GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,349: 75 0 0 31,931 32,126 32,006 32,126: 343 223
Old : 32,349: 75 0 0 31,931 32,126 32,006 32,126: 343 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 4,519: 0 0 0 4,386 4,506 4,386 4,506: 133 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 98.7 99.3 98.9 99.3: 1.1 0.7
Old : 100.0: 0.2 0.0 0.0 98.7 99.3 98.9 99.3: 1.1 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 : 47: 1 0 0 37 33 38 33:
Old : 47: 1 0 0 37 33 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 69.3 75.2 83.6 49.2 64.2 69.3 71.9
Old : 51.8 69.3 75.2 83.6 49.2 64.2 69.3 71.9
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,527: 600 595 280 17,385 17,533 18,265 18,408: 262 119
Old : 18,527: 600 595 280 17,385 17,533 18,265 18,408: 262 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,877: -100 0 0 1,902 1,802 1,802 1,802: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.2 1.5 93.8 94.6 98.6 99.4: 1.4 0.6
Old : 100.0: 3.2 3.2 1.5 93.8 94.6 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 3 30 34 34 38:
Old : 42: 1 2 3 30 34 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.2 64.1 62.6 26.6 29.0 41.4 40.5
Old : 38.1 39.2 64.1 62.6 26.6 29.0 41.4 40.5
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,887: 0 233 53 9,455 9,887 9,508 10,173: 1,379 714
Old : 10,887: 0 233 53 9,455 9,887 9,508 10,173: 1,379 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 999: -167 -16 -9 1,083 1,130 907 1,105: 92 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.5 86.8 90.8 87.3 93.4: 12.7 6.6
Old : 100.0: 0.0 2.1 0.5 86.8 90.8 87.3 93.4: 12.7 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 : 45: 0 3 3 34 40 37 43:
Old : 45: 0 3 3 34 40 37 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 : 36.8 29.0 53.8 48.1 33.9 25.2 45.7 36.6
Old : 36.8 29.0 53.8 48.1 33.9 25.2 45.7 36.6
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,173: 30 65 5 7,382 7,419 7,417 7,489: 756 684
Old : 8,173: 30 65 5 7,382 7,419 7,417 7,489: 756 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 518: -15 0 0 557 569 542 569: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.1 90.3 90.8 90.8 91.6: 9.2 8.4
Old : 100.0: 0.4 0.8 0.1 90.3 90.8 90.8 91.6: 9.2 8.4
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: 1 2 1 40 42 42 44:
Old : 49: 1 2 1 40 42 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 25.0 47.9 43.1 29.2 20.2 38.5 34.0
Old : 33.8 25.0 47.9 43.1 29.2 20.2 38.5 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,652: 0 259 0 3,738 3,723 3,738 3,982: 914 670
Old : 4,652: 0 259 0 3,738 3,723 3,738 3,982: 914 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 466: 0 40 0 401 498 401 538: 65 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 80.4 80.0 80.4 85.6: 19.6 14.4
Old : 100.0: 0.0 5.6 0.0 80.4 80.0 80.4 85.6: 19.6 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 1 0 19 22 19 23:
Old : 25: 0 1 0 19 22 19 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 : 49.0 39.6 64.0 58.3 44.4 37.3 53.9 52.2
Old : 49.0 39.6 64.0 58.3 44.4 37.3 53.9 52.2
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 254,380: 19,981 14,537 50,517 149,260 160,207 219,758 225,261: 34,622 29,119
Old : 254,380: 19,981 14,537 50,517 149,260 160,207 219,758 225,261: 34,622 29,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 4,932: -3,400 -1,091 1,935 6,089 3,769 4,625 4,614: 307 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.7 19.9 58.7 63.0 86.4 88.6: 13.6 11.4
Old : 100.0: 7.9 5.7 19.9 58.7 63.0 86.4 88.6: 13.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 23 24 39 68 72 116 117:
Old : 131: 23 24 39 68 72 116 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.9 35.2 34.7 14.8 15.7 19.7 21.4
Old : 24.5 22.9 35.2 34.7 14.8 15.7 19.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 9,665: 1,938 1,177 4,765 2,365 2,988 9,067 8,929: 598 736
Old : 9,665: 1,938 1,177 4,765 2,365 2,988 9,067 8,929: 598 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 260: 105 -13 91 28 151 224 229: 36 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.2 49.3 24.5 30.9 93.8 92.4: 6.2 7.6
Old : 100.0: 20.0 12.2 49.3 24.5 30.9 93.8 92.4: 6.2 7.6
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: 6 3 9 11 11 20 20:
Old : 20: 6 3 9 11 11 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 : 49.9 54.6 70.8 75.9 18.4 22.3 30.3 28.8
Old : 49.9 54.6 70.8 75.9 18.4 22.3 30.3 28.8
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 13,946: 153 1,038 580 13,073 12,188 13,806 13,806: 140 140
Old : 13,946: 153 1,038 580 13,073 12,188 13,806 13,806: 140 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,340: 50 0 200 2,090 2,140 2,340 2,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.4 4.2 93.7 87.4 99.0 99.0: 1.0 1.0
Old : 100.0: 1.1 7.4 4.2 93.7 87.4 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 4 1 33 41 35 46:
Old : 53: 2 4 1 33 41 35 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 35.0 66.7 50.4 38.4 34.7 54.8 46.7
Old : 43.6 35.0 66.7 50.4 38.4 34.7 54.8 46.7
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,756: 0 25 0 10,151 10,606 10,151 10,631: 605 125
Old : 10,756: 0 25 0 10,151 10,606 10,151 10,631: 605 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 975: 0 0 0 975 975 975 975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 94.4 98.6 94.4 98.8: 5.6 1.2
Old : 100.0: 0.0 0.2 0.0 94.4 98.6 94.4 98.8: 5.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 0 22 25 22 26:
Old : 33: 0 1 0 22 25 22 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 : 60.1 55.4 75.4 78.4 53.3 53.3 65.2 70.7
Old : 60.1 55.4 75.4 78.4 53.3 53.3 65.2 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,032,094: 122,222 220,580 418,030 409,374 351,638 949,626 990,247: 82,468 41,847
Old : 1,032,094: 122,222 220,580 418,030 409,374 351,638 949,626 990,247: 82,468 41,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 4,951: 17,152 -3,429 -8,012 -6,604 12,797 2,536 1,355: 2,415 3,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.4 40.5 39.7 34.1 92.0 95.9: 8.0 4.1
Old : 100.0: 11.8 21.4 40.5 39.7 34.1 92.0 95.9: 8.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 71 57 83 76 67 194 165:
Old : 213: 71 57 83 76 67 194 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 48.1 47.7 59.6 9.3 19.6 13.2 22.5
Old : 35.8 48.1 47.7 59.6 9.3 19.6 13.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 41,649: 19,105 23,146 6,087 16,200 12,085 41,392 41,319: 256 330
Old : 41,649: 19,105 23,146 6,087 16,200 12,085 41,392 41,319: 256 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 3,679: 2,082 1,112 663 863 1,867 3,608 3,643: 72 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 55.6 14.6 38.9 29.0 99.4 99.2: 0.6 0.8
Old : 100.0: 45.9 55.6 14.6 38.9 29.0 99.4 99.2: 0.6 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 : 30: 8 12 12 8 10 22 28:
Old : 30: 8 12 12 8 10 22 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 : 88.5 66.8 96.0 86.7 62.0 54.3 65.1 62.3
Old : 88.5 66.8 96.0 86.7 62.0 54.3 65.1 62.3
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,903: 0 4,057 2,875 87,732 80,495 90,607 87,427: 6,296 9,476
