GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 31, 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 : 53,139: 4,314 64 32 48,542 52,892 52,888 52,988: 251 151
Old : 53,139: 4,314 64 32 48,542 52,892 52,888 52,988: 251 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 3,758: 230 32 -32 3,511 3,672 3,709 3,672: 49 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.1 0.1 91.3 99.5 99.5 99.7: 0.5 0.3
Old : 100.0: 8.1 0.1 0.1 91.3 99.5 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 1 1 38 42 41 43:
Old : 49: 2 1 1 38 42 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 55.0 74.1 75.6 42.9 42.3 50.7 51.8
Old : 52.7 55.0 74.1 75.6 42.9 42.3 50.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, March 31, 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 : 27,449: 910 120 100 26,238 26,962 27,248 27,182: 201 267
Old : 27,449: 910 120 100 26,238 26,962 27,248 27,182: 201 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,155: 0 0 0 1,155 1,204 1,155 1,204: 0 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 0.4 95.6 98.2 99.3 99.0: 0.7 1.0
Old : 100.0: 3.3 0.4 0.4 95.6 98.2 99.3 99.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 1 1 32 36 34 38:
Old : 45: 1 1 1 32 36 34 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 : 51.8 51.8 68.6 75.1 22.0 29.1 34.2 38.0
Old : 51.8 51.8 68.6 75.1 22.0 29.1 34.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, March 31, 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 : 7,964: 1,128 45 399 5,544 6,607 7,071 7,051: 893 913
Old : 7,964: 1,128 45 399 5,544 6,607 7,071 7,051: 893 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 171: 10 0 0 138 125 148 125: 23 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.6 5.0 69.6 83.0 88.8 88.5: 11.2 11.5
Old : 100.0: 14.2 0.6 5.0 69.6 83.0 88.8 88.5: 11.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 23 25 25 27:
Old : 27: 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 : 56.4 55.0 71.0 67.0 49.8 51.9 59.1 57.7
Old : 56.4 55.0 71.0 67.0 49.8 51.9 59.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, March 31, 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 : 14,298: 399 856 223 12,640 12,598 13,262 13,677: 1,036 621
Old : 14,298: 399 856 223 12,640 12,598 13,262 13,677: 1,036 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 649: -4 -41 -101 709 844 604 702: 45 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.0 1.6 88.4 88.1 92.8 95.7: 7.2 4.3
Old : 100.0: 2.8 6.0 1.6 88.4 88.1 92.8 95.7: 7.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 4 4 42 48 46 55:
Old : 56: 3 4 4 42 48 46 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 38.7 47.3 53.7 28.0 34.8 40.2 45.9
Old : 29.8 38.7 47.3 53.7 28.0 34.8 40.2 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, March 31, 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 : 11,649: 90 141 168 11,014 10,397 11,272 10,706: 377 943
Old : 11,649: 90 141 168 11,014 10,397 11,272 10,706: 377 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 919: -179 -5 -22 1,108 770 907 743: 12 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.2 1.4 94.5 89.3 96.8 91.9: 3.2 8.1
Old : 100.0: 0.8 1.2 1.4 94.5 89.3 96.8 91.9: 3.2 8.1
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 : 62: 1 3 3 49 55 53 59:
Old : 62: 1 3 3 49 55 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 22.3 44.4 37.9 26.8 18.1 34.8 28.4
Old : 30.2 22.3 44.4 37.9 26.8 18.1 34.8 28.4
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, March 31, 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 : 6,726: 175 173 216 4,924 5,387 5,315 5,776: 1,411 950
Old : 6,726: 175 173 216 4,924 5,387 5,315 5,776: 1,411 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 565: 10 -120 120 274 431 404 431: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.6 3.2 73.2 80.1 79.0 85.9: 21.0 14.1
Old : 100.0: 2.6 2.6 3.2 73.2 80.1 79.0 85.9: 21.0 14.1
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 1 1 21 22 23 23:
Old : 25: 1 1 1 21 22 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 43.4 56.2 63.0 30.7 34.0 39.8 45.4
Old : 41.8 43.4 56.2 63.0 30.7 34.0 39.8 45.4
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, March 31, 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 : 4,235: 305 168 5 2,839 3,527 3,149 3,700: 1,086 535
Old : 4,235: 305 168 5 2,839 3,527 3,149 3,700: 1,086 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 159: 0 -209 -18 198 268 180 41: -21 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.0 0.1 67.0 83.3 74.4 87.4: 25.6 12.6
Old : 100.0: 7.2 4.0 0.1 67.0 83.3 74.4 87.4: 25.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 1 20 24 23 26:
Old : 30: 2 2 1 20 24 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 : 40.9 52.3 54.5 66.2 37.0 48.3 47.5 58.0
Old : 40.9 52.3 54.5 66.2 37.0 48.3 47.5 58.0
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, March 31, 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 : 3,224: 90 0 0 2,344 2,609 2,434 2,609: 790 615
Old : 3,224: 90 0 0 2,344 2,609 2,434 2,609: 790 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 42: 0 0 0 37 32 37 32: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 72.7 80.9 75.5 80.9: 24.5 19.1
Old : 100.0: 2.8 0.0 0.0 72.7 80.9 75.5 80.9: 24.5 19.1
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 : 24: 1 0 0 17 18 18 18:
Old : 24: 1 0 0 17 18 18 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 : 38.1 47.6 53.1 66.7 34.0 43.4 46.6 56.5
Old : 38.1 47.6 53.1 66.7 34.0 43.4 46.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, March 31, 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 GALLONS) :
: : :
All : 3,796: 0 0 0 3,796 3,796 3,796 3,796: 0 0
