GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,892: 0 47 28 37,578 37,810 37,606 37,885: 286 7
Old : 37,892: 0 47 28 37,578 37,810 37,606 37,885: 286 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,552: 0 0 0 1,514 1,552 1,514 1,552: 38 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.1 99.2 99.8 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.1 0.1 99.2 99.8 99.2 100.0: 0.8 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 : 43: 0 1 1 34 37 35 38:
Old : 43: 0 1 1 34 37 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 64.7 74.9 79.2 48.4 55.5 59.7 62.4
Old : 55.9 64.7 74.9 79.2 48.4 55.5 59.7 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,994: 960 120 125 21,593 22,442 22,678 22,687: 316 307
Old : 22,994: 960 120 125 21,593 22,442 22,678 22,687: 316 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 936: 0 0 25 906 881 931 906: 5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.5 0.5 93.9 97.6 98.6 98.7: 1.4 1.3
Old : 100.0: 4.2 0.5 0.5 93.9 97.6 98.6 98.7: 1.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 1 32 33 34 35:
Old : 39: 1 1 1 32 33 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 43.2 64.1 74.3 24.3 35.0 41.5 46.5
Old : 41.8 43.2 64.1 74.3 24.3 35.0 41.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,862: 1,521 63 505 5,155 6,313 7,181 6,881: 681 981
Old : 7,862: 1,521 63 505 5,155 6,313 7,181 6,881: 681 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 404: 9 0 0 360 341 369 341: 35 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.8 6.4 65.6 80.3 91.3 87.5: 8.7 12.5
Old : 100.0: 19.3 0.8 6.4 65.6 80.3 91.3 87.5: 8.7 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 : 26: 1 2 3 20 23 23 26:
Old : 26: 1 2 3 20 23 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 56.2 75.7 68.1 55.2 53.3 64.1 58.6
Old : 61.8 56.2 75.7 68.1 55.2 53.3 64.1 58.6
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 12,176: 341 204 432 10,181 10,978 10,954 11,614: 1,222 562
Old : 12,176: 341 204 432 10,181 10,978 10,954 11,614: 1,222 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 396: 5 -16 13 231 341 249 338: 147 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.7 3.5 83.6 90.2 90.0 95.4: 10.0 4.6
Old : 100.0: 2.8 1.7 3.5 83.6 90.2 90.0 95.4: 10.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 5 36 41 42 47:
Old : 50: 3 4 5 36 41 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 36.2 50.0 52.9 31.0 32.2 44.3 44.1
Old : 33.6 36.2 50.0 52.9 31.0 32.2 44.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,399: 230 154 113 8,517 8,391 8,860 8,658: 539 741
Old : 9,399: 230 154 113 8,517 8,391 8,860 8,658: 539 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 601: 0 5 40 513 391 553 436: 48 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.6 1.2 90.6 89.3 94.3 92.1: 5.7 7.9
Old : 100.0: 2.4 1.6 1.2 90.6 89.3 94.3 92.1: 5.7 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 : 52: 2 2 3 41 46 44 50:
Old : 52: 2 2 3 41 46 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 22.0 46.3 39.2 26.8 16.6 36.7 28.5
Old : 31.2 22.0 46.3 39.2 26.8 16.6 36.7 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,940: 115 347 89 4,673 4,842 4,877 5,278: 1,063 662
Old : 5,940: 115 347 89 4,673 4,842 4,877 5,278: 1,063 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 117: 115 5 23 104 203 242 231: -125 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.8 1.5 78.7 81.5 82.1 88.9: 17.9 11.1
Old : 100.0: 1.9 5.8 1.5 78.7 81.5 82.1 88.9: 17.9 11.1
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 : 27: 1 1 2 23 24 25 26:
Old : 27: 1 1 2 23 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 37.0 57.0 58.8 33.1 29.8 41.3 44.4
Old : 41.9 37.0 57.0 58.8 33.1 29.8 41.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,713: 90 385 90 2,658 2,729 2,838 3,204: 875 509
Old : 3,713: 90 385 90 2,658 2,729 2,838 3,204: 875 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 136: 0 60 -5 203 119 198 174: -62 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 10.4 2.4 71.6 73.5 76.4 86.3: 23.6 13.7
Old : 100.0: 2.4 10.4 2.4 71.6 73.5 76.4 86.3: 23.6 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 2 21 20 24 23:
Old : 28: 1 3 2 21 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 43.1 53.6 61.0 32.6 37.3 42.6 49.2
Old : 39.7 43.1 53.6 61.0 32.6 37.3 42.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,025: 205 0 0 1,945 2,023 2,150 2,023: 875 1,002
Old : 3,025: 205 0 0 1,945 2,023 2,150 2,023: 875 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 363: 30 0 0 372 327 402 327: -39 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 64.3 66.9 71.1 66.9: 28.9 33.1
Old : 100.0: 6.8 0.0 0.0 64.3 66.9 71.1 66.9: 28.9 33.1
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 : 25: 1 0 0 19 19 20 19:
Old : 25: 1 0 0 19 19 20 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 : 30.3 36.5 46.9 51.9 24.9 31.8 37.9 40.9
Old : 30.3 36.5 46.9 51.9 24.9 31.8 37.9 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 259,123: 29,160 24,308 32,213 158,318 170,699 219,691 227,220: 39,432 31,903
Old : 259,123: 29,160 24,308 32,213 158,318 170,699 219,691 227,220: 39,432 31,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 225: -1,699 1,358 338 -1,945 -2,728 -3,306 -1,032: 3,531 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.4 12.4 61.1 65.9 84.8 87.7: 15.2 12.3
