GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,814: 0 0 0 10,610 10,601 10,610 10,601: 204 213
Old : 10,814: 0 0 0 10,610 10,601 10,610 10,601: 204 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 235: 0 0 0 172 172 172 172: 63 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 98.0 98.1 98.0: 1.9 2.0
Old : 100.0: 0.0 0.0 0.0 98.1 98.0 98.1 98.0: 1.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 0 0 31 32 31 32:
Old : 40: 0 0 0 31 32 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 37.0 64.8 58.4 23.3 28.4 31.1 36.5
Old : 44.9 37.0 64.8 58.4 23.3 28.4 31.1 36.5
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,367: 0 495 365 11,822 11,447 12,187 12,307: 180 60
Old : 12,367: 0 495 365 11,822 11,447 12,187 12,307: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 164: 0 260 -265 269 109 4 104: 160 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 3.0 95.6 92.6 98.5 99.5: 1.5 0.5
Old : 100.0: 0.0 4.0 3.0 95.6 92.6 98.5 99.5: 1.5 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 : 38: 0 2 2 28 29 30 32:
Old : 38: 0 2 2 28 29 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 39.1 69.3 61.3 25.7 21.9 31.5 30.6
Old : 42.0 39.1 69.3 61.3 25.7 21.9 31.5 30.6
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,194: 39 428 120 3,763 3,984 3,922 4,532: 1,272 662
Old : 5,194: 39 428 120 3,763 3,984 3,922 4,532: 1,272 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -268: -24 -109 16 -366 -127 -374 -220: 106 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.2 2.3 72.4 76.7 75.5 87.3: 24.5 12.7
Old : 100.0: 0.8 8.2 2.3 72.4 76.7 75.5 87.3: 24.5 12.7
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 : 32: 1 2 3 25 29 28 32:
Old : 32: 1 2 3 25 29 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 29.1 44.6 48.2 20.8 22.3 26.5 32.5
Old : 26.1 29.1 44.6 48.2 20.8 22.3 26.5 32.5
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,373: 50 50 70 3,630 3,606 3,750 3,726: 623 647
Old : 4,373: 50 50 70 3,630 3,606 3,750 3,726: 623 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -494: 0 30 -30 -484 -279 -514 -279: 20 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.1 1.6 83.0 82.5 85.8 85.2: 14.2 14.8
Old : 100.0: 1.1 1.1 1.6 83.0 82.5 85.8 85.2: 14.2 14.8
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: 1 1 2 34 36 37 39:
Old : 45: 1 1 2 34 36 37 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 : 29.2 23.5 41.6 42.0 25.2 20.7 35.4 33.7
Old : 29.2 23.5 41.6 42.0 25.2 20.7 35.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 208,439: 22,264 14,824 34,061 120,554 135,989 176,879 184,874: 31,560 23,565
Old : 208,439: 22,264 14,824 34,061 120,554 135,989 176,879 184,874: 31,560 23,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 5,422: 1,669 3,121 -1,415 4,308 2,454 4,562 4,160: 860 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.1 16.3 57.8 65.2 84.9 88.7: 15.1 11.3
Old : 100.0: 10.7 7.1 16.3 57.8 65.2 84.9 88.7: 15.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 29 21 39 56 58 104 103:
Old : 117: 29 21 39 56 58 104 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 24.2 37.0 37.4 14.3 14.5 20.5 20.5
Old : 27.6 24.2 37.0 37.4 14.3 14.5 20.5 20.5
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,655: 50 1,363 100 8,405 7,028 8,555 8,491: 100 164
Old : 8,655: 50 1,363 100 8,405 7,028 8,555 8,491: 100 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,483: -305 -25 0 -1,078 -1,372 -1,383 -1,397: -100 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.7 1.2 97.1 81.2 98.8 98.1: 1.2 1.9
Old : 100.0: 0.6 15.7 1.2 97.1 81.2 98.8 98.1: 1.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 1 27 28 28 32:
Old : 41: 1 3 1 27 28 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 40.6 67.1 61.4 46.8 36.8 58.9 51.9
Old : 51.5 40.6 67.1 61.4 46.8 36.8 58.9 51.9
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,125: 235 75 0 4,485 4,720 4,720 4,795: 405 330
Old : 5,125: 235 75 0 4,485 4,720 4,720 4,795: 405 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -592: -357 0 0 -265 -622 -622 -622: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.5 0.0 87.5 92.1 92.1 93.6: 7.9 6.4