Old : 3,796: 0 0 0 3,796 3,796 3,796 3,796: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 422: 0 0 0 422 422 422 422: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 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 : 64.6 79.2 85.9 96.1 43.5 55.6 57.6 60.8
Old : 64.6 79.2 85.9 96.1 43.5 55.6 57.6 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, March 31, 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 : 251,583: 33,292 10,944 32,682 146,868 183,367 212,842 226,993: 38,741 24,590
Old : 251,583: 33,292 10,944 32,682 146,868 183,367 212,842 226,993: 38,741 24,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -14,548: 80 -3,187 3,889 -14,814 -10,160 -10,845 -9,458: -3,703 -5,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.4 13.0 58.4 72.9 84.6 90.2: 15.4 9.8
Old : 100.0: 13.2 4.4 13.0 58.4 72.9 84.6 90.2: 15.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 29 20 36 61 58 111 100:
Old : 124: 29 20 36 61 58 111 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 35.7 36.8 44.7 17.2 31.1 25.2 37.3
Old : 25.2 35.7 36.8 44.7 17.2 31.1 25.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, March 31, 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 : 21,730: 76 274 41 21,302 21,362 21,419 21,677: 311 53
Old : 21,730: 76 274 41 21,302 21,362 21,419 21,677: 311 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 798: 0 -61 0 747 859 747 798: 51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 0.2 98.0 98.3 98.6 99.8: 1.4 0.2
Old : 100.0: 0.3 1.3 0.2 98.0 98.3 98.6 99.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 2 1 44 47 46 50:
Old : 60: 1 2 1 44 47 46 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 : 37.3 28.4 56.7 47.8 35.3 24.5 48.3 38.4
Old : 37.3 28.4 56.7 47.8 35.3 24.5 48.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, March 31, 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 : 20,039: 315 0 0 16,320 19,169 16,635 19,169: 3,404 870
Old : 20,039: 315 0 0 16,320 19,169 16,635 19,169: 3,404 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 645: -324 0 0 -105 495 -429 495: 1,074 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 81.4 95.7 83.0 95.7: 17.0 4.3
Old : 100.0: 1.6 0.0 0.0 81.4 95.7 83.0 95.7: 17.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 23 22 25 22:
Old : 30: 2 0 0 23 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 55.8 65.8 79.7 29.5 40.9 36.8 51.0
Old : 49.5 55.8 65.8 79.7 29.5 40.9 36.8 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 31, 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 : 624,397: 70,441 192,899 220,896 253,851 172,490 545,188 586,285: 79,209 38,112
Old : 624,397: 70,441 192,899 220,896 253,851 172,490 545,188 586,285: 79,209 38,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -11,786: -3,156 -1,716 -6,534 792 -9,425 -8,898 -17,675: -2,888 5,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 30.9 35.4 40.7 27.6 87.3 93.9: 12.7 6.1
Old : 100.0: 11.3 30.9 35.4 40.7 27.6 87.3 93.9: 12.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 57 67 84 78 59 186 169:
Old : 214: 57 67 84 78 59 186 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 36.0 34.1 46.9 10.4 19.8 14.9 23.6
Old : 23.7 36.0 34.1 46.9 10.4 19.8 14.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, March 31, 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 : 94,510: 2,987 0 2,792 78,913 83,261 84,692 86,053: 9,818 8,457
Old : 94,510: 2,987 0 2,792 78,913 83,261 84,692 86,053: 9,818 8,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 99: 94 0 171 -46 -196 219 -25: -120 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 3.0 83.5 88.1 89.6 91.1: 10.4 8.9
Old : 100.0: 3.2 0.0 3.0 83.5 88.1 89.6 91.1: 10.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 2 23 26 26 28:
Old : 30: 3 0 2 23 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 40.4 67.7 59.9 45.8 32.0 56.6 50.4
Old : 50.2 40.4 67.7 59.9 45.8 32.0 56.6 50.4
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, March 31, 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 : 62,317: 2,731 11,115 2,440 47,605 31,303 52,776 44,858: 9,541 17,459
Old : 62,317: 2,731 11,115 2,440 47,605 31,303 52,776 44,858: 9,541 17,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 255: 41 87 646 2,363 1,640 3,050 2,373: -2,795 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 17.8 3.9 76.4 50.2 84.7 72.0: 15.3 28.0
Old : 100.0: 4.4 17.8 3.9 76.4 50.2 84.7 72.0: 15.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 3 16 16 20 19:
Old : 23: 2 2 3 16 16 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 : 46.4 40.3 66.1 56.2 41.6 33.5 59.3 48.1
Old : 46.4 40.3 66.1 56.2 41.6 33.5 59.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, March 31, 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 : 91,015: 4,609 1,988 1,870 74,871 74,592 81,350 78,450: 9,665 12,565
Old : 91,015: 4,609 1,988 1,870 74,871 74,592 81,350 78,450: 9,665 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,432: 604 -248 248 3,152 4,432 4,004 4,432: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.2 2.1 82.3 82.0 89.4 86.2: 10.6 13.8
Old : 100.0: 5.1 2.2 2.1 82.3 82.0 89.4 86.2: 10.6 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 24 25 27 27:
Old : 31: 2 1 2 24 25 27 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 : 36.1 35.1 56.6 54.7 33.1 29.4 52.6 46.9
Old : 36.1 35.1 56.6 54.7 33.1 29.4 52.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, March 31, 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 : 100,876: 0 0 0 84,693 88,189 84,693 88,189: 16,183 12,687
Old : 100,876: 0 0 0 84,693 88,189 84,693 88,189: 16,183 12,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,884: 0 0 0 2,312 2,669 2,312 2,669: -428 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.0 87.4 84.0 87.4: 16.0 12.6
