GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,622: 1,706 660 0 35,221 36,457 36,927 37,117: 695 505
Old : 37,622: 1,706 660 0 35,221 36,457 36,927 37,117: 695 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 2,787: 0 -30 0 2,412 2,442 2,412 2,412: 375 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.8 0.0 93.6 96.9 98.2 98.7: 1.8 1.3
Old : 100.0: 4.5 1.8 0.0 93.6 96.9 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 2 0 36 40 37 42:
Old : 49: 1 2 0 36 40 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.2 62.1 57.3 27.6 27.1 40.2 40.2
Old : 39.5 38.2 62.1 57.3 27.6 27.1 40.2 40.2
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, March 9, 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 : 23,181: 0 0 0 22,895 23,046 22,895 23,046: 286 135
Old : 23,181: 0 0 0 22,895 23,046 22,895 23,046: 286 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,477: 0 0 0 1,512 1,477 1,512 1,477: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.4 98.8 99.4: 1.2 0.6
Old : 100.0: 0.0 0.0 0.0 98.8 99.4 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 25 25 25 25:
Old : 33: 0 0 0 25 25 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 66.6 78.0 81.6 39.9 37.1 46.9 44.6
Old : 56.6 66.6 78.0 81.6 39.9 37.1 46.9 44.6
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, March 9, 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 : 7,449: 138 216 144 6,157 5,955 6,439 6,315: 1,010 1,134
Old : 7,449: 138 216 144 6,157 5,955 6,439 6,315: 1,010 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 181: -84 0 30 108 103 54 133: 127 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.9 1.9 82.7 79.9 86.4 84.8: 13.6 15.2
Old : 100.0: 1.9 2.9 1.9 82.7 79.9 86.4 84.8: 13.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 25 20 26 22:
Old : 27: 1 1 1 25 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 51.1 54.0 66.5 32.8 41.6 44.4 47.3
Old : 37.9 51.1 54.0 66.5 32.8 41.6 44.4 47.3
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, March 9, 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 : 10,374: 324 95 5 8,672 9,443 9,001 9,543: 1,373 831
Old : 10,374: 324 95 5 8,672 9,443 9,001 9,543: 1,373 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 417: 84 -10 5 244 549 333 544: 84 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.9 0.0 83.6 91.0 86.8 92.0: 13.2 8.0
Old : 100.0: 3.1 0.9 0.0 83.6 91.0 86.8 92.0: 13.2 8.0
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 : 54: 1 2 1 46 45 48 47:
Old : 54: 1 2 1 46 45 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.8 36.0 42.0 12.7 16.5 20.3 24.5
Old : 22.3 26.8 36.0 42.0 12.7 16.5 20.3 24.5
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, March 9, 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 : 8,145: 59 118 177 7,123 7,011 7,359 7,306: 786 839
Old : 8,145: 59 118 177 7,123 7,011 7,359 7,306: 786 839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 169: 10 -5 5 225 166 240 166: -71 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.4 2.2 87.5 86.1 90.3 89.7: 9.7 10.3
Old : 100.0: 0.7 1.4 2.2 87.5 86.1 90.3 89.7: 9.7 10.3
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 : 62: 3 2 4 46 51 50 56:
Old : 62: 3 2 4 46 51 50 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 : 30.5 24.1 43.9 37.3 26.2 16.7 34.3 27.2
Old : 30.5 24.1 43.9 37.3 26.2 16.7 34.3 27.2
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,184: 535 0 0 2,779 3,446 3,314 3,446: 870 738
Old : 4,184: 535 0 0 2,779 3,446 3,314 3,446: 870 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 25: 0 0 0 40 0 40 0: -15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.0 66.4 82.4 79.2 82.4: 20.8 17.6
Old : 100.0: 12.8 0.0 0.0 66.4 82.4 79.2 82.4: 20.8 17.6
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 0 19 20 20 20:
Old : 23: 1 0 0 19 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 37.5 66.3 57.2 35.6 33.1 47.9 47.4
Old : 47.5 37.5 66.3 57.2 35.6 33.1 47.9 47.4
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, March 9, 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 : 13,488: 0 0 0 13,438 13,488 13,438 13,488: 50 0
Old : 13,488: 0 0 0 13,438 13,488 13,438 13,488: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,595: 0 0 0 1,570 1,615 1,570 1,615: 25 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 20 23 20 23:
Old : 27: 0 0 0 20 23 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 41.2 88.7 66.4 53.5 26.6 56.2 43.3
Old : 71.9 41.2 88.7 66.4 53.5 26.6 56.2 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, March 9, 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 : 318,425: 50,966 26,168 37,616 185,680 231,415 274,262 295,199: 44,163 23,226
Old : 318,425: 50,966 26,168 37,616 185,680 231,415 274,262 295,199: 44,163 23,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 17,914: 2,187 1,224 493 12,922 16,483 15,602 18,200: 2,312 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.2 11.8 58.3 72.7 86.1 92.7: 13.9 7.3
Old : 100.0: 16.0 8.2 11.8 58.3 72.7 86.1 92.7: 13.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 40 25 44 73 80 144 127:
Old : 165: 40 25 44 73 80 144 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.8 31.4 36.8 17.6 21.6 27.3 29.2
Old : 20.7 25.8 31.4 36.8 17.6 21.6 27.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, March 9, 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 : 17,575: 1,040 1,985 475 15,669 14,726 17,184 17,186: 391 389
Old : 17,575: 1,040 1,985 475 15,669 14,726 17,184 17,186: 391 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,577: -75 160 225 1,579 1,294 1,729 1,679: -152 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.3 2.7 89.2 83.8 97.8 97.8: 2.2 2.2
