GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 2, 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 : 32,374: 1,733 910 0 30,373 31,306 32,106 32,216: 268 158
Old : 32,374: 1,733 910 0 30,373 31,306 32,106 32,216: 268 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -6,164: -247 30 0 -6,152 -6,312 -6,399 -6,282: 235 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.8 0.0 93.8 96.7 99.2 99.5: 0.8 0.5
Old : 100.0: 5.4 2.8 0.0 93.8 96.7 99.2 99.5: 0.8 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 : 49: 1 3 0 36 38 37 41:
Old : 49: 1 3 0 36 38 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 32.8 65.1 54.2 29.3 22.4 44.9 34.4
Old : 43.9 32.8 65.1 54.2 29.3 22.4 44.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, February 2, 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 : 19,571: 0 0 0 19,470 19,446 19,470 19,446: 101 125
Old : 19,571: 0 0 0 19,470 19,446 19,470 19,446: 101 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,549: 0 0 0 -1,533 -1,539 -1,533 -1,539: -16 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.4 99.5 99.4: 0.5 0.6
Old : 100.0: 0.0 0.0 0.0 99.5 99.4 99.5 99.4: 0.5 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 32 24 32 24:
Old : 37: 0 0 0 32 24 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 67.7 72.9 83.3 50.7 58.4 59.5 65.1
Old : 53.9 67.7 72.9 83.3 50.7 58.4 59.5 65.1
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, February 2, 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 : 7,610: 428 216 114 6,217 6,319 6,759 6,649: 851 961
Old : 7,610: 428 216 114 6,217 6,319 6,759 6,649: 851 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -247: -77 0 0 -154 -293 -231 -293: -16 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.8 1.5 81.7 83.0 88.8 87.4: 11.2 12.6
Old : 100.0: 5.6 2.8 1.5 81.7 83.0 88.8 87.4: 11.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 25 23 27 25:
Old : 30: 2 1 1 25 23 27 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 : 37.8 55.0 56.9 66.5 33.0 42.4 47.3 47.5
Old : 37.8 55.0 56.9 66.5 33.0 42.4 47.3 47.5
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, February 2, 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 : 9,789: 0 140 0 8,225 8,778 8,225 8,918: 1,564 871
Old : 9,789: 0 140 0 8,225 8,778 8,225 8,918: 1,564 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,428: -262 -111 -60 -1,214 -1,099 -1,536 -1,270: 108 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 84.0 89.7 84.0 91.1: 16.0 8.9
Old : 100.0: 0.0 1.4 0.0 84.0 89.7 84.0 91.1: 16.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 0 2 0 44 43 44 45:
Old : 52: 0 2 0 44 43 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 28.8 36.8 43.8 11.9 19.2 20.5 27.0
Old : 22.8 28.8 36.8 43.8 11.9 19.2 20.5 27.0
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, February 2, 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 : 7,367: 100 77 162 6,438 6,503 6,700 6,742: 667 625
Old : 7,367: 100 77 162 6,438 6,503 6,700 6,742: 667 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,874: 75 -119 -36 -1,727 -1,729 -1,688 -1,884: -186 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.0 2.2 87.4 88.3 90.9 91.5: 9.1 8.5
Old : 100.0: 1.4 1.0 2.2 87.4 88.3 90.9 91.5: 9.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 3 5 46 53 51 59:
Old : 62: 3 3 5 46 53 51 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.1 45.4 35.8 25.9 12.8 33.3 21.8
Old : 32.1 21.1 45.4 35.8 25.9 12.8 33.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, February 2, 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 : 3,767: 680 0 0 2,336 2,976 3,016 2,976: 751 791
Old : 3,767: 680 0 0 2,336 2,976 3,016 2,976: 751 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -484: -145 -40 0 -330 -403 -475 -443: -9 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.0 0.0 62.0 79.0 80.1 79.0: 19.9 21.0
Old : 100.0: 18.1 0.0 0.0 62.0 79.0 80.1 79.0: 19.9 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 18 16 18:
Old : 21: 1 0 0 15 18 16 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 : 53.3 42.4 71.8 62.1 46.3 37.2 55.4 52.1
Old : 53.3 42.4 71.8 62.1 46.3 37.2 55.4 52.1
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, February 2, 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 : 9,883: 0 0 0 9,883 9,843 9,883 9,843: 0 40
Old : 9,883: 0 0 0 9,883 9,843 9,883 9,843: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,200: 0 0 0 -1,195 -1,200 -1,195 -1,200: -5 0
: : :
: : 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 : 22: 0 0 0 18 19 18 19:
Old : 22: 0 0 0 18 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 50.6 87.5 74.7 50.2 39.5 57.1 51.7
Old : 69.0 50.6 87.5 74.7 50.2 39.5 57.1 51.7
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, February 2, 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 : 312,191: 49,530 27,246 40,831 184,171 215,571 274,532 283,648: 37,659 28,543
Old : 312,191: 49,530 27,246 40,831 184,171 215,571 274,532 283,648: 37,659 28,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,137: -2,036 2,597 2,162 1,947 -7,601 2,073 -2,842: -5,210 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.7 13.1 59.0 69.1 87.9 90.9: 12.1 9.1
Old : 100.0: 15.9 8.7 13.1 59.0 69.1 87.9 90.9: 12.1 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 : 169: 45 27 41 70 85 140 135:
Old : 169: 45 27 41 70 85 140 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 22.5 35.2 33.0 20.6 18.2 30.3 25.4
Old : 24.2 22.5 35.2 33.0 20.6 18.2 30.3 25.4
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, February 2, 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 : 16,375: 851 325 352 14,472 15,210 15,675 15,887: 700 488