Old : 100.0: 4.6 1.5 0.0 87.5 92.1 92.1 93.6: 7.9 6.4
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 : 27: 1 1 0 16 15 17 16:
Old : 27: 1 1 0 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 61.3 72.4 75.5 54.1 57.5 71.9 71.7
Old : 54.1 61.3 72.4 75.5 54.1 57.5 71.9 71.7
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 878,959: 209,841 385,734 262,035 338,334 196,389 810,210 844,158: 68,749 34,801
Old : 878,959: 209,841 385,734 262,035 338,334 196,389 810,210 844,158: 68,749 34,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -2,602: -8,751 -10,464 4,115 3,548 2,100 -1,088 -4,249: -1,514 1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 43.9 29.8 38.5 22.3 92.2 96.0: 7.8 4.0
Old : 100.0: 23.9 43.9 29.8 38.5 22.3 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 : 209: 63 56 87 79 63 186 169:
Old : 209: 63 56 87 79 63 186 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.4 40.5 57.6 18.0 38.1 23.5 40.5
Old : 29.6 47.4 40.5 57.6 18.0 38.1 23.5 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,897: 406 7,039 2,746 78,728 70,747 81,880 80,532: 9,017 10,365
Old : 90,897: 406 7,039 2,746 78,728 70,747 81,880 80,532: 9,017 10,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -2,548: 114 -478 -296 -2,593 -2,850 -2,775 -3,624: 227 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.7 3.0 86.6 77.8 90.1 88.6: 9.9 11.4
Old : 100.0: 0.4 7.7 3.0 86.6 77.8 90.1 88.6: 9.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 3 22 22 25 26:
Old : 28: 1 3 3 22 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 47.3 64.5 67.9 43.7 41.1 57.1 58.9
Old : 48.8 47.3 64.5 67.9 43.7 41.1 57.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,150: 2,459 11,117 3,519 36,718 27,268 42,696 41,904: 8,454 9,246
Old : 51,150: 2,459 11,117 3,519 36,718 27,268 42,696 41,904: 8,454 9,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -8,443: 62 -859 -1,422 -8,962 -8,826 -10,322 -11,107: 1,879 2,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 21.7 6.9 71.8 53.3 83.5 81.9: 16.5 18.1
Old : 100.0: 4.8 21.7 6.9 71.8 53.3 83.5 81.9: 16.5 18.1
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 4 4 19 13 23 18:
Old : 26: 1 4 4 19 13 23 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 : 36.1 39.8 60.8 58.5 36.1 29.1 56.7 44.0
Old : 36.1 39.8 60.8 58.5 36.1 29.1 56.7 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,650: 3,955 1,185 1,013 77,803 77,170 82,771 79,368: 7,879 11,282
Old : 90,650: 3,955 1,185 1,013 77,803 77,170 82,771 79,368: 7,879 11,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -5,043: 19 -1,081 103 -6,526 -8,670 -6,404 -9,648: 1,361 4,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.3 1.1 85.8 85.1 91.3 87.6: 8.7 12.4
Old : 100.0: 4.4 1.3 1.1 85.8 85.1 91.3 87.6: 8.7 12.4
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 : 35: 3 1 3 23 25 27 28:
Old : 35: 3 1 3 23 25 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 35.9 65.4 54.2 35.8 32.0 49.6 45.5
Old : 47.9 35.9 65.4 54.2 35.8 32.0 49.6 45.5
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,045: 0 1,843 859 67,091 52,649 67,950 55,351: 12,095 24,694
Old : 80,045: 0 1,843 859 67,091 52,649 67,950 55,351: 12,095 24,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -6,535: -1,922 -248 -31 -5,708 -19,826 -7,661 -20,105: 1,126 13,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 1.1 83.8 65.8 84.9 69.1: 15.1 30.9
Old : 100.0: 0.0 2.3 1.1 83.8 65.8 84.9 69.1: 15.1 30.9
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 : 20: 0 2 2 16 14 18 16:
Old : 20: 0 2 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 50.3 67.9 62.5 32.2 44.4 51.8 46.7
Old : 42.7 50.3 67.9 62.5 32.2 44.4 51.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,689: 16,596 3,188 3,903 41,375 54,272 61,874 61,363: 8,815 9,326
Old : 70,689: 16,596 3,188 3,903 41,375 54,272 61,874 61,363: 8,815 9,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -3,556: 2,250 2,685 -1,486 -4,607 -6,612 -3,843 -5,413: 287 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.5 5.5 58.5 76.8 87.5 86.8: 12.5 13.2
Old : 100.0: 23.5 4.5 5.5 58.5 76.8 87.5 86.8: 12.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 21 21 24 24:
