 4,129: -4,653 6,688 -394 6,848 -4,828 1,801 1,466: 2,328 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.8 12.3 57.8 70.8 86.4 90.9: 13.6 9.1
Old : 100.0: 16.4 7.8 12.3 57.8 70.8 86.4 90.9: 13.6 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 : 165: 46 24 42 64 79 138 126:
Old : 165: 46 24 42 64 79 138 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 23.3 34.3 33.5 19.9 18.5 29.0 25.3
Old : 23.8 23.3 34.3 33.5 19.9 18.5 29.0 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,069: 1,371 50 675 17,083 19,958 19,129 20,683: 2,940 1,386
Old : 22,069: 1,371 50 675 17,083 19,958 19,129 20,683: 2,940 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,775: -250 -400 50 1,425 2,475 1,225 2,125: 1,550 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.2 3.1 77.4 90.4 86.7 93.7: 13.3 6.3
Old : 100.0: 6.2 0.2 3.1 77.4 90.4 86.7 93.7: 13.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 7 1 6 44 53 54 60:
Old : 70: 7 1 6 44 53 54 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 22.4 40.5 37.2 20.9 18.1 28.9 29.3
Old : 27.5 22.4 40.5 37.2 20.9 18.1 28.9 29.3
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,388: 225 1,650 450 16,547 15,448 17,222 17,548: 1,166 840
Old : 18,388: 225 1,650 450 16,547 15,448 17,222 17,548: 1,166 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 127: 0 0 0 50 127 50 127: 77 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.0 2.4 90.0 84.0 93.7 95.4: 6.3 4.6
Old : 100.0: 1.2 9.0 2.4 90.0 84.0 93.7 95.4: 6.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 2 23 18 25 22:
Old : 34: 1 3 2 23 18 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 58.0 67.8 81.2 41.2 48.6 52.8 60.8
Old : 52.2 58.0 67.8 81.2 41.2 48.6 52.8 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 5,146: 660 110 290 2,583 2,958 3,533 3,358: 1,613 1,788
Old : 5,146: 660 110 290 2,583 2,958 3,533 3,358: 1,613 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.1 5.6 50.2 57.5 68.7 65.3: 31.3 34.7
Old : 100.0: 12.8 2.1 5.6 50.2 57.5 68.7 65.3: 31.3 34.7
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 : 21: 4 1 4 12 16 17 20:
Old : 21: 4 1 4 12 16 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 29.6 58.0 50.0 37.3 27.0 46.1 41.6
Old : 44.7 29.6 58.0 50.0 37.3 27.0 46.1 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 2,400: 50 475 0 2,200 1,525 2,250 2,000: 150 400
Old : 2,400: 50 475 0 2,200 1,525 2,250 2,000: 150 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 19.8 0.0 91.7 63.5 93.8 83.3: 6.3 16.7
Old : 100.0: 2.1 19.8 0.0 91.7 63.5 93.8 83.3: 6.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 0 15 13 16 16:
Old : 28: 1 3 0 15 13 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 : 42.7 35.4 67.7 56.3 42.7 33.3 67.7 50.0
Old : 42.7 35.4 67.7 56.3 42.7 33.3 67.7 50.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 769,887: 88,479 251,033 289,885 318,212 194,613 696,576 735,531: 73,311 34,356
Old : 769,887: 88,479 251,033 289,885 318,212 194,613 696,576 735,531: 73,311 34,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -12,662: -88 -6,256 4,232 -15,278 -7,389 -11,134 -9,413: -1,528 -3,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 32.6 37.7 41.3 25.3 90.5 95.5: 9.5 4.5
Old : 100.0: 11.5 32.6 37.7 41.3 25.3 90.5 95.5: 9.5 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 : 253: 65 89 109 84 71 225 205:
Old : 253: 65 89 109 84 71 225 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 36.9 35.1 47.9 13.5 22.3 19.5 27.4
Old : 22.5 36.9 35.1 47.9 13.5 22.3 19.5 27.4
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,760: 2,127 0 1,824 55,664 56,693 59,615 58,517: 5,145 6,243
Old : 64,760: 2,127 0 1,824 55,664 56,693 59,615 58,517: 5,145 6,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,137: -928 0 59 2,449 698 1,580 757: -2,717 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 2.8 86.0 87.5 92.1 90.4: 7.9 9.6
Old : 100.0: 3.3 0.0 2.8 86.0 87.5 92.1 90.4: 7.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 22 23 24 25:
Old : 28: 2 0 2 22 23 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 : 49.0 45.9 69.1 65.0 46.4 37.3 54.2 48.0
Old : 49.0 45.9 69.1 65.0 46.4 37.3 54.2 48.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,024: 826 2,917 0 60,633 57,915 61,459 60,832: 10,565 11,192
Old : 72,024: 826 2,917 0 60,633 57,915 61,459 60,832: 10,565 11,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 537: 0 48 0 413 489 413 537: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 0.0 84.2 80.4 85.3 84.5: 14.7 15.5
Old : 100.0: 1.1 4.1 0.0 84.2 80.4 85.3 84.5: 14.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 0 26 28 27 29:
Old : 32: 1 1 0 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 33.4 54.0 49.7 26.1 28.5 38.2 39.8
Old : 35.1 33.4 54.0 49.7 26.1 28.5 38.2 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,928: 0 0 0 71,478 77,088 71,478 77,088: 9,450 3,840