Old : 100.0: 11.3 9.4 12.4 61.1 65.9 84.8 87.7: 15.2 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 : 128: 28 27 39 65 63 115 112:
Old : 128: 28 27 39 65 63 115 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 30.2 36.2 38.7 18.5 26.7 25.5 32.4
Old : 26.0 30.2 36.2 38.7 18.5 26.7 25.5 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 19,819: 91 309 0 19,309 19,070 19,400 19,379: 419 440
Old : 19,819: 91 309 0 19,309 19,070 19,400 19,379: 419 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,964: 0 0 0 2,004 1,714 2,004 1,714: -40 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 0.0 97.4 96.2 97.9 97.8: 2.1 2.2
Old : 100.0: 0.5 1.6 0.0 97.4 96.2 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 2 0 43 47 44 49:
Old : 58: 1 2 0 43 47 44 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 : 38.9 30.7 57.6 49.4 29.4 28.1 42.7 37.9
Old : 38.9 30.7 57.6 49.4 29.4 28.1 42.7 37.9
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,569: 539 0 0 15,010 16,344 15,549 16,344: 1,020 225
Old : 16,569: 539 0 0 15,010 16,344 15,549 16,344: 1,020 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,304: -21 0 0 2,010 2,304 1,989 2,304: 315 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 90.6 98.6 93.8 98.6: 6.2 1.4
Old : 100.0: 3.3 0.0 0.0 90.6 98.6 93.8 98.6: 6.2 1.4
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 : 31: 2 0 0 26 23 28 23:
Old : 31: 2 0 0 26 23 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 61.6 69.9 79.2 27.5 34.1 35.4 43.0
Old : 51.5 61.6 69.9 79.2 27.5 34.1 35.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,852: 0 0 0 1,712 1,602 1,712 1,602: 140 250
Old : 1,852: 0 0 0 1,712 1,602 1,712 1,602: 140 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.4 86.5 92.4 86.5: 7.6 13.5
Old : 100.0: 0.0 0.0 0.0 92.4 86.5 92.4 86.5: 7.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 12 16 12:
Old : 21: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 55.5 62.7 77.1 37.1 52.8 57.3 64.9
Old : 38.4 55.5 62.7 77.1 37.1 52.8 57.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 688,701: 69,723 218,627 270,549 269,423 172,462 609,695 661,638: 79,006 27,063
Old : 688,701: 69,723 218,627 270,549 269,423 172,462 609,695 661,638: 79,006 27,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -43,646: -155 8,225 -15,495 -27,814 -22,963 -43,464 -30,233: -182 -13,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 31.7 39.3 39.1 25.0 88.5 96.1: 11.5 3.9
Old : 100.0: 10.1 31.7 39.3 39.1 25.0 88.5 96.1: 11.5 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 : 206: 41 78 82 77 59 179 167:
Old : 206: 41 78 82 77 59 179 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 38.7 37.0 48.5 8.6 18.2 13.2 22.0
Old : 26.0 38.7 37.0 48.5 8.6 18.2 13.2 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,718: 887 361 3,057 82,571 84,367 86,515 87,785: 10,203 8,933
Old : 96,718: 887 361 3,057 82,571 84,367 86,515 87,785: 10,203 8,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 551: -1,137 361 483 316 2,609 -338 3,453: 889 -2,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.4 3.2 85.4 87.2 89.5 90.8: 10.5 9.2
Old : 100.0: 0.9 0.4 3.2 85.4 87.2 89.5 90.8: 10.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 23 25 25 27:
Old : 28: 1 1 2 23 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 41.2 67.9 60.2 43.9 33.5 57.4 50.6
Old : 49.5 41.2 67.9 60.2 43.9 33.5 57.4 50.6
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,529: 2,669 8,926 1,955 48,643 33,707 53,267 44,588: 7,262 15,941
Old : 60,529: 2,669 8,926 1,955 48,643 33,707 53,267 44,588: 7,262 15,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 597: -674 -767 -35 308 -153 -401 -955: 998 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.7 3.2 80.4 55.7 88.0 73.7: 12.0 26.3
Old : 100.0: 4.4 14.7 3.2 80.4 55.7 88.0 73.7: 12.0 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 3 18 15 21 20:
Old : 27: 1 4 3 18 15 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 35.9 66.3 53.0 39.6 28.9 59.8 44.8
Old : 44.5 35.9 66.3 53.0 39.6 28.9 59.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,911: 3,587 2,477 1,505 69,667 73,922 74,759 77,904: 9,152 6,007
Old : 83,911: 3,587 2,477 1,505 69,667 73,922 74,759 77,904: 9,152 6,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,592: -62 1,190 156 2,189 3,339 2,283 4,685: 1,309 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.0 1.8 83.0 88.1 89.1 92.8: 10.9 7.2
Old : 100.0: 4.3 3.0 1.8 83.0 88.1 89.1 92.8: 10.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 28 32 31 34:
Old : 39: 2 1 2 28 32 31 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 : 42.3 30.1 61.6 48.7 39.7 27.1 55.3 43.5
Old : 42.3 30.1 61.6 48.7 39.7 27.1 55.3 43.5
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,219: 0 0 0 84,360 85,753 84,360 85,753: 15,859 14,466
Old : 100,219: 0 0 0 84,360 85,753 84,360 85,753: 15,859 14,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 527: 0 0 0 1,330 1,755 1,330 1,755: -803 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.2 85.6 84.2 85.6: 15.8 14.4
Old : 100.0: 0.0 0.0 0.0 84.2 85.6 84.2 85.6: 15.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 21 21 21:
Old : 25: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 46.2 58.0 65.4 27.8 32.8 39.3 44.6
Old : 37.3 46.2 58.0 65.4 27.8 32.8 39.3 44.6
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,001: 1,963 703 1,264 31,203 32,446 34,430 34,413: 4,571 4,588