Old : 29: 3 2 1 21 21 24 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 : 63.0 45.8 76.2 64.4 57.4 43.2 66.8 58.3
Old : 63.0 45.8 76.2 64.4 57.4 43.2 66.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,893: 5,329 7,130 2,076 72,149 73,564 79,554 82,770: 10,339 7,123
Old : 89,893: 5,329 7,130 2,076 72,149 73,564 79,554 82,770: 10,339 7,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -6,888: -1,661 -395 -1,085 -5,201 -4,950 -7,947 -6,430: 1,059 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.9 2.3 80.3 81.8 88.5 92.1: 11.5 7.9
Old : 100.0: 5.9 7.9 2.3 80.3 81.8 88.5 92.1: 11.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 24 30 26 34:
Old : 39: 2 2 2 24 30 26 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 : 38.8 27.0 62.1 45.1 36.6 25.5 55.1 43.2
Old : 38.8 27.0 62.1 45.1 36.6 25.5 55.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 105,902: 11,716 732 5,642 78,574 82,557 95,932 88,931: 9,970 16,971
Old : 105,902: 11,716 732 5,642 78,574 82,557 95,932 88,931: 9,970 16,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -2,548: -267 244 73 -4,527 -2,603 -4,721 -2,286: 2,173 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.7 5.3 74.2 78.0 90.6 84.0: 9.4 16.0
Old : 100.0: 11.1 0.7 5.3 74.2 78.0 90.6 84.0: 9.4 16.0
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 1 2 17 25 19 28:
Old : 32: 2 1 2 17 25 19 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 : 46.8 35.1 70.5 50.1 40.0 31.2 57.6 44.3
Old : 46.8 35.1 70.5 50.1 40.0 31.2 57.6 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,756: 5,026 5,350 2,302 31,600 30,444 38,928 38,096: 4,828 5,660
Old : 43,756: 5,026 5,350 2,302 31,600 30,444 38,928 38,096: 4,828 5,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,425: 3,103 -1,461 -572 -7,676 -3,017 -5,145 -5,050: 720 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.2 5.3 72.2 69.6 89.0 87.1: 11.0 12.9
Old : 100.0: 11.5 12.2 5.3 72.2 69.6 89.0 87.1: 11.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 3 13 14 17 17:
Old : 21: 3 1 3 13 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 45.6 68.2 73.0 35.3 38.0 49.9 51.4
Old : 44.4 45.6 68.2 73.0 35.3 38.0 49.9 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,437: 1,417 4,425 24,100 59,265 55,743 84,782 84,268: 5,655 6,169
Old : 90,437: 1,417 4,425 24,100 59,265 55,743 84,782 84,268: 5,655 6,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -6,137: -248 642 -1,258 -4,821 -9,394 -6,327 -10,010: 190 3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.9 26.6 65.5 61.6 93.7 93.2: 6.3 6.8
Old : 100.0: 1.6 4.9 26.6 65.5 61.6 93.7 93.2: 6.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 3 12 16 16 19:
Old : 25: 1 3 3 12 16 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 54.2 81.4 75.5 35.5 26.8 46.8 39.4
Old : 65.9 54.2 81.4 75.5 35.5 26.8 46.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,958: 0 864 732 41,421 39,892 42,153 41,488: 8,805 9,470
Old : 50,958: 0 864 732 41,421 39,892 42,153 41,488: 8,805 9,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -5,635: -504 352 -329 -3,696 -6,820 -4,529 -6,797: -1,106 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.4 81.3 78.3 82.7 81.4: 17.3 18.6
Old : 100.0: 0.0 1.7 1.4 81.3 78.3 82.7 81.4: 17.3 18.6
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: 0 2 1 21 17 22 19:
Old : 26: 0 2 1 21 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 40.8 64.9 61.3 45.0 35.7 63.1 53.5
Old : 45.2 40.8 64.9 61.3 45.0 35.7 63.1 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,217: 3,217 4,624 5,857 64,634 60,574 73,708 71,055: 7,509 10,162
Old : 81,217: 3,217 4,624 5,857 64,634 60,574 73,708 71,055: 7,509 10,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -9,210: 833 211 -1,770 -11,165 -12,597 -12,102 -14,156: 2,892 4,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 5.7 7.2 79.6 74.6 90.8 87.5: 9.2 12.5
Old : 100.0: 4.0 5.7 7.2 79.6 74.6 90.8 87.5: 9.2 12.5
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 : 40: 2 4 4 24 27 29 32:
Old : 40: 2 4 4 24 27 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 25.7 62.1 45.8 37.7 23.8 51.0 38.9