Old : 80,928: 0 0 0 71,478 77,088 71,478 77,088: 9,450 3,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 428: 0 0 0 428 428 428 428: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.3 95.3 88.3 95.3: 11.7 4.7
Old : 100.0: 0.0 0.0 0.0 88.3 95.3 88.3 95.3: 11.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 21 20 21:
Old : 24: 0 0 0 20 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 51.9 63.9 73.3 42.3 46.8 57.5 62.6
Old : 45.1 51.9 63.9 73.3 42.3 46.8 57.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,769: 4,408 0 3,523 81,901 91,271 89,832 94,794: 8,937 3,975
Old : 98,769: 4,408 0 3,523 81,901 91,271 89,832 94,794: 8,937 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,275: 22 0 523 645 724 1,190 1,247: 85 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 3.6 82.9 92.4 91.0 96.0: 9.0 4.0
Old : 100.0: 4.5 0.0 3.6 82.9 92.4 91.0 96.0: 9.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 3 25 29 28 32:
Old : 37: 3 0 3 25 29 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 45.3 61.1 62.1 36.6 42.8 54.8 59.1
Old : 41.4 45.3 61.1 62.1 36.6 42.8 54.8 59.1
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,127: 0 10,680 2,977 90,095 75,784 93,072 89,441: 6,055 9,686
Old : 99,127: 0 10,680 2,977 90,095 75,784 93,072 89,441: 6,055 9,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,888: -1,069 6,904 -1,307 5,244 -2,551 2,868 3,046: 20 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 3.0 90.9 76.5 93.9 90.2: 6.1 9.8
Old : 100.0: 0.0 10.8 3.0 90.9 76.5 93.9 90.2: 6.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 3 16 22 19 25:
Old : 30: 0 3 3 16 22 19 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 : 66.9 34.5 84.5 55.1 62.8 33.2 76.1 53.6
Old : 66.9 34.5 84.5 55.1 62.8 33.2 76.1 53.6
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,380: 8,963 2,419 4,026 67,914 79,631 80,903 86,076: 11,477 6,304
Old : 92,380: 8,963 2,419 4,026 67,914 79,631 80,903 86,076: 11,477 6,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 80: -744 0 191 569 -3 16 188: 64 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.6 4.4 73.5 86.2 87.6 93.2: 12.4 6.8
Old : 100.0: 9.7 2.6 4.4 73.5 86.2 87.6 93.2: 12.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 3 22 25 26 28:
Old : 33: 3 1 3 22 25 26 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 : 36.7 45.7 58.8 64.8 32.3 45.0 51.9 59.6
Old : 36.7 45.7 58.8 64.8 32.3 45.0 51.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,574: 0 1,180 0 90,224 87,539 90,224 88,719: 3,350 4,855
Old : 93,574: 0 1,180 0 90,224 87,539 90,224 88,719: 3,350 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,008: 0 0 0 1,362 1,008 1,362 1,008: -354 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 96.4 93.6 96.4 94.8: 3.6 5.2
Old : 100.0: 0.0 1.3 0.0 96.4 93.6 96.4 94.8: 3.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 17 18 17 19:
Old : 25: 0 1 0 17 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 52.6 83.4 71.9 55.1 44.5 68.4 59.2
Old : 65.9 52.6 83.4 71.9 55.1 44.5 68.4 59.2
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 202,139: 4,624 7,783 5,426 181,798 181,881 191,848 195,090: 10,291 7,049
Old : 202,139: 4,624 7,783 5,426 181,798 181,881 191,848 195,090: 10,291 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,554: -778 -377 1,101 1,445 812 1,768 1,536: -214 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.9 2.7 89.9 90.0 94.9 96.5: 5.1 3.5
Old : 100.0: 2.3 3.9 2.7 89.9 90.0 94.9 96.5: 5.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 3 5 39 36 47 41:
Old : 50: 5 3 5 39 36 47 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 : 33.9 46.0 54.1 61.9 30.3 44.8 41.4 53.5
Old : 33.9 46.0 54.1 61.9 30.3 44.8 41.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,136: 3,049 1,136 2,057 128,770 137,213 133,876 140,406: 11,260 4,730
Old : 145,136: 3,049 1,136 2,057 128,770 137,213 133,876 140,406: 11,260 4,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,106: 0 788 -387 1,942 939 1,555 1,340: -449 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.8 1.4 88.7 94.5 92.2 96.7: 7.8 3.3
Old : 100.0: 2.1 0.8 1.4 88.7 94.5 92.2 96.7: 7.8 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 : 35: 3 1 2 25 25 29 27:
Old : 35: 3 1 2 25 25 29 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 : 48.9 51.3 66.7 76.1 43.2 51.0 56.9 72.6
Old : 48.9 51.3 66.7 76.1 43.2 51.0 56.9 72.6
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,553: 10,786 0 10,927 204,463 223,139 226,176 234,066: 15,377 7,487
Old : 241,553: 10,786 0 10,927 204,463 223,139 226,176 234,066: 15,377 7,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,986: 2,027 0 -639 -294 2,613 1,094 1,974: 892 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 4.5 84.6 92.4 93.6 96.9: 6.4 3.1
