GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 13, 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 : 46,057: 1,353 680 0 44,522 45,317 45,875 45,997: 182 60
Old : 46,057: 1,353 680 0 44,522 45,317 45,875 45,997: 182 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,908: -144 50 0 2,081 1,881 1,937 1,931: -29 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.5 0.0 96.7 98.4 99.6 99.9: 0.4 0.1
Old : 100.0: 2.9 1.5 0.0 96.7 98.4 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 3 0 38 40 39 43:
Old : 49: 1 3 0 38 40 39 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 : 43.8 43.7 68.1 64.9 14.3 13.8 21.3 21.2
Old : 43.8 43.7 68.1 64.9 14.3 13.8 21.3 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 13, 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 : 20,665: 150 120 25 20,445 20,424 20,620 20,569: 45 96
Old : 20,665: 150 120 25 20,445 20,424 20,620 20,569: 45 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 788: 0 0 0 788 788 788 788: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 0.1 98.9 98.8 99.8 99.5: 0.2 0.5
Old : 100.0: 0.7 0.6 0.1 98.9 98.8 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 28 28 30 30:
Old : 38: 1 1 1 28 28 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 : 64.5 63.0 81.0 79.7 53.1 51.9 61.1 62.1
Old : 64.5 63.0 81.0 79.7 53.1 51.9 61.1 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, October 13, 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 : 6,952: 0 455 388 5,009 5,083 5,397 5,926: 1,555 1,026
Old : 6,952: 0 455 388 5,009 5,083 5,397 5,926: 1,555 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 72: 0 15 -15 15 45 0 45: 72 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 5.6 72.1 73.1 77.6 85.2: 22.4 14.8
Old : 100.0: 0.0 6.5 5.6 72.1 73.1 77.6 85.2: 22.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 20 20 21 22:
Old : 24: 0 2 1 20 20 21 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 : 38.6 55.0 55.0 66.2 34.8 44.6 42.2 49.7
Old : 38.6 55.0 55.0 66.2 34.8 44.6 42.2 49.7
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, October 13, 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 : 10,701: 340 192 540 8,653 8,864 9,533 9,596: 1,168 1,105
Old : 10,701: 340 192 540 8,653 8,864 9,533 9,596: 1,168 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 375: 19 -16 15 322 522 356 521: 19 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.8 5.0 80.9 82.8 89.1 89.7: 10.9 10.3
Old : 100.0: 3.2 1.8 5.0 80.9 82.8 89.1 89.7: 10.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 3 5 37 41 42 47:
Old : 48: 1 3 5 37 41 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 29.6 41.0 44.6 20.0 15.1 31.6 24.7
Old : 23.8 29.6 41.0 44.6 20.0 15.1 31.6 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, October 13, 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 : 8,769: 42 163 102 7,997 8,124 8,141 8,389: 628 380
Old : 8,769: 42 163 102 7,997 8,124 8,141 8,389: 628 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 623: 15 30 25 606 558 646 613: -23 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.9 1.2 91.2 92.6 92.8 95.7: 7.2 4.3
Old : 100.0: 0.5 1.9 1.2 91.2 92.6 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 : 63: 2 3 3 47 58 50 63:
Old : 63: 2 3 3 47 58 50 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 20.4 42.4 34.7 18.9 15.8 29.1 26.3
Old : 28.5 20.4 42.4 34.7 18.9 15.8 29.1 26.3
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, October 13, 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 : 7,987: 0 0 0 7,912 7,877 7,912 7,877: 75 110
Old : 7,987: 0 0 0 7,912 7,877 7,912 7,877: 75 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 365: 0 0 0 365 365 365 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.6 99.1 98.6: 0.9 1.4
Old : 100.0: 0.0 0.0 0.0 99.1 98.6 99.1 98.6: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 18 15 18 15:
Old : 21: 0 0 0 18 15 18 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 : 65.0 64.9 83.8 86.7 48.6 47.2 58.3 59.9
Old : 65.0 64.9 83.8 86.7 48.6 47.2 58.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 13, 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 : 310,116: 52,000 15,543 35,702 181,844 230,081 269,546 281,326: 40,570 28,790
Old : 310,116: 52,000 15,543 35,702 181,844 230,081 269,546 281,326: 40,570 28,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,789: 2,460 -1,573 -2,891 -3,072 7,944 -3,503 3,480: 5,292 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.0 11.5 58.6 74.2 86.9 90.7: 13.1 9.3
Old : 100.0: 16.8 5.0 11.5 58.6 74.2 86.9 90.7: 13.1 9.3
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 : 153: 35 29 45 65 76 126 130:
Old : 153: 35 29 45 65 76 126 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.8 36.6 37.0 17.9 16.8 27.6 25.1
Old : 24.2 24.8 36.6 37.0 17.9 16.8 27.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, October 13, 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 : 23,918: 841 250 610 20,705 21,457 22,156 22,317: 1,762 1,601
Old : 23,918: 841 250 610 20,705 21,457 22,156 22,317: 1,762 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,810: -462 0 60 3,078 1,950 2,676 2,010: 134 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.0 2.6 86.6 89.7 92.6 93.3: 7.4 6.7
Old : 100.0: 3.5 1.0 2.6 86.6 89.7 92.6 93.3: 7.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 5 4 5 48 47 55 54:
Old : 65: 5 4 5 48 47 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 28.6 45.4 47.3 22.1 19.1 31.9 30.3
Old : 27.7 28.6 45.4 47.3 22.1 19.1 31.9 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, October 13, 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 : 21,290: 975 2,700 225 18,500 16,505 19,700 19,430: 1,590 1,860