Old : 43.6 25.7 62.1 45.8 37.7 23.8 51.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 118,327: 10,539 19,251 19,607 68,036 68,690 98,182 107,548: 20,145 10,779
Old : 118,327: 10,539 19,251 19,607 68,036 68,690 98,182 107,548: 20,145 10,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,478: 2,153 -1,568 -2,636 -9,355 -2,304 -9,838 -6,508: 5,360 2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.3 16.6 57.5 58.1 83.0 90.9: 17.0 9.1
Old : 100.0: 8.9 16.3 16.6 57.5 58.1 83.0 90.9: 17.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 6 26 24 32 31:
Old : 35: 2 5 6 26 24 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 35.5 49.5 54.0 18.8 22.2 27.9 30.4
Old : 34.1 35.5 49.5 54.0 18.8 22.2 27.9 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 117,336: 18,683 0 8,469 83,298 96,383 110,450 104,852: 6,886 12,484
Old : 117,336: 18,683 0 8,469 83,298 96,383 110,450 104,852: 6,886 12,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -5,403: 2,101 0 -1,256 -4,871 -3,735 -4,026 -4,991: -1,377 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 7.2 71.0 82.1 94.1 89.4: 5.9 10.6
Old : 100.0: 15.9 0.0 7.2 71.0 82.1 94.1 89.4: 5.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 0 4 20 20 25 24:
Old : 30: 5 0 4 20 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 57.6 74.7 71.3 54.6 54.6 65.9 65.1
Old : 60.3 57.6 74.7 71.3 54.6 54.6 65.9 65.1
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 226,975: 11,087 9,399 5,034 192,804 201,276 208,925 215,709: 18,050 11,266
Old : 226,975: 11,087 9,399 5,034 192,804 201,276 208,925 215,709: 18,050 11,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -10,985: 477 -2,799 -1,161 -13,369 -6,866 -14,053 -10,826: 3,068 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.1 2.2 84.9 88.7 92.0 95.0: 8.0 5.0
Old : 100.0: 4.9 4.1 2.2 84.9 88.7 92.0 95.0: 8.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 5 4 39 33 45 39:
Old : 51: 3 5 4 39 33 45 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 : 29.0 62.1 48.8 74.6 26.8 60.6 45.9 69.1
Old : 29.0 62.1 48.8 74.6 26.8 60.6 45.9 69.1
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 199,369: 3,378 20,765 9,124 176,656 163,908 189,158 193,797: 10,211 5,572
Old : 199,369: 3,378 20,765 9,124 176,656 163,908 189,158 193,797: 10,211 5,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -11,603: -1,146 2,322 -3,259 -5,091 -11,236 -9,496 -12,173: -2,107 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.4 4.6 88.6 82.2 94.9 97.2: 5.1 2.8
Old : 100.0: 1.7 10.4 4.6 88.6 82.2 94.9 97.2: 5.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 4 38 30 43 34:
Old : 46: 2 3 4 38 30 43 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 : 33.2 40.1 53.3 61.4 24.0 37.2 39.0 54.6
Old : 33.2 40.1 53.3 61.4 24.0 37.2 39.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 250,206: 7,763 6,640 17,961 212,013 215,395 237,737 239,996: 12,469 10,210
Old : 250,206: 7,763 6,640 17,961 212,013 215,395 237,737 239,996: 12,469 10,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -9,891: -2,661 654 -951 -7,258 -9,493 -10,870 -9,790: 979 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.7 7.2 84.7 86.1 95.0 95.9: 5.0 4.1
Old : 100.0: 3.1 2.7 7.2 84.7 86.1 95.0 95.9: 5.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 5 7 41 46 48 54:
Old : 57: 3 5 7 41 46 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 27.8 49.0 47.3 24.8 24.6 35.1 36.4
Old : 29.7 27.8 49.0 47.3 24.8 24.6 35.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 189,126: 20,334 6,775 19,774 142,397 156,033 182,505 182,582: 6,621 6,544
Old : 189,126: 20,334 6,775 19,774 142,397 156,033 182,505 182,582: 6,621 6,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -13,219: -2,669 -890 -2,257 -8,334 -8,644 -13,260 -11,791: 41 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.6 10.5 75.3 82.5 96.5 96.5: 3.5 3.5
Old : 100.0: 10.8 3.6 10.5 75.3 82.5 96.5 96.5: 3.5 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 : 46: 5 4 6 35 34 43 41:
Old : 46: 5 4 6 35 34 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 32.0 54.8 49.2 28.8 24.4 43.9 36.7