Old : 96,903: 0 4,057 2,875 87,732 80,495 90,607 87,427: 6,296 9,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,767: 0 771 -226 2,243 -1,254 2,017 -709: -250 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 3.0 90.5 83.1 93.5 90.2: 6.5 9.8
Old : 100.0: 0.0 4.2 3.0 90.5 83.1 93.5 90.2: 6.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 25 25 27 28:
Old : 30: 0 3 2 25 25 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 41.7 68.1 60.0 43.9 34.4 58.0 49.9
Old : 49.9 41.7 68.1 60.0 43.9 34.4 58.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,875: 2,624 2,988 3,852 39,875 29,781 46,351 36,621: 7,524 17,254
Old : 53,875: 2,624 2,988 3,852 39,875 29,781 46,351 36,621: 7,524 17,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 3,028: 0 -2,153 469 2,748 3,499 3,217 1,815: -189 1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.5 7.1 74.0 55.3 86.0 68.0: 14.0 32.0
Old : 100.0: 4.9 5.5 7.1 74.0 55.3 86.0 68.0: 14.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 2 16 13 18 17:
Old : 23: 1 3 2 16 13 18 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 : 38.6 34.1 66.3 53.9 37.9 27.1 59.3 40.9
Old : 38.6 34.1 66.3 53.9 37.9 27.1 59.3 40.9
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,020: 1,709 959 630 76,255 73,135 78,594 74,724: 6,426 10,296
Old : 85,020: 1,709 959 630 76,255 73,135 78,594 74,724: 6,426 10,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,941: -202 12 202 2,658 2,066 2,658 2,280: 283 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.1 0.7 89.7 86.0 92.4 87.9: 7.6 12.1
Old : 100.0: 2.0 1.1 0.7 89.7 86.0 92.4 87.9: 7.6 12.1
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 2 1 27 25 29 27:
Old : 37: 1 2 1 27 25 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 : 46.4 30.8 66.3 50.0 41.1 29.4 55.1 43.4
Old : 46.4 30.8 66.3 50.0 41.1 29.4 55.1 43.4
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,492: 0 0 0 78,908 73,469 78,908 73,469: 13,584 19,023
Old : 92,492: 0 0 0 78,908 73,469 78,908 73,469: 13,584 19,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 4,927: 0 0 0 5,743 10,285 5,743 10,285: -816 -5,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.3 79.4 85.3 79.4: 14.7 20.6
Old : 100.0: 0.0 0.0 0.0 85.3 79.4 85.3 79.4: 14.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 21 21 21:
Old : 24: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 46.3 59.8 61.3 27.6 36.9 42.7 43.8
Old : 35.8 46.3 59.8 61.3 27.6 36.9 42.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,194: 5,580 1,911 3,548 57,687 57,035 66,815 62,494: 6,379 10,700
Old : 73,194: 5,580 1,911 3,548 57,687 57,035 66,815 62,494: 6,379 10,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -898: -1,151 286 -43 -260 -83 -1,454 160: 556 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.6 4.8 78.8 77.9 91.3 85.4: 8.7 14.6
Old : 100.0: 7.6 2.6 4.8 78.8 77.9 91.3 85.4: 8.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 24 24 26 25:
Old : 29: 1 1 1 24 24 26 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 : 55.1 47.0 69.8 66.5 52.8 41.5 63.5 51.8
Old : 55.1 47.0 69.8 66.5 52.8 41.5 63.5 51.8
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,257: 3,082 6,141 4,662 70,883 69,578 78,627 80,381: 8,630 6,876
Old : 87,257: 3,082 6,141 4,662 70,883 69,578 78,627 80,381: 8,630 6,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 4,116: 400 -476 1,208 2,586 4,758 4,194 5,490: -78 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 7.0 5.3 81.2 79.7 90.1 92.1: 9.9 7.9