Old : 100.0: 4.5 0.0 4.5 84.6 92.4 93.6 96.9: 6.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 0 3 35 39 38 42:
Old : 44: 3 0 3 35 39 38 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 : 36.9 31.1 54.2 55.5 32.2 28.0 44.7 45.2
Old : 36.9 31.1 54.2 55.5 32.2 28.0 44.7 45.2
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,972,720: 695,241 58,041 941,834 1,313,406 1,956,791 2,950,481 2,956,666: 22,239 16,054
Old : 2,972,720: 695,241 58,041 941,834 1,313,406 1,956,791 2,950,481 2,956,666: 22,239 16,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 15,911: -27,385 -901 18,555 32,616 4,722 23,786 22,376: -7,875 -6,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.0 31.7 44.2 65.8 99.3 99.5: 0.7 0.5
Old : 100.0: 23.4 2.0 31.7 44.2 65.8 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 44 21 57 113 101 178 161:
Old : 188: 44 21 57 113 101 178 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 32.5 43.3 44.9 17.9 20.4 24.4 29.5
Old : 31.7 32.5 43.3 44.9 17.9 20.4 24.4 29.5
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,031,193: 153,645 211,477 191,121 677,552 622,323 1,022,318 1,024,921: 8,875 6,272
Old : 1,031,193: 153,645 211,477 191,121 677,552 622,323 1,022,318 1,024,921: 8,875 6,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 64,567: 15,042 3,533 23,283 22,667 33,532 60,992 60,348: 3,575 4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.5 18.5 65.7 60.3 99.1 99.4: 0.9 0.6
Old : 100.0: 14.9 20.5 18.5 65.7 60.3 99.1 99.4: 0.9 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 : 100: 28 26 41 43 39 93 84:
Old : 100: 28 26 41 43 39 93 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.3 48.7 59.0 26.9 31.8 37.1 43.9
Old : 32.1 37.3 48.7 59.0 26.9 31.8 37.1 43.9
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 2,920: 0 825 0 2,846 1,896 2,846 2,721: 74 199
Old : 2,920: 0 825 0 2,846 1,896 2,846 2,721: 74 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 196: 0 15 0 268 160 268 175: -72 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.3 0.0 97.5 64.9 97.5 93.2: 2.5 6.8
Old : 100.0: 0.0 28.3 0.0 97.5 64.9 97.5 93.2: 2.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 13 16 13 18:
Old : 22: 0 2 0 13 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 46.5 90.4 69.8 68.2 44.3 82.6 65.6
Old : 73.2 46.5 90.4 69.8 68.2 44.3 82.6 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,842: 113 0 0 823 1,319 936 1,319: 906 523
Old : 1,842: 113 0 0 823 1,319 936 1,319: 906 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 385: 27 -35 0 120 446 147 411: 238 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 44.7 71.6 50.8 71.6: 49.2 28.4
Old : 100.0: 6.1 0.0 0.0 44.7 71.6 50.8 71.6: 49.2 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 17 15 19 15:
Old : 22: 2 0 0 17 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 43.0 35.5 58.6 16.8 35.5 28.1 47.2
Old : 22.4 43.0 35.5 58.6 16.8 35.5 28.1 47.2
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,932: 4,120 140 392 36,061 41,134 40,573 41,666: 1,359 266
Old : 41,932: 4,120 140 392 36,061 41,134 40,573 41,666: 1,359 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 178: -150 40 110 188 28 148 178: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.3 0.9 86.0 98.1 96.8 99.4: 3.2 0.6
Old : 100.0: 9.8 0.3 0.9 86.0 98.1 96.8 99.4: 3.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 2 2 32 30 37 34:
Old : 43: 5 2 2 32 30 37 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 : 39.6 45.2 58.1 69.3 28.4 32.0 40.7 47.3
Old : 39.6 45.2 58.1 69.3 28.4 32.0 40.7 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,158: 0 1,176 464 17,776 16,059 18,240 17,699: 918 1,459
Old : 19,158: 0 1,176 464 17,776 16,059 18,240 17,699: 918 1,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -34: 0 20 -10 -24 -44 -34 -34: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.4 92.8 83.8 95.2 92.4: 4.8 7.6
Old : 100.0: 0.0 6.1 2.4 92.8 83.8 95.2 92.4: 4.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 22 18 24 21:
Old : 28: 0 3 2 22 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 40.5 65.1 67.1 35.9 29.0 52.6 48.6
Old : 42.4 40.5 65.1 67.1 35.9 29.0 52.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 31,639: 0 1,514 490 29,103 28,947 29,593 30,951: 2,046 688
Old : 31,639: 0 1,514 490 29,103 28,947 29,593 30,951: 2,046 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 348: 0 100 10 324 238 334 348: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 1.5 92.0 91.5 93.5 97.8: 6.5 2.2
Old : 100.0: 0.0 4.8 1.5 92.0 91.5 93.5 97.8: 6.5 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 : 30: 0 2 2 26 22 28 24:
Old : 30: 0 2 2 26 22 28 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 : 38.6 46.0 56.7 70.4 24.2 29.4 36.4 41.7
Old : 38.6 46.0 56.7 70.4 24.2 29.4 36.4 41.7