Old : 34.0 32.0 54.8 49.2 28.8 24.4 43.9 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 45,671: 618 2,908 984 35,598 29,642 37,200 33,534: 8,471 12,137
Old : 45,671: 618 2,908 984 35,598 29,642 37,200 33,534: 8,471 12,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,876: -339 -653 -370 -4,726 -6,963 -5,435 -7,986: 559 3,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 6.4 2.2 77.9 64.9 81.5 73.4: 18.5 26.6
Old : 100.0: 1.4 6.4 2.2 77.9 64.9 81.5 73.4: 18.5 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 14 13 17 16:
Old : 21: 2 2 2 14 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 37.2 69.9 55.0 37.6 26.9 49.4 41.1
Old : 47.9 37.2 69.9 55.0 37.6 26.9 49.4 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,843,081: 1,488,971 595,292 1,053,391 1,275,146 2,179,513 3,817,508 3,828,196: 25,573 14,885
Old : 3,843,081: 1,488,971 595,292 1,053,391 1,275,146 2,179,513 3,817,508 3,828,196: 25,573 14,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -35,176: -75,043 4,789 1,495 37,717 -40,763 -35,831 -34,479: 655 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 15.5 27.4 33.2 56.7 99.3 99.6: 0.7 0.4
Old : 100.0: 38.7 15.5 27.4 33.2 56.7 99.3 99.6: 0.7 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 : 162: 27 26 47 101 96 154 145:
Old : 162: 27 26 47 101 96 154 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 37.7 56.0 50.9 35.5 27.2 37.8 35.0
Old : 46.2 37.7 56.0 50.9 35.5 27.2 37.8 35.0
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,088,877: 195,384 463,430 223,849 665,116 399,648 1,084,349 1,086,927: 4,528 1,950
Old : 1,088,877: 195,384 463,430 223,849 665,116 399,648 1,084,349 1,086,927: 4,528 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 20,062: 9,139 -7,382 11,111 1,073 18,151 21,323 21,880: -1,261 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 42.6 20.6 61.1 36.7 99.6 99.8: 0.4 0.2
Old : 100.0: 17.9 42.6 20.6 61.1 36.7 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 19 26 36 40 37 81 77:
Old : 88: 19 26 36 40 37 81 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.2 56.5 56.3 25.1 33.3 38.8 39.3
Old : 35.7 42.2 56.5 56.3 25.1 33.3 38.8 39.3
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,334: 2,766 2,346 948 25,051 25,712 28,765 29,006: 569 328
Old : 29,334: 2,766 2,346 948 25,051 25,712 28,765 29,006: 569 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 173: 0 -110 364 -95 -81 269 173: -96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.0 3.2 85.4 87.7 98.1 98.9: 1.9 1.1
Old : 100.0: 9.4 8.0 3.2 85.4 87.7 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 4 3 29 27 36 31:
Old : 39: 4 4 3 29 27 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 39.9 58.2 65.3 24.6 35.8 36.9 46.2
Old : 36.9 39.9 58.2 65.3 24.6 35.8 36.9 46.2
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,155: 2,980 0 449 9,999 13,006 13,428 13,455: 727 700
Old : 14,155: 2,980 0 449 9,999 13,006 13,428 13,455: 727 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -796: 2 -162 -18 -766 -578 -782 -758: -14 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 0.0 3.2 70.6 91.9 94.9 95.1: 5.1 4.9
Old : 100.0: 21.1 0.0 3.2 70.6 91.9 94.9 95.1: 5.1 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 : 25: 3 0 3 17 20 20 23:
Old : 25: 3 0 3 17 20 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 : 60.8 76.7 78.3 85.8 48.0 57.7 59.9 62.3
Old : 60.8 76.7 78.3 85.8 48.0 57.7 59.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,950: 0 120 0 10,998 10,362 10,998 10,482: 952 1,468
Old : 11,950: 0 120 0 10,998 10,362 10,998 10,482: 952 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 92.0 86.7 92.0 87.7: 8.0 12.3
Old : 100.0: 0.0 1.0 0.0 92.0 86.7 92.0 87.7: 8.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 15 16 16:
Old : 20: 0 1 0 16 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 57.1 72.3 74.2 41.6 44.9 55.0 53.8
Old : 48.2 57.1 72.3 74.2 41.6 44.9 55.0 53.8
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,734: 0 640 2,240 31,144 31,674 33,384 34,554: 2,350 1,180
Old : 35,734: 0 640 2,240 31,144 31,674 33,384 34,554: 2,350 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -865: 0 20 -80 -682 -572 -762 -632: -103 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 6.3 87.2 88.6 93.4 96.7: 6.6 3.3