Old : 21,290: 975 2,700 225 18,500 16,505 19,700 19,430: 1,590 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 255: 45 0 150 105 255 300 405: -45 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.7 1.1 86.9 77.5 92.5 91.3: 7.5 8.7
Old : 100.0: 4.6 12.7 1.1 86.9 77.5 92.5 91.3: 7.5 8.7
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 : 36: 4 2 2 23 21 27 25:
Old : 36: 4 2 2 23 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 50.6 65.8 70.7 40.5 43.4 51.6 53.3
Old : 52.0 50.6 65.8 70.7 40.5 43.4 51.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,469: 4,894 50 300 11,135 14,037 16,329 14,387: 140 2,082
Old : 16,469: 4,894 50 300 11,135 14,037 16,329 14,387: 140 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -75: 150 0 0 -50 0 100 0: -175 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 0.3 1.8 67.6 85.2 99.1 87.4: 0.9 12.6
Old : 100.0: 29.7 0.3 1.8 67.6 85.2 99.1 87.4: 0.9 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 : 20: 2 1 1 10 16 13 17:
Old : 20: 2 1 1 10 16 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 : 77.6 58.0 91.9 72.9 70.8 53.3 77.5 63.9
Old : 77.6 58.0 91.9 72.9 70.8 53.3 77.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, October 13, 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 : 2,147: 0 127 0 2,070 1,520 2,070 1,647: 77 500
Old : 2,147: 0 127 0 2,070 1,520 2,070 1,647: 77 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 96.4 70.8 96.4 76.7: 3.6 23.3
Old : 100.0: 0.0 5.9 0.0 96.4 70.8 96.4 76.7: 3.6 23.3
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 : 25: 0 3 0 15 11 15 14:
Old : 25: 0 3 0 15 11 15 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 : 59.2 40.5 80.1 61.5 52.2 38.2 66.1 52.3
Old : 59.2 40.5 80.1 61.5 52.2 38.2 66.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 7,890: 0 0 0 7,154 7,695 7,154 7,695: 736 195
Old : 7,890: 0 0 0 7,154 7,695 7,154 7,695: 736 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 324: 0 0 0 264 339 264 339: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.7 97.5 90.7 97.5: 9.3 2.5
Old : 100.0: 0.0 0.0 0.0 90.7 97.5 90.7 97.5: 9.3 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 : 21: 0 0 0 14 15 14 15:
Old : 21: 0 0 0 14 15 14 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 : 56.9 73.7 81.9 91.9 51.7 73.4 76.5 88.0
Old : 56.9 73.7 81.9 91.9 51.7 73.4 76.5 88.0
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, October 13, 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 : 745,533: 99,332 246,375 245,752 310,133 202,908 655,217 695,035: 90,316 50,498
Old : 745,533: 99,332 246,375 245,752 310,133 202,908 655,217 695,035: 90,316 50,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 52,972: 5,469 10,412 35,868 7,517 4,497 48,854 50,777: 4,118 2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 33.0 33.0 41.6 27.2 87.9 93.2: 12.1 6.8
Old : 100.0: 13.3 33.0 33.0 41.6 27.2 87.9 93.2: 12.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 81 89 114 82 69 234 214:
Old : 268: 81 89 114 82 69 234 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 34.5 33.6 46.0 13.2 22.0 18.2 26.4
Old : 21.2 34.5 33.6 46.0 13.2 22.0 18.2 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 13, 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 : 77,143: 1,498 0 2,616 66,485 67,142 70,599 69,758: 6,544 7,385
Old : 77,143: 1,498 0 2,616 66,485 67,142 70,599 69,758: 6,544 7,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,700: 395 0 358 1,069 914 1,822 1,272: -122 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 3.4 86.2 87.0 91.5 90.4: 8.5 9.6
Old : 100.0: 1.9 0.0 3.4 86.2 87.0 91.5 90.4: 8.5 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 : 28: 3 0 3 20 20 23 23:
Old : 28: 3 0 3 20 20 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 : 53.8 43.7 70.9 64.7 50.7 36.4 57.0 52.4
Old : 53.8 43.7 70.9 64.7 50.7 36.4 57.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 13, 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 : 67,531: 2,114 0 400 50,971 49,252 53,485 49,652: 14,046 17,879
Old : 67,531: 2,114 0 400 50,971 49,252 53,485 49,652: 14,046 17,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,570: 0 0 0 1,262 3,007 1,262 3,007: 308 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.6 75.5 72.9 79.2 73.5: 20.8 26.5
Old : 100.0: 3.1 0.0 0.6 75.5 72.9 79.2 73.5: 20.8 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 22 23 24 24:
Old : 26: 1 0 1 22 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 27.7 53.3 44.7 28.7 20.9 40.7 32.1
Old : 33.8 27.7 53.3 44.7 28.7 20.9 40.7 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 13, 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 : 84,727: 0 0 0 69,783 78,517 69,783 78,517: 14,944 6,210
Old : 84,727: 0 0 0 69,783 78,517 69,783 78,517: 14,944 6,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 3,582: 0 0 0 3,582 3,582 3,582 3,582: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.4 92.7 82.4 92.7: 17.6 7.3
Old : 100.0: 0.0 0.0 0.0 82.4 92.7 82.4 92.7: 17.6 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 19 21 19 21:
Old : 24: 0 0 0 19 21 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 48.7 60.3 70.8 40.6 42.8 53.6 61.2
Old : 44.3 48.7 60.3 70.8 40.6 42.8 53.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,796: 155 2,754 4,788 69,987 74,588 74,930 82,130: 11,866 4,666
Old : 86,796: 155 2,754 4,788 69,987 74,588 74,930 82,130: 11,866 4,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,472: 155 -1,123 613 254 2,949 1,022 2,439: 450 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.2 5.5 80.6 85.9 86.3 94.6: 13.7 5.4
Old : 100.0: 0.2 3.2 5.5 80.6 85.9 86.3 94.6: 13.7 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 : 33: 1 3 3 22 22 25 26:
Old : 33: 1 3 3 22 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 39.0 57.1 59.6 35.4 38.5 48.5 55.9