Old : 100.0: 0.0 0.0 0.0 84.0 87.4 84.0 87.4: 16.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 22 23 22:
Old : 26: 0 0 0 23 22 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 : 37.3 44.6 57.8 63.6 26.9 31.2 40.3 42.5
Old : 37.3 44.6 57.8 63.6 26.9 31.2 40.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 31, 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 : 92,611: 0 6,558 2,540 81,844 75,255 84,384 84,353: 8,227 8,258
Old : 92,611: 0 6,558 2,540 81,844 75,255 84,384 84,353: 8,227 8,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,072: 0 3,142 -1,343 179 -2,379 -1,164 -580: 92 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 2.7 88.4 81.3 91.1 91.1: 8.9 8.9
Old : 100.0: 0.0 7.1 2.7 88.4 81.3 91.1 91.1: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 3 28 28 31 31:
Old : 38: 0 3 3 28 28 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 21.2 61.1 39.1 35.4 20.8 50.2 36.0
Old : 42.2 21.2 61.1 39.1 35.4 20.8 50.2 36.0
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, March 31, 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 : 132,387: 2,493 3,713 8,349 108,548 112,145 119,390 124,207: 12,997 8,180
Old : 132,387: 2,493 3,713 8,349 108,548 112,145 119,390 124,207: 12,997 8,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -962: -860 -330 -232 -1,368 -400 -2,460 -962: 1,498 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.8 6.3 82.0 84.7 90.2 93.8: 9.8 6.2
Old : 100.0: 1.9 2.8 6.3 82.0 84.7 90.2 93.8: 9.8 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 : 35: 1 2 3 20 28 23 31:
Old : 35: 1 2 3 20 28 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 32.5 74.5 51.6 46.3 31.9 61.8 49.9
Old : 53.3 32.5 74.5 51.6 46.3 31.9 61.8 49.9
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, March 31, 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 : 80,646: 684 5,541 19,442 54,039 48,059 74,165 73,042: 6,481 7,604
Old : 80,646: 684 5,541 19,442 54,039 48,059 74,165 73,042: 6,481 7,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,367: 473 -218 -735 137 322 -125 -631: -1,242 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.9 24.1 67.0 59.6 92.0 90.6: 8.0 9.4
Old : 100.0: 0.8 6.9 24.1 67.0 59.6 92.0 90.6: 8.0 9.4
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 : 21: 1 2 3 12 13 15 16:
Old : 21: 1 2 3 12 13 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 : 64.1 59.4 79.4 74.5 33.1 26.6 40.8 36.7
Old : 64.1 59.4 79.4 74.5 33.1 26.6 40.8 36.7
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, March 31, 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 : 58,348: 30 0 524 50,832 45,423 51,386 45,947: 6,962 12,401
Old : 58,348: 30 0 524 50,832 45,423 51,386 45,947: 6,962 12,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 57: 30 -338 276 -249 -306 57 -368: 0 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.9 87.1 77.8 88.1 78.7: 11.9 21.3
Old : 100.0: 0.1 0.0 0.9 87.1 77.8 88.1 78.7: 11.9 21.3
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 0 1 24 19 25 20:
Old : 27: 1 0 1 24 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 37.3 57.9 59.1 38.2 29.5 56.1 45.5
Old : 38.8 37.3 57.9 59.1 38.2 29.5 56.1 45.5
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, March 31, 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 : 99,070: 5,039 5,638 6,690 80,751 75,699 92,480 88,027: 6,590 11,043
Old : 99,070: 5,039 5,638 6,690 80,751 75,699 92,480 88,027: 6,590 11,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -417: 525 -2,656 521 -338 3,359 708 1,224: -1,125 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.7 6.8 81.5 76.4 93.3 88.9: 6.7 11.1
Old : 100.0: 5.1 5.7 6.8 81.5 76.4 93.3 88.9: 6.7 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 : 38: 2 4 4 28 27 32 33:
Old : 38: 2 4 4 28 27 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 : 32.7 31.3 49.9 51.9 28.2 29.0 42.0 42.9
Old : 32.7 31.3 49.9 51.9 28.2 29.0 42.0 42.9
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, March 31, 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 : 41,612: 0 0 0 40,006 38,586 40,006 38,586: 1,606 3,026
Old : 41,612: 0 0 0 40,006 38,586 40,006 38,586: 1,606 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,260: 0 0 0 780 1,170 780 1,170: 480 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 92.7 96.1 92.7: 3.9 7.3
Old : 100.0: 0.0 0.0 0.0 96.1 92.7 96.1 92.7: 3.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 13 17 13 17:
Old : 24: 0 0 0 13 17 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 49.5 90.7 74.4 66.2 47.3 76.4 67.6
Old : 77.9 49.5 90.7 74.4 66.2 47.3 76.4 67.6
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, March 31, 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 : 68,869: 0 16,224 1,008 63,936 41,318 64,944 58,550: 3,925 10,319
Old : 68,869: 0 16,224 1,008 63,936 41,318 64,944 58,550: 3,925 10,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,066: 0 -3,267 30 2,435 8,230 2,465 4,993: -399 -2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.6 1.5 92.8 60.0 94.3 85.0: 5.7 15.0
Old : 100.0: 0.0 23.6 1.5 92.8 60.0 94.3 85.0: 5.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 14 14 16 16:
Old : 22: 0 2 2 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 42.9 88.6 67.6 69.2 41.5 85.0 64.5
Old : 71.7 42.9 88.6 67.6 69.2 41.5 85.0 64.5
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, March 31, 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 : 40,873: 551 1,878 1,465 32,322 30,210 34,338 33,553: 6,535 7,320
Old : 40,873: 551 1,878 1,465 32,322 30,210 34,338 33,553: 6,535 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 300: -180 0 180 180 120 180 300: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.6 3.6 79.1 73.9 84.0 82.1: 16.0 17.9