Old : 16,375: 851 325 352 14,472 15,210 15,675 15,887: 700 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -5,694: -520 275 -323 -2,611 -4,748 -3,454 -4,796: -2,240 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.0 2.1 88.4 92.9 95.7 97.0: 4.3 3.0
Old : 100.0: 5.2 2.0 2.1 88.4 92.9 95.7 97.0: 4.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 8 2 4 40 44 49 50:
Old : 65: 8 2 4 40 44 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 25.1 48.7 43.9 29.3 21.2 40.0 33.0
Old : 33.8 25.1 48.7 43.9 29.3 21.2 40.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, February 2, 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 : 16,748: 0 2,150 600 15,195 13,228 15,795 15,978: 953 770
Old : 16,748: 0 2,150 600 15,195 13,228 15,795 15,978: 953 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,640: -225 500 150 -1,352 -2,220 -1,427 -1,570: -213 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.8 3.6 90.7 79.0 94.3 95.4: 5.7 4.6
Old : 100.0: 0.0 12.8 3.6 90.7 79.0 94.3 95.4: 5.7 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 : 35: 0 3 2 25 17 27 21:
Old : 35: 0 3 2 25 17 27 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 55.7 65.8 82.7 38.3 45.6 49.3 61.0
Old : 51.2 55.7 65.8 82.7 38.3 45.6 49.3 61.0
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, February 2, 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 : 782,673: 76,996 236,354 306,387 323,105 199,940 706,488 742,681: 76,185 39,992
Old : 782,673: 76,996 236,354 306,387 323,105 199,940 706,488 742,681: 76,185 39,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 12,786: -11,483 -14,679 16,502 4,893 5,327 9,912 7,150: 2,874 5,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 30.2 39.1 41.3 25.5 90.3 94.9: 9.7 5.1
Old : 100.0: 9.8 30.2 39.1 41.3 25.5 90.3 94.9: 9.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 68 93 116 82 71 229 216:
Old : 262: 68 93 116 82 71 229 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 33.9 34.9 45.0 13.4 18.7 19.0 23.8
Old : 22.9 33.9 34.9 45.0 13.4 18.7 19.0 23.8
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, February 2, 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 : 63,741: 2,907 0 1,302 54,379 53,359 58,588 54,661: 5,153 9,080
Old : 63,741: 2,907 0 1,302 54,379 53,359 58,588 54,661: 5,153 9,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,019: 780 0 -522 -1,285 -3,334 -1,027 -3,856: 8 2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.0 85.3 83.7 91.9 85.8: 8.1 14.2
Old : 100.0: 4.6 0.0 2.0 85.3 83.7 91.9 85.8: 8.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 22 21 24 23:
Old : 26: 2 0 2 22 21 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 : 48.3 45.5 68.6 66.0 42.8 36.7 53.3 46.0
Old : 48.3 45.5 68.6 66.0 42.8 36.7 53.3 46.0
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, February 2, 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 : 66,207: 434 2,869 0 56,095 52,456 56,529 55,325: 9,678 10,882
Old : 66,207: 434 2,869 0 56,095 52,456 56,529 55,325: 9,678 10,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -5,817: -392 -48 0 -4,538 -5,459 -4,930 -5,507: -887 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.3 0.0 84.7 79.2 85.4 83.6: 14.6 16.4
Old : 100.0: 0.7 4.3 0.0 84.7 79.2 85.4 83.6: 14.6 16.4
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 : 30: 1 1 0 23 24 24 25:
Old : 30: 1 1 0 23 24 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 : 38.1 33.7 57.2 51.5 28.6 28.8 41.6 41.9
Old : 38.1 33.7 57.2 51.5 28.6 28.8 41.6 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, February 2, 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 : 78,877: 0 0 0 67,462 75,683 67,462 75,683: 11,415 3,194
Old : 78,877: 0 0 0 67,462 75,683 67,462 75,683: 11,415 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,051: 0 0 0 -4,016 -1,405 -4,016 -1,405: 1,965 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.5 96.0 85.5 96.0: 14.5 4.0
Old : 100.0: 0.0 0.0 0.0 85.5 96.0 85.5 96.0: 14.5 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 : 23: 0 0 0 20 21 20 21:
Old : 23: 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 : 44.5 52.8 64.2 73.7 41.2 47.8 55.2 63.2
Old : 44.5 52.8 64.2 73.7 41.2 47.8 55.2 63.2
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, February 2, 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 : 94,543: 6,037 0 2,580 77,775 89,532 86,392 92,112: 8,151 2,431
Old : 94,543: 6,037 0 2,580 77,775 89,532 86,392 92,112: 8,151 2,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,226: 1,629 0 -943 -4,126 -1,739 -3,440 -2,682: -786 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 2.7 82.3 94.7 91.4 97.4: 8.6 2.6
Old : 100.0: 6.4 0.0 2.7 82.3 94.7 91.4 97.4: 8.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 3 25 31 28 34:
Old : 38: 3 0 3 25 31 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 47.1 63.3 64.1 39.4 44.6 56.8 61.1
Old : 43.5 47.1 63.3 64.1 39.4 44.6 56.8 61.1
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, February 2, 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 : 95,613: 0 11,660 2,503 88,333 72,820 90,836 86,983: 4,777 8,630
Old : 95,613: 0 11,660 2,503 88,333 72,820 90,836 86,983: 4,777 8,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,514: 0 980 -474 -1,762 -2,964 -2,236 -2,458: -1,278 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 2.6 92.4 76.2 95.0 91.0: 5.0 9.0
Old : 100.0: 0.0 12.2 2.6 92.4 76.2 95.0 91.0: 5.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 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 : 66.1 36.7 84.9 56.9 61.7 35.6 76.0 55.5
Old : 66.1 36.7 84.9 56.9 61.7 35.6 76.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, February 2, 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 : 87,622: 8,811 2,759 3,153 63,082 74,972 75,046 80,884: 12,576 6,738