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,238: 720 88 0 10,374 11,550 11,094 11,638: 2,144 1,600
Old : 13,238: 720 88 0 10,374 11,550 11,094 11,638: 2,144 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 16: 0 88 0 -384 -36 -384 52: 400 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.7 0.0 78.4 87.2 83.8 87.9: 16.2 12.1
Old : 100.0: 5.4 0.7 0.0 78.4 87.2 83.8 87.9: 16.2 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 : 22: 1 1 0 17 15 18 16:
Old : 22: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.6 58.2 73.7 33.6 37.2 50.1 51.9
Old : 35.7 43.6 58.2 73.7 33.6 37.2 50.1 51.9
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,468: 672 0 0 15,091 15,700 15,763 15,700: 705 768
Old : 16,468: 672 0 0 15,091 15,700 15,763 15,700: 705 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 292: 0 0 0 298 282 298 282: -6 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 91.6 95.3 95.7 95.3: 4.3 4.7
Old : 100.0: 4.1 0.0 0.0 91.6 95.3 95.7 95.3: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 22 20 23 20:
Old : 26: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 52.1 69.6 79.2 53.0 46.7 66.2 70.5
Old : 54.0 52.1 69.6 79.2 53.0 46.7 66.2 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,300: 0 0 0 10,238 10,766 10,238 10,766: 1,062 534
Old : 11,300: 0 0 0 10,238 10,766 10,238 10,766: 1,062 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 18: 0 0 0 6 44 6 44: 12 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 95.3 90.6 95.3: 9.4 4.7
Old : 100.0: 0.0 0.0 0.0 90.6 95.3 90.6 95.3: 9.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 19 16 19 16:
Old : 21: 0 0 0 19 16 19 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 : 34.7 69.2 62.7 83.4 29.5 61.2 47.9 66.2
Old : 34.7 69.2 62.7 83.4 29.5 61.2 47.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 57,466: 0 0 0 57,466 57,124 57,466 57,124: 0 342
Old : 57,466: 0 0 0 57,466 57,124 57,466 57,124: 0 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 9 14 9:
Old : 21: 0 0 0 14 9 14 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 : 78.7 80.0 93.4 97.9 78.7 76.5 91.4 92.8
Old : 78.7 80.0 93.4 97.9 78.7 76.5 91.4 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 906,804: 0 0 0 906,804 906,804 906,804 906,804: 0 0
Old : 906,804: 0 0 0 906,804 906,804 906,804 906,804: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 9 13 9:
Old : 20: 0 0 0 13 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 82.9 92.3 99.5 73.2 80.8 91.8 97.3
Old : 73.7 82.9 92.3 99.5 73.2 80.8 91.8 97.3
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 50,594: 0 600 0 49,969 49,894 49,969 50,494: 625 100
Old : 50,594: 0 600 0 49,969 49,894 49,969 50,494: 625 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 650: 0 0 0 650 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 98.8 98.6 98.8 99.8: 1.2 0.2
Old : 100.0: 0.0 1.2 0.0 98.8 98.6 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 18 8 18 10:
Old : 23: 0 2 0 18 8 18 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 : 60.7 90.7 81.6 99.0 58.3 75.1 73.8 80.8
Old : 60.7 90.7 81.6 99.0 58.3 75.1 73.8 80.8
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 833,736: 0 31,040 0 833,736 802,696 833,736 833,736: 0 0
Old : 833,736: 0 31,040 0 833,736 802,696 833,736 833,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 11,670: 0 0 0 11,670 11,670 11,670 11,670: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 100.0 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.7 0.0 100.0 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 15 8 15 11:
Old : 22: 0 3 0 15 8 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 90.5 88.8 98.2 61.5 73.3 75.4 77.9
Old : 63.9 90.5 88.8 98.2 61.5 73.3 75.4 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 95,883: 0 4,345 0 95,883 91,538 95,883 95,883: 0 0
Old : 95,883: 0 4,345 0 95,883 91,538 95,883 95,883: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 4,330: 0 0 0 5,130 5,130 5,130 5,130: -800 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 16 12 16 14:
Old : 26: 0 2 0 16 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 71.4 85.8 92.0 71.0 66.9 85.8 86.3
Old : 71.0 71.4 85.8 92.0 71.0 66.9 85.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,635,290: 0 65,910 0 1,635,290 1,569,380 1,635,290 1,635,290: 0 0
Old : 1,635,290: 0 65,910 0 1,635,290 1,569,380 1,635,290 1,635,290: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 93,360: 0 0 0 93,360 93,360 93,360 93,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.0 0.0 100.0 96.0 100.0 100.0: 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 : 24: 0 2 0 16 11 16 13:
Old : 24: 0 2 0 16 11 16 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 : 74.0 74.8 88.2 95.4 72.5 72.2 86.8 91.8
Old : 74.0 74.8 88.2 95.4 72.5 72.2 86.8 91.8