Old : 41.7 39.0 57.1 59.6 35.4 38.5 48.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 13, 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 : 106,132: 0 10,096 4,628 95,388 82,905 100,016 97,629: 6,116 8,503
Old : 106,132: 0 10,096 4,628 95,388 82,905 100,016 97,629: 6,116 8,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 68: 0 -713 -793 3,389 1,196 2,596 -310: -2,528 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 4.4 89.9 78.1 94.2 92.0: 5.8 8.0
Old : 100.0: 0.0 9.5 4.4 89.9 78.1 94.2 92.0: 5.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 2 17 24 19 27:
Old : 33: 0 3 2 17 24 19 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 : 64.4 36.8 80.4 58.1 60.5 34.7 74.7 55.0
Old : 64.4 36.8 80.4 58.1 60.5 34.7 74.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, October 13, 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 : 33,366: 0 4,665 3,165 28,340 21,886 31,505 29,716: 1,861 3,650
Old : 33,366: 0 4,665 3,165 28,340 21,886 31,505 29,716: 1,861 3,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -3,450: 0 -430 92 -4,145 -2,995 -4,053 -3,333: 603 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.0 9.5 84.9 65.6 94.4 89.1: 5.6 10.9
Old : 100.0: 0.0 14.0 9.5 84.9 65.6 94.4 89.1: 5.6 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 17 14 19 16:
Old : 21: 0 2 2 17 14 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 : 59.4 47.3 80.0 74.3 51.3 35.2 60.7 55.3
Old : 59.4 47.3 80.0 74.3 51.3 35.2 60.7 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 13, 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 : 97,708: 2,270 3,266 5,085 78,478 84,748 85,833 93,099: 11,875 4,609
Old : 97,708: 2,270 3,266 5,085 78,478 84,748 85,833 93,099: 11,875 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,815: -755 469 293 2,277 1,053 1,815 1,815: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.3 5.2 80.3 86.7 87.8 95.3: 12.2 4.7
Old : 100.0: 2.3 3.3 5.2 80.3 86.7 87.8 95.3: 12.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 4 24 30 28 34:
Old : 37: 2 2 4 24 30 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 39.5 65.0 58.5 42.9 39.0 53.2 55.9
Old : 45.7 39.5 65.0 58.5 42.9 39.0 53.2 55.9
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, October 13, 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 : 105,515: 2,480 3,020 0 99,091 94,414 101,571 97,434: 3,944 8,081
Old : 105,515: 2,480 3,020 0 99,091 94,414 101,571 97,434: 3,944 8,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -730: 0 0 0 -730 -730 -730 -730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.9 0.0 93.9 89.5 96.3 92.3: 3.7 7.7
Old : 100.0: 2.4 2.9 0.0 93.9 89.5 96.3 92.3: 3.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 18 16 19 17:
Old : 24: 1 1 0 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 52.2 82.1 73.5 44.6 46.1 56.6 57.9
Old : 59.1 52.2 82.1 73.5 44.6 46.1 56.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, October 13, 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 : 224,327: 10,641 10,099 4,691 199,802 203,802 215,134 218,592: 9,193 5,735
Old : 224,327: 10,641 10,099 4,691 199,802 203,802 215,134 218,592: 9,193 5,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,572: 16 -484 76 1,480 2,568 1,572 2,160: 1,000 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.5 2.1 89.1 90.9 95.9 97.4: 4.1 2.6
Old : 100.0: 4.7 4.5 2.1 89.1 90.9 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 1 4 36 38 43 42:
Old : 51: 6 1 4 36 38 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 45.0 48.6 60.3 27.3 43.6 39.5 53.6
Old : 30.3 45.0 48.6 60.3 27.3 43.6 39.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 13, 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 : 144,106: 4,994 580 2,714 125,090 137,453 132,798 140,747: 11,308 3,359
Old : 144,106: 4,994 580 2,714 125,090 137,453 132,798 140,747: 11,308 3,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 822: 460 0 -49 1,447 572 1,858 523: -1,036 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 1.9 86.8 95.4 92.2 97.7: 7.8 2.3
Old : 100.0: 3.5 0.4 1.9 86.8 95.4 92.2 97.7: 7.8 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 : 36: 2 1 2 29 26 32 28:
Old : 36: 2 1 2 29 26 32 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 : 40.2 47.9 58.4 70.7 36.7 47.3 50.3 66.1
Old : 40.2 47.9 58.4 70.7 36.7 47.3 50.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, October 13, 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 : 249,307: 25,675 178 11,744 197,199 226,009 234,618 237,931: 14,689 11,376
Old : 249,307: 25,675 178 11,744 197,199 226,009 234,618 237,931: 14,689 11,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,501: 1,964 178 1,485 -1,329 472 2,120 2,135: -619 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.1 4.7 79.1 90.7 94.1 95.4: 5.9 4.6
Old : 100.0: 10.3 0.1 4.7 79.1 90.7 94.1 95.4: 5.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 1 5 32 36 38 41:
Old : 45: 5 1 5 32 36 38 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 : 36.6 29.8 56.0 50.8 28.7 26.6 42.6 45.0
Old : 36.6 29.8 56.0 50.8 28.7 26.6 42.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 13, 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 : 2,920,665: 636,893 95,833 885,847 1,367,342 1,920,451 2,890,082 2,902,131: 30,583 18,534
Old : 2,920,665: 636,893 95,833 885,847 1,367,342 1,920,451 2,890,082 2,902,131: 30,583 18,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 10,651: -11,510 7,466 -2,786 28,389 7,321 14,093 12,001: -3,442 -1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.3 30.3 46.8 65.8 99.0 99.4: 1.0 0.6
Old : 100.0: 21.8 3.3 30.3 46.8 65.8 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 42 22 58 102 100 172 161:
Old : 188: 42 22 58 102 100 172 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 32.5 42.8 45.2 16.4 18.7 22.4 26.6