Old : 87,622: 8,811 2,759 3,153 63,082 74,972 75,046 80,884: 12,576 6,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,758: -152 340 -873 -4,832 -4,659 -5,857 -5,192: 1,099 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 3.1 3.6 72.0 85.6 85.6 92.3: 14.4 7.7
Old : 100.0: 10.1 3.1 3.6 72.0 85.6 85.6 92.3: 14.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 21 23 25 26:
Old : 31: 3 1 3 21 23 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 : 37.2 47.2 58.7 66.2 33.5 46.2 52.3 62.1
Old : 37.2 47.2 58.7 66.2 33.5 46.2 52.3 62.1
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, February 2, 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 : 89,514: 0 620 0 86,444 84,403 86,444 85,023: 3,070 4,491
Old : 89,514: 0 620 0 86,444 84,403 86,444 85,023: 3,070 4,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,060: 0 -560 0 -3,780 -3,136 -3,780 -3,696: -280 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 96.6 94.3 96.6 95.0: 3.4 5.0
Old : 100.0: 0.0 0.7 0.0 96.6 94.3 96.6 95.0: 3.4 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 : 24: 0 1 0 17 17 17 18:
Old : 24: 0 1 0 17 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 55.1 83.6 75.1 56.4 47.7 69.0 62.6
Old : 66.8 55.1 83.6 75.1 56.4 47.7 69.0 62.6
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, February 2, 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 : 189,015: 3,597 5,918 5,293 171,499 171,471 180,389 182,682: 8,626 6,333
Old : 189,015: 3,597 5,918 5,293 171,499 171,471 180,389 182,682: 8,626 6,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -13,124: -1,027 -1,865 -133 -10,299 -10,410 -11,459 -12,408: -1,665 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.1 2.8 90.7 90.7 95.4 96.6: 4.6 3.4
Old : 100.0: 1.9 3.1 2.8 90.7 90.7 95.4 96.6: 4.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 4 5 38 36 46 41:
Old : 50: 4 4 5 38 36 46 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 : 34.8 46.7 55.0 62.5 30.4 45.2 42.1 53.4
Old : 34.8 46.7 55.0 62.5 30.4 45.2 42.1 53.4
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, February 2, 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 : 138,016: 3,441 690 1,609 122,391 131,413 127,441 133,712: 10,575 4,304
Old : 138,016: 3,441 690 1,609 122,391 131,413 127,441 133,712: 10,575 4,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -7,120: 392 -446 -448 -6,379 -5,800 -6,435 -6,694: -685 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.5 1.2 88.7 95.2 92.3 96.9: 7.7 3.1
Old : 100.0: 2.5 0.5 1.2 88.7 95.2 92.3 96.9: 7.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.6 52.0 67.4 77.3 43.2 51.7 57.2 73.6
Old : 49.6 52.0 67.4 77.3 43.2 51.7 57.2 73.6
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, February 2, 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 : 231,162: 5,305 133 11,277 200,100 213,416 216,682 224,826: 14,480 6,336
Old : 231,162: 5,305 133 11,277 200,100 213,416 216,682 224,826: 14,480 6,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -10,391: -5,481 133 350 -4,363 -9,723 -9,494 -9,240: -897 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.1 4.9 86.6 92.3 93.7 97.3: 6.3 2.7
Old : 100.0: 2.3 0.1 4.9 86.6 92.3 93.7 97.3: 6.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 2 35 39 37 41:
Old : 44: 1 1 2 35 39 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 32.1 53.7 56.0 32.7 28.4 44.6 45.8
Old : 37.5 32.1 53.7 56.0 32.7 28.4 44.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, February 2, 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 : 2,910,060: 719,145 73,577 907,725 1,257,717 1,909,294 2,884,587 2,890,596: 25,473 19,464
Old : 2,910,060: 719,145 73,577 907,725 1,257,717 1,909,294 2,884,587 2,890,596: 25,473 19,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -62,660: 23,904 15,536 -34,109 -55,689 -47,497 -65,894 -66,070: 3,234 3,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.5 31.2 43.2 65.6 99.1 99.3: 0.9 0.7
Old : 100.0: 24.7 2.5 31.2 43.2 65.6 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 42 22 59 104 97 170 158:
Old : 179: 42 22 59 104 97 170 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 32.9 44.6 45.2 19.0 20.7 25.4 29.7
Old : 32.4 32.9 44.6 45.2 19.0 20.7 25.4 29.7
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, February 2, 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 : 944,490: 113,866 207,104 170,765 655,246 562,065 939,877 939,934: 4,613 4,556
Old : 944,490: 113,866 207,104 170,765 655,246 562,065 939,877 939,934: 4,613 4,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -86,703: -39,779 -4,373 -20,356 -22,306 -60,258 -82,441 -84,987: -4,262 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 21.9 18.1 69.4 59.5 99.5 99.5: 0.5 0.5
Old : 100.0: 12.1 21.9 18.1 69.4 59.5 99.5 99.5: 0.5 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 : 95: 27 24 40 42 38 88 83:
Old : 95: 27 24 40 42 38 88 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.8 52.4 61.6 30.6 33.5 43.0 47.9
Old : 36.6 39.8 52.4 61.6 30.6 33.5 43.0 47.9
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, February 2, 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 : 40,086: 3,816 100 408 34,402 39,296 38,626 39,804: 1,460 282
Old : 40,086: 3,816 100 408 34,402 39,296 38,626 39,804: 1,460 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,846: -304 -40 16 -1,659 -1,838 -1,947 -1,862: 101 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.2 1.0 85.8 98.0 96.4 99.3: 3.6 0.7
Old : 100.0: 9.5 0.2 1.0 85.8 98.0 96.4 99.3: 3.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 30 28 33 32:
Old : 39: 2 2 2 30 28 33 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 : 37.6 46.0 60.7 71.8 29.0 31.1 41.6 50.4
Old : 37.6 46.0 60.7 71.8 29.0 31.1 41.6 50.4
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, February 2, 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 : 18,247: 0 994 446 16,986 15,666 17,432 17,106: 815 1,141