Old : 100.0: 1.3 4.6 3.6 79.1 73.9 84.0 82.1: 16.0 17.9
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 : 23: 1 2 2 17 13 19 16:
Old : 23: 1 2 2 17 13 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 38.7 72.7 65.4 52.2 34.5 59.8 49.5
Old : 59.5 38.7 72.7 65.4 52.2 34.5 59.8 49.5
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, March 31, 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 : 139,940: 360 5,272 600 138,860 130,532 139,820 136,404: 120 3,536
Old : 139,940: 360 5,272 600 138,860 130,532 139,820 136,404: 120 3,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,540: -4,280 3,800 600 8,100 20 4,420 4,420: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.8 0.4 99.2 93.3 99.9 97.5: 0.1 2.5
Old : 100.0: 0.3 3.8 0.4 99.2 93.3 99.9 97.5: 0.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 1 17 16 19 19:
Old : 27: 1 3 1 17 16 19 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 : 73.5 59.9 90.3 80.1 46.4 45.4 56.1 54.7
Old : 73.5 59.9 90.3 80.1 46.4 45.4 56.1 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, March 31, 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 : 233,092: 9,411 11,130 6,035 206,371 204,441 221,817 221,606: 11,275 11,486
Old : 233,092: 9,411 11,130 6,035 206,371 204,441 221,817 221,606: 11,275 11,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -699: -2,572 -940 1,229 -318 -1,302 -1,661 -1,013: 962 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.8 2.6 88.5 87.7 95.2 95.1: 4.8 4.9
Old : 100.0: 4.0 4.8 2.6 88.5 87.7 95.2 95.1: 4.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 6 37 32 45 38:
Old : 48: 6 2 6 37 32 45 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 : 29.0 50.4 46.9 65.5 27.1 48.4 40.6 58.0
Old : 29.0 50.4 46.9 65.5 27.1 48.4 40.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, March 31, 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 : 170,521: 420 2,877 3,583 151,736 159,445 155,739 165,905: 14,782 4,616
Old : 170,521: 420 2,877 3,583 151,736 159,445 155,739 165,905: 14,782 4,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,137: 0 816 -40 4,239 3,359 4,199 4,135: -62 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.7 2.1 89.0 93.5 91.3 97.3: 8.7 2.7
Old : 100.0: 0.2 1.7 2.1 89.0 93.5 91.3 97.3: 8.7 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 : 39: 1 1 2 33 31 35 33:
Old : 39: 1 1 2 33 31 35 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 : 40.9 44.2 58.8 65.5 33.9 40.4 45.9 58.4
Old : 40.9 44.2 58.8 65.5 33.9 40.4 45.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, March 31, 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 : 286,213: 12,000 2,350 15,982 238,612 252,492 266,594 270,824: 19,619 15,389
Old : 286,213: 12,000 2,350 15,982 238,612 252,492 266,594 270,824: 19,619 15,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 14,423: -3,634 34 3,431 12,957 9,694 12,754 13,159: 1,669 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.8 5.6 83.4 88.2 93.1 94.6: 6.9 5.4
Old : 100.0: 4.2 0.8 5.6 83.4 88.2 93.1 94.6: 6.9 5.4
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 : 49: 3 1 4 43 40 47 44:
Old : 49: 3 1 4 43 40 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 28.0 47.1 48.6 21.9 26.4 31.7 41.8
Old : 29.6 28.0 47.1 48.6 21.9 26.4 31.7 41.8
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, March 31, 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 : 116,863: 0 3,011 2,150 111,056 107,899 113,206 113,060: 3,657 3,803
Old : 116,863: 0 3,011 2,150 111,056 107,899 113,206 113,060: 3,657 3,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -6,405: 0 -549 0 -6,405 -5,856 -6,405 -6,405: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 1.8 95.0 92.3 96.9 96.7: 3.1 3.3
Old : 100.0: 0.0 2.6 1.8 95.0 92.3 96.9 96.7: 3.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 5 3 28 29 31 34:
Old : 40: 0 5 3 28 29 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 : 56.6 41.2 79.5 62.9 52.5 38.6 69.1 53.7
Old : 56.6 41.2 79.5 62.9 52.5 38.6 69.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, March 31, 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 : 59,471: 180 0 248 54,940 52,241 55,368 52,489: 4,103 6,982
Old : 59,471: 180 0 248 54,940 52,241 55,368 52,489: 4,103 6,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,513: 180 0 248 2,808 6,268 3,236 6,516: -723 -4,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.4 92.4 87.8 93.1 88.3: 6.9 11.7
Old : 100.0: 0.3 0.0 0.4 92.4 87.8 93.1 88.3: 6.9 11.7
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 : 25: 1 0 1 18 18 19 19:
Old : 25: 1 0 1 18 18 19 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 : 50.7 41.4 69.2 61.3 45.8 33.7 60.2 48.9
Old : 50.7 41.4 69.2 61.3 45.8 33.7 60.2 48.9
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, March 31, 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 : 3,003,038: 669,595 125,303 973,641 1,322,241 1,889,749 2,965,477 2,988,693: 37,561 14,345
Old : 3,003,038: 669,595 125,303 973,641 1,322,241 1,889,749 2,965,477 2,988,693: 37,561 14,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -209,597: -15,496 -19,199 -63,895 -132,295 -121,517 -211,686 -204,611: 2,089 -4,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.2 32.4 44.0 62.9 98.7 99.5: 1.3 0.5
Old : 100.0: 22.3 4.2 32.4 44.0 62.9 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 36 19 50 102 98 156 151:
Old : 166: 36 19 50 102 98 156 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 37.4 46.3 50.6 17.3 20.5 21.1 29.0