Old : 30.9 32.5 42.8 45.2 16.4 18.7 22.4 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 13, 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 : 946,126: 117,896 137,115 177,753 646,212 627,425 941,861 942,293: 4,265 3,833
Old : 946,126: 117,896 137,115 177,753 646,212 627,425 941,861 942,293: 4,265 3,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,685: 7,324 9,743 -333 -8,257 -11,667 -1,266 -2,257: -419 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.5 18.8 68.3 66.3 99.5 99.6: 0.5 0.4
Old : 100.0: 12.5 14.5 18.8 68.3 66.3 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 33 18 37 44 41 89 84:
Old : 98: 33 18 37 44 41 89 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 39.1 52.7 56.9 30.4 33.1 43.5 44.2
Old : 36.0 39.1 52.7 56.9 30.4 33.1 43.5 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, October 13, 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 : 1,924: 0 306 58 1,733 1,388 1,791 1,752: 133 172
Old : 1,924: 0 306 58 1,733 1,388 1,791 1,752: 133 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 74: 0 -10 0 41 39 41 29: 33 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 3.0 90.1 72.1 93.1 91.1: 6.9 8.9
Old : 100.0: 0.0 15.9 3.0 90.1 72.1 93.1 91.1: 6.9 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 : 20: 0 4 1 8 10 9 14:
Old : 20: 0 4 1 8 10 9 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 : 74.4 60.0 90.8 76.5 74.1 60.0 87.4 75.7
Old : 74.4 60.0 90.8 76.5 74.1 60.0 87.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 13, 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 : 39,040: 790 276 554 36,864 38,025 38,208 38,855: 832 185
Old : 39,040: 790 276 554 36,864 38,025 38,208 38,855: 832 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 338: 0 0 80 480 226 560 306: -222 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.7 1.4 94.4 97.4 97.9 99.5: 2.1 0.5
Old : 100.0: 2.0 0.7 1.4 94.4 97.4 97.9 99.5: 2.1 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 : 40: 3 1 4 34 30 38 34:
Old : 40: 3 1 4 34 30 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 44.4 62.8 67.6 30.0 28.9 36.8 38.8
Old : 47.1 44.4 62.8 67.6 30.0 28.9 36.8 38.8
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, October 13, 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 : 7,667: 0 44 0 7,347 7,559 7,347 7,603: 320 64
Old : 7,667: 0 44 0 7,347 7,559 7,347 7,603: 320 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 86: 0 0 0 86 86 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.8 98.6 95.8 99.2: 4.2 0.8
Old : 100.0: 0.0 0.6 0.0 95.8 98.6 95.8 99.2: 4.2 0.8
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 : 21: 0 1 0 13 12 13 13:
Old : 21: 0 1 0 13 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 80.6 83.3 93.9 51.9 77.3 81.4 88.9
Old : 53.9 80.6 83.3 93.9 51.9 77.3 81.4 88.9
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, October 13, 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 : 19,222: 498 0 458 17,142 17,208 18,098 17,666: 1,124 1,556
Old : 19,222: 498 0 458 17,142 17,208 18,098 17,666: 1,124 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 532: 0 0 0 532 532 532 532: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 2.4 89.2 89.5 94.2 91.9: 5.8 8.1
Old : 100.0: 2.6 0.0 2.4 89.2 89.5 94.2 91.9: 5.8 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 : 25: 2 0 2 21 19 23 21:
Old : 25: 2 0 2 21 19 23 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 : 41.5 54.6 62.8 73.2 35.5 41.3 49.5 55.2
Old : 41.5 54.6 62.8 73.2 35.5 41.3 49.5 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 13, 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 : 31,966: 0 868 586 28,978 29,762 29,564 31,216: 2,402 750
Old : 31,966: 0 868 586 28,978 29,762 29,564 31,216: 2,402 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 182: 0 116 4 112 172 116 292: 66 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 1.8 90.7 93.1 92.5 97.7: 7.5 2.3
Old : 100.0: 0.0 2.7 1.8 90.7 93.1 92.5 97.7: 7.5 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 : 28: 0 2 2 22 22 24 24:
Old : 28: 0 2 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 46.3 63.9 71.3 28.5 33.5 39.2 44.2
Old : 44.4 46.3 63.9 71.3 28.5 33.5 39.2 44.2
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, October 13, 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 : 13,062: 772 0 0 11,482 11,942 12,254 11,942: 808 1,120
Old : 13,062: 772 0 0 11,482 11,942 12,254 11,942: 808 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 40: 0 0 0 330 40 330 40: -290 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.0 87.9 91.4 93.8 91.4: 6.2 8.6
Old : 100.0: 5.9 0.0 0.0 87.9 91.4 93.8 91.4: 6.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 21 17 23 17:
Old : 25: 2 0 0 21 17 23 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 : 34.9 45.6 59.3 76.0 30.3 35.4 49.4 54.4
Old : 34.9 45.6 59.3 76.0 30.3 35.4 49.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, October 13, 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 : 13,302: 0 0 0 12,343 12,840 12,343 12,840: 959 462
Old : 13,302: 0 0 0 12,343 12,840 12,343 12,840: 959 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 240: 0 0 0 234 224 234 224: 6 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.8 96.5 92.8 96.5: 7.2 3.5
Old : 100.0: 0.0 0.0 0.0 92.8 96.5 92.8 96.5: 7.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 20 20 20:
Old : 22: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 56.3 78.4 76.7 57.5 54.9 69.5 73.1
Old : 60.3 56.3 78.4 76.7 57.5 54.9 69.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 12,516: 0 0 0 11,948 10,718 11,948 10,718: 568 1,798
Old : 12,516: 0 0 0 11,948 10,718 11,948 10,718: 568 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -88: 0 0 0 -108 -1,508 -108 -1,508: 20 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 85.6 95.5 85.6: 4.5 14.4