Old : 100.0: 5.9 11.3 2.7 89.2 83.8 97.8 97.8: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 7 6 3 41 46 50 53:
Old : 71: 7 6 3 41 46 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 25.9 45.3 42.4 23.7 19.9 34.7 30.0
Old : 29.6 25.9 45.3 42.4 23.7 19.9 34.7 30.0
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, March 9, 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 : 19,882: 0 1,975 525 18,587 16,632 19,112 19,132: 770 750
Old : 19,882: 0 1,975 525 18,587 16,632 19,112 19,132: 770 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,250: 0 -300 0 1,200 1,500 1,200 1,200: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 2.6 93.5 83.7 96.1 96.2: 3.9 3.8
Old : 100.0: 0.0 9.9 2.6 93.5 83.7 96.1 96.2: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 2 29 24 31 28:
Old : 40: 0 4 2 29 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 46.4 70.2 70.5 44.4 39.4 56.6 56.4
Old : 52.9 46.4 70.2 70.5 44.4 39.4 56.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, March 9, 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 : 15,566: 7,358 0 577 7,571 14,469 15,506 15,046: 60 520
Old : 15,566: 7,358 0 577 7,571 14,469 15,506 15,046: 60 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,800: 1,800 0 0 0 1,800 1,800 1,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 0.0 3.7 48.6 93.0 99.6 96.7: 0.4 3.3
Old : 100.0: 47.3 0.0 3.7 48.6 93.0 99.6 96.7: 0.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 2 10 16 13 18:
Old : 20: 3 0 2 10 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 55.5 92.9 76.7 68.3 49.9 72.6 64.7
Old : 77.5 55.5 92.9 76.7 68.3 49.9 72.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 4,702: 590 124 292 2,451 2,898 3,333 3,314: 1,369 1,388
Old : 4,702: 590 124 292 2,451 2,898 3,333 3,314: 1,369 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 18: -22 6 14 -89 -49 -97 -29: 115 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 2.6 6.2 52.1 61.6 70.9 70.5: 29.1 29.5
Old : 100.0: 12.5 2.6 6.2 52.1 61.6 70.9 70.5: 29.1 29.5
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 : 22: 4 1 4 15 17 20 21:
Old : 22: 4 1 4 15 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 30.2 57.1 49.2 33.2 29.3 41.5 40.9
Old : 42.3 30.2 57.1 49.2 33.2 29.3 41.5 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, March 9, 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 : 1,984: 0 390 0 1,394 1,544 1,394 1,934: 590 50
Old : 1,984: 0 390 0 1,394 1,544 1,394 1,934: 590 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -178: 0 390 0 -618 -456 -618 -66: 440 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.7 0.0 70.3 77.8 70.3 97.5: 29.7 2.5
Old : 100.0: 0.0 19.7 0.0 70.3 77.8 70.3 97.5: 29.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 10 12 10 15:
Old : 22: 0 3 0 10 12 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 49.9 65.2 74.8 45.1 49.9 57.7 72.3
Old : 47.6 49.9 65.2 74.8 45.1 49.9 57.7 72.3
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 853,259: 92,921 267,490 337,818 343,835 201,266 774,574 806,574: 78,685 46,685
Old : 853,259: 92,921 267,490 337,818 343,835 201,266 774,574 806,574: 78,685 46,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 32,959: 5,924 9,826 12,054 14,061 11,839 32,039 33,719: 920 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 31.3 39.6 40.3 23.6 90.8 94.5: 9.2 5.5
Old : 100.0: 10.9 31.3 39.6 40.3 23.6 90.8 94.5: 9.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 77 92 118 79 66 232 218:
Old : 270: 77 92 118 79 66 232 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 32.5 35.6 45.0 12.8 17.4 17.9 24.0
Old : 24.3 32.5 35.6 45.0 12.8 17.4 17.9 24.0
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 66,061: 2,181 0 2,270 49,772 54,836 54,223 57,106: 11,838 8,955
Old : 66,061: 2,181 0 2,270 49,772 54,836 54,223 57,106: 11,838 8,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,103: 198 0 54 1,620 1,552 1,872 1,606: -769 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 3.4 75.3 83.0 82.1 86.4: 17.9 13.6
Old : 100.0: 3.3 0.0 3.4 75.3 83.0 82.1 86.4: 17.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 21 21 23 23:
Old : 26: 2 0 2 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 45.7 59.7 65.6 36.7 36.5 45.5 46.3
Old : 44.8 45.7 59.7 65.6 36.7 36.5 45.5 46.3
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 69,716: 0 0 0 56,303 56,449 56,303 56,449: 13,413 13,267
Old : 69,716: 0 0 0 56,303 56,449 56,303 56,449: 13,413 13,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 112: 0 0 0 0 0 0 0: 112 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.8 81.0 80.8 81.0: 19.2 19.0
Old : 100.0: 0.0 0.0 0.0 80.8 81.0 80.8 81.0: 19.2 19.0
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 17 20 17 20:
Old : 23: 0 0 0 17 20 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.1 58.9 59.4 30.3 38.8 45.5 51.3
Old : 38.4 43.1 58.9 59.4 30.3 38.8 45.5 51.3
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 79,362: 0 0 0 66,531 74,611 66,531 74,611: 12,831 4,751
Old : 79,362: 0 0 0 66,531 74,611 66,531 74,611: 12,831 4,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 730: 0 0 0 730 96 730 96: 0 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.8 94.0 83.8 94.0: 16.2 6.0
Old : 100.0: 0.0 0.0 0.0 83.8 94.0 83.8 94.0: 16.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 53.8 64.8 73.3 40.0 49.0 54.3 64.5