Old : 36.4 37.4 46.3 50.6 17.3 20.5 21.1 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 31, 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 : 1,151,410: 145,804 74,561 239,938 758,937 833,443 1,144,679 1,147,942: 6,731 3,468
Old : 1,151,410: 145,804 74,561 239,938 758,937 833,443 1,144,679 1,147,942: 6,731 3,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -139,402: -82,925 -101,103 -30,544 -26,621 -8,796 -140,090 -140,443: 688 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.5 20.8 65.9 72.4 99.4 99.7: 0.6 0.3
Old : 100.0: 12.7 6.5 20.8 65.9 72.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 19 35 38 38 78 76:
Old : 84: 24 19 35 38 38 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 42.9 51.5 61.5 20.0 26.0 31.0 32.8
Old : 32.1 42.9 51.5 61.5 20.0 26.0 31.0 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, March 31, 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 : 32,317: 2,604 676 534 27,849 30,625 30,987 31,835: 1,330 482
Old : 32,317: 2,604 676 534 27,849 30,625 30,987 31,835: 1,330 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,665: -340 586 -479 -962 -2,213 -1,781 -2,106: 116 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.1 1.7 86.2 94.8 95.9 98.5: 4.1 1.5
Old : 100.0: 8.1 2.1 1.7 86.2 94.8 95.9 98.5: 4.1 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 : 39: 5 3 3 30 27 37 31:
Old : 39: 5 3 3 30 27 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 40.0 51.3 65.6 20.4 29.6 29.5 39.1
Old : 33.8 40.0 51.3 65.6 20.4 29.6 29.5 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,418: 0 0 0 8,312 7,988 8,312 7,988: 106 430
Old : 8,418: 0 0 0 8,312 7,988 8,312 7,988: 106 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 94.9 98.7 94.9: 1.3 5.1
Old : 100.0: 0.0 0.0 0.0 98.7 94.9 98.7 94.9: 1.3 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 : 21: 0 0 0 13 15 13 15:
Old : 21: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 69.7 84.9 90.0 45.4 61.8 80.6 74.9
Old : 47.8 69.7 84.9 90.0 45.4 61.8 80.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 31, 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 : 20,968: 2,960 0 40 16,430 19,538 19,430 19,578: 1,538 1,390
Old : 20,968: 2,960 0 40 16,430 19,538 19,430 19,578: 1,538 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 214: 0 -52 -12 -224 -56 -236 -120: 450 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.2 78.4 93.2 92.7 93.4: 7.3 6.6
Old : 100.0: 14.1 0.0 0.2 78.4 93.2 92.7 93.4: 7.3 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 : 23: 1 0 1 19 16 20 17:
Old : 23: 1 0 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 74.0 73.7 89.1 51.3 64.0 66.3 72.7
Old : 54.2 74.0 73.7 89.1 51.3 64.0 66.3 72.7
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, March 31, 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 : 13,023: 0 0 0 12,357 11,637 12,357 11,637: 666 1,386
Old : 13,023: 0 0 0 12,357 11,637 12,357 11,637: 666 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -481: 0 0 0 -429 -389 -429 -389: -52 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 89.4 94.9 89.4: 5.1 10.6
Old : 100.0: 0.0 0.0 0.0 94.9 89.4 94.9 89.4: 5.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 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 : 50.4 60.7 76.0 80.6 37.5 44.5 56.5 55.9
Old : 50.4 60.7 76.0 80.6 37.5 44.5 56.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, March 31, 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 : 28,886: 170 680 520 25,400 26,762 26,090 27,962: 2,796 924
Old : 28,886: 170 680 520 25,400 26,762 26,090 27,962: 2,796 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -44: 70 0 0 106 -34 176 -34: -220 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.4 1.8 87.9 92.6 90.3 96.8: 9.7 3.2
Old : 100.0: 0.6 2.4 1.8 87.9 92.6 90.3 96.8: 9.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 2 24 19 27 21:
Old : 28: 2 1 2 24 19 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 43.4 61.6 70.7 22.8 22.5 32.9 36.6
Old : 42.2 43.4 61.6 70.7 22.8 22.5 32.9 36.6
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, March 31, 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 : 28,593: 0 0 0 28,313 27,741 28,313 27,741: 280 852
Old : 28,593: 0 0 0 28,313 27,741 28,313 27,741: 280 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 24: 0 0 0 24 24 24 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Old : 100.0: 0.0 0.0 0.0 99.0 97.0 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.5 79.1 81.4 88.1 49.4 68.8 73.4 75.9
Old : 54.5 79.1 81.4 88.1 49.4 68.8 73.4 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, March 31, 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 : 11,754: 920 0 0 9,149 10,390 10,069 10,390: 1,685 1,364
Old : 11,754: 920 0 0 9,149 10,390 10,069 10,390: 1,685 1,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 77.8 88.4 85.7 88.4: 14.3 11.6
Old : 100.0: 7.8 0.0 0.0 77.8 88.4 85.7 88.4: 14.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 17 14 18 14:
Old : 20: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 57.3 69.2 74.6 44.2 48.9 62.5 62.3
Old : 44.9 57.3 69.2 74.6 44.2 48.9 62.5 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, March 31, 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 : 8,892: 0 58 30 7,901 7,954 7,931 8,042: 961 850
Old : 8,892: 0 58 30 7,901 7,954 7,931 8,042: 961 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 114: 0 8 0 86 74 86 82: 28 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.3 88.9 89.5 89.2 90.4: 10.8 9.6
Old : 100.0: 0.0 0.7 0.3 88.9 89.5 89.2 90.4: 10.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 17 17 18 18:
Old : 20: 0 1 1 17 17 18 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 : 54.4 36.0 76.2 62.1 43.5 31.7 52.3 48.3