Old : 100.0: 3.5 7.0 5.3 81.2 79.7 90.1 92.1: 9.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 5 3 24 27 28 33:
Old : 41: 2 5 3 24 27 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 : 43.2 28.2 60.3 44.9 38.2 25.1 48.2 37.2
Old : 43.2 28.2 60.3 44.9 38.2 25.1 48.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,819: 18,805 534 4,615 71,590 82,210 95,010 87,359: 9,809 17,460
Old : 104,819: 18,805 534 4,615 71,590 82,210 95,010 87,359: 9,809 17,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 5,859: 1,283 534 353 3,038 4,122 4,674 5,009: 1,185 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.5 4.4 68.3 78.4 90.6 83.3: 9.4 16.7
Old : 100.0: 17.9 0.5 4.4 68.3 78.4 90.6 83.3: 9.4 16.7
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 : 33: 2 1 3 20 26 23 29:
Old : 33: 2 1 3 20 26 23 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 : 44.9 32.7 70.1 47.2 39.7 31.1 58.0 45.5
Old : 44.9 32.7 70.1 47.2 39.7 31.1 58.0 45.5
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,630: 4,932 7,062 924 27,484 23,362 33,340 31,348: 4,290 6,282
Old : 37,630: 4,932 7,062 924 27,484 23,362 33,340 31,348: 4,290 6,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 805: 1,964 0 -1,256 -149 539 559 -717: 246 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.8 2.5 73.0 62.1 88.6 83.3: 11.4 16.7
Old : 100.0: 13.1 18.8 2.5 73.0 62.1 88.6 83.3: 11.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 15 14 18 17:
Old : 20: 3 1 2 15 14 18 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 : 42.3 48.8 66.8 73.3 35.2 42.0 49.3 50.6
Old : 42.3 48.8 66.8 73.3 35.2 42.0 49.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,505: 630 9,450 17,269 57,021 47,554 74,920 74,273: 5,585 6,232
Old : 80,505: 630 9,450 17,269 57,021 47,554 74,920 74,273: 5,585 6,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -847: 0 1,143 -1,913 1,004 -199 -909 -969: 62 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 11.7 21.5 70.8 59.1 93.1 92.3: 6.9 7.7
Old : 100.0: 0.8 11.7 21.5 70.8 59.1 93.1 92.3: 6.9 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 : 23: 1 3 3 13 13 17 16:
Old : 23: 1 3 3 13 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 54.1 78.6 73.7 39.5 30.8 49.7 45.6
Old : 60.9 54.1 78.6 73.7 39.5 30.8 49.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,403: 0 0 0 47,766 46,771 47,766 46,771: 7,637 8,632
Old : 55,403: 0 0 0 47,766 46,771 47,766 46,771: 7,637 8,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 531: 0 0 0 413 655 413 655: 118 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.2 84.4 86.2 84.4: 13.8 15.6
Old : 100.0: 0.0 0.0 0.0 86.2 84.4 86.2 84.4: 13.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 44.3 64.6 64.6 42.5 33.1 59.8 50.7
Old : 42.7 44.3 64.6 64.6 42.5 33.1 59.8 50.7
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,613: 2,514 4,296 6,447 68,550 64,903 77,511 75,646: 10,102 11,967
Old : 87,613: 2,514 4,296 6,447 68,550 64,903 77,511 75,646: 10,102 11,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,046: 654 915 -64 1,226 1,503 1,816 2,354: 230 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.9 7.4 78.2 74.1 88.5 86.3: 11.5 13.7
Old : 100.0: 2.9 4.9 7.4 78.2 74.1 88.5 86.3: 11.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 4 24 25 29 30:
Old : 37: 2 4 4 24 25 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 25.6 58.2 43.5 34.2 19.1 49.7 31.8
Old : 40.1 25.6 58.2 43.5 34.2 19.1 49.7 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 2,220,522: 92,702 91,417 979,946 1,142,713 1,145,487 2,215,361 2,216,850: 5,162 3,672