Old : 100.0: 0.0 1.8 6.3 87.2 88.6 93.4 96.7: 6.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 23 18 25 20:
Old : 26: 0 2 2 23 18 25 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 : 51.1 54.0 70.0 79.3 15.2 18.3 22.8 25.5
Old : 51.1 54.0 70.0 79.3 15.2 18.3 22.8 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,394: 0 300 180 28,964 27,692 29,144 28,172: 250 1,222
Old : 29,394: 0 300 180 28,964 27,692 29,144 28,172: 250 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,156: 0 -40 -60 -894 -744 -954 -844: -202 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.6 98.5 94.2 99.1 95.8: 0.9 4.2
Old : 100.0: 0.0 1.0 0.6 98.5 94.2 99.1 95.8: 0.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 22 19 23 20:
Old : 25: 0 1 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 72.4 80.8 83.0 59.5 70.1 73.9 76.6
Old : 60.3 72.4 80.8 83.0 59.5 70.1 73.9 76.6
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,978: 120 0 0 9,766 9,276 9,886 9,276: 92 702
Old : 9,978: 120 0 0 9,766 9,276 9,886 9,276: 92 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -256: 0 -40 0 -252 -214 -252 -254: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 97.9 93.0 99.1 93.0: 0.9 7.0
Old : 100.0: 1.2 0.0 0.0 97.9 93.0 99.1 93.0: 0.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 19 16 20 16:
Old : 24: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.7 75.8 73.0 43.6 35.7 60.7 58.2
Old : 46.0 40.7 75.8 73.0 43.6 35.7 60.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,068: 0 0 0 7,061 7,408 7,061 7,408: 1,007 660
Old : 8,068: 0 0 0 7,061 7,408 7,061 7,408: 1,007 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,195: 0 0 0 1,230 1,092 1,230 1,092: -35 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 91.8 87.5 91.8: 12.5 8.2
Old : 100.0: 0.0 0.0 0.0 87.5 91.8 87.5 91.8: 12.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 16 16 16:
Old : 21: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 59.3 79.5 80.0 60.9 55.7 64.1 67.8
Old : 65.5 59.3 79.5 80.0 60.9 55.7 64.1 67.8
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,087,569: 165,772 162,082 292,938 582,858 569,694 1,041,568 1,024,714: 46,001 62,855
Old : 1,087,569: 165,772 162,082 292,938 582,858 569,694 1,041,568 1,024,714: 46,001 62,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,842: -26,987 9,416 -5,158 29,106 -6,470 -3,039 -2,212: -1,803 -2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.9 26.9 53.6 52.4 95.8 94.2: 4.2 5.8
Old : 100.0: 15.2 14.9 26.9 53.6 52.4 95.8 94.2: 4.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 69 108 119 74 96 218 258:
Old : 287: 69 108 119 74 96 218 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 21.3 42.3 31.7 14.6 6.7 19.2 11.0
Old : 32.6 21.3 42.3 31.7 14.6 6.7 19.2 11.0
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,928: 20,113 12,406 9,190 78,840 64,663 108,143 86,259: 31,785 53,669
Old : 139,928: 20,113 12,406 9,190 78,840 64,663 108,143 86,259: 31,785 53,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 4,375: 695 596 -259 5,420 11,042 5,856 11,379: -1,481 -7,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.9 6.6 56.3 46.2 77.3 61.6: 22.7 38.4
Old : 100.0: 14.4 8.9 6.6 56.3 46.2 77.3 61.6: 22.7 38.4
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 : 27: 2 5 7 17 18 24 25:
Old : 27: 2 5 7 17 18 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 24.3 60.2 39.4 33.6 23.3 47.2 35.1
Old : 40.8 24.3 60.2 39.4 33.6 23.3 47.2 35.1
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,860: 195 900 685 28,965 28,275 29,845 29,860: 1,015 1,000
Old : 30,860: 195 900 685 28,965 28,275 29,845 29,860: 1,015 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,866: -55 0 30 159 104 134 134: -2,000 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.9 2.2 93.9 91.6 96.7 96.8: 3.3 3.2
Old : 100.0: 0.6 2.9 2.2 93.9 91.6 96.7 96.8: 3.3 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 : 47: 1 3 3 33 35 36 40:
Old : 47: 1 3 3 33 35 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 39.8 64.5 59.7 27.2 20.3 32.5 27.6