Old : 54.4 36.0 76.2 62.1 43.5 31.7 52.3 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, March 31, 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 : 130,032: 3,324 8,152 2,570 124,138 118,030 130,032 128,752: 0 1,280
Old : 130,032: 3,324 8,152 2,570 124,138 118,030 130,032 128,752: 0 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 3,541: 1,320 210 0 2,221 3,331 3,541 3,541: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 6.3 2.0 95.5 90.8 100.0 99.0: 0.0 1.0
Old : 100.0: 2.6 6.3 2.0 95.5 90.8 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 18 27 21 29:
Old : 32: 2 2 1 18 27 21 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 : 56.7 59.5 80.4 72.7 51.1 56.8 71.6 65.9
Old : 56.7 59.5 80.4 72.7 51.1 56.8 71.6 65.9
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, March 31, 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 : 2,089,169: 0 74,135 46,480 2,042,689 1,945,234 2,089,169 2,065,849: 0 23,320
Old : 2,089,169: 0 74,135 46,480 2,042,689 1,945,234 2,089,169 2,065,849: 0 23,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 94,352: 0 0 0 94,352 94,352 94,352 94,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.2 97.8 93.1 100.0 98.9: 0.0 1.1
Old : 100.0: 0.0 3.5 2.2 97.8 93.1 100.0 98.9: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 13 21 14 24:
Old : 27: 0 3 1 13 21 14 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 : 63.3 62.7 90.2 78.0 62.6 60.0 83.8 73.6
Old : 63.3 62.7 90.2 78.0 62.6 60.0 83.8 73.6
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, March 31, 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 : 17,745: 0 0 0 17,609 17,631 17,609 17,631: 136 114
Old : 17,745: 0 0 0 17,609 17,631 17,609 17,631: 136 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 794: 0 0 0 794 794 794 794: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.4 99.2 99.4: 0.8 0.6
Old : 100.0: 0.0 0.0 0.0 99.2 99.4 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 : 30: 0 0 0 27 24 27 24:
Old : 30: 0 0 0 27 24 27 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 : 59.8 51.2 83.0 73.4 56.0 37.3 60.1 52.8
Old : 59.8 51.2 83.0 73.4 56.0 37.3 60.1 52.8
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, March 31, 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 : 6,695: 0 0 0 5,747 6,680 5,747 6,680: 948 15
Old : 6,695: 0 0 0 5,747 6,680 5,747 6,680: 948 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 217: 0 0 0 142 202 142 202: 75 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.8 99.8 85.8 99.8: 14.2 0.2
Old : 100.0: 0.0 0.0 0.0 85.8 99.8 85.8 99.8: 14.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 21 19 21 19:
Old : 23: 0 0 0 21 19 21 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 : 37.9 56.8 58.6 80.9 29.5 47.0 40.6 58.4
Old : 37.9 56.8 58.6 80.9 29.5 47.0 40.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 31, 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 : 1,148,687: 184,850 178,304 245,520 647,102 658,553 1,077,472 1,082,377: 71,215 66,310
Old : 1,148,687: 184,850 178,304 245,520 647,102 658,553 1,077,472 1,082,377: 71,215 66,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -11,553: -8,021 3,070 -18,294 7,429 -3,841 -18,886 -19,065: 7,333 7,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.5 21.4 56.3 57.3 93.8 94.2: 6.2 5.8
Old : 100.0: 16.1 15.5 21.4 56.3 57.3 93.8 94.2: 6.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 85 95 131 81 89 245 244:
Old : 286: 85 95 131 81 89 245 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 19.7 38.7 32.1 17.0 13.5 24.3 19.5
Old : 25.7 19.7 38.7 32.1 17.0 13.5 24.3 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, March 31, 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 : 201,067: 18,714 26,432 13,040 122,374 111,456 154,128 150,928: 46,939 50,139
Old : 201,067: 18,714 26,432 13,040 122,374 111,456 154,128 150,928: 46,939 50,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -6,125: -4,696 -1,564 -1,640 -2,308 -3,453 -8,644 -6,657: 2,519 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.1 6.5 60.9 55.4 76.7 75.1: 23.3 24.9
Old : 100.0: 9.3 13.1 6.5 60.9 55.4 76.7 75.1: 23.3 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 6 6 20 22 26 30:
Old : 32: 2 6 6 20 22 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 : 39.3 31.3 55.8 45.5 34.8 25.2 46.5 36.7
Old : 39.3 31.3 55.8 45.5 34.8 25.2 46.5 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, March 31, 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 : 77,519: 2,128 3,366 2,250 72,477 71,491 76,855 77,107: 664 412
Old : 77,519: 2,128 3,366 2,250 72,477 71,491 76,855 77,107: 664 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 6,596: -51 225 25 6,346 6,421 6,320 6,671: 276 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.3 2.9 93.5 92.2 99.1 99.5: 0.9 0.5
Old : 100.0: 2.7 4.3 2.9 93.5 92.2 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 3 3 41 44 47 48:
Old : 57: 4 3 3 41 44 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 31.0 63.0 52.3 31.3 24.2 37.6 33.0
Old : 45.0 31.0 63.0 52.3 31.3 24.2 37.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, March 31, 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 : 196,818: 23,805 37,713 37,570 126,738 111,112 188,113 186,395: 8,705 10,423
Old : 196,818: 23,805 37,713 37,570 126,738 111,112 188,113 186,395: 8,705 10,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -592: -12,799 -337 18 12,522 -107 -259 -426: -333 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.2 19.1 64.4 56.5 95.6 94.7: 4.4 5.3
Old : 100.0: 12.1 19.2 19.1 64.4 56.5 95.6 94.7: 4.4 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 : 57: 13 20 24 23 23 50 53:
Old : 57: 13 20 24 23 23 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 35.0 58.9 52.0 18.9 12.9 25.8 19.5