Old : 43.5 53.8 64.8 73.3 40.0 49.0 54.3 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 91,346: 8,785 1,436 2,297 67,212 81,980 78,294 85,713: 13,052 5,633
Old : 91,346: 8,785 1,436 2,297 67,212 81,980 78,294 85,713: 13,052 5,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 414: 1,129 1,436 29 -2,244 -731 -1,086 734: 1,500 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.6 2.5 73.6 89.7 85.7 93.8: 14.3 6.2
Old : 100.0: 9.6 1.6 2.5 73.6 89.7 85.7 93.8: 14.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 17 26 20 30:
Old : 31: 3 1 3 17 26 20 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 : 46.1 46.7 66.1 62.7 41.5 45.8 57.6 61.5
Old : 46.1 46.7 66.1 62.7 41.5 45.8 57.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 91,191: 0 10,262 2,954 80,836 67,737 83,790 80,953: 7,401 10,238
Old : 91,191: 0 10,262 2,954 80,836 67,737 83,790 80,953: 7,401 10,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -239: 0 122 123 -790 -270 -667 -25: 428 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 3.2 88.6 74.3 91.9 88.8: 8.1 11.2
Old : 100.0: 0.0 11.3 3.2 88.6 74.3 91.9 88.8: 8.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 11 19 13 21:
Old : 24: 0 2 2 11 19 13 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 : 64.8 38.2 83.0 58.2 61.2 36.2 72.6 56.2
Old : 64.8 38.2 83.0 58.2 61.2 36.2 72.6 56.2
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 82,424: 5,999 2,158 3,788 58,907 67,792 68,694 73,738: 13,730 8,686
Old : 82,424: 5,999 2,158 3,788 58,907 67,792 68,694 73,738: 13,730 8,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -36: -573 0 202 315 -324 -56 -122: 20 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.6 4.6 71.5 82.2 83.3 89.5: 16.7 10.5
Old : 100.0: 7.3 2.6 4.6 71.5 82.2 83.3 89.5: 16.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 18 18 22 21:
Old : 26: 3 1 3 18 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 49.5 60.4 67.3 34.9 48.6 52.4 64.0
Old : 38.0 49.5 60.4 67.3 34.9 48.6 52.4 64.0
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 84,144: 0 0 0 81,384 80,056 81,384 80,056: 2,760 4,088
Old : 84,144: 0 0 0 81,384 80,056 81,384 80,056: 2,760 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,070: 0 0 0 -1,070 -1,070 -1,070 -1,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 95.1 96.7 95.1: 3.3 4.9
Old : 100.0: 0.0 0.0 0.0 96.7 95.1 96.7 95.1: 3.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 15 16 15 16:
Old : 22: 0 0 0 15 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 51.5 84.9 76.5 58.4 47.4 70.0 65.2
Old : 68.6 51.5 84.9 76.5 58.4 47.4 70.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 177,449: 4,433 2,768 5,767 156,802 162,785 167,002 171,320: 10,447 6,129
Old : 177,449: 4,433 2,768 5,767 156,802 162,785 167,002 171,320: 10,447 6,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -425: 916 0 -243 -2,524 -182 -1,851 -425: 1,426 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 3.2 88.4 91.7 94.1 96.5: 5.9 3.5
Old : 100.0: 2.5 1.6 3.2 88.4 91.7 94.1 96.5: 5.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 1 4 36 35 41 39:
Old : 44: 4 1 4 36 35 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 47.1 52.8 63.1 27.2 44.7 39.4 52.3
Old : 32.8 47.1 52.8 63.1 27.2 44.7 39.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 133,884: 2,416 774 1,398 117,001 124,868 120,815 127,040: 13,069 6,844
Old : 133,884: 2,416 774 1,398 117,001 124,868 120,815 127,040: 13,069 6,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 504: 0 324 -96 910 214 814 442: -310 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 1.0 87.4 93.3 90.2 94.9: 9.8 5.1
Old : 100.0: 1.8 0.6 1.0 87.4 93.3 90.2 94.9: 9.8 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 : 30: 1 1 1 22 21 24 22:
Old : 30: 1 1 1 22 21 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 : 52.0 51.2 67.5 77.1 44.6 50.9 58.4 73.1
Old : 52.0 51.2 67.5 77.1 44.6 50.9 58.4 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 226,307: 7,477 294 10,296 190,653 208,721 208,426 219,311: 17,881 6,996
Old : 226,307: 7,477 294 10,296 190,653 208,721 208,426 219,311: 17,881 6,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -432: 800 -364 190 -1,692 -440 -702 -614: 270 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.1 4.5 84.2 92.2 92.1 96.9: 7.9 3.1
Old : 100.0: 3.3 0.1 4.5 84.2 92.2 92.1 96.9: 7.9 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 : 39: 1 1 2 31 32 33 34:
Old : 39: 1 1 2 31 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 31.4 55.0 55.2 28.6 27.7 41.1 44.9
Old : 35.7 31.4 55.0 55.2 28.6 27.7 41.1 44.9
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,924,766: 697,974 113,159 928,093 1,273,028 1,862,157 2,899,095 2,903,409: 25,671 21,357
Old : 2,924,766: 697,974 113,159 928,093 1,273,028 1,862,157 2,899,095 2,903,409: 25,671 21,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 23,567: -16,094 7,113 25,884 31,705 5,728 41,495 38,725: -17,928 -15,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.9 31.7 43.5 63.7 99.1 99.3: 0.9 0.7
Old : 100.0: 23.9 3.9 31.7 43.5 63.7 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 : 176: 37 24 58 104 95 169 155:
Old : 176: 37 24 58 104 95 169 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 34.8 43.5 46.9 18.1 22.7 24.6 31.0
Old : 32.2 34.8 43.5 46.9 18.1 22.7 24.6 31.0
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 984,179: 97,343 249,742 155,440 725,241 572,530 978,024 977,712: 6,155 6,467
Old : 984,179: 97,343 249,742 155,440 725,241 572,530 978,024 977,712: 6,155 6,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 29,782: 1,805 7,604 3,048 24,918 18,842 29,771 29,494: 11 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.4 15.8 73.7 58.2 99.4 99.3: 0.6 0.7