Old : 39,001: 1,963 703 1,264 31,203 32,446 34,430 34,413: 4,571 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 167: -176 703 407 -240 -943 -9 167: 176 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.8 3.2 80.0 83.2 88.3 88.2: 11.7 11.8
Old : 100.0: 5.0 1.8 3.2 80.0 83.2 88.3 88.2: 11.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 19 18 22 20:
Old : 26: 2 1 2 19 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 64.5 73.7 76.9 51.6 56.7 63.5 63.1
Old : 54.3 64.5 73.7 76.9 51.6 56.7 63.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,482: 0 7,846 2,855 85,255 77,800 88,110 88,501: 6,372 5,981
Old : 94,482: 0 7,846 2,855 85,255 77,800 88,110 88,501: 6,372 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,698: -556 1,682 -273 3,452 1,574 2,623 2,983: 1,075 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 3.0 90.2 82.3 93.3 93.7: 6.7 6.3
Old : 100.0: 0.0 8.3 3.0 90.2 82.3 93.3 93.7: 6.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 4 2 30 32 32 36:
Old : 41: 0 4 2 30 32 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 22.8 60.6 42.0 36.2 22.2 50.0 36.2
Old : 42.0 22.8 60.6 42.0 36.2 22.2 50.0 36.2
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 136,315: 4,880 972 7,820 114,849 116,985 127,549 125,777: 8,766 10,538
Old : 136,315: 4,880 972 7,820 114,849 116,985 127,549 125,777: 8,766 10,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,430: -663 422 -393 6,407 2,847 5,351 2,876: -1,921 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.7 5.7 84.3 85.8 93.6 92.3: 6.4 7.7
Old : 100.0: 3.6 0.7 5.7 84.3 85.8 93.6 92.3: 6.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 21 32 23 34:
Old : 38: 1 1 2 21 32 23 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 : 53.1 32.1 74.9 49.1 45.9 31.8 62.0 48.3
Old : 53.1 32.1 74.9 49.1 45.9 31.8 62.0 48.3
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,990: 3,174 6,206 1,612 33,881 29,034 38,667 36,852: 4,323 6,138
Old : 42,990: 3,174 6,206 1,612 33,881 29,034 38,667 36,852: 4,323 6,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,337: 2,566 -299 -656 1,691 4,278 3,601 3,323: -264 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.4 3.7 78.8 67.5 89.9 85.7: 10.1 14.3
Old : 100.0: 7.4 14.4 3.7 78.8 67.5 89.9 85.7: 10.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 17 15 20 18:
Old : 22: 3 1 2 17 15 20 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 : 47.8 49.3 68.4 70.4 42.0 41.9 55.2 53.6
Old : 47.8 49.3 68.4 70.4 42.0 41.9 55.2 53.6
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,456: 217 11,518 19,598 58,117 49,190 77,932 80,306: 8,524 6,150
Old : 86,456: 217 11,518 19,598 58,117 49,190 77,932 80,306: 8,524 6,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -341: 0 -1,359 150 -553 868 -403 -341: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.3 22.7 67.2 56.9 90.1 92.9: 9.9 7.1
Old : 100.0: 0.3 13.3 22.7 67.2 56.9 90.1 92.9: 9.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 13 16 17 19:
Old : 23: 1 3 3 13 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 55.4 77.0 74.2 34.7 25.6 40.9 37.2
Old : 64.4 55.4 77.0 74.2 34.7 25.6 40.9 37.2
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,749: 0 0 0 52,861 47,448 52,861 47,448: 6,888 12,301
Old : 59,749: 0 0 0 52,861 47,448 52,861 47,448: 6,888 12,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,028: 0 0 0 4,797 1,295 4,797 1,295: -2,769 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 79.4 88.5 79.4: 11.5 20.6
Old : 100.0: 0.0 0.0 0.0 88.5 79.4 88.5 79.4: 11.5 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 23 23 23 23:
Old : 27: 0 0 0 23 23 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 41.6 64.6 62.6 41.2 35.1 61.3 51.5
Old : 41.8 41.6 64.6 62.6 41.2 35.1 61.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,065: 6,155 11,038 4,008 80,675 72,389 90,838 87,435: 5,227 8,630
Old : 96,065: 6,155 11,038 4,008 80,675 72,389 90,838 87,435: 5,227 8,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 4,035: 2,191 6,123 -2,535 4,280 -76 3,936 3,512: 99 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.5 4.2 84.0 75.4 94.6 91.0: 5.4 9.0
Old : 100.0: 6.4 11.5 4.2 84.0 75.4 94.6 91.0: 5.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 4 27 28 32 33:
Old : 39: 3 3 4 27 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 33.3 53.4 54.9 32.3 29.2 47.1 43.6
Old : 35.7 33.3 53.4 54.9 32.3 29.2 47.1 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365T
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,686: 0 7,126 4,864 64,042 59,720 68,906 71,710: 6,780 3,976
Old : 75,686: 0 7,126 4,864 64,042 59,720 68,906 71,710: 6,780 3,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 0: 0 -856 0 0 0 0 -856: 0 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 6.4 84.6 78.9 91.0 94.7: 9.0 5.3
Old : 100.0: 0.0 9.4 6.4 84.6 78.9 91.0 94.7: 9.0 5.3
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 2 1 14 14 15 16:
Old : 20: 0 2 1 14 14 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 : 66.6 54.1 87.1 76.2 59.9 34.0 62.0 52.1
Old : 66.6 54.1 87.1 76.2 59.9 34.0 62.0 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE Code-023A26
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,022: 465 0 0 41,577 41,124 42,042 41,124: 980 1,898