Old : 47.1 39.8 64.5 59.7 27.2 20.3 32.5 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,057: 16,257 37,146 36,994 124,074 106,598 177,325 180,738: 12,732 9,319
Old : 190,057: 16,257 37,146 36,994 124,074 106,598 177,325 180,738: 12,732 9,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,052: -408 -3,037 -2,604 974 4,214 -2,038 -1,427: 3,090 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.5 19.5 65.3 56.1 93.3 95.1: 6.7 4.9
Old : 100.0: 8.6 19.5 19.5 65.3 56.1 93.3 95.1: 6.7 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 : 53: 9 21 25 23 22 48 52:
Old : 53: 9 21 25 23 22 48 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 : 41.8 33.9 60.7 56.4 21.2 13.4 26.2 20.6
Old : 41.8 33.9 60.7 56.4 21.2 13.4 26.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,390: 5,221 9,266 3,862 19,306 15,937 28,389 29,065: 3,001 2,325
Old : 31,390: 5,221 9,266 3,862 19,306 15,937 28,389 29,065: 3,001 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 419: 0 194 0 294 0 294 194: 125 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 29.5 12.3 61.5 50.8 90.4 92.6: 9.6 7.4
Old : 100.0: 16.6 29.5 12.3 61.5 50.8 90.4 92.6: 9.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 6 5 11 12 18 20:
Old : 23: 4 6 5 11 12 18 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 : 60.7 44.7 74.8 69.8 45.5 38.9 55.7 52.8
Old : 60.7 44.7 74.8 69.8 45.5 38.9 55.7 52.8
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,263: 0 540 0 8,263 7,723 8,263 8,263: 0 0
Old : 8,263: 0 540 0 8,263 7,723 8,263 8,263: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -490: -50 40 0 -440 -530 -490 -490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 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 : 31: 0 3 0 20 20 20 23:
Old : 31: 0 3 0 20 20 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 : 50.4 32.3 72.2 56.1 33.8 24.7 49.8 39.3
Old : 50.4 32.3 72.2 56.1 33.8 24.7 49.8 39.3
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,622: 9,569 3,789 0 2,864 9,883 12,433 13,672: 2,189 950
Old : 14,622: 9,569 3,789 0 2,864 9,883 12,433 13,672: 2,189 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -311: -315 78 -33 55 -166 -293 -121: -18 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 25.9 0.0 19.6 67.6 85.0 93.5: 15.0 6.5
Old : 100.0: 65.4 25.9 0.0 19.6 67.6 85.0 93.5: 15.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 45 26 0 21 23 66 49:
Old : 114: 45 26 0 21 23 66 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 : 36.4 40.4 48.2 57.9 36.3 40.4 48.1 57.9
Old : 36.4 40.4 48.2 57.9 36.3 40.4 48.1 57.9
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,850: 8,409 1,670 128 4,121 11,394 12,658 13,192: 2,192 1,658
Old : 14,850: 8,409 1,670 128 4,121 11,394 12,658 13,192: 2,192 1,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 171: 664 14 -69 -195 354 400 299: -229 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 11.2 0.9 27.8 76.7 85.2 88.8: 14.8 11.2
Old : 100.0: 56.6 11.2 0.9 27.8 76.7 85.2 88.8: 14.8 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 : 71: 27 15 3 15 19 44 35:
Old : 71: 27 15 3 15 19 44 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 : 34.8 36.7 53.4 57.5 34.8 36.7 53.4 57.0
Old : 34.8 36.7 53.4 57.5 34.8 36.7 53.4 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,241: 37,883 16,706 14,645 95,691 120,546 148,219 151,897: 15,022 11,344
Old : 163,241: 37,883 16,706 14,645 95,691 120,546 148,219 151,897: 15,022 11,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -7,460: 432 334 -2,522 -5,542 -5,189 -7,632 -7,377: 172 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.2 9.0 58.6 73.8 90.8 93.1: 9.2 6.9
Old : 100.0: 23.2 10.2 9.0 58.6 73.8 90.8 93.1: 9.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 38 25 30 69 69 125 108:
Old : 143: 38 25 30 69 69 125 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 31.8 36.3 45.8 9.8 15.1 16.7 24.1
Old : 26.4 31.8 36.3 45.8 9.8 15.1 16.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,139: 150 0 100 4,715 4,839 4,965 4,939: 174 200
Old : 5,139: 150 0 100 4,715 4,839 4,965 4,939: 174 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -817: -100 -100 0 -591 -667 -691 -767: -126 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 1.9 91.7 94.2 96.6 96.1: 3.4 3.9