Old : 41.6 35.0 58.9 52.0 18.9 12.9 25.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, March 31, 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 : 33,472: 2,315 3,145 6,636 17,992 20,131 26,943 29,912: 6,529 3,560
Old : 33,472: 2,315 3,145 6,636 17,992 20,131 26,943 29,912: 6,529 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -2,944: -7,156 0 155 1,620 -3,498 -5,381 -3,343: 2,437 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.4 19.8 53.8 60.1 80.5 89.4: 19.5 10.6
Old : 100.0: 6.9 9.4 19.8 53.8 60.1 80.5 89.4: 19.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 8 11 13 20 21:
Old : 22: 6 3 8 11 13 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.0 61.2 63.1 18.6 21.5 23.3 29.8
Old : 43.4 44.0 61.2 63.1 18.6 21.5 23.3 29.8
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, March 31, 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 : 68,644: 0 2,170 1,080 53,271 50,120 54,351 53,370: 14,293 15,274
Old : 68,644: 0 2,170 1,080 53,271 50,120 54,351 53,370: 14,293 15,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.6 77.6 73.0 79.2 77.7: 20.8 22.3
Old : 100.0: 0.0 3.2 1.6 77.6 73.0 79.2 77.7: 20.8 22.3
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 : 21: 0 1 1 18 18 19 19:
Old : 21: 0 1 1 18 18 19 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 : 52.8 37.8 67.3 56.3 33.8 23.8 43.6 35.8
Old : 52.8 37.8 67.3 56.3 33.8 23.8 43.6 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, March 31, 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 : 110,111: 4,681 3,463 7,772 62,627 63,806 75,080 75,041: 35,031 35,070
Old : 110,111: 4,681 3,463 7,772 62,627 63,806 75,080 75,041: 35,031 35,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,303: 1,020 -3,363 -3,624 -1,433 -2,063 -4,037 -9,050: 5,340 10,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.1 7.1 56.9 57.9 68.2 68.2: 31.8 31.8
Old : 100.0: 4.3 3.1 7.1 56.9 57.9 68.2 68.2: 31.8 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 20 21 23 24:
Old : 24: 2 1 3 20 21 23 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 : 28.2 29.2 42.8 47.5 17.6 20.3 26.4 27.7
Old : 28.2 29.2 42.8 47.5 17.6 20.3 26.4 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 31, 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 : 41,059: 120 4,955 1,230 39,709 34,874 41,059 41,059: 0 0
Old : 41,059: 120 4,955 1,230 39,709 34,874 41,059 41,059: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 960: 0 0 0 960 960 960 960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 12.1 3.0 96.7 84.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 12.1 3.0 96.7 84.9 100.0 100.0: 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 : 41: 1 5 1 26 31 27 37:
Old : 41: 1 5 1 26 31 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 33.4 81.3 55.4 57.5 33.1 71.4 55.2
Old : 62.8 33.4 81.3 55.4 57.5 33.1 71.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, March 31, 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 : 13,174: 8,619 2,883 57 2,594 9,716 11,270 12,656: 1,904 518
Old : 13,174: 8,619 2,883 57 2,594 9,716 11,270 12,656: 1,904 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 811: 485 -452 20 162 1,450 667 1,018: 144 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 21.9 0.4 19.7 73.8 85.5 96.1: 14.5 3.9
Old : 100.0: 65.4 21.9 0.4 19.7 73.8 85.5 96.1: 14.5 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 : 103: 44 17 2 16 25 62 43:
Old : 103: 44 17 2 16 25 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 41.0 48.3 57.5 37.2 40.9 48.3 57.4
Old : 37.2 41.0 48.3 57.5 37.2 40.9 48.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, March 31, 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 : 20,101: 9,851 2,509 162 6,129 16,393 16,142 19,064: 3,959 1,037
Old : 20,101: 9,851 2,509 162 6,129 16,393 16,142 19,064: 3,959 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -839: -325 322 -46 -133 -798 -504 -522: -335 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 12.5 0.8 30.5 81.6 80.3 94.8: 19.7 5.2
Old : 100.0: 49.0 12.5 0.8 30.5 81.6 80.3 94.8: 19.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 40 10 4 15 21 59 32:
Old : 84: 40 10 4 15 21 59 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.2 46.4 58.1 30.4 34.2 46.4 58.1
Old : 30.4 34.2 46.4 58.1 30.4 34.2 46.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 31, 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 : 198,386: 56,711 6,463 12,592 114,006 169,544 183,309 188,599: 15,077 9,787
Old : 198,386: 56,711 6,463 12,592 114,006 169,544 183,309 188,599: 15,077 9,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -11,904: -7,341 285 -71 -2,874 -10,567 -10,286 -10,353: -1,618 -1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.3 6.3 57.5 85.5 92.4 95.1: 7.6 4.9
Old : 100.0: 28.6 3.3 6.3 57.5 85.5 92.4 95.1: 7.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 59 19 38 71 86 143 134:
Old : 179: 59 19 38 71 86 143 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 31.8 35.2 41.7 17.9 23.9 27.6 31.5
Old : 23.1 31.8 35.2 41.7 17.9 23.9 27.6 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, March 31, 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 : 9,058: 850 0 50 7,784 8,538 8,684 8,588: 374 470
Old : 9,058: 850 0 50 7,784 8,538 8,684 8,588: 374 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,050: 800 0 0 76 876 876 876: 174 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 0.6 85.9 94.3 95.9 94.8: 4.1 5.2
Old : 100.0: 9.4 0.0 0.6 85.9 94.3 95.9 94.8: 4.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 1 27 29 30 30:
Old : 38: 3 0 1 27 29 30 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 : 40.4 39.0 62.3 58.0 23.5 22.9 30.8 29.3