Old : 43,022: 465 0 0 41,577 41,124 42,042 41,124: 980 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,271: 217 0 0 930 1,449 1,147 1,449: 124 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 96.6 95.6 97.7 95.6: 2.3 4.4
Old : 100.0: 1.1 0.0 0.0 96.6 95.6 97.7 95.6: 2.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 12 18 14 18:
Old : 25: 2 0 0 12 18 14 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 : 79.5 50.7 92.8 77.6 68.1 48.7 79.8 71.3
Old : 79.5 50.7 92.8 77.6 68.1 48.7 79.8 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,182: 0 12,068 1,986 58,081 39,630 60,067 53,684: 5,115 11,498
Old : 65,182: 0 12,068 1,986 58,081 39,630 60,067 53,684: 5,115 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,655: 0 886 -37 1,656 -48 1,619 801: 36 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 3.0 89.1 60.8 92.2 82.4: 7.8 17.6
Old : 100.0: 0.0 18.5 3.0 89.1 60.8 92.2 82.4: 7.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 14 12 16 14:
Old : 20: 0 2 2 14 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 41.6 86.9 67.1 67.0 38.5 81.3 62.0
Old : 70.2 41.6 86.9 67.1 67.0 38.5 81.3 62.0
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,086: 2,052 12,082 3,172 27,453 21,022 32,677 36,276: 17,409 13,810
Old : 50,086: 2,052 12,082 3,172 27,453 21,022 32,677 36,276: 17,409 13,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -365: -214 0 0 0 0 -214 0: -151 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 24.1 6.3 54.8 42.0 65.2 72.4: 34.8 27.6
Old : 100.0: 4.1 24.1 6.3 54.8 42.0 65.2 72.4: 34.8 27.6
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 : 22: 1 4 4 14 15 18 20:
Old : 22: 1 4 4 14 15 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 : 37.1 41.3 54.5 57.1 27.6 38.5 41.3 48.4
Old : 37.1 41.3 54.5 57.1 27.6 38.5 41.3 48.4
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,401: 1,006 2,036 1,646 34,746 34,952 37,398 38,634: 7,003 5,767
Old : 44,401: 1,006 2,036 1,646 34,746 34,952 37,398 38,634: 7,003 5,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 103: -461 93 196 184 1,672 -81 1,961: 184 -1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.6 3.7 78.3 78.7 84.2 87.0: 15.8 13.0
Old : 100.0: 2.3 4.6 3.7 78.3 78.7 84.2 87.0: 15.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 20 19 23 22:
Old : 29: 1 2 3 20 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 35.2 70.1 59.2 52.5 33.5 65.1 53.5
Old : 54.5 35.2 70.1 59.2 52.5 33.5 65.1 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 133,733: 4,280 2,712 0 127,869 127,357 132,149 130,069: 1,584 3,664
Old : 133,733: 4,280 2,712 0 127,869 127,357 132,149 130,069: 1,584 3,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -31: 0 0 0 -155 -155 -155 -155: 124 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.0 0.0 95.6 95.2 98.8 97.3: 1.2 2.7
Old : 100.0: 3.2 2.0 0.0 95.6 95.2 98.8 97.3: 1.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 16 15 17 16:
Old : 22: 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 : 75.9 60.1 90.1 82.2 48.3 44.2 58.3 55.8
Old : 75.9 60.1 90.1 82.2 48.3 44.2 58.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 225,932: 11,539 9,647 6,541 200,322 201,629 218,402 217,817: 7,530 8,115
Old : 225,932: 11,539 9,647 6,541 200,322 201,629 218,402 217,817: 7,530 8,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 4,184: -1,262 1,409 574 9,891 2,048 9,203 4,031: -5,019 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.3 2.9 88.7 89.2 96.7 96.4: 3.3 3.6
Old : 100.0: 5.1 4.3 2.9 88.7 89.2 96.7 96.4: 3.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 3 5 42 34 49 40:
Old : 53: 5 3 5 42 34 49 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 : 30.1 52.8 46.6 67.2 28.6 49.8 43.9 59.7
Old : 30.1 52.8 46.6 67.2 28.6 49.8 43.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 172,153: 424 2,943 3,871 154,832 161,201 159,127 168,015: 13,026 4,138
Old : 172,153: 424 2,943 3,871 154,832 161,201 159,127 168,015: 13,026 4,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,747: -67 1,160 -81 3,436 3,106 3,288 4,185: 459 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.7 2.2 89.9 93.6 92.4 97.6: 7.6 2.4
Old : 100.0: 0.2 1.7 2.2 89.9 93.6 92.4 97.6: 7.6 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: 1 2 3 35 30 38 33:
Old : 41: 1 2 3 35 30 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 43.2 54.4 65.1 26.9 39.5 40.9 56.3
Old : 34.5 43.2 54.4 65.1 26.9 39.5 40.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 273,915: 7,859 2,349 15,464 232,402 243,156 255,725 260,969: 18,190 12,946
Old : 273,915: 7,859 2,349 15,464 232,402 243,156 255,725 260,969: 18,190 12,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 981: 1,227 -30 -415 1,286 2,880 2,098 2,435: -1,117 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.9 5.6 84.8 88.8 93.4 95.3: 6.6 4.7
Old : 100.0: 2.9 0.9 5.6 84.8 88.8 93.4 95.3: 6.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 2 4 44 42 48 46:
Old : 52: 2 2 4 44 42 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.5 47.5 49.5 25.6 27.1 33.9 38.6
Old : 27.9 28.5 47.5 49.5 25.6 27.1 33.9 38.6
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 132,779: 2,089 6,004 2,554 126,052 121,292 130,695 129,850: 2,084 2,929
Old : 132,779: 2,089 6,004 2,554 126,052 121,292 130,695 129,850: 2,084 2,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -501: 0 -819 124 -625 194 -501 -501: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.5 1.9 94.9 91.3 98.4 97.8: 1.6 2.2