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 183,944: 5,575 0 0 178,369 183,339 183,944 183,339: 0 605
Old : 183,944: 5,575 0 0 178,369 183,339 183,944 183,339: 0 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 8,032: 0 0 0 8,032 8,032 8,032 8,032: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 97.0 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 3.0 0.0 0.0 97.0 99.7 100.0 99.7: 0.0 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 : 35: 2 0 0 23 26 25 26:
Old : 35: 2 0 0 23 26 25 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 : 50.3 57.6 70.5 74.6 46.9 54.9 64.0 70.3
Old : 50.3 57.6 70.5 74.6 46.9 54.9 64.0 70.3
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 MEGAWATT HOURS) :
: : :
All : 2,952,636: 98,893 0 0 2,853,743 2,952,636 2,952,636 2,952,636: 0 0
Old : 2,952,636: 98,893 0 0 2,853,743 2,952,636 2,952,636 2,952,636: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 146,324: 0 0 0 146,324 146,324 146,324 146,324: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 96.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.0 0.0 96.7 100.0 100.0 100.0: 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 : 35: 3 0 0 21 23 24 23:
Old : 35: 3 0 0 21 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 64.2 79.3 83.5 60.2 63.1 77.1 78.6
Old : 61.7 64.2 79.3 83.5 60.2 63.1 77.1 78.6
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 62,371: 80 3,090 0 59,741 59,025 59,821 62,115: 2,550 256
Old : 62,371: 80 3,090 0 59,741 59,025 59,821 62,115: 2,550 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,275: 0 0 0 -1,275 1,275 -1,275 1,275: 2,550 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.0 0.0 95.8 94.6 95.9 99.6: 4.1 0.4
Old : 100.0: 0.1 5.0 0.0 95.8 94.6 95.9 99.6: 4.1 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 : 25: 1 1 0 18 16 19 17:
Old : 25: 1 1 0 18 16 19 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 : 60.7 68.1 80.0 84.9 50.6 65.4 66.9 76.3
Old : 60.7 68.1 80.0 84.9 50.6 65.4 66.9 76.3
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,040,251: 0 76,200 0 1,040,251 964,051 1,040,251 1,040,251: 0 0
Old : 1,040,251: 0 76,200 0 1,040,251 964,051 1,040,251 1,040,251: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 31,795: 0 -3,715 0 31,795 35,510 31,795 31,795: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 100.0 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.3 0.0 100.0 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 16 16 16 17:
Old : 24: 0 1 0 16 16 16 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 : 68.2 63.3 85.7 85.7 67.3 58.5 79.2 78.5
Old : 68.2 63.3 85.7 85.7 67.3 58.5 79.2 78.5
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 60,710: 5,130 515 45 55,280 60,110 60,455 60,670: 255 40
Old : 60,710: 5,130 515 45 55,280 60,110 60,455 60,670: 255 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.8 0.1 91.1 99.0 99.6 99.9: 0.4 0.1
Old : 100.0: 8.5 0.8 0.1 91.1 99.0 99.6 99.9: 0.4 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 : 36: 1 2 1 22 30 24 32:
Old : 36: 1 2 1 22 30 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 43.2 75.0 60.0 48.7 31.9 62.1 46.4
Old : 55.1 43.2 75.0 60.0 48.7 31.9 62.1 46.4
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,094,528: 105,180 35,400 0 989,348 1,059,128 1,094,528 1,094,528: 0 0
Old : 1,094,528: 105,180 35,400 0 989,348 1,059,128 1,094,528 1,094,528: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.2 0.0 90.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 3.2 0.0 90.4 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 0 23 24 25 26:
Old : 39: 2 2 0 23 24 25 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 : 47.6 47.6 69.6 64.7 46.2 34.6 58.7 49.1
Old : 47.6 47.6 69.6 64.7 46.2 34.6 58.7 49.1
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 23,432: 504 45 119 22,319 23,019 22,942 23,183: 490 249
Old : 23,432: 504 45 119 22,319 23,019 22,942 23,183: 490 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 877: 115 0 29 659 760 803 789: 74 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.2 0.5 95.3 98.2 97.9 98.9: 2.1 1.1
Old : 100.0: 2.2 0.2 0.5 95.3 98.2 97.9 98.9: 2.1 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 : 46: 2 1 2 37 31 40 33:
Old : 46: 2 1 2 37 31 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 40.3 61.9 66.3 34.5 37.1 45.7 51.2
Old : 42.2 40.3 61.9 66.3 34.5 37.1 45.7 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,765: 25 0 0 15,880 16,765 15,905 16,765: 860 0
Old : 16,765: 25 0 0 15,880 16,765 15,905 16,765: 860 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 259: 25 0 0 114 259 139 259: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 94.7 100.0 94.9 100.0: 5.1 0.0
Old : 100.0: 0.1 0.0 0.0 94.7 100.0 94.9 100.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 18 18 19 18:
Old : 24: 1 0 0 18 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 64.1 82.3 91.5 51.3 56.6 61.2 66.1
Old : 61.8 64.1 82.3 91.5 51.3 56.6 61.2 66.1
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,009: 0 127 161 12,669 12,646 12,830 12,934: 179 75
Old : 13,009: 0 127 161 12,669 12,646 12,830 12,934: 179 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 128: 0 115 -13 191 96 178 198: -50 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.2 97.4 97.2 98.6 99.4: 1.4 0.6
Old : 100.0: 0.0 1.0 1.2 97.4 97.2 98.6 99.4: 1.4 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 : 27: 0 1 1 21 24 22 25:
Old : 27: 0 1 1 21 24 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 48.0 79.5 70.2 43.9 33.5 50.2 44.3
Old : 53.1 48.0 79.5 70.2 43.9 33.5 50.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,799: 415 0 0 8,642 9,424 9,057 9,424: 742 375
Old : 9,799: 415 0 0 8,642 9,424 9,057 9,424: 742 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 243: 0 0 0 668 1,385 668 1,385: -425 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 88.2 96.2 92.4 96.2: 7.6 3.8
Old : 100.0: 4.2 0.0 0.0 88.2 96.2 92.4 96.2: 7.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 26 23 27 23:
Old : 31: 1 0 0 26 23 27 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 : 37.2 51.8 55.6 75.9 31.5 44.3 45.6 57.4
Old : 37.2 51.8 55.6 75.9 31.5 44.3 45.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,320,661: 246,573 146,953 327,078 661,990 784,287 1,235,641 1,258,318: 85,020 62,343
Old : 1,320,661: 246,573 146,953 327,078 661,990 784,287 1,235,641 1,258,318: 85,020 62,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -4,242: -33,837 924 4,803 18,210 -12,487 -10,824 -6,760: 6,582 2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.1 24.8 50.1 59.4 93.6 95.3: 6.4 4.7
Old : 100.0: 18.7 11.1 24.8 50.1 59.4 93.6 95.3: 6.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 107 83 138 85 97 273 252:
Old : 310: 107 83 138 85 97 273 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 15.4 30.5 26.3 14.6 9.7 20.3 15.9
Old : 21.6 15.4 30.5 26.3 14.6 9.7 20.3 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,689: 33,793 27,102 2,152 161,164 141,575 197,109 170,829: 24,580 50,860
Old : 221,689: 33,793 27,102 2,152 161,164 141,575 197,109 170,829: 24,580 50,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 856: -801 1,602 -526 7,893 2,925 6,566 4,001: -5,710 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.2 1.0 72.7 63.9 88.9 77.1: 11.1 22.9
Old : 100.0: 15.2 12.2 1.0 72.7 63.9 88.9 77.1: 11.1 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 : 41: 3 4 5 32 30 38 36:
Old : 41: 3 4 5 32 30 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.7 54.2 50.4 33.1 28.8 50.0 41.9
Old : 33.5 34.7 54.2 50.4 33.1 28.8 50.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,019: 845 1,130 145 71,994 71,629 72,984 72,904: 35 115
Old : 73,019: 845 1,130 145 71,994 71,629 72,984 72,904: 35 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,090: 369 0 -25 1,946 2,315 2,290 2,290: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 0.2 98.6 98.1 100.0 99.8: 0.0 0.2
Old : 100.0: 1.2 1.5 0.2 98.6 98.1 100.0 99.8: 0.0 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 : 63: 3 3 3 50 50 54 56:
Old : 63: 3 3 3 50 50 54 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 29.2 61.9 50.1 30.4 19.2 37.2 28.8
Old : 43.5 29.2 61.9 50.1 30.4 19.2 37.2 28.8
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,658: 19,000 34,777 8,589 101,015 85,483 128,604 128,849: 5,054 4,809
Old : 133,658: 19,000 34,777 8,589 101,015 85,483 128,604 128,849: 5,054 4,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -4,417: 18 -536 -875 -3,127 -2,610 -3,984 -4,021: -433 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.0 6.4 75.6 64.0 96.2 96.4: 3.8 3.6
Old : 100.0: 14.2 26.0 6.4 75.6 64.0 96.2 96.4: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 15 15 24 23 44 41:
Old : 47: 8 15 15 24 23 44 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 : 44.7 37.5 61.4 53.0 28.0 22.2 37.4 32.5
Old : 44.7 37.5 61.4 53.0 28.0 22.2 37.4 32.5
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,847: 2,300 2,441 6,145 25,438 26,437 33,883 35,023: 1,964 824
Old : 35,847: 2,300 2,441 6,145 25,438 26,437 33,883 35,023: 1,964 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 6: 400 0 -163 -147 370 90 207: -84 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 17.1 71.0 73.7 94.5 97.7: 5.5 2.3
Old : 100.0: 6.4 6.8 17.1 71.0 73.7 94.5 97.7: 5.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 2 5 16 16 23 23:
Old : 27: 5 2 5 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 : 34.7 42.9 58.1 63.8 15.6 17.6 23.2 26.4
Old : 34.7 42.9 58.1 63.8 15.6 17.6 23.2 26.4
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,130: 1,872 94 2,188 50,305 68,961 54,365 71,243: 44,765 27,887