Old : 100.0: 0.0 0.0 0.0 95.5 85.6 95.5 85.6: 4.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 23 20 23 20:
Old : 25: 0 0 0 23 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 60.3 64.3 73.7 33.3 51.7 50.9 54.5
Old : 38.8 60.3 64.3 73.7 33.3 51.7 50.9 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders - Futures Only, October 13, 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 : 20,323: 0 1,114 0 20,154 19,040 20,154 20,154: 169 169
Old : 20,323: 0 1,114 0 20,154 19,040 20,154 20,154: 169 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.0 99.2 93.7 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 5.5 0.0 99.2 93.7 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 14 8 14 10:
Old : 23: 0 2 0 14 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 86.3 90.8 98.1 69.0 86.3 90.8 98.1
Old : 69.0 86.3 90.8 98.1 69.0 86.3 90.8 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders - Futures Only, October 13, 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 : 39,564: 264 44 0 38,035 39,520 38,299 39,564: 1,265 0
Old : 39,564: 264 44 0 38,035 39,520 38,299 39,564: 1,265 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 4,103: 0 -525 0 6,548 4,628 6,548 4,103: -2,445 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.0 96.1 99.9 96.8 100.0: 3.2 0.0
Old : 100.0: 0.7 0.1 0.0 96.1 99.9 96.8 100.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 16 6 17 7:
Old : 20: 1 1 0 16 6 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 93.0 74.7 100.0 46.9 76.6 65.6 77.6
Old : 46.9 93.0 74.7 100.0 46.9 76.6 65.6 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, October 13, 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 : 90,795: 0 5,905 0 90,795 84,890 90,795 90,795: 0 0
Old : 90,795: 0 5,905 0 90,795 84,890 90,795 90,795: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 15 14 15 16:
Old : 25: 0 2 0 15 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 65.9 84.6 86.0 67.0 62.5 80.9 78.6
Old : 67.0 65.9 84.6 86.0 67.0 62.5 80.9 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 1,503,650: 0 77,760 0 1,503,650 1,425,890 1,503,650 1,503,650: 0 0
Old : 1,503,650: 0 77,760 0 1,503,650 1,425,890 1,503,650 1,503,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 14 12 14 14:
Old : 24: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 73.5 88.6 91.9 72.1 70.6 86.8 87.1
Old : 72.1 73.5 88.6 91.9 72.1 70.6 86.8 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, October 13, 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 : 153,437: 7,019 0 0 146,418 152,592 153,437 152,592: 0 845
Old : 153,437: 7,019 0 0 146,418 152,592 153,437 152,592: 0 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 11,446: 0 0 0 11,446 11,567 11,446 11,567: 0 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 95.4 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 4.6 0.0 0.0 95.4 99.4 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 0 20 28 23 28:
Old : 37: 3 0 0 20 28 23 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 : 40.6 49.3 65.8 70.7 33.7 47.9 52.0 61.6
Old : 40.6 49.3 65.8 70.7 33.7 47.9 52.0 61.6
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, October 13, 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 : 2,195,237: 111,928 0 0 2,083,309 2,195,237 2,195,237 2,195,237: 0 0
Old : 2,195,237: 111,928 0 0 2,083,309 2,195,237 2,195,237 2,195,237: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 62,259: 0 0 0 62,259 62,259 62,259 62,259: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 0.0 0.0 94.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 0 17 21 20 21:
Old : 31: 3 0 0 17 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 58.4 84.2 78.7 56.9 55.6 77.6 72.7
Old : 60.3 58.4 84.2 78.7 56.9 55.6 77.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, October 13, 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 : 45,197: 80 3,090 0 45,053 41,639 45,133 44,729: 64 468
Old : 45,197: 80 3,090 0 45,053 41,639 45,133 44,729: 64 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.8 0.0 99.7 92.1 99.9 99.0: 0.1 1.0
Old : 100.0: 0.2 6.8 0.0 99.7 92.1 99.9 99.0: 0.1 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 : 25: 1 1 0 17 14 18 15:
Old : 25: 1 1 0 17 14 18 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 : 57.5 69.1 78.4 90.6 50.0 65.3 69.8 78.6
Old : 57.5 69.1 78.4 90.6 50.0 65.3 69.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, October 13, 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 : 49,517: 1,728 100 110 47,679 49,267 49,517 49,477: 0 40
Old : 49,517: 1,728 100 110 47,679 49,267 49,517 49,477: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,680: 416 100 0 1,264 1,540 1,680 1,640: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.2 0.2 96.3 99.5 100.0 99.9: 0.0 0.1
Old : 100.0: 3.5 0.2 0.2 96.3 99.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 24 24 27 26:
Old : 35: 3 1 1 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.5 74.1 62.6 44.0 38.1 61.5 55.0
Old : 50.9 41.5 74.1 62.6 44.0 38.1 61.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 MEGAWATT HOURS) :
: : :
All : 849,190: 38,345 29,245 5,152 805,693 814,793 849,190 849,190: 0 0
Old : 849,190: 38,345 29,245 5,152 805,693 814,793 849,190 849,190: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 15,922: 10,042 5,845 4,000 1,880 6,077 15,922 15,922: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.4 0.6 94.9 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 3.4 0.6 94.9 95.9 100.0 100.0: 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 : 34: 3 2 1 21 22 24 25:
Old : 34: 3 2 1 21 22 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 44.9 66.8 66.6 32.3 41.5 50.5 58.4
Old : 43.8 44.9 66.8 66.6 32.3 41.5 50.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, October 13, 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 : 18,724: 330 84 20 17,860 18,414 18,210 18,518: 514 206