Old : 100.0: 1.6 4.5 1.9 94.9 91.3 98.4 97.8: 1.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 6 4 33 33 39 39:
Old : 46: 2 6 4 33 33 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 37.5 78.5 59.4 48.6 33.9 68.6 53.1
Old : 52.2 37.5 78.5 59.4 48.6 33.9 68.6 53.1
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,406: 0 217 0 46,921 46,906 46,921 47,123: 5,485 5,283
Old : 52,406: 0 217 0 46,921 46,906 46,921 47,123: 5,485 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3,938: 0 0 0 3,301 3,724 3,301 3,724: 637 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 89.5 89.5 89.5 89.9: 10.5 10.1
Old : 100.0: 0.0 0.4 0.0 89.5 89.5 89.5 89.9: 10.5 10.1
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 : 25: 0 1 0 19 20 19 21:
Old : 25: 0 1 0 19 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 44.0 68.0 63.9 42.8 39.3 58.3 57.4
Old : 48.0 44.0 68.0 63.9 42.8 39.3 58.3 57.4
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,325,440: 751,331 138,268 1,093,982 1,453,396 2,074,748 3,298,709 3,306,998: 26,731 18,442
Old : 3,325,440: 751,331 138,268 1,093,982 1,453,396 2,074,748 3,298,709 3,306,998: 26,731 18,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 54,211: 16,245 -1,593 11,551 26,129 44,195 53,925 54,153: 286 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.2 32.9 43.7 62.4 99.2 99.4: 0.8 0.6
Old : 100.0: 22.6 4.2 32.9 43.7 62.4 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 37 20 49 115 102 169 155:
Old : 180: 37 20 49 115 102 169 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 35.9 46.4 50.1 17.1 19.5 20.2 27.7
Old : 36.2 35.9 46.4 50.1 17.1 19.5 20.2 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,365,527: 207,953 298,529 391,199 756,986 638,443 1,356,138 1,328,171: 9,389 37,356
Old : 1,365,527: 207,953 298,529 391,199 756,986 638,443 1,356,138 1,328,171: 9,389 37,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 61,034: 31,605 9,915 -14,360 41,086 33,373 58,331 28,928: 2,703 32,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 21.9 28.6 55.4 46.8 99.3 97.3: 0.7 2.7
Old : 100.0: 15.2 21.9 28.6 55.4 46.8 99.3 97.3: 0.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 22 29 45 39 38 86 87:
Old : 91: 22 29 45 39 38 86 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 34.8 49.8 54.4 18.9 17.6 30.6 26.2
Old : 27.7 34.8 49.8 54.4 18.9 17.6 30.6 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 32,821: 2,316 760 631 29,130 31,413 32,077 32,804: 744 17
Old : 32,821: 2,316 760 631 29,130 31,413 32,077 32,804: 744 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 892: 420 0 0 409 1,301 829 1,301: 63 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.3 1.9 88.8 95.7 97.7 99.9: 2.3 0.1
Old : 100.0: 7.1 2.3 1.9 88.8 95.7 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 6 31 28 38 34:
Old : 39: 4 2 6 31 28 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 42.2 48.7 64.1 17.4 32.7 29.0 42.2
Old : 30.3 42.2 48.7 64.1 17.4 32.7 29.0 42.2
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 22,420: 2,840 2 204 18,238 21,490 21,282 21,696: 1,138 724
Old : 22,420: 2,840 2 204 18,238 21,490 21,282 21,696: 1,138 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 482: 0 0 0 650 432 650 432: -168 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 0.9 81.3 95.9 94.9 96.8: 5.1 3.2
Old : 100.0: 12.7 0.0 0.9 81.3 95.9 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 19 16 21 18:
Old : 25: 1 1 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 76.2 74.7 89.3 51.3 65.8 67.9 74.1
Old : 54.6 76.2 74.7 89.3 51.3 65.8 67.9 74.1
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 14,055: 0 0 0 13,327 12,497 13,327 12,497: 728 1,558
Old : 14,055: 0 0 0 13,327 12,497 13,327 12,497: 728 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -16,170: 0 0 0 690 -15,676 690 -15,676: -16,860 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 88.9 94.8 88.9: 5.2 11.1
Old : 100.0: 0.0 0.0 0.0 94.8 88.9 94.8 88.9: 5.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 14 17 14:
Old : 21: 0 0 0 17 14 17 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 : 51.0 59.8 77.1 79.3 39.2 47.6 58.2 59.3
Old : 51.0 59.8 77.1 79.3 39.2 47.6 58.2 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,415: 0 776 520 27,125 28,253 27,645 29,549: 2,770 866
Old : 30,415: 0 776 520 27,125 28,253 27,645 29,549: 2,770 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 908: 0 -36 20 980 924 1,000 908: -92 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 1.7 89.2 92.9 90.9 97.2: 9.1 2.8
Old : 100.0: 0.0 2.6 1.7 89.2 92.9 90.9 97.2: 9.1 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 : 30: 0 2 2 26 22 28 24:
Old : 30: 0 2 2 26 22 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 42.5 61.1 68.6 24.6 22.4 34.3 36.9
Old : 42.8 42.5 61.1 68.6 24.6 22.4 34.3 36.9
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,848: 0 0 0 28,590 27,944 28,590 27,944: 258 904
Old : 28,848: 0 0 0 28,590 27,944 28,590 27,944: 258 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -28: 0 0 0 -68 -28 -68 -28: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 96.9 99.1 96.9: 0.9 3.1
Old : 100.0: 0.0 0.0 0.0 99.1 96.9 99.1 96.9: 0.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 16 17 16:
Old : 22: 0 0 0 17 16 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 : 56.5 80.3 80.9 90.1 51.5 75.8 74.4 82.2