Old : 100.0: 9.9 25.4 15.8 73.7 58.2 99.4 99.3: 0.6 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 : 88: 22 22 38 41 39 81 81:
Old : 88: 22 22 38 41 39 81 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 39.6 54.9 60.3 36.1 35.7 46.0 47.8
Old : 40.7 39.6 54.9 60.3 36.1 35.7 46.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 2,918: 0 542 0 2,886 2,284 2,886 2,826: 32 92
Old : 2,918: 0 542 0 2,886 2,284 2,886 2,826: 32 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 556: 0 0 0 575 654 575 654: -19 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.0 98.9 78.3 98.9 96.8: 1.1 3.2
Old : 100.0: 0.0 18.6 0.0 98.9 78.3 98.9 96.8: 1.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 5 0 13 17 13 22:
Old : 27: 0 5 0 13 17 13 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 : 65.5 41.5 92.3 68.4 54.6 39.0 74.8 60.2
Old : 65.5 41.5 92.3 68.4 54.6 39.0 74.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, March 9, 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 : 39,537: 3,221 520 688 33,155 37,844 37,064 39,052: 2,473 485
Old : 39,537: 3,221 520 688 33,155 37,844 37,064 39,052: 2,473 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 305: -494 20 20 637 443 163 483: 142 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.3 1.7 83.9 95.7 93.7 98.8: 6.3 1.2
Old : 100.0: 8.1 1.3 1.7 83.9 95.7 93.7 98.8: 6.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 2 30 26 33 30:
Old : 38: 3 2 2 30 26 33 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 : 35.1 45.8 55.7 69.3 24.9 32.9 36.2 48.8
Old : 35.1 45.8 55.7 69.3 24.9 32.9 36.2 48.8
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, March 9, 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 : 18,066: 120 1,160 290 16,522 15,505 16,932 16,955: 1,134 1,111
Old : 18,066: 120 1,160 290 16,522 15,505 16,932 16,955: 1,134 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 514: 0 160 10 320 424 330 594: 184 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.4 1.6 91.5 85.8 93.7 93.9: 6.3 6.1
Old : 100.0: 0.7 6.4 1.6 91.5 85.8 93.7 93.9: 6.3 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 : 29: 1 2 2 22 20 24 23:
Old : 29: 1 2 2 22 20 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 : 41.5 41.1 63.3 66.8 35.9 30.2 53.4 49.8
Old : 41.5 41.1 63.3 66.8 35.9 30.2 53.4 49.8
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, March 9, 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 : 31,177: 0 2,190 240 28,858 27,906 29,098 30,336: 2,079 841
Old : 31,177: 0 2,190 240 28,858 27,906 29,098 30,336: 2,079 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 20: 0 0 0 227 20 227 20: -207 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.8 92.6 89.5 93.3 97.3: 6.7 2.7
Old : 100.0: 0.0 7.0 0.8 92.6 89.5 93.3 97.3: 6.7 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 : 30: 0 2 2 26 21 28 23:
Old : 30: 0 2 2 26 21 28 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 : 39.8 44.7 59.6 69.0 24.8 28.3 35.3 41.5
Old : 39.8 44.7 59.6 69.0 24.8 28.3 35.3 41.5
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, March 9, 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 : 12,477: 460 0 140 10,603 10,905 11,203 11,045: 1,274 1,432
Old : 12,477: 460 0 140 10,603 10,905 11,203 11,045: 1,274 1,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 204: -140 0 140 24 94 24 234: 180 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.1 85.0 87.4 89.8 88.5: 10.2 11.5
Old : 100.0: 3.7 0.0 1.1 85.0 87.4 89.8 88.5: 10.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 15 19 16:
Old : 21: 1 0 1 18 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 43.1 57.4 70.8 32.9 36.1 51.4 52.4
Old : 34.1 43.1 57.4 70.8 32.9 36.1 51.4 52.4
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, March 9, 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 : 16,705: 192 0 480 14,766 15,375 15,438 15,855: 1,267 850
Old : 16,705: 192 0 480 14,766 15,375 15,438 15,855: 1,267 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -174: 0 0 0 -216 -208 -216 -208: 42 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.9 88.4 92.0 92.4 94.9: 7.6 5.1
Old : 100.0: 1.1 0.0 2.9 88.4 92.0 92.4 94.9: 7.6 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 : 26: 1 0 1 21 20 22 21:
Old : 26: 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 : 52.1 57.4 69.9 76.7 51.4 53.1 65.5 68.7
Old : 52.1 57.4 69.9 76.7 51.4 53.1 65.5 68.7
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 11,226: 0 0 0 10,140 10,446 10,140 10,446: 1,086 780
Old : 11,226: 0 0 0 10,140 10,446 10,140 10,446: 1,086 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 288: 0 0 0 288 268 288 268: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 93.1 90.3 93.1: 9.7 6.9
Old : 100.0: 0.0 0.0 0.0 90.3 93.1 90.3 93.1: 9.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 18 21 18:
Old : 22: 0 0 0 21 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 66.3 59.9 81.3 32.6 57.5 49.8 63.0
Old : 35.6 66.3 59.9 81.3 32.6 57.5 49.8 63.0
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,006: 0 0 0 55,006 54,704 55,006 54,704: 0 302
Old : 55,006: 0 0 0 55,006 54,704 55,006 54,704: 0 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 3,060: 0 0 0 3,060 3,060 3,060 3,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.5 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 0.0 0.0 100.0 99.5 100.0 99.5: 0.0 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 : 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 : 80.3 80.7 94.1 97.9 80.3 78.0 93.4 94.3