Old : 100.0: 2.9 0.0 1.9 91.7 94.2 96.6 96.1: 3.4 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 : 32: 1 0 1 26 23 28 24:
Old : 32: 1 0 1 26 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 35.7 50.3 56.6 26.3 28.4 39.9 39.1
Old : 30.3 35.7 50.3 56.6 26.3 28.4 39.9 39.1
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,295: 1,155 342 522 10,862 12,111 12,539 12,975: 756 320
Old : 13,295: 1,155 342 522 10,862 12,111 12,539 12,975: 756 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -895: 360 171 -171 -1,516 -900 -1,327 -900: 432 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.6 3.9 81.7 91.1 94.3 97.6: 5.7 2.4
Old : 100.0: 8.7 2.6 3.9 81.7 91.1 94.3 97.6: 5.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 27 27 30 29:
Old : 41: 2 1 2 27 27 30 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 : 60.6 43.4 75.1 67.1 56.8 42.7 67.1 59.8
Old : 60.6 43.4 75.1 67.1 56.8 42.7 67.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,102: 90 610 0 2,541 2,252 2,631 2,862: 471 240
Old : 3,102: 90 610 0 2,541 2,252 2,631 2,862: 471 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -511: 0 130 -130 -350 -481 -480 -481: -31 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 19.7 0.0 81.9 72.6 84.8 92.3: 15.2 7.7
Old : 100.0: 2.9 19.7 0.0 81.9 72.6 84.8 92.3: 15.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 12 15 13:
Old : 20: 1 1 0 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.8 71.9 84.5 31.7 40.1 44.0 51.3
Old : 55.6 63.8 71.9 84.5 31.7 40.1 44.0 51.3
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,500: 0 0 100 2,375 2,375 2,475 2,475: 25 25
Old : 2,500: 0 0 100 2,375 2,375 2,475 2,475: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,075: -250 0 100 -875 -1,150 -1,025 -1,050: -50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 4.0 95.0 95.0 99.0 99.0: 1.0 1.0
Old : 100.0: 0.0 0.0 4.0 95.0 95.0 99.0 99.0: 1.0 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 : 26: 0 0 1 14 15 15 16:
Old : 26: 0 0 1 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 47.0 80.0 71.8 57.0 46.0 79.0 70.8
Old : 57.0 47.0 80.0 71.8 57.0 46.0 79.0 70.8
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,346: 380 159 0 3,255 4,133 3,635 4,292: 711 54
Old : 4,346: 380 159 0 3,255 4,133 3,635 4,292: 711 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -352: -64 64 -64 -416 -352 -544 -352: 192 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.7 0.0 74.9 95.1 83.6 98.8: 16.4 1.2
Old : 100.0: 8.7 3.7 0.0 74.9 95.1 83.6 98.8: 16.4 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 : 26: 1 2 0 18 12 19 14:
Old : 26: 1 2 0 18 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 49.7 61.8 80.5 44.8 42.8 60.0 69.4
Old : 44.8 49.7 61.8 80.5 44.8 42.8 60.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,132: 59 0 285 3,703 3,766 4,047 4,051: 85 81
Old : 4,132: 59 0 285 3,703 3,766 4,047 4,051: 85 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 419: -88 0 0 561 509 473 509: -54 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 6.9 89.6 91.1 97.9 98.0: 2.1 2.0
Old : 100.0: 1.4 0.0 6.9 89.6 91.1 97.9 98.0: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 19 16 20 17:
Old : 23: 1 0 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 58.3 64.5 79.2 28.9 43.3 41.9 49.9
Old : 40.9 58.3 64.5 79.2 28.9 43.3 41.9 49.9
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 24,103: 2,543 5,245 1,263 17,607 15,054 21,413 21,562: 2,690 2,541
Old : 24,103: 2,543 5,245 1,263 17,607 15,054 21,413 21,562: 2,690 2,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,213: -240 165 -106 636 1,020 290 1,079: 923 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.8 5.2 73.0 62.5 88.8 89.5: 11.2 10.5
Old : 100.0: 10.6 21.8 5.2 73.0 62.5 88.8 89.5: 11.2 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 : 35: 5 2 4 21 27 27 32:
Old : 35: 5 2 4 21 27 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 49.3 59.8 62.7 34.1 47.0 52.5 57.4
Old : 35.9 49.3 59.8 62.7 34.1 47.0 52.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008