Old : 56.5 80.3 80.9 90.1 51.5 75.8 74.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,672: 120 0 0 11,844 12,332 11,964 12,332: 708 340
Old : 12,672: 120 0 0 11,844 12,332 11,964 12,332: 708 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 52: 20 0 0 32 12 52 12: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 93.5 97.3 94.4 97.3: 5.6 2.7
Old : 100.0: 0.9 0.0 0.0 93.5 97.3 94.4 97.3: 5.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 12 16 13 16:
Old : 20: 1 0 0 12 16 13 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 : 60.9 68.1 86.7 86.7 45.9 48.5 60.3 63.5
Old : 60.9 68.1 86.7 86.7 45.9 48.5 60.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,930: 0 0 0 9,438 9,426 9,438 9,426: 492 504
Old : 9,930: 0 0 0 9,438 9,426 9,438 9,426: 492 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 92: 0 0 0 92 164 92 164: 0 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 94.9 95.0 94.9: 5.0 5.1
Old : 100.0: 0.0 0.0 0.0 95.0 94.9 95.0 94.9: 5.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 13 18 13:
Old : 20: 0 0 0 18 13 18 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 : 39.4 57.8 62.8 82.8 36.7 46.8 54.3 57.0
Old : 39.4 57.8 62.8 82.8 36.7 46.8 54.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (80 MEGAWATT HOURS) :
: : :
All : 122,495: 2,224 6,492 2,350 117,701 111,497 122,275 120,339: 220 2,156
Old : 122,495: 2,224 6,492 2,350 117,701 111,497 122,275 120,339: 220 2,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 5,266: 2,224 -630 2,350 1,836 3,326 6,410 5,046: -1,144 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.3 1.9 96.1 91.0 99.8 98.2: 0.2 1.8
Old : 100.0: 1.8 5.3 1.9 96.1 91.0 99.8 98.2: 0.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 20 26 22 29:
Old : 32: 2 2 1 20 26 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 63.8 82.2 77.8 53.5 58.3 71.0 66.9
Old : 57.4 63.8 82.2 77.8 53.5 58.3 71.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 MEGAWATT HOURS) :
: : :
All : 2,013,310: 13,920 68,023 46,640 1,952,750 1,868,287 2,013,310 1,982,950: 0 30,360
Old : 2,013,310: 13,920 68,023 46,640 1,952,750 1,868,287 2,013,310 1,982,950: 0 30,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 42,619: 13,920 -32,560 32,560 -3,861 42,619 42,619 42,619: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.4 2.3 97.0 92.8 100.0 98.5: 0.0 1.5
Old : 100.0: 0.7 3.4 2.3 97.0 92.8 100.0 98.5: 0.0 1.5
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 : 28: 1 2 1 15 21 16 24:
Old : 28: 1 2 1 15 21 16 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 : 63.5 66.3 88.5 80.8 60.0 62.9 79.7 73.9
Old : 63.5 66.3 88.5 80.8 60.0 62.9 79.7 73.9
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,689: 0 0 0 16,538 16,370 16,538 16,370: 151 319
Old : 16,689: 0 0 0 16,538 16,370 16,538 16,370: 151 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 630: 0 -125 0 634 725 634 600: -4 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.1 99.1 98.1: 0.9 1.9
Old : 100.0: 0.0 0.0 0.0 99.1 98.1 99.1 98.1: 0.9 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 : 29: 0 0 0 24 22 24 22:
Old : 29: 0 0 0 24 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 52.6 86.7 77.1 58.7 35.9 59.8 48.9
Old : 68.8 52.6 86.7 77.1 58.7 35.9 59.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 5,756: 0 0 0 4,645 5,573 4,645 5,573: 1,111 183
Old : 5,756: 0 0 0 4,645 5,573 4,645 5,573: 1,111 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 279: -40 0 0 295 390 255 390: 24 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.7 96.8 80.7 96.8: 19.3 3.2
Old : 100.0: 0.0 0.0 0.0 80.7 96.8 80.7 96.8: 19.3 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 : 23: 0 0 0 22 19 22 19:
Old : 23: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 58.0 51.7 81.8 18.4 36.5 25.9 45.7
Old : 32.3 58.0 51.7 81.8 18.4 36.5 25.9 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,179,171: 234,105 205,356 285,077 588,487 619,031 1,107,669 1,109,464: 71,502 69,707
Old : 1,179,171: 234,105 205,356 285,077 588,487 619,031 1,107,669 1,109,464: 71,502 69,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -51,084: -9,623 6,644 -3,461 -41,067 -46,214 -54,151 -43,031: 3,067 -8,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.4 24.2 49.9 52.5 93.9 94.1: 6.1 5.9
Old : 100.0: 19.9 17.4 24.2 49.9 52.5 93.9 94.1: 6.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 86 100 146 78 86 249 260:
Old : 291: 86 100 146 78 86 249 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 19.1 38.8 30.4 15.9 11.6 25.1 19.0
Old : 23.7 19.1 38.8 30.4 15.9 11.6 25.1 19.0
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, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 208,799: 19,697 23,650 14,575 137,108 123,373 171,380 161,598: 37,419 47,201
Old : 208,799: 19,697 23,650 14,575 137,108 123,373 171,380 161,598: 37,419 47,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 5,796: 499 1,729 2,145 12,535 2,908 15,179 6,782: -9,383 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.3 7.0 65.7 59.1 82.1 77.4: 17.9 22.6
Old : 100.0: 9.4 11.3 7.0 65.7 59.1 82.1 77.4: 17.9 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 5 6 22 22 29 30:
Old : 33: 4 5 6 22 22 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 31.1 55.8 46.3 35.7 24.8 46.8 37.9