Old : 2,220,522: 92,702 91,417 979,946 1,142,713 1,145,487 2,215,361 2,216,850: 5,162 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 140,074: -8,431 17,442 60,592 87,665 62,170 139,826 140,204: 248 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.1 44.1 51.5 51.6 99.8 99.8: 0.2 0.2
Old : 100.0: 4.2 4.1 44.1 51.5 51.6 99.8 99.8: 0.2 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 : 127: 38 28 63 59 57 124 122:
Old : 127: 38 28 63 59 57 124 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 30.1 50.5 48.3 5.7 4.6 7.4 6.6
Old : 34.2 30.1 50.5 48.3 5.7 4.6 7.4 6.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 120,053: 7,250 21,963 18,010 75,751 64,700 101,011 104,673: 19,042 15,380
Old : 120,053: 7,250 21,963 18,010 75,751 64,700 101,011 104,673: 19,042 15,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,979: -1,194 2,590 -1,689 4,438 135 1,555 1,036: 1,424 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 18.3 15.0 63.1 53.9 84.1 87.2: 15.9 12.8
Old : 100.0: 6.0 18.3 15.0 63.1 53.9 84.1 87.2: 15.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 5 23 22 28 28:
Old : 30: 2 4 5 23 22 28 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 : 39.4 30.9 57.2 50.7 20.2 21.3 30.2 33.1
Old : 39.4 30.9 57.2 50.7 20.2 21.3 30.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 123,877: 10,564 1,894 10,686 93,663 97,600 114,913 110,180: 8,964 13,697
Old : 123,877: 10,564 1,894 10,686 93,663 97,600 114,913 110,180: 8,964 13,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 158: -3,326 856 -12 1,794 1,513 -1,544 2,357: 1,702 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 1.5 8.6 75.6 78.8 92.8 88.9: 7.2 11.1
Old : 100.0: 8.5 1.5 8.6 75.6 78.8 92.8 88.9: 7.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 5 20 21 25 26:
Old : 30: 4 1 5 20 21 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 : 52.2 62.2 70.1 73.3 50.8 53.1 62.2 62.1
Old : 52.2 62.2 70.1 73.3 50.8 53.1 62.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 223,328: 10,231 11,577 5,632 191,895 196,336 207,758 213,545: 15,570 9,783
Old : 223,328: 10,231 11,577 5,632 191,895 196,336 207,758 213,545: 15,570 9,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 6,438: -752 3,967 -14 7,785 1,997 7,019 5,950: -581 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.2 2.5 85.9 87.9 93.0 95.6: 7.0 4.4
Old : 100.0: 4.6 5.2 2.5 85.9 87.9 93.0 95.6: 7.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 4 40 32 46 37:
Old : 50: 3 4 4 40 32 46 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 : 30.2 62.0 49.8 75.1 29.2 59.0 46.3 68.3
Old : 30.2 62.0 49.8 75.1 29.2 59.0 46.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 181,620: 0 9,809 5,049 160,914 156,028 165,963 170,886: 15,657 10,734
Old : 181,620: 0 9,809 5,049 160,914 156,028 165,963 170,886: 15,657 10,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -618: 0 151 -393 408 -1,464 15 -1,706: -633 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.8 88.6 85.9 91.4 94.1: 8.6 5.9
Old : 100.0: 0.0 5.4 2.8 88.6 85.9 91.4 94.1: 8.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 3 2 35 31 37 34:
Old : 41: 0 3 2 35 31 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.3 54.0 59.5 23.2 36.9 38.2 52.2
Old : 33.5 37.3 54.0 59.5 23.2 36.9 38.2 52.2
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 253,302: 452 7,925 14,780 219,810 219,184 235,042 241,889: 18,260 11,413
Old : 253,302: 452 7,925 14,780 219,810 219,184 235,042 241,889: 18,260 11,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 3,282: -792 1,998 -229 3,319 1,692 2,298 3,461: 984 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.1 5.8 86.8 86.5 92.8 95.5: 7.2 4.5