Old : 80.3 80.7 94.1 97.9 80.3 78.0 93.4 94.3
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 851,990: 0 0 0 851,990 851,990 851,990 851,990: 0 0
Old : 851,990: 0 0 0 851,990 851,990 851,990 851,990: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 53,826: 0 0 0 53,826 53,826 53,826 53,826: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 9 13 9:
Old : 20: 0 0 0 13 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 83.7 92.0 99.5 73.2 82.4 91.4 98.1
Old : 73.7 83.7 92.0 99.5 73.2 82.4 91.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 490,779: 0 2,334 0 490,779 488,445 490,779 490,779: 0 0
Old : 490,779: 0 2,334 0 490,779 488,445 490,779 490,779: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 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 : 91.4 65.4 99.8 98.0 84.3 55.8 90.4 88.5
Old : 91.4 65.4 99.8 98.0 84.3 55.8 90.4 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,071: 0 0 0 32,420 32,855 32,420 32,855: 651 216
Old : 33,071: 0 0 0 32,420 32,855 32,420 32,855: 651 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 99.3 98.0 99.3: 2.0 0.7
Old : 100.0: 0.0 0.0 0.0 98.0 99.3 98.0 99.3: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Old : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 90,711: 0 3,545 0 90,560 87,166 90,560 90,711: 151 0
Old : 90,711: 0 3,545 0 90,560 87,166 90,560 90,711: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 99.8 96.1 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 3.9 0.0 99.8 96.1 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 14 11 14 13:
Old : 25: 0 2 0 14 11 14 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 : 71.5 72.0 90.2 90.3 71.5 69.8 90.2 88.1
Old : 71.5 72.0 90.2 90.3 71.5 69.8 90.2 88.1
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,475,313: 0 58,150 0 1,475,313 1,417,163 1,475,313 1,475,313: 0 0
Old : 1,475,313: 0 58,150 0 1,475,313 1,417,163 1,475,313 1,475,313: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 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 : 24: 0 2 0 14 11 14 13:
Old : 24: 0 2 0 14 11 14 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 : 75.4 71.3 91.7 93.8 75.4 70.5 90.4 93.1
Old : 75.4 71.3 91.7 93.8 75.4 70.5 90.4 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 175,496: 3,935 0 0 171,561 174,403 175,496 174,403: 0 1,093
Old : 175,496: 3,935 0 0 171,561 174,403 175,496 174,403: 0 1,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,262: 0 0 0 1,262 1,262 1,262 1,262: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.8 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 2.2 0.0 0.0 97.8 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 : 35: 2 0 0 20 23 22 23:
Old : 35: 2 0 0 20 23 22 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 : 56.5 61.1 77.6 79.1 56.5 59.1 76.1 75.8
Old : 56.5 61.1 77.6 79.1 56.5 59.1 76.1 75.8
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,886,570: 59,317 0 0 2,827,253 2,886,570 2,886,570 2,886,570: 0 0
Old : 2,886,570: 59,317 0 0 2,827,253 2,886,570 2,886,570 2,886,570: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,750: 0 0 0 1,750 1,750 1,750 1,750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 20 23 22 23:
Old : 34: 2 0 0 20 23 22 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 : 64.6 66.1 84.5 84.7 64.6 65.2 84.0 82.5
Old : 64.6 66.1 84.5 84.7 64.6 65.2 84.0 82.5
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 65,100: 0 2,890 0 65,100 62,102 65,100 64,992: 0 108
Old : 65,100: 0 2,890 0 65,100 62,102 65,100 64,992: 0 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,595: 0 0 0 1,595 1,595 1,595 1,595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 100.0 95.4 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 4.4 0.0 100.0 95.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 17 22 18:
Old : 27: 0 1 0 22 17 22 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 : 54.9 58.5 74.6 79.7 45.6 53.6 63.1 66.2
Old : 54.9 58.5 74.6 79.7 45.6 53.6 63.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,027,608: 9,360 72,320 0 1,018,248 955,288 1,027,608 1,027,608: 0 0
Old : 1,027,608: 9,360 72,320 0 1,018,248 955,288 1,027,608 1,027,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 9,360: 9,360 0 0 0 9,360 9,360 9,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.0 0.0 99.1 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 7.0 0.0 99.1 93.0 100.0 100.0: 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 : 28: 1 1 0 17 18 18 19:
Old : 28: 1 1 0 17 18 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 : 59.2 52.7 80.4 78.8 58.3 50.0 70.6 71.4
Old : 59.2 52.7 80.4 78.8 58.3 50.0 70.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 56,543: 4,530 495 45 51,968 56,003 56,543 56,543: 0 0
Old : 56,543: 4,530 495 45 51,968 56,003 56,543 56,543: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -85: 0 0 0 -85 -85 -85 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.9 0.1 91.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 0.9 0.1 91.9 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 : 33: 1 2 1 22 26 24 28:
Old : 33: 1 2 1 22 26 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.0 77.1 60.1 50.4 31.0 63.7 45.7
Old : 56.8 44.0 77.1 60.1 50.4 31.0 63.7 45.7
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,031,969: 93,540 28,552 0 938,429 1,003,417 1,031,969 1,031,969: 0 0