Old : 40.2 31.1 55.8 46.3 35.7 24.8 46.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 62,001: 2,000 3,696 1,675 58,109 56,393 61,784 61,764: 217 237
Old : 62,001: 2,000 3,696 1,675 58,109 56,393 61,784 61,764: 217 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 6,931: 875 594 325 5,694 5,930 6,894 6,849: 37 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.0 2.7 93.7 91.0 99.7 99.6: 0.3 0.4
Old : 100.0: 3.2 6.0 2.7 93.7 91.0 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 3 2 37 43 42 47:
Old : 54: 4 3 2 37 43 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 31.5 66.6 51.7 41.7 27.3 49.0 42.2
Old : 49.3 31.5 66.6 51.7 41.7 27.3 49.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 185,123: 19,985 36,114 34,826 122,668 104,071 177,479 175,011: 7,644 10,112
Old : 185,123: 19,985 36,114 34,826 122,668 104,071 177,479 175,011: 7,644 10,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -703: 1,015 -1,737 -551 -584 1,005 -120 -1,283: -583 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.5 18.8 66.3 56.2 95.9 94.5: 4.1 5.5
Old : 100.0: 10.8 19.5 18.8 66.3 56.2 95.9 94.5: 4.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 21 23 22 22 48 50:
Old : 54: 9 21 23 22 22 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 34.9 59.5 56.1 16.8 13.4 25.1 19.3
Old : 39.3 34.9 59.5 56.1 16.8 13.4 25.1 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 68,828: 0 6,350 460 54,881 43,543 55,341 50,353: 13,487 18,475
Old : 68,828: 0 6,350 460 54,881 43,543 55,341 50,353: 13,487 18,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,155: 0 0 0 905 1,055 905 1,055: 250 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.7 79.7 63.3 80.4 73.2: 19.6 26.8
Old : 100.0: 0.0 9.2 0.7 79.7 63.3 80.4 73.2: 19.6 26.8
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 : 20: 0 2 1 15 16 16 18:
Old : 20: 0 2 1 15 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 36.1 71.4 54.9 32.7 23.1 42.1 33.5
Old : 56.5 36.1 71.4 54.9 32.7 23.1 42.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 103,892: 2,649 7,655 11,978 64,531 57,134 79,158 76,767: 24,734 27,125
Old : 103,892: 2,649 7,655 11,978 64,531 57,134 79,158 76,767: 24,734 27,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 956: 0 -405 315 3,635 3,202 3,950 3,112: -2,994 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 7.4 11.5 62.1 55.0 76.2 73.9: 23.8 26.1
Old : 100.0: 2.5 7.4 11.5 62.1 55.0 76.2 73.9: 23.8 26.1
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 3 4 21 22 25 26:
Old : 26: 1 3 4 21 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 : 28.6 26.6 45.8 45.6 20.2 18.1 27.7 26.1
Old : 28.6 26.6 45.8 45.6 20.2 18.1 27.7 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,626: 725 7,695 465 36,436 29,466 37,626 37,626: 0 0
Old : 37,626: 725 7,695 465 36,436 29,466 37,626 37,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,235: 250 0 75 1,210 1,460 1,535 1,535: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 20.5 1.2 96.8 78.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 20.5 1.2 96.8 78.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 6 1 25 31 26 38:
Old : 43: 1 6 1 25 31 26 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 31.0 80.1 55.5 55.6 31.0 73.0 53.5
Old : 59.1 31.0 80.1 55.5 55.6 31.0 73.0 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,505: 8,027 2,960 19 2,558 8,691 10,604 11,670: 1,901 835
Old : 12,505: 8,027 2,960 19 2,558 8,691 10,604 11,670: 1,901 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -245: -649 -3 0 474 -384 -175 -387: -70 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 23.7 0.2 20.5 69.5 84.8 93.3: 15.2 6.7
Old : 100.0: 64.2 23.7 0.2 20.5 69.5 84.8 93.3: 15.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 38 17 3 20 22 59 41:
Old : 93: 38 17 3 20 22 59 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 : 39.6 49.0 50.0 67.9 39.6 49.0 50.0 66.7
Old : 39.6 49.0 50.0 67.9 39.6 49.0 50.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 20,870: 11,390 1,961 102 5,956 17,487 17,448 19,550: 3,422 1,320
Old : 20,870: 11,390 1,961 102 5,956 17,487 17,448 19,550: 3,422 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 360: -346 354 19 788 -186 461 187: -101 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 9.4 0.5 28.5 83.8 83.6 93.7: 16.4 6.3
Old : 100.0: 54.6 9.4 0.5 28.5 83.8 83.6 93.7: 16.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 44 13 4 11 21 58 35:
Old : 88: 44 13 4 11 21 58 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 : 31.5 36.6 48.4 59.4 31.5 36.6 48.4 59.4
Old : 31.5 36.6 48.4 59.4 31.5 36.6 48.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 188,086: 54,759 12,857 10,887 106,726 151,903 172,372 175,647: 15,714 12,439
Old : 188,086: 54,759 12,857 10,887 106,726 151,903 172,372 175,647: 15,714 12,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -3,426: 2,459 3,760 -973 -4,581 -5,583 -3,095 -2,796: -331 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.8 5.8 56.7 80.8 91.6 93.4: 8.4 6.6
Old : 100.0: 29.1 6.8 5.8 56.7 80.8 91.6 93.4: 8.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 56 23 35 82 86 148 137:
Old : 179: 56 23 35 82 86 148 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.8 37.0 36.2 18.7 17.1 29.0 24.7
Old : 25.0 24.8 37.0 36.2 18.7 17.1 29.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,418: 0 50 0 6,118 5,972 6,118 6,022: 300 396