Old : 99,130: 1,872 94 2,188 50,305 68,961 54,365 71,243: 44,765 27,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 501: 32 60 0 561 679 593 739: -92 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 2.2 50.7 69.6 54.8 71.9: 45.2 28.1
Old : 100.0: 1.9 0.1 2.2 50.7 69.6 54.8 71.9: 45.2 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 19 19 21 20:
Old : 21: 1 1 1 19 19 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 : 31.3 32.5 41.4 52.2 20.3 27.5 25.3 39.7
Old : 31.3 32.5 41.4 52.2 20.3 27.5 25.3 39.7
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,645: 650 1,800 150 36,795 35,495 37,595 37,445: 50 200
Old : 37,645: 650 1,800 150 36,795 35,495 37,595 37,445: 50 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -600: 0 -330 0 -650 -320 -650 -650: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.8 0.4 97.7 94.3 99.9 99.5: 0.1 0.5
Old : 100.0: 1.7 4.8 0.4 97.7 94.3 99.9 99.5: 0.1 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: 2 3 1 27 33 30 37:
Old : 45: 2 3 1 27 33 30 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 : 60.3 37.6 76.5 55.9 56.2 37.6 65.5 50.2
Old : 60.3 37.6 76.5 55.9 56.2 37.6 65.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,354: 15,964 3,928 631 3,934 18,274 20,529 22,833: 2,825 521
Old : 23,354: 15,964 3,928 631 3,934 18,274 20,529 22,833: 2,825 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 92: 352 615 -86 15 -483 281 46: -189 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 16.8 2.7 16.8 78.2 87.9 97.8: 12.1 2.2
Old : 100.0: 68.4 16.8 2.7 16.8 78.2 87.9 97.8: 12.1 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 : 154: 85 25 8 21 29 111 58:
Old : 154: 85 25 8 21 29 111 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 : 21.8 37.0 35.7 58.8 21.0 36.6 34.8 58.0
Old : 21.8 37.0 35.7 58.8 21.0 36.6 34.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,697: 22,932 4,418 647 5,976 28,528 29,555 33,593: 5,142 1,104
Old : 34,697: 22,932 4,418 647 5,976 28,528 29,555 33,593: 5,142 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 345: 88 1,002 176 342 -693 606 485: -261 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 12.7 1.9 17.2 82.2 85.2 96.8: 14.8 3.2
Old : 100.0: 66.1 12.7 1.9 17.2 82.2 85.2 96.8: 14.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 81 20 7 17 30 104 52:
Old : 141: 81 20 7 17 30 104 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 32.8 32.2 52.2 19.5 32.8 32.2 52.2
Old : 19.5 32.8 32.2 52.2 19.5 32.8 32.2 52.2
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,580: 74,528 11,846 27,442 141,558 209,247 243,528 248,535: 18,052 13,045
Old : 261,580: 74,528 11,846 27,442 141,558 209,247 243,528 248,535: 18,052 13,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -11,815: -14,858 -4,151 3,208 1,868 -11,799 -9,782 -12,742: -2,033 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.5 10.5 54.1 80.0 93.1 95.0: 6.9 5.0
Old : 100.0: 28.5 4.5 10.5 54.1 80.0 93.1 95.0: 6.9 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 : 197: 73 21 53 78 89 174 147:
Old : 197: 73 21 53 78 89 174 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.8 32.9 35.2 14.1 9.5 21.2 16.2
Old : 22.8 22.8 32.9 35.2 14.1 9.5 21.2 16.2
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 23,624: 1,944 0 495 15,748 16,596 18,187 17,091: 5,437 6,533
Old : 23,624: 1,944 0 495 15,748 16,596 18,187 17,091: 5,437 6,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 252: -37 -1,245 0 -19 427 -56 -818: 308 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 2.1 66.7 70.3 77.0 72.3: 23.0 27.7
Old : 100.0: 8.2 0.0 2.1 66.7 70.3 77.0 72.3: 23.0 27.7
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 : 23: 2 0 1 14 16 17 17:
Old : 23: 2 0 1 14 16 17 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 : 46.3 35.4 62.7 56.5 41.0 35.4 56.2 51.5
Old : 46.3 35.4 62.7 56.5 41.0 35.4 56.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,260: 1,572 86 450 6,946 8,415 8,968 8,951: 292 309
Old : 9,260: 1,572 86 450 6,946 8,415 8,968 8,951: 292 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 482: -34 86 -116 532 412 382 382: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.9 4.9 75.0 90.9 96.8 96.7: 3.2 3.3
Old : 100.0: 17.0 0.9 4.9 75.0 90.9 96.8 96.7: 3.2 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 : 40: 3 1 3 27 33 32 36:
Old : 40: 3 1 3 27 33 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.1 57.4 48.9 25.8 22.0 37.1 31.7
Old : 40.4 30.1 57.4 48.9 25.8 22.0 37.1 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,432: 1,710 95 634 42,506 45,508 44,850 46,237: 1,582 195
Old : 46,432: 1,710 95 634 42,506 45,508 44,850 46,237: 1,582 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,254: 1,440 0 0 1,658 2,254 3,098 2,254: -844 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.2 1.4 91.5 98.0 96.6 99.6: 3.4 0.4