Old : 1,031,969: 93,540 28,552 0 938,429 1,003,417 1,031,969 1,031,969: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,887: 0 0 0 -1,887 -1,887 -1,887 -1,887: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.8 0.0 90.9 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.1 2.8 0.0 90.9 97.2 100.0 100.0: 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 : 35: 2 2 0 21 23 23 25:
Old : 35: 2 2 0 21 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.8 70.7 64.7 47.3 34.9 57.8 49.2
Old : 47.7 48.8 70.7 64.7 47.3 34.9 57.8 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, March 9, 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 : 19,761: 150 45 125 19,003 19,481 19,278 19,651: 483 110
Old : 19,761: 150 45 125 19,003 19,481 19,278 19,651: 483 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -2,837: -151 0 -30 -2,822 -2,742 -3,003 -2,772: 166 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 0.6 96.2 98.6 97.6 99.4: 2.4 0.6
Old : 100.0: 0.8 0.2 0.6 96.2 98.6 97.6 99.4: 2.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 2 37 37 39 39:
Old : 44: 1 1 2 37 37 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 43.5 64.7 64.2 35.5 37.5 49.6 51.1
Old : 42.9 43.5 64.7 64.2 35.5 37.5 49.6 51.1
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, March 9, 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 : 17,219: 110 270 35 16,181 16,764 16,326 17,069: 893 150
Old : 17,219: 110 270 35 16,181 16,764 16,326 17,069: 893 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 691: -30 0 10 681 681 661 691: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.6 0.2 94.0 97.4 94.8 99.1: 5.2 0.9
Old : 100.0: 0.6 1.6 0.2 94.0 97.4 94.8 99.1: 5.2 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 : 25: 1 1 1 17 17 18 19:
Old : 25: 1 1 1 17 17 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 : 60.7 65.1 85.1 87.6 55.4 55.7 65.8 68.0
Old : 60.7 65.1 85.1 87.6 55.4 55.7 65.8 68.0
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,883: 0 267 6 9,760 9,510 9,766 9,783: 117 100
Old : 9,883: 0 267 6 9,760 9,510 9,766 9,783: 117 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -231: 0 20 -25 -206 -181 -231 -186: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.1 98.8 96.2 98.8 99.0: 1.2 1.0
Old : 100.0: 0.0 2.7 0.1 98.8 96.2 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 22 20 24:
Old : 28: 0 2 1 19 22 20 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 : 63.1 53.2 83.7 75.4 54.2 35.7 58.7 47.8
Old : 63.1 53.2 83.7 75.4 54.2 35.7 58.7 47.8
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, March 9, 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 : 8,455: 345 0 0 7,662 8,125 8,007 8,125: 448 330
Old : 8,455: 345 0 0 7,662 8,125 8,007 8,125: 448 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 304: 0 0 0 298 313 298 313: 6 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 90.6 96.1 94.7 96.1: 5.3 3.9
Old : 100.0: 4.1 0.0 0.0 90.6 96.1 94.7 96.1: 5.3 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 : 33: 1 0 0 28 23 29 23:
Old : 33: 1 0 0 28 23 29 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 : 33.5 52.0 54.7 73.9 31.7 46.5 45.5 58.3
Old : 33.5 52.0 54.7 73.9 31.7 46.5 45.5 58.3
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, March 9, 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 : 1,348,241: 269,578 160,264 307,014 677,369 801,399 1,253,961 1,268,677: 94,280 79,564
Old : 1,348,241: 269,578 160,264 307,014 677,369 801,399 1,253,961 1,268,677: 94,280 79,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 50,806: 13,919 -3,978 7,909 14,714 35,984 36,542 39,915: 14,264 10,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 11.9 22.8 50.2 59.4 93.0 94.1: 7.0 5.9
Old : 100.0: 20.0 11.9 22.8 50.2 59.4 93.0 94.1: 7.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 117 88 135 92 98 287 252:
Old : 321: 117 88 135 92 98 287 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 15.2 29.4 25.6 15.6 10.0 22.2 15.5
Old : 20.2 15.2 29.4 25.6 15.6 10.0 22.2 15.5
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, March 9, 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 : 218,560: 33,518 33,610 972 157,848 139,126 192,338 173,708: 26,222 44,852
Old : 218,560: 33,518 33,610 972 157,848 139,126 192,338 173,708: 26,222 44,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 7,498: -1,644 2,056 24 5,444 3,741 3,824 5,821: 3,674 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.4 0.4 72.2 63.7 88.0 79.5: 12.0 20.5
Old : 100.0: 15.3 15.4 0.4 72.2 63.7 88.0 79.5: 12.0 20.5
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 : 41: 5 6 7 29 25 38 34:
Old : 41: 5 6 7 29 25 38 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 : 31.9 34.2 52.3 50.6 30.3 26.8 48.9 40.1
Old : 31.9 34.2 52.3 50.6 30.3 26.8 48.9 40.1
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, March 9, 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 : 58,284: 915 1,242 460 56,624 56,279 57,999 57,981: 285 303
Old : 58,284: 915 1,242 460 56,624 56,279 57,999 57,981: 285 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 2,537: 0 50 50 2,277 2,277 2,327 2,377: 210 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 0.8 97.2 96.6 99.5 99.5: 0.5 0.5
Old : 100.0: 1.6 2.1 0.8 97.2 96.6 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 : 68: 3 5 3 48 49 52 57:
Old : 68: 3 5 3 48 49 52 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 30.9 57.5 49.9 22.0 18.3 27.7 26.0
Old : 43.2 30.9 57.5 49.9 22.0 18.3 27.7 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, March 9, 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 : 131,065: 19,532 33,800 8,988 97,049 81,975 125,569 124,763: 5,496 6,302