Old : 18,247: 0 994 446 16,986 15,666 17,432 17,106: 815 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -911: 0 -182 -18 -790 -393 -808 -593: -103 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.4 93.1 85.9 95.5 93.7: 4.5 6.3
Old : 100.0: 0.0 5.4 2.4 93.1 85.9 95.5 93.7: 4.5 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 : 28: 0 3 3 21 19 24 22:
Old : 28: 0 3 3 21 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 41.7 64.4 66.8 35.4 29.9 52.8 48.1
Old : 42.4 41.7 64.4 66.8 35.4 29.9 52.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, February 2, 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 : 31,103: 0 1,420 490 28,734 28,573 29,224 30,483: 1,879 620
Old : 31,103: 0 1,420 490 28,734 28,573 29,224 30,483: 1,879 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -536: 0 -94 0 -369 -374 -369 -468: -167 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 1.6 92.4 91.9 94.0 98.0: 6.0 2.0
Old : 100.0: 0.0 4.6 1.6 92.4 91.9 94.0 98.0: 6.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 25 21 27 23:
Old : 29: 0 2 2 25 21 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 : 40.6 45.5 61.7 70.2 28.0 28.5 39.1 40.8
Old : 40.6 45.5 61.7 70.2 28.0 28.5 39.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, February 2, 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 : 12,640: 660 108 0 10,714 11,046 11,374 11,154: 1,266 1,486
Old : 12,640: 660 108 0 10,714 11,046 11,374 11,154: 1,266 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -598: -60 20 0 340 -504 280 -484: -878 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.9 0.0 84.8 87.4 90.0 88.2: 10.0 11.8
Old : 100.0: 5.2 0.9 0.0 84.8 87.4 90.0 88.2: 10.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 18 16 19 17:
Old : 23: 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 : 35.3 45.0 58.9 74.5 33.6 37.6 54.0 53.0
Old : 35.3 45.0 58.9 74.5 33.6 37.6 54.0 53.0
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, February 2, 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 : 16,008: 672 0 0 14,199 15,264 14,871 15,264: 1,137 744
Old : 16,008: 672 0 0 14,199 15,264 14,871 15,264: 1,137 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -460: 0 0 0 -892 -436 -892 -436: 432 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 88.7 95.4 92.9 95.4: 7.1 4.6
Old : 100.0: 4.2 0.0 0.0 88.7 95.4 92.9 95.4: 7.1 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 : 25: 1 0 0 21 19 22 19:
Old : 25: 1 0 0 21 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 53.0 67.6 78.6 53.1 45.3 65.2 69.5
Old : 53.9 53.0 67.6 78.6 53.1 45.3 65.2 69.5
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, February 2, 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 : 10,920: 0 0 0 9,916 10,478 9,916 10,478: 1,004 442
Old : 10,920: 0 0 0 9,916 10,478 9,916 10,478: 1,004 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -380: 0 0 0 -322 -288 -322 -288: -58 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 96.0 90.8 96.0: 9.2 4.0
Old : 100.0: 0.0 0.0 0.0 90.8 96.0 90.8 96.0: 9.2 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 : 22: 0 0 0 21 17 21 17:
Old : 22: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 68.2 61.9 84.0 31.2 59.7 47.6 64.7
Old : 35.9 68.2 61.9 84.0 31.2 59.7 47.6 64.7
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, February 2, 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 : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322
Old : 54,866: 0 0 0 54,866 54,544 54,866 54,544: 0 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,600: 0 0 0 -2,600 -2,580 -2,600 -2,580: 0 -20
: : :
: : 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 : 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 : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
Old : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
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, February 2, 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 : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0
Old : 847,444: 0 0 0 847,444 847,444 847,444 847,444: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -59,360: 0 0 0 -59,360 -59,360 -59,360 -59,360: 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 : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Old : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders - Futures Only, February 2, 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 : 47,369: 0 400 0 46,844 46,869 46,844 47,269: 525 100
Old : 47,369: 0 400 0 46,844 46,869 46,844 47,269: 525 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,225: 0 -200 0 -3,125 -3,025 -3,125 -3,225: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 98.9 98.9 98.9 99.8: 1.1 0.2
Old : 100.0: 0.0 0.8 0.0 98.9 98.9 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 17 6 17 8:
Old : 22: 0 2 0 17 6 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6
Old : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6
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, February 2, 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 : 775,528: 0 14,080 0 775,528 761,448 775,528 775,528: 0 0
Old : 775,528: 0 14,080 0 775,528 761,448 775,528 775,528: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -58,208: 0 -16,960 0 -58,208 -41,248 -58,208 -58,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.8 0.0 100.0 98.2 100.0 100.0: 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 : 21: 0 3 0 15 7 15 10:
Old : 21: 0 3 0 15 7 15 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 : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0
Old : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, February 2, 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 : 90,693: 0 3,945 0 90,542 86,748 90,542 90,693: 151 0