Old : 18,724: 330 84 20 17,860 18,414 18,210 18,518: 514 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.4 0.1 95.4 98.3 97.3 98.9: 2.7 1.1
Old : 100.0: 1.8 0.4 0.1 95.4 98.3 97.3 98.9: 2.7 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 : 37: 1 1 1 27 31 28 33:
Old : 37: 1 1 1 27 31 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 44.7 56.4 65.6 27.8 35.3 40.1 44.4
Old : 34.1 44.7 56.4 65.6 27.8 35.3 40.1 44.4
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, October 13, 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 : 8,618: 310 0 0 7,555 8,003 7,865 8,003: 753 615
Old : 8,618: 310 0 0 7,555 8,003 7,865 8,003: 753 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 201: 0 0 0 -69 111 -69 111: 270 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 87.7 92.9 91.3 92.9: 8.7 7.1
Old : 100.0: 3.6 0.0 0.0 87.7 92.9 91.3 92.9: 8.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 22 21 23 21:
Old : 26: 1 0 0 22 21 23 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 : 36.0 54.6 56.2 76.2 29.3 44.5 43.3 52.1
Old : 36.0 54.6 56.2 76.2 29.3 44.5 43.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
Commitments of Traders - Futures Only, October 13, 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 : 13,169: 280 0 125 12,477 12,957 12,882 13,082: 287 87
Old : 13,169: 280 0 125 12,477 12,957 12,882 13,082: 287 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 6: 0 0 -35 20 4 -15 -31: 21 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.9 94.7 98.4 97.8 99.3: 2.2 0.7
Old : 100.0: 2.1 0.0 0.9 94.7 98.4 97.8 99.3: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 22 19 23 20:
Old : 28: 1 0 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 46.5 80.5 76.8 58.6 44.3 69.4 59.9
Old : 58.6 46.5 80.5 76.8 58.6 44.3 69.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, October 13, 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 : 9,849: 0 400 137 9,366 9,076 9,503 9,613: 346 236
Old : 9,849: 0 400 137 9,366 9,076 9,503 9,613: 346 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 327: 0 -30 -47 370 424 323 347: 4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 1.4 95.1 92.2 96.5 97.6: 3.5 2.4
Old : 100.0: 0.0 4.1 1.4 95.1 92.2 96.5 97.6: 3.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 28 26 29 27:
Old : 32: 0 1 1 28 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 43.1 58.7 64.7 19.1 27.2 30.9 38.3
Old : 35.7 43.1 58.7 64.7 19.1 27.2 30.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, October 13, 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 : 4,516: 0 165 35 4,056 4,075 4,091 4,275: 425 241
Old : 4,516: 0 165 35 4,056 4,075 4,091 4,275: 425 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 427: 0 105 -25 402 362 377 442: 50 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.8 89.8 90.2 90.6 94.7: 9.4 5.3
Old : 100.0: 0.0 3.7 0.8 89.8 90.2 90.6 94.7: 9.4 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 : 21: 0 1 1 18 16 19 17:
Old : 21: 0 1 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 51.5 64.0 72.9 35.7 32.5 45.3 50.0
Old : 41.6 51.5 64.0 72.9 35.7 32.5 45.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 13, 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 : 1,263,193: 252,327 183,491 301,580 601,526 664,318 1,155,433 1,149,389: 107,760 113,804
Old : 1,263,193: 252,327 183,491 301,580 601,526 664,318 1,155,433 1,149,389: 107,760 113,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 14,676: 16,758 -2,072 22,715 -30,137 -11,632 9,336 9,011: 5,340 5,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.5 23.9 47.6 52.6 91.5 91.0: 8.5 9.0
Old : 100.0: 20.0 14.5 23.9 47.6 52.6 91.5 91.0: 8.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 116 111 159 84 96 298 280:
Old : 341: 116 111 159 84 96 298 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.6 28.4 22.9 13.8 8.5 19.0 13.6
Old : 19.4 12.6 28.4 22.9 13.8 8.5 19.0 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, October 13, 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 : 215,443: 35,429 35,812 1,101 149,586 135,703 186,116 172,616: 29,327 42,827
Old : 215,443: 35,429 35,812 1,101 149,586 135,703 186,116 172,616: 29,327 42,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 4,590: 280 448 208 11,995 6,276 12,483 6,932: -7,893 -2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.6 0.5 69.4 63.0 86.4 80.1: 13.6 19.9
Old : 100.0: 16.4 16.6 0.5 69.4 63.0 86.4 80.1: 13.6 19.9
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: 3 5 4 28 28 33 35:
Old : 38: 3 5 4 28 28 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.6 55.6 53.3 35.1 28.9 51.8 44.2
Old : 35.3 35.6 55.6 53.3 35.1 28.9 51.8 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, October 13, 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 : 75,163: 152 1,980 200 72,356 71,153 72,708 73,333: 2,455 1,830
Old : 75,163: 152 1,980 200 72,356 71,153 72,708 73,333: 2,455 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 4,688: 0 -50 0 3,538 3,588 3,538 3,538: 1,150 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.6 0.3 96.3 94.7 96.7 97.6: 3.3 2.4
Old : 100.0: 0.2 2.6 0.3 96.3 94.7 96.7 97.6: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 2 5 3 46 51 51 57:
Old : 63: 2 5 3 46 51 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 29.4 57.4 46.0 29.2 12.3 34.1 20.6
Old : 39.5 29.4 57.4 46.0 29.2 12.3 34.1 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 13, 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 : 174,751: 20,515 43,561 16,460 132,143 105,303 169,118 165,324: 5,633 9,427