Old : 131,065: 19,532 33,800 8,988 97,049 81,975 125,569 124,763: 5,496 6,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 718: -229 595 -57 1,435 225 1,149 763: -431 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.8 6.9 74.0 62.5 95.8 95.2: 4.2 4.8
Old : 100.0: 14.9 25.8 6.9 74.0 62.5 95.8 95.2: 4.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 14 14 24 23 43 39:
Old : 45: 7 14 14 24 23 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 37.5 58.3 52.7 26.9 24.2 37.1 33.5
Old : 41.4 37.5 58.3 52.7 26.9 24.2 37.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, March 9, 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 : 36,697: 2,167 2,783 6,473 25,409 26,204 34,049 35,460: 2,648 1,237
Old : 36,697: 2,167 2,783 6,473 25,409 26,204 34,049 35,460: 2,648 1,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -87: -250 108 194 217 -423 161 -121: -248 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.6 17.6 69.2 71.4 92.8 96.6: 7.2 3.4
Old : 100.0: 5.9 7.6 17.6 69.2 71.4 92.8 96.6: 7.2 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 : 24: 3 3 5 14 15 20 22:
Old : 24: 3 3 5 14 15 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 40.3 60.3 62.3 14.2 15.9 21.3 23.9
Old : 36.9 40.3 60.3 62.3 14.2 15.9 21.3 23.9
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, March 9, 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 : 90,849: 626 500 1,822 55,537 62,180 57,985 64,502: 32,864 26,347
Old : 90,849: 626 500 1,822 55,537 62,180 57,985 64,502: 32,864 26,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 497: 0 180 -155 1,999 331 1,844 356: -1,347 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 2.0 61.1 68.4 63.8 71.0: 36.2 29.0
Old : 100.0: 0.7 0.6 2.0 61.1 68.4 63.8 71.0: 36.2 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 : 24: 1 1 2 22 20 24 22:
Old : 24: 1 1 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 32.4 46.9 51.0 24.8 27.1 30.2 35.9
Old : 34.0 32.4 46.9 51.0 24.8 27.1 30.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 9, 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 : 30,755: 1,946 410 233 28,255 30,095 30,434 30,738: 321 17
Old : 30,755: 1,946 410 233 28,255 30,095 30,434 30,738: 321 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 644: 924 0 -6 -550 650 368 644: 276 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.3 0.8 91.9 97.9 99.0 99.9: 1.0 0.1
Old : 100.0: 6.3 1.3 0.8 91.9 97.9 99.0 99.9: 1.0 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 : 44: 3 2 2 26 32 30 36:
Old : 44: 3 2 2 26 32 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 38.9 72.7 56.8 50.8 35.7 63.3 50.6
Old : 57.8 38.9 72.7 56.8 50.8 35.7 63.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, March 9, 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 : 22,195: 15,831 3,235 94 3,258 18,381 19,183 21,710: 3,012 485
Old : 22,195: 15,831 3,235 94 3,258 18,381 19,183 21,710: 3,012 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 598: 29 -230 16 196 730 241 516: 357 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 14.6 0.4 14.7 82.8 86.4 97.8: 13.6 2.2
Old : 100.0: 71.3 14.6 0.4 14.7 82.8 86.4 97.8: 13.6 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 : 147: 83 20 3 20 29 106 49:
Old : 147: 83 20 3 20 29 106 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 41.6 38.1 61.0 24.5 41.6 38.1 60.4
Old : 24.5 41.6 38.1 61.0 24.5 41.6 38.1 60.4
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, March 9, 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 : 35,953: 24,468 2,978 428 5,710 31,012 30,606 34,418: 5,347 1,535
Old : 35,953: 24,468 2,978 428 5,710 31,012 30,606 34,418: 5,347 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 857: 757 370 53 184 213 994 636: -137 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 8.3 1.2 15.9 86.3 85.1 95.7: 14.9 4.3
Old : 100.0: 68.1 8.3 1.2 15.9 86.3 85.1 95.7: 14.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 86 17 4 22 33 112 52:
Old : 148: 86 17 4 22 33 112 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 31.5 30.0 49.7 18.3 31.4 30.0 49.6
Old : 18.3 31.5 30.0 49.7 18.3 31.4 30.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 9, 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 : 292,916: 82,563 11,708 32,864 154,686 236,655 270,113 281,227: 22,803 11,689
Old : 292,916: 82,563 11,708 32,864 154,686 236,655 270,113 281,227: 22,803 11,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 24,594: 2,310 1,782 2,703 16,442 19,262 21,455 23,747: 3,139 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.0 11.2 52.8 80.8 92.2 96.0: 7.8 4.0
Old : 100.0: 28.2 4.0 11.2 52.8 80.8 92.2 96.0: 7.8 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 : 205: 71 20 50 76 97 167 155:
Old : 205: 71 20 50 76 97 167 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.7 30.1 35.0 12.5 10.9 21.3 18.8
Old : 18.9 22.7 30.1 35.0 12.5 10.9 21.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, March 9, 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 : 24,085: 2,390 982 304 15,428 16,914 18,122 18,200: 5,963 5,885
Old : 24,085: 2,390 982 304 15,428 16,914 18,122 18,200: 5,963 5,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 3,051: 375 982 0 1,950 1,947 2,325 2,929: 726 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.1 1.3 64.1 70.2 75.2 75.6: 24.8 24.4
Old : 100.0: 9.9 4.1 1.3 64.1 70.2 75.2 75.6: 24.8 24.4
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: 2 1 2 16 18 18 21:
Old : 25: 2 1 2 16 18 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 38.7 63.9 60.4 43.2 30.6 53.1 49.9