Old : 90,693: 0 3,945 0 90,542 86,748 90,542 90,693: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -5,190: 0 -400 0 -5,341 -4,790 -5,341 -5,190: 151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 99.8 95.7 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 4.3 0.0 99.8 95.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 16 11 16 13:
Old : 25: 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 : 69.5 74.3 88.0 94.2 69.5 70.6 88.0 89.9
Old : 69.5 74.3 88.0 94.2 69.5 70.6 88.0 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, February 2, 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 : 1,553,387: 0 61,670 0 1,553,387 1,491,717 1,553,387 1,553,387: 0 0
Old : 1,553,387: 0 61,670 0 1,553,387 1,491,717 1,553,387 1,553,387: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -81,903: 0 -4,240 0 -81,903 -77,663 -81,903 -81,903: 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 : 23: 0 2 0 16 10 16 12:
Old : 23: 0 2 0 16 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 75.3 89.0 97.0 71.4 73.8 88.3 95.0
Old : 71.8 75.3 89.0 97.0 71.4 73.8 88.3 95.0
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, February 2, 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 : 171,985: 4,855 0 0 167,130 171,520 171,985 171,520: 0 465
Old : 171,985: 4,855 0 0 167,130 171,520 171,985 171,520: 0 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -11,959: -720 0 0 -11,239 -11,819 -11,959 -11,819: 0 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.2 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 2.8 0.0 0.0 97.2 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 21 26 23 26:
Old : 35: 2 0 0 21 26 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 60.8 73.1 76.5 51.0 58.2 67.8 73.7
Old : 53.2 60.8 73.1 76.5 51.0 58.2 67.8 73.7
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, February 2, 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 : 2,809,554: 77,269 0 0 2,732,285 2,809,554 2,809,554 2,809,554: 0 0
Old : 2,809,554: 77,269 0 0 2,732,285 2,809,554 2,809,554 2,809,554: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -143,082: -21,624 0 0 -121,458 -143,082 -143,082 -143,082: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.0 0.0 97.2 100.0 100.0 100.0: 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 19 24 22 24:
Old : 35: 3 0 0 19 24 22 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 : 62.5 65.6 81.9 84.2 61.5 64.5 79.4 80.3
Old : 62.5 65.6 81.9 84.2 61.5 64.5 79.4 80.3
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, February 2, 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 : 62,718: 40 2,990 0 60,128 59,600 60,168 62,590: 2,550 128
Old : 62,718: 40 2,990 0 60,128 59,600 60,168 62,590: 2,550 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 347: -40 -100 0 387 575 347 475: 0 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.8 0.0 95.9 95.0 95.9 99.8: 4.1 0.2
Old : 100.0: 0.1 4.8 0.0 95.9 95.0 95.9 99.8: 4.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 19 15 20 16:
Old : 25: 1 1 0 19 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 67.4 78.7 85.4 49.9 64.7 65.7 76.3
Old : 59.7 67.4 78.7 85.4 49.9 64.7 65.7 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, February 2, 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 : 1,025,611: 0 74,080 0 1,025,611 951,531 1,025,611 1,025,611: 0 0
Old : 1,025,611: 0 74,080 0 1,025,611 951,531 1,025,611 1,025,611: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -14,640: 0 -2,120 0 -14,640 -12,520 -14,640 -14,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 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 : 25: 0 1 0 17 16 17 17:
Old : 25: 0 1 0 17 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 : 63.8 59.4 81.5 83.5 62.9 54.6 75.2 76.5
Old : 63.8 59.4 81.5 83.5 62.9 54.6 75.2 76.5
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, February 2, 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 : 57,655: 4,830 495 45 52,780 57,095 57,655 57,635: 0 20
Old : 57,655: 4,830 495 45 52,780 57,095 57,655 57,635: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,055: -300 -20 0 -2,500 -3,015 -2,800 -3,035: -255 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.9 0.1 91.5 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 0.9 0.1 91.5 99.0 100.0 100.0: 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: 1 2 1 22 29 24 31:
Old : 35: 1 2 1 22 29 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 44.0 76.4 60.3 49.4 32.0 63.2 45.9
Old : 55.7 44.0 76.4 60.3 49.4 32.0 63.2 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, February 2, 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 : 11,536: 472 0 0 9,712 11,281 10,184 11,281: 1,352 255
Old : 11,536: 472 0 0 9,712 11,281 10,184 11,281: 1,352 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 84.2 97.8 88.3 97.8: 11.7 2.2
Old : 100.0: 4.1 0.0 0.0 84.2 97.8 88.3 97.8: 11.7 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 : 20: 1 0 0 13 14 14 14:
Old : 20: 1 0 0 13 14 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0
Old : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0
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, February 2, 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 : 1,047,520: 98,820 30,312 0 948,700 1,017,208 1,047,520 1,047,520: 0 0
Old : 1,047,520: 98,820 30,312 0 948,700 1,017,208 1,047,520 1,047,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -47,008: -6,360 -5,088 0 -40,648 -41,920 -47,008 -47,008: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 2.9 0.0 90.6 97.1 100.0 100.0: 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 : 37: 2 2 0 22 24 24 26:
Old : 37: 2 2 0 22 24 24 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 : 47.1 48.2 69.9 64.8 46.3 35.4 57.1 49.2