Old : 174,751: 20,515 43,561 16,460 132,143 105,303 169,118 165,324: 5,633 9,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 853: 245 -303 2,699 -1,999 -1,782 945 614: -92 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.9 9.4 75.6 60.3 96.8 94.6: 3.2 5.4
Old : 100.0: 11.7 24.9 9.4 75.6 60.3 96.8 94.6: 3.2 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: 6 16 18 25 25 46 45:
Old : 49: 6 16 18 25 25 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 32.7 61.1 49.5 25.9 16.4 36.0 24.5
Old : 46.7 32.7 61.1 49.5 25.9 16.4 36.0 24.5
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, October 13, 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 : 40,385: 3,284 2,825 2,229 30,980 32,875 36,493 37,929: 3,892 2,456
Old : 40,385: 3,284 2,825 2,229 30,980 32,875 36,493 37,929: 3,892 2,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -888: 791 -700 -97 -1,600 200 -906 -597: 18 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 7.0 5.5 76.7 81.4 90.4 93.9: 9.6 6.1
Old : 100.0: 8.1 7.0 5.5 76.7 81.4 90.4 93.9: 9.6 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 : 24: 3 3 6 15 16 22 22:
Old : 24: 3 3 6 15 16 22 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 : 43.3 49.3 65.8 71.0 28.4 28.6 33.9 36.3
Old : 43.3 49.3 65.8 71.0 28.4 28.6 33.9 36.3
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, October 13, 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 : 105,947: 4,755 2,001 1,645 68,878 78,245 75,278 81,891: 30,669 24,056
Old : 105,947: 4,755 2,001 1,645 68,878 78,245 75,278 81,891: 30,669 24,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 439: 0 0 0 -46 133 -46 133: 485 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.9 1.6 65.0 73.9 71.1 77.3: 28.9 22.7
Old : 100.0: 4.5 1.9 1.6 65.0 73.9 71.1 77.3: 28.9 22.7
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 : 24: 2 1 2 20 19 23 21:
Old : 24: 2 1 2 20 19 23 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 : 32.3 33.9 47.5 54.4 22.9 29.5 32.8 39.6
Old : 32.3 33.9 47.5 54.4 22.9 29.5 32.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, October 13, 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 : 39,763: 0 1,368 0 39,568 38,293 39,568 39,661: 195 102
Old : 39,763: 0 1,368 0 39,568 38,293 39,568 39,661: 195 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 150: 0 0 0 150 450 150 450: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 99.5 96.3 99.5 99.7: 0.5 0.3
Old : 100.0: 0.0 3.4 0.0 99.5 96.3 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 : 43: 0 3 0 26 37 26 40:
Old : 43: 0 3 0 26 37 26 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 36.4 80.1 55.6 63.1 34.0 69.4 49.6
Old : 69.7 36.4 80.1 55.6 63.1 34.0 69.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 13, 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 : 21,914: 14,068 2,341 70 4,638 18,880 18,776 21,291: 3,138 623
Old : 21,914: 14,068 2,341 70 4,638 18,880 18,776 21,291: 3,138 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 691: 218 -152 5 360 856 583 709: 108 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 10.7 0.3 21.2 86.2 85.7 97.2: 14.3 2.8
Old : 100.0: 64.2 10.7 0.3 21.2 86.2 85.7 97.2: 14.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 84 11 1 12 29 97 40:
Old : 135: 84 11 1 12 29 97 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 46.5 42.1 62.7 28.5 46.5 42.1 62.6
Old : 28.5 46.5 42.1 62.7 28.5 46.5 42.1 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 13, 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 : 31,813: 21,518 2,109 40 5,011 28,502 26,569 30,651: 5,244 1,162
Old : 31,813: 21,518 2,109 40 5,011 28,502 26,569 30,651: 5,244 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,070: 1,562 108 6 167 1,905 1,735 2,019: 335 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 6.6 0.1 15.8 89.6 83.5 96.3: 16.5 3.7
Old : 100.0: 67.6 6.6 0.1 15.8 89.6 83.5 96.3: 16.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 85 10 2 14 32 100 43:
Old : 138: 85 10 2 14 32 100 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 : 19.1 31.1 32.0 50.5 19.1 31.0 32.0 50.4
Old : 19.1 31.1 32.0 50.5 19.1 31.0 32.0 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, October 13, 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 : 205,367: 53,162 13,457 19,590 113,496 155,788 186,248 188,835: 19,119 16,532
Old : 205,367: 53,162 13,457 19,590 113,496 155,788 186,248 188,835: 19,119 16,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 9,571: 2,985 -1,406 6,141 -4,317 3,397 4,809 8,132: 4,762 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.6 9.5 55.3 75.9 90.7 92.0: 9.3 8.0
Old : 100.0: 25.9 6.6 9.5 55.3 75.9 90.7 92.0: 9.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 42 25 34 68 87 129 129:
Old : 162: 42 25 34 68 87 129 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.7 29.8 30.9 16.5 13.1 25.2 21.4
Old : 19.0 18.7 29.8 30.9 16.5 13.1 25.2 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, October 13, 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 : 21,618: 1,124 0 285 14,971 14,748 16,380 15,033: 5,238 6,585
Old : 21,618: 1,124 0 285 14,971 14,748 16,380 15,033: 5,238 6,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 916: 0 0 0 351 536 351 536: 565 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 1.3 69.3 68.2 75.8 69.5: 24.2 30.5
Old : 100.0: 5.2 0.0 1.3 69.3 68.2 75.8 69.5: 24.2 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 15 16 17 18:
Old : 21: 2 0 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 36.5 67.9 54.1 53.5 34.5 60.8 48.4
Old : 56.8 36.5 67.9 54.1 53.5 34.5 60.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, October 13, 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 : 9,494: 2,004 150 50 6,857 8,638 8,911 8,838: 583 656
Old : 9,494: 2,004 150 50 6,857 8,638 8,911 8,838: 583 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 728: 0 50 0 640 590 640 640: 88 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.6 0.5 72.2 91.0 93.9 93.1: 6.1 6.9