Old : 100.0: 3.7 0.2 1.4 91.5 98.0 96.6 99.6: 3.4 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 : 45: 3 1 1 35 29 39 30:
Old : 45: 3 1 1 35 29 39 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 : 45.1 50.6 64.6 75.1 25.5 31.1 35.2 40.9
Old : 45.1 50.6 64.6 75.1 25.5 31.1 35.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,541: 2,400 0 0 19,030 20,841 21,430 20,841: 111 700
Old : 21,541: 2,400 0 0 19,030 20,841 21,430 20,841: 111 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 925: 0 0 0 925 825 925 825: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 88.3 96.8 99.5 96.8: 0.5 3.2
Old : 100.0: 11.1 0.0 0.0 88.3 96.8 99.5 96.8: 0.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 21 13 22 13:
Old : 28: 1 0 0 21 13 22 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 : 55.1 85.8 79.3 93.8 52.7 76.9 72.8 81.8
Old : 55.1 85.8 79.3 93.8 52.7 76.9 72.8 81.8
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,933: 1,734 700 400 13,799 14,833 15,933 15,933: 0 0
Old : 15,933: 1,734 700 400 13,799 14,833 15,933 15,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 925: 0 -50 50 875 925 925 925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.4 2.5 86.6 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 4.4 2.5 86.6 93.1 100.0 100.0: 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 : 42: 3 1 2 27 25 31 27:
Old : 42: 3 1 2 27 25 31 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 54.3 70.2 72.7 37.2 41.8 51.4 55.0
Old : 50.1 54.3 70.2 72.7 37.2 41.8 51.4 55.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,618: 234 75 40 2,389 2,713 2,663 2,828: 955 790
Old : 3,618: 234 75 40 2,389 2,713 2,663 2,828: 955 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 76: -5 0 15 64 154 74 169: 2 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.1 1.1 66.0 75.0 73.6 78.2: 26.4 21.8
Old : 100.0: 6.5 2.1 1.1 66.0 75.0 73.6 78.2: 26.4 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 14 17 16 19:
Old : 26: 2 1 1 14 17 16 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 : 41.9 34.3 60.2 55.3 39.8 33.3 54.9 50.1
Old : 41.9 34.3 60.2 55.3 39.8 33.3 54.9 50.1
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,598: 460 0 0 13,813 14,548 14,273 14,548: 325 50
Old : 14,598: 460 0 0 13,813 14,548 14,273 14,548: 325 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 961: 0 0 0 911 911 911 911: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 94.6 99.7 97.8 99.7: 2.2 0.3
Old : 100.0: 3.2 0.0 0.0 94.6 99.7 97.8 99.7: 2.2 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 : 24: 1 0 0 20 18 21 18:
Old : 24: 1 0 0 20 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 59.3 81.9 86.9 64.1 54.2 74.6 79.9
Old : 66.6 59.3 81.9 86.9 64.1 54.2 74.6 79.9
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,573: 708 2,818 636 17,877 15,885 19,221 19,339: 352 234
Old : 19,573: 708 2,818 636 17,877 15,885 19,221 19,339: 352 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 270: 0 600 0 270 -558 270 42: 0 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 14.4 3.2 91.3 81.2 98.2 98.8: 1.8 1.2
Old : 100.0: 3.6 14.4 3.2 91.3 81.2 98.2 98.8: 1.8 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 : 45: 2 3 1 29 32 32 36:
Old : 45: 2 3 1 29 32 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 37.9 54.3 56.1 28.7 33.2 47.7 48.0
Old : 31.7 37.9 54.3 56.1 28.7 33.2 47.7 48.0
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,076: 1,438 1,094 0 12,638 12,982 14,076 14,076: 0 0
Old : 14,076: 1,438 1,094 0 12,638 12,982 14,076 14,076: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 531: 179 90 0 352 441 531 531: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.8 0.0 89.8 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 7.8 0.0 89.8 92.2 100.0 100.0: 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 : 34: 3 2 0 23 25 26 27:
Old : 34: 3 2 0 23 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 : 55.6 46.1 73.8 71.8 43.3 34.9 51.3 53.4
Old : 55.6 46.1 73.8 71.8 43.3 34.9 51.3 53.4
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 - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 51,895: 7,099 3,068 1,484 40,588 46,504 49,171 51,056: 2,724 839
Old : 51,895: 7,099 3,068 1,484 40,588 46,504 49,171 51,056: 2,724 839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 10: -171 137 0 70 -127 -101 10: 111 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.9 2.9 78.2 89.6 94.8 98.4: 5.2 1.6
Old : 100.0: 13.7 5.9 2.9 78.2 89.6 94.8 98.4: 5.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 6 3 33 39 40 46:
Old : 55: 5 6 3 33 39 40 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 : 30.2 31.1 49.9 54.2 23.2 27.7 37.9 45.5
Old : 30.2 31.1 49.9 54.2 23.2 27.7 37.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010