Old : 6,418: 0 50 0 6,118 5,972 6,118 6,022: 300 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 558: 0 0 0 358 358 358 358: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 95.3 93.1 95.3 93.8: 4.7 6.2
Old : 100.0: 0.0 0.8 0.0 95.3 93.1 95.3 93.8: 4.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 0 26 29 26 30:
Old : 34: 0 1 0 26 29 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 36.2 65.0 55.7 18.6 10.6 26.7 17.8
Old : 42.0 36.2 65.0 55.7 18.6 10.6 26.7 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 28,872: 1,688 0 0 26,255 28,804 27,943 28,804: 929 68
Old : 28,872: 1,688 0 0 26,255 28,804 27,943 28,804: 929 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 400: 0 0 0 695 445 695 445: -295 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 90.9 99.8 96.8 99.8: 3.2 0.2
Old : 100.0: 5.8 0.0 0.0 90.9 99.8 96.8 99.8: 3.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 0 0 32 29 35 29:
Old : 42: 3 0 0 32 29 35 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 : 36.3 55.9 55.9 82.1 27.7 43.8 41.1 56.6
Old : 36.3 55.9 55.9 82.1 27.7 43.8 41.1 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,121: 0 515 25 19,820 19,871 19,845 20,411: 1,276 710
Old : 21,121: 0 515 25 19,820 19,871 19,845 20,411: 1,276 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 110: 0 0 0 110 50 110 50: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.1 93.8 94.1 94.0 96.6: 6.0 3.4
Old : 100.0: 0.0 2.4 0.1 93.8 94.1 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 18 12 19 14:
Old : 22: 0 2 1 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 : 71.3 88.6 83.8 93.4 70.5 79.4 80.0 82.8
Old : 71.3 88.6 83.8 93.4 70.5 79.4 80.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,671: 474 50 0 16,197 16,621 16,671 16,671: 0 0
Old : 16,671: 474 50 0 16,197 16,621 16,671 16,671: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,712: 0 0 0 2,712 2,712 2,712 2,712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.0 97.2 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.3 0.0 97.2 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 0 28 24 30 25:
Old : 40: 2 1 0 28 24 30 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 : 57.5 68.1 70.8 81.3 36.8 45.5 47.6 56.8
Old : 57.5 68.1 70.8 81.3 36.8 45.5 47.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,435: 0 482 0 3,462 3,226 3,462 3,708: 973 727
Old : 4,435: 0 482 0 3,462 3,226 3,462 3,708: 973 727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 3: 0 0 0 168 49 168 49: -165 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.0 78.1 72.7 78.1 83.6: 21.9 16.4
Old : 100.0: 0.0 10.9 0.0 78.1 72.7 78.1 83.6: 21.9 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 16 17 16 19:
Old : 23: 0 2 0 16 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 48.8 68.0 68.3 54.4 48.0 62.6 62.9
Old : 55.2 48.8 68.0 68.3 54.4 48.0 62.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,148: 1,469 741 299 22,892 24,000 24,660 25,040: 488 108
Old : 25,148: 1,469 741 299 22,892 24,000 24,660 25,040: 488 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 961: 24 0 0 803 868 827 868: 134 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.9 1.2 91.0 95.4 98.1 99.6: 1.9 0.4
Old : 100.0: 5.8 2.9 1.2 91.0 95.4 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 3 2 24 29 29 33:
Old : 42: 4 3 2 24 29 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 58.1 76.3 74.0 50.5 57.4 73.5 68.9
Old : 52.5 58.1 76.3 74.0 50.5 57.4 73.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,189: 0 480 0 4,521 5,498 4,521 5,978: 1,668 211
Old : 6,189: 0 480 0 4,521 5,498 4,521 5,978: 1,668 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 224: 0 -75 0 -20 364 -20 289: 244 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 73.0 88.8 73.0 96.6: 27.0 3.4
Old : 100.0: 0.0 7.8 0.0 73.0 88.8 73.0 96.6: 27.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 12 16 12 18:
Old : 22: 0 2 0 12 16 12 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 : 57.6 55.8 70.1 78.8 52.6 50.1 54.0 66.6
Old : 57.6 55.8 70.1 78.8 52.6 50.1 54.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,220: 208 135 0 9,965 10,025 10,173 10,160: 47 60
Old : 10,220: 208 135 0 9,965 10,025 10,173 10,160: 47 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 323: -164 -178 0 541 645 377 467: -54 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.3 0.0 97.5 98.1 99.5 99.4: 0.5 0.6
Old : 100.0: 2.0 1.3 0.0 97.5 98.1 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 26 21 27 22:
Old : 29: 1 1 0 26 21 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 58.4 73.0 78.1 42.8 46.4 49.8 52.6
Old : 52.6 58.4 73.0 78.1 42.8 46.4 49.8 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 52,119: 3,891 7,879 2,318 42,611 40,991 48,820 51,188: 3,299 931
Old : 52,119: 3,891 7,879 2,318 42,611 40,991 48,820 51,188: 3,299 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,883: 0 2,120 -61 3,244 717 3,183 2,776: -300 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.1 4.4 81.8 78.6 93.7 98.2: 6.3 1.8
Old : 100.0: 7.5 15.1 4.4 81.8 78.6 93.7 98.2: 6.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 8 4 26 31 34 41:
Old : 48: 6 8 4 26 31 34 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 : 31.6 27.8 52.8 46.7 29.6 18.4 43.3 31.0
Old : 31.6 27.8 52.8 46.7 29.6 18.4 43.3 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009