Old : 49.4 38.7 63.9 60.4 43.2 30.6 53.1 49.9
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, March 9, 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 : 8,226: 1,218 100 375 6,622 7,621 8,215 8,096: 11 130
Old : 8,226: 1,218 100 375 6,622 7,621 8,215 8,096: 11 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 433: 33 -75 0 400 508 433 433: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.2 4.6 80.5 92.6 99.9 98.4: 0.1 1.6
Old : 100.0: 14.8 1.2 4.6 80.5 92.6 99.9 98.4: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 2 3 27 31 33 35:
Old : 44: 5 2 3 27 31 33 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 : 40.9 35.0 58.9 54.5 26.2 25.1 36.3 33.5
Old : 40.9 35.0 58.9 54.5 26.2 25.1 36.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, March 9, 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 : 55,410: 3,105 1,121 1,601 49,789 52,493 54,495 55,215: 915 195
Old : 55,410: 3,105 1,121 1,601 49,789 52,493 54,495 55,215: 915 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 4,996: 645 0 0 4,351 4,996 4,996 4,996: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.0 2.9 89.9 94.7 98.3 99.6: 1.7 0.4
Old : 100.0: 5.6 2.0 2.9 89.9 94.7 98.3 99.6: 1.7 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 : 47: 4 1 1 35 32 40 33:
Old : 47: 4 1 1 35 32 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 41.7 65.3 64.8 33.5 29.5 41.3 41.6
Old : 51.5 41.7 65.3 64.8 33.5 29.5 41.3 41.6
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, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 23,026: 2,000 0 0 20,926 22,526 22,926 22,526: 100 500
Old : 23,026: 2,000 0 0 20,926 22,526 22,926 22,526: 100 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 309: 0 0 0 300 309 300 309: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 90.9 97.8 99.6 97.8: 0.4 2.2
Old : 100.0: 8.7 0.0 0.0 90.9 97.8 99.6 97.8: 0.4 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 : 28: 1 0 0 22 13 23 13:
Old : 28: 1 0 0 22 13 23 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 : 58.5 88.9 81.5 95.0 55.1 84.3 76.9 87.3
Old : 58.5 88.9 81.5 95.0 55.1 84.3 76.9 87.3
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, March 9, 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 : 14,428: 678 550 400 13,350 13,478 14,428 14,428: 0 0
Old : 14,428: 678 550 400 13,350 13,478 14,428 14,428: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 515: 400 -200 -100 215 815 515 515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.8 2.8 92.5 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.7 3.8 2.8 92.5 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 2 30 27 34 29:
Old : 45: 3 1 2 30 27 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 46.4 71.0 64.2 41.3 34.2 53.7 48.7
Old : 54.2 46.4 71.0 64.2 41.3 34.2 53.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,798: 120 150 0 14,328 15,648 14,448 15,798: 1,350 0
Old : 15,798: 120 150 0 14,328 15,648 14,448 15,798: 1,350 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,595: 0 0 0 1,115 1,595 1,115 1,595: 480 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.9 0.0 90.7 99.1 91.5 100.0: 8.5 0.0
Old : 100.0: 0.8 0.9 0.0 90.7 99.1 91.5 100.0: 8.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 21 19 22 20:
Old : 28: 1 1 0 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 62.1 68.5 81.2 41.9 56.5 55.1 68.5
Old : 46.3 62.1 68.5 81.2 41.9 56.5 55.1 68.5
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, March 9, 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 : 19,237: 480 1,148 235 18,178 17,790 18,893 19,173: 344 64
Old : 19,237: 480 1,148 235 18,178 17,790 18,893 19,173: 344 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -318: -144 -429 -471 297 582 -318 -318: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.0 1.2 94.5 92.5 98.2 99.7: 1.8 0.3
Old : 100.0: 2.5 6.0 1.2 94.5 92.5 98.2 99.7: 1.8 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 : 47: 1 3 3 31 34 35 38:
Old : 47: 1 3 3 31 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 40.3 54.5 58.5 32.5 33.4 50.3 49.1
Old : 35.1 40.3 54.5 58.5 32.5 33.4 50.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, March 9, 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 : 10,860: 270 736 286 10,304 9,838 10,860 10,860: 0 0
Old : 10,860: 270 736 286 10,304 9,838 10,860 10,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -233: 0 -624 136 -369 273 -233 -215: 0 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.8 2.6 94.9 90.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 6.8 2.6 94.9 90.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 1 24 22 27 25:
Old : 32: 2 3 1 24 22 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 : 52.8 41.6 68.5 66.2 37.1 25.4 44.7 40.0
Old : 52.8 41.6 68.5 66.2 37.1 25.4 44.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, March 9, 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 : 43,564: 3,081 2,341 1,180 36,586 39,121 40,847 42,642: 2,717 922
Old : 43,564: 3,081 2,341 1,180 36,586 39,121 40,847 42,642: 2,717 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -295: 486 150 -756 12 171 -258 -435: -37 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.4 2.7 84.0 89.8 93.8 97.9: 6.2 2.1
Old : 100.0: 7.1 5.4 2.7 84.0 89.8 93.8 97.9: 6.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 6 6 34 38 43 46:
Old : 54: 4 6 6 34 38 43 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 : 27.8 34.5 47.3 57.0 23.1 29.3 37.5 45.5
Old : 27.8 34.5 47.3 57.0 23.1 29.3 37.5 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010