Old : 100.0: 21.1 1.6 0.5 72.2 91.0 93.9 93.1: 6.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 1 26 34 31 36:
Old : 45: 4 2 1 26 34 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 33.6 60.2 52.8 27.6 32.1 45.0 43.9
Old : 40.3 33.6 60.2 52.8 27.6 32.1 45.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, October 13, 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 : 38,600: 3,010 180 0 34,397 38,360 37,407 38,540: 1,193 60
Old : 38,600: 3,010 180 0 34,397 38,360 37,407 38,540: 1,193 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,965: 290 0 -60 1,680 2,030 1,910 1,970: 55 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.5 0.0 89.1 99.4 96.9 99.8: 3.1 0.2
Old : 100.0: 7.8 0.5 0.0 89.1 99.4 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 : 45: 4 1 0 33 29 37 30:
Old : 45: 4 1 0 33 29 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 67.7 57.7 82.6 39.0 53.2 51.0 64.6
Old : 41.3 67.7 57.7 82.6 39.0 53.2 51.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, October 13, 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 : 19,130: 915 0 0 18,005 17,870 18,920 17,870: 210 1,260
Old : 19,130: 915 0 0 18,005 17,870 18,920 17,870: 210 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 94.1 93.4 98.9 93.4: 1.1 6.6
Old : 100.0: 4.8 0.0 0.0 94.1 93.4 98.9 93.4: 1.1 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 : 32: 2 0 0 25 16 27 16:
Old : 32: 2 0 0 25 16 27 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 : 52.3 84.3 75.9 89.6 48.1 78.5 70.0 80.6
Old : 52.3 84.3 75.9 89.6 48.1 78.5 70.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, October 13, 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 : 13,692: 100 50 75 12,817 13,267 12,992 13,392: 700 300
Old : 13,692: 100 50 75 12,817 13,267 12,992 13,392: 700 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 596: 0 0 75 -179 521 -104 596: 700 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.4 0.5 93.6 96.9 94.9 97.8: 5.1 2.2
Old : 100.0: 0.7 0.4 0.5 93.6 96.9 94.9 97.8: 5.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 1 25 27 27 29:
Old : 42: 1 1 1 25 27 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 52.4 68.9 71.1 26.4 31.3 37.3 40.0
Old : 54.0 52.4 68.9 71.1 26.4 31.3 37.3 40.0
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, October 13, 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 : 3,944: 372 121 0 2,348 2,844 2,720 2,965: 1,224 979
Old : 3,944: 372 121 0 2,348 2,844 2,720 2,965: 1,224 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 96: 0 0 0 103 60 103 60: -7 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.1 0.0 59.5 72.1 69.0 75.2: 31.0 24.8
Old : 100.0: 9.4 3.1 0.0 59.5 72.1 69.0 75.2: 31.0 24.8
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 2 0 17 15 19 17:
Old : 24: 2 2 0 17 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 39.0 58.2 60.3 43.6 35.8 54.4 54.8
Old : 43.7 39.0 58.2 60.3 43.6 35.8 54.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, October 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,032: 300 0 0 15,372 16,007 15,672 16,007: 360 25
Old : 16,032: 300 0 0 15,372 16,007 15,672 16,007: 360 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,546: 0 0 0 1,521 1,521 1,521 1,521: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 95.9 99.8 97.8 99.8: 2.2 0.2
Old : 100.0: 1.9 0.0 0.0 95.9 99.8 97.8 99.8: 2.2 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 : 26: 1 0 0 22 18 23 18:
Old : 26: 1 0 0 22 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 65.0 74.6 86.1 49.1 55.3 62.0 66.4
Old : 52.8 65.0 74.6 86.1 49.1 55.3 62.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, October 13, 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 : 19,055: 2,977 358 0 15,542 18,512 18,519 18,870: 536 185
Old : 19,055: 2,977 358 0 15,542 18,512 18,519 18,870: 536 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 474: 570 0 0 -288 474 282 474: 192 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.9 0.0 81.6 97.2 97.2 99.0: 2.8 1.0
Old : 100.0: 15.6 1.9 0.0 81.6 97.2 97.2 99.0: 2.8 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 : 42: 5 1 0 26 31 31 32:
Old : 42: 5 1 0 26 31 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 36.5 50.8 59.8 20.9 32.1 33.9 42.3
Old : 31.3 36.5 50.8 59.8 20.9 32.1 33.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, October 13, 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 : 9,632: 826 267 18 8,607 9,212 9,451 9,497: 181 135
Old : 9,632: 826 267 18 8,607 9,212 9,451 9,497: 181 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 758: 331 0 0 568 932 899 932: -141 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.8 0.2 89.4 95.6 98.1 98.6: 1.9 1.4
Old : 100.0: 8.6 2.8 0.2 89.4 95.6 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 25 21 26 23:
Old : 30: 1 1 1 25 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 : 44.1 48.8 65.8 73.3 32.2 42.8 48.3 55.5
Old : 44.1 48.8 65.8 73.3 32.2 42.8 48.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, October 13, 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 : 55,832: 11,512 270 1,932 39,334 51,685 52,778 53,887: 3,054 1,945
Old : 55,832: 11,512 270 1,932 39,334 51,685 52,778 53,887: 3,054 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 523: 1,005 0 -639 82 3 448 -636: 75 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 0.5 3.5 70.5 92.6 94.5 96.5: 5.5 3.5
Old : 100.0: 20.6 0.5 3.5 70.5 92.6 94.5 96.5: 5.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 1 3 30 33 38 37:
Old : 45: 8 1 3 30 33 38 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 : 27.4 29.9 47.4 53.2 19.6 25.2 33.0 40.7
Old : 27.4 29.9 47.4 53.2 19.6 25.2 33.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009