Old : 47.1 48.2 69.9 64.8 46.3 35.4 57.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, February 2, 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 : 24,163: 609 45 147 22,969 23,751 23,725 23,943: 438 220
Old : 24,163: 609 45 147 22,969 23,751 23,725 23,943: 438 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 731: 105 0 28 650 732 783 760: -52 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.2 0.6 95.1 98.3 98.2 99.1: 1.8 0.9
Old : 100.0: 2.5 0.2 0.6 95.1 98.3 98.2 99.1: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 1 3 37 34 40 37:
Old : 46: 2 1 3 37 34 40 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 : 41.3 39.6 60.9 64.4 34.8 35.6 46.7 49.8
Old : 41.3 39.6 60.9 64.4 34.8 35.6 46.7 49.8
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, February 2, 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 : 15,975: 45 0 25 15,330 15,950 15,400 15,975: 575 0
Old : 15,975: 45 0 25 15,330 15,950 15,400 15,975: 575 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -790: 20 0 25 -550 -815 -505 -790: -285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 96.0 99.8 96.4 100.0: 3.6 0.0
Old : 100.0: 0.3 0.0 0.2 96.0 99.8 96.4 100.0: 3.6 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 1 18 17 19 18:
Old : 24: 1 0 1 18 17 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 : 62.4 64.3 81.9 91.2 52.6 54.7 61.9 65.4
Old : 62.4 64.3 81.9 91.2 52.6 54.7 61.9 65.4
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, February 2, 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 : 11,281: 0 159 219 10,924 10,798 11,143 11,176: 138 105
Old : 11,281: 0 159 219 10,924 10,798 11,143 11,176: 138 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,728: 0 32 58 -1,745 -1,848 -1,687 -1,758: -41 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 1.9 96.8 95.7 98.8 99.1: 1.2 0.9
Old : 100.0: 0.0 1.4 1.9 96.8 95.7 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 18 22 19 23:
Old : 24: 0 1 1 18 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 49.3 81.9 72.6 46.7 28.2 49.3 40.5
Old : 62.0 49.3 81.9 72.6 46.7 28.2 49.3 40.5
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, February 2, 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 : 8,437: 380 0 0 7,514 8,203 7,894 8,203: 543 234
Old : 8,437: 380 0 0 7,514 8,203 7,894 8,203: 543 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,362: -35 0 0 -1,128 -1,221 -1,163 -1,221: -199 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 89.1 97.2 93.6 97.2: 6.4 2.8
Old : 100.0: 4.5 0.0 0.0 89.1 97.2 93.6 97.2: 6.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 27 22 28 22:
Old : 32: 1 0 0 27 22 28 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 : 33.0 54.6 52.2 74.7 26.8 44.5 40.8 54.1
Old : 33.0 54.6 52.2 74.7 26.8 44.5 40.8 54.1
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, February 2, 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 : 1,360,697: 242,085 156,058 347,076 676,881 772,175 1,266,042 1,275,309: 94,655 85,388
Old : 1,360,697: 242,085 156,058 347,076 676,881 772,175 1,266,042 1,275,309: 94,655 85,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 40,036: -4,488 9,105 19,998 14,891 -12,112 30,401 16,991: 9,635 23,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.5 25.5 49.7 56.7 93.0 93.7: 7.0 6.3
Old : 100.0: 17.8 11.5 25.5 49.7 56.7 93.0 93.7: 7.0 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 : 327: 105 99 149 87 99 283 272:
Old : 327: 105 99 149 87 99 283 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 14.3 29.6 23.9 15.8 9.9 21.5 15.6
Old : 20.9 14.3 29.6 23.9 15.8 9.9 21.5 15.6
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, February 2, 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 : 206,542: 29,867 24,099 1,890 150,288 132,245 182,045 158,234: 24,497 48,308
Old : 206,542: 29,867 24,099 1,890 150,288 132,245 182,045 158,234: 24,497 48,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -15,147: -3,926 -3,003 -262 -10,876 -9,330 -15,064 -12,595: -83 -2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.7 0.9 72.8 64.0 88.1 76.6: 11.9 23.4
Old : 100.0: 14.5 11.7 0.9 72.8 64.0 88.1 76.6: 11.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 4 31 27 36 33:
Old : 39: 3 4 4 31 27 36 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 : 33.3 36.2 52.9 51.9 32.8 29.6 49.5 42.2
Old : 33.3 36.2 52.9 51.9 32.8 29.6 49.5 42.2
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, February 2, 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 : 62,724: 1,331 1,130 25 61,363 61,364 62,719 62,519: 5 205
Old : 62,724: 1,331 1,130 25 61,363 61,364 62,719 62,519: 5 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -10,295: 486 0 -120 -10,631 -10,265 -10,265 -10,385: -30 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.8 0.0 97.8 97.8 100.0 99.7: 0.0 0.3
Old : 100.0: 2.1 1.8 0.0 97.8 97.8 100.0 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 : 63: 5 3 1 49 46 54 50:
Old : 63: 5 3 1 49 46 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 33.8 61.7 52.0 26.1 18.9 32.4 27.6
Old : 45.4 33.8 61.7 52.0 26.1 18.9 32.4 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, February 2, 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 : 134,945: 19,484 35,260 8,748 101,382 85,995 129,614 130,003: 5,331 4,942
Old : 134,945: 19,484 35,260 8,748 101,382 85,995 129,614 130,003: 5,331 4,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 1,287: 484 483 159 367 512 1,010 1,154: 277 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.1 6.5 75.1 63.7 96.0 96.3: 4.0 3.7
Old : 100.0: 14.4 26.1 6.5 75.1 63.7 96.0 96.3: 4.0 3.7
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 : 47: 9 14 15 24 23 45 40:
Old : 47: 9 14 15 24 23 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 37.1 61.1 52.7 27.8 22.1 37.1 32.6
Old : 44.5 37.1 61.1 52.7 27.8 22.1 37.1 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, February 2, 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 : 39,495: 2,820 2,441 7,310 27,015 28,412 37,145 38,163: 2,350 1,332
Old : 39,495: 2,820 2,441 7,310 27,015 28,412 37,145 38,163: 2,350 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 3,648: 520 0 1,165 1,577 1,975 3,262 3,140: 386 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.2 18.5 68.4 71.9 94.0 96.6: 6.0 3.4
Old : 100.0: 7.1 6.2 18.5 68.4 71.9 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 2 5 16 16 24 23:
Old : 28: 6 2 5 16 16 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 : 32.1 41.8 55.4 61.5 13.7 15.8 20.2 24.1
Old : 32.1 41.8 55.4 61.5 13.7 15.8 20.2 24.1
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, February 2, 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 : 94,212: 235 0 1,869 50,081 64,995 52,185 66,864: 42,027 27,348
Old : 94,212: 235 0 1,869 50,081 64,995 52,185 66,864: 42,027 27,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,918: -1,637 -94 -319 -224 -3,966 -2,180 -4,379: -2,738 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 2.0 53.2 69.0 55.4 71.0: 44.6 29.0
Old : 100.0: 0.2 0.0 2.0 53.2 69.0 55.4 71.0: 44.6 29.0
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: 1 0 1 21 20 22 21:
Old : 22: 1 0 1 21 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 32.5 40.7 51.0 19.4 27.0 23.6 37.1
Old : 31.1 32.5 40.7 51.0 19.4 27.0 23.6 37.1
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, February 2, 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 : 32,910: 950 1,607 150 31,810 31,020 32,910 32,777: 0 133
Old : 32,910: 950 1,607 150 31,810 31,020 32,910 32,777: 0 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,735: 300 -193 0 -4,985 -4,475 -4,685 -4,668: -50 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.9 0.5 96.7 94.3 100.0 99.6: 0.0 0.4
Old : 100.0: 2.9 4.9 0.5 96.7 94.3 100.0 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 : 45: 2 3 1 24 33 27 37:
Old : 45: 2 3 1 24 33 27 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 : 58.9 36.0 76.9 54.5 55.5 36.0 65.9 48.8
Old : 58.9 36.0 76.9 54.5 55.5 36.0 65.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, February 2, 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 : 23,024: 16,222 3,894 553 3,480 18,064 20,255 22,511: 2,769 513
Old : 23,024: 16,222 3,894 553 3,480 18,064 20,255 22,511: 2,769 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -330: 258 -34 -78 -454 -210 -274 -322: -56 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 16.9 2.4 15.1 78.5 88.0 97.8: 12.0 2.2
Old : 100.0: 70.5 16.9 2.4 15.1 78.5 88.0 97.8: 12.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 88 26 8 22 30 116 60:
Old : 161: 88 26 8 22 30 116 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 : 21.9 37.4 36.4 59.1 21.9 36.6 36.1 58.3
Old : 21.9 37.4 36.4 59.1 21.9 36.6 36.1 58.3
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, February 2, 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 : 35,072: 23,309 4,286 623 6,178 28,810 30,110 33,719: 4,962 1,353
Old : 35,072: 23,309 4,286 623 6,178 28,810 30,110 33,719: 4,962 1,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 375: 377 -132 -24 202 282 555 126: -180 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 12.2 1.8 17.6 82.1 85.9 96.1: 14.1 3.9
Old : 100.0: 66.5 12.2 1.8 17.6 82.1 85.9 96.1: 14.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 84 21 7 17 32 106 56:
Old : 146: 84 21 7 17 32 106 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 : 18.9 31.5 32.0 51.5 18.9 31.5 32.0 51.5
Old : 18.9 31.5 32.0 51.5 18.9 31.5 32.0 51.5
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, February 2, 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 : 258,118: 71,910 11,985 29,585 136,679 200,696 238,174 242,266: 19,944 15,852
Old : 258,118: 71,910 11,985 29,585 136,679 200,696 238,174 242,266: 19,944 15,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,462: -2,618 139 2,143 -4,879 -8,551 -5,354 -6,269: 1,892 2,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.6 11.5 53.0 77.8 92.3 93.9: 7.7 6.1
Old : 100.0: 27.9 4.6 11.5 53.0 77.8 92.3 93.9: 7.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 71 21 52 78 92 171 149:
Old : 198: 71 21 52 78 92 171 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 24.0 33.7 34.6 14.4 10.6 20.9 17.3
Old : 22.9 24.0 33.7 34.6 14.4 10.6 20.9 17.3
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, February 2, 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 : 20,254: 391 0 712 12,791 13,757 13,894 14,469: 6,360 5,785
Old : 20,254: 391 0 712 12,791 13,757 13,894 14,469: 6,360 5,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,370: -1,553 0 217 -2,957 -2,839 -4,293 -2,622: 923 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 3.5 63.2 67.9 68.6 71.4: 31.4 28.6
Old : 100.0: 1.9 0.0 3.5 63.2 67.9 68.6 71.4: 31.4 28.6
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 0 2 14 16 16 18:
Old : 23: 1 0 2 14 16 16 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 : 48.7 36.7 60.8 56.4 47.7 36.2 57.4 55.2
Old : 48.7 36.7 60.8 56.4 47.7 36.2 57.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, February 2, 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 : 8,022: 1,346 100 275 6,270 7,395 7,891 7,770: 131 252
Old : 8,022: 1,346 100 275 6,270 7,395 7,891 7,770: 131 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,238: -226 14 -175 -676 -1,020 -1,077 -1,181: -161 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.2 3.4 78.2 92.2 98.4 96.9: 1.6 3.1
Old : 100.0: 16.8 1.2 3.4 78.2 92.2 98.4 96.9: 1.6 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 : 40: 4 2 3 30 30 34 35:
Old : 40: 4 2 3 30 30 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 31.7 56.3 50.3 25.2 22.6 36.4 31.6
Old : 42.3 31.7 56.3 50.3 25.2 22.6 36.4 31.6
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, February 2, 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 : 43,580: 1,735 86 630 39,749 42,669 42,114 43,385: 1,466 195
Old : 43,580: 1,735 86 630 39,749 42,669 42,114 43,385: 1,466 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,852: 25 -9 -4 -2,757 -2,839 -2,736 -2,852: -116 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 1.4 91.2 97.9 96.6 99.6: 3.4 0.4
Old : 100.0: 4.0 0.2 1.4 91.2 97.9 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 : 43: 3 1 1 33 29 37 30:
Old : 43: 3 1 1 33 29 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 52.1 64.7 74.8 22.6 30.5 32.2 40.3
Old : 48.8 52.1 64.7 74.8 22.6 30.5 32.2 40.3
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, February 2, 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 : 20,011: 2,200 0 0 17,715 19,461 19,915 19,461: 96 550
Old : 20,011: 2,200 0 0 17,715 19,461 19,915 19,461: 96 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,530: -200 0 0 -1,315 -1,380 -1,515 -1,380: -15 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.0 0.0 88.5 97.3 99.5 97.3: 0.5 2.7
Old : 100.0: 11.0 0.0 0.0 88.5 97.3 99.5 97.3: 0.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.7 87.4 81.1 93.9 54.2 81.3 76.9 85.8
Old : 56.7 87.4 81.1 93.9 54.2 81.3 76.9 85.8
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, February 2, 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 : 14,421: 906 400 500 13,015 13,521 14,421 14,421: 0 0
Old : 14,421: 906 400 500 13,015 13,521 14,421 14,421: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,512: -828 -300 100 -784 -1,312 -1,512 -1,512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.8 3.5 90.3 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 2.8 3.5 90.3 93.8 100.0 100.0: 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 : 42: 3 1 2 28 24 32 26:
Old : 42: 3 1 2 28 24 32 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 : 50.4 53.4 70.7 72.1 36.5 40.1 50.9 52.4
Old : 50.4 53.4 70.7 72.1 36.5 40.1 50.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders - Futures Only, February 2, 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 : 3,243: 0 115 30 2,367 2,198 2,397 2,343: 846 900
Old : 3,243: 0 115 30 2,367 2,198 2,397 2,343: 846 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -375: -234 40 -10 -22 -515 -266 -485: -109 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.9 73.0 67.8 73.9 72.2: 26.1 27.8
Old : 100.0: 0.0 3.5 0.9 73.0 67.8 73.9 72.2: 26.1 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 14 16 15 18:
Old : 24: 0 2 1 14 16 15 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 : 43.3 33.8 62.1 53.8 38.8 33.8 56.9 49.4
Old : 43.3 33.8 62.1 53.8 38.8 33.8 56.9 49.4
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, February 2, 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 : 12,753: 240 0 0 12,328 12,703 12,568 12,703: 185 50
Old : 12,753: 240 0 0 12,328 12,703 12,568 12,703: 185 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,845: -220 0 0 -1,485 -1,845 -1,705 -1,845: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 96.7 99.6 98.5 99.6: 1.5 0.4
Old : 100.0: 1.9 0.0 0.0 96.7 99.6 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 21 17 22 17:
Old : 25: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 57.9 84.2 83.6 67.5 52.7 75.1 73.2
Old : 70.2 57.9 84.2 83.6 67.5 52.7 75.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, February 2, 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 : 19,177: 480 3,527 636 17,745 14,805 18,861 18,968: 316 209
Old : 19,177: 480 3,527 636 17,745 14,805 18,861 18,968: 316 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -396: -228 709 0 -132 -1,080 -360 -371: -36 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 18.4 3.3 92.5 77.2 98.4 98.9: 1.6 1.1
Old : 100.0: 2.5 18.4 3.3 92.5 77.2 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 3 1 30 33 32 37:
Old : 46: 1 3 1 30 33 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 40.3 54.0 57.3 30.5 34.8 48.3 47.4
Old : 33.1 40.3 54.0 57.3 30.5 34.8 48.3 47.4
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, February 2, 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 : 13,138: 1,035 942 0 12,103 12,178 13,138 13,120: 0 18
Old : 13,138: 1,035 942 0 12,103 12,178 13,138 13,120: 0 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -938: -403 -152 0 -535 -804 -938 -956: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.2 0.0 92.1 92.7 100.0 99.9: 0.0 0.1
Old : 100.0: 7.9 7.2 0.0 92.1 92.7 100.0 99.9: 0.0 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 : 33: 3 1 0 22 22 25 23:
Old : 33: 3 1 0 22 22 25 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 : 51.7 49.9 69.5 72.1 39.7 36.1 48.4 51.3
Old : 51.7 49.9 69.5 72.1 39.7 36.1 48.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, February 2, 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 : 47,272: 3,860 2,770 1,329 39,122 42,262 44,311 46,361: 2,961 911
Old : 47,272: 3,860 2,770 1,329 39,122 42,262 44,311 46,361: 2,961 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,623: -3,239 -298 -155 -1,466 -4,242 -4,860 -4,695: 237 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.9 2.8 82.8 89.4 93.7 98.1: 6.3 1.9
Old : 100.0: 8.2 5.9 2.8 82.8 89.4 93.7 98.1: 6.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 6 3 34 39 40 46:
Old : 54: 4 6 3 34 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 : 29.7 33.6 49.0 56.0 23.5 29.6 38.4 46.1
Old : 29.7 33.6 49.0 56.0 23.5 29.6 38.4 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010