Old : 40.4 39.0 62.3 58.0 23.5 22.9 30.8 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, March 31, 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 : 31,630: 1,433 0 50 29,172 31,522 30,655 31,572: 975 58
Old : 31,630: 1,433 0 50 29,172 31,522 30,655 31,572: 975 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,409: 0 0 0 1,386 1,409 1,386 1,409: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.2 92.2 99.7 96.9 99.8: 3.1 0.2
Old : 100.0: 4.5 0.0 0.2 92.2 99.7 96.9 99.8: 3.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 0 1 34 31 37 32:
Old : 43: 3 0 1 34 31 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 55.7 58.7 83.0 28.3 43.0 41.5 57.4
Old : 40.5 55.7 58.7 83.0 28.3 43.0 41.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, March 31, 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 : 25,049: 871 300 149 23,031 23,775 24,051 24,224: 998 825
Old : 25,049: 871 300 149 23,031 23,775 24,051 24,224: 998 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,434: 871 -265 24 1,607 2,675 2,502 2,434: -68 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.2 0.6 91.9 94.9 96.0 96.7: 4.0 3.3
Old : 100.0: 3.5 1.2 0.6 91.9 94.9 96.0 96.7: 4.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 18 12 20 14:
Old : 24: 1 1 2 18 12 20 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 : 68.7 88.2 83.8 94.8 68.6 81.8 81.2 86.4
Old : 68.7 88.2 83.8 94.8 68.6 81.8 81.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, March 31, 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 : 18,236: 125 0 0 17,787 18,236 17,912 18,236: 324 0
Old : 18,236: 125 0 0 17,787 18,236 17,912 18,236: 324 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 620: -324 0 0 620 620 296 620: 324 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 97.5 100.0 98.2 100.0: 1.8 0.0
Old : 100.0: 0.7 0.0 0.0 97.5 100.0 98.2 100.0: 1.8 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 : 38: 2 0 0 30 21 32 21:
Old : 38: 2 0 0 30 21 32 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 : 63.7 72.7 75.8 87.3 46.8 55.6 56.8 63.9
Old : 63.7 72.7 75.8 87.3 46.8 55.6 56.8 63.9
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, March 31, 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 : 4,701: 0 670 0 3,553 3,181 3,553 3,851: 1,148 850
Old : 4,701: 0 670 0 3,553 3,181 3,553 3,851: 1,148 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 129: 0 12 0 103 117 103 129: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.3 0.0 75.6 67.7 75.6 81.9: 24.4 18.1
Old : 100.0: 0.0 14.3 0.0 75.6 67.7 75.6 81.9: 24.4 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 17 18 17 20:
Old : 22: 0 2 0 17 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 48.2 68.6 66.1 56.3 48.1 61.4 61.8
Old : 58.6 48.2 68.6 66.1 56.3 48.1 61.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, March 31, 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 : 27,921: 897 960 172 25,849 26,032 26,918 27,164: 1,003 757
Old : 27,921: 897 960 172 25,849 26,032 26,918 27,164: 1,003 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -90: 117 -437 -311 -231 -51 -425 -799: 335 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 0.6 92.6 93.2 96.4 97.3: 3.6 2.7
Old : 100.0: 3.2 3.4 0.6 92.6 93.2 96.4 97.3: 3.6 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 : 43: 4 2 2 28 29 32 33:
Old : 43: 4 2 2 28 29 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 : 48.3 57.1 69.6 76.3 47.2 52.6 68.2 68.9
Old : 48.3 57.1 69.6 76.3 47.2 52.6 68.2 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, March 31, 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 : 6,174: 0 288 0 4,258 5,503 4,258 5,791: 1,916 383
Old : 6,174: 0 288 0 4,258 5,503 4,258 5,791: 1,916 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 0: 0 -192 0 0 0 0 -192: 0 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 69.0 89.1 69.0 93.8: 31.0 6.2
Old : 100.0: 0.0 4.7 0.0 69.0 89.1 69.0 93.8: 31.0 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 : 21: 0 1 0 11 15 11 16:
Old : 21: 0 1 0 11 15 11 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 : 51.3 55.2 65.1 76.3 47.4 49.2 54.0 67.8
Old : 51.3 55.2 65.1 76.3 47.4 49.2 54.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, March 31, 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 : 12,685: 45 1,560 180 12,276 10,881 12,501 12,621: 184 64
Old : 12,685: 45 1,560 180 12,276 10,881 12,501 12,621: 184 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,830: -180 1,470 180 1,782 132 1,782 1,782: 48 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 12.3 1.4 96.8 85.8 98.5 99.5: 1.5 0.5
Old : 100.0: 0.4 12.3 1.4 96.8 85.8 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 24 21 26 23:
Old : 31: 1 2 1 24 21 26 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 : 55.2 63.2 71.8 81.5 48.6 57.2 57.4 65.9
Old : 55.2 63.2 71.8 81.5 48.6 57.2 57.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, March 31, 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 : 55,784: 3,951 6,327 527 47,888 47,673 52,366 54,527: 3,418 1,257
Old : 55,784: 3,951 6,327 527 47,888 47,673 52,366 54,527: 3,418 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,681: 0 -772 -1,830 4,499 4,920 2,669 2,318: 12 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.3 0.9 85.8 85.5 93.9 97.7: 6.1 2.3
Old : 100.0: 7.1 11.3 0.9 85.8 85.5 93.9 97.7: 6.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 3 4 29 35 36 41:
Old : 46: 6 3 4 29 35 36 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 : 29.5 28.4 51.1 48.8 26.2 19.9 37.8 32.5
Old : 29.5 28.4 51.1 48.8 26.2 19.9 37.8 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009