Old : 100.0: 0.2 3.1 5.8 86.8 86.5 92.8 95.5: 7.2 4.5
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 : 53: 1 4 5 41 43 46 48:
Old : 53: 1 4 5 41 43 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 31.1 47.4 48.5 24.9 27.3 36.7 38.7
Old : 30.0 31.1 47.4 48.5 24.9 27.3 36.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 215,377: 4,204 22,579 17,961 183,685 167,126 205,850 207,666: 9,527 7,711
Old : 215,377: 4,204 22,579 17,961 183,685 167,126 205,850 207,666: 9,527 7,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,380: 0 -761 -650 1,640 2,750 990 1,339: 1,390 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.5 8.3 85.3 77.6 95.6 96.4: 4.4 3.6
Old : 100.0: 2.0 10.5 8.3 85.3 77.6 95.6 96.4: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 5 5 34 32 40 38:
Old : 44: 2 5 5 34 32 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 32.9 56.5 52.9 31.8 22.8 45.7 34.3
Old : 34.6 32.9 56.5 52.9 31.8 22.8 45.7 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,582: 0 1,504 0 41,169 38,456 41,169 39,960: 7,413 8,622
Old : 48,582: 0 1,504 0 41,169 38,456 41,169 39,960: 7,413 8,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,655: 0 0 0 1,260 1,289 1,260 1,289: 395 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 84.7 79.2 84.7 82.3: 15.3 17.7
Old : 100.0: 0.0 3.1 0.0 84.7 79.2 84.7 82.3: 15.3 17.7
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 : 21: 0 1 0 17 16 17 17:
Old : 21: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 43.4 71.3 60.8 40.5 31.9 50.8 44.2
Old : 46.4 43.4 71.3 60.8 40.5 31.9 50.8 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,509,396: 878,919 169,891 1,186,489 1,417,621 2,134,739 3,483,029 3,491,119: 26,367 18,277
Old : 3,509,396: 878,919 169,891 1,186,489 1,417,621 2,134,739 3,483,029 3,491,119: 26,367 18,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 50,620: -31,792 11,523 17,001 68,565 23,543 53,774 52,067: -3,154 -1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 33.8 40.4 60.8 99.2 99.5: 0.8 0.5
Old : 100.0: 25.0 4.8 33.8 40.4 60.8 99.2 99.5: 0.8 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 : 161: 29 24 47 103 94 154 145:
Old : 161: 29 24 47 103 94 154 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 35.4 51.3 49.9 22.0 20.3 25.6 28.5
Old : 41.0 35.4 51.3 49.9 22.0 20.3 25.6 28.5
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,231,652: 207,306 357,028 325,325 693,359 545,710 1,225,990 1,228,063: 5,662 3,589
Old : 1,231,652: 207,306 357,028 325,325 693,359 545,710 1,225,990 1,228,063: 5,662 3,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 44,023: 4,409 -22,681 32,020 7,620 33,948 44,049 43,287: -26 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 29.0 26.4 56.3 44.3 99.5 99.7: 0.5 0.3
Old : 100.0: 16.8 29.0 26.4 56.3 44.3 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 : 87: 22 27 39 37 34 79 80:
Old : 87: 22 27 39 37 34 79 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 45.2 52.5 59.2 21.9 30.4 34.1 38.1
Old : 31.1 45.2 52.5 59.2 21.9 30.4 34.1 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,289: 350 0 250 3,589 3,939 4,189 4,189: 100 100
Old : 4,289: 350 0 250 3,589 3,939 4,189 4,189: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 856: 0 0 50 806 806 856 856: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 5.8 83.7 91.8 97.7 97.7: 2.3 2.3
Old : 100.0: 8.2 0.0 5.8 83.7 91.8 97.7 97.7: 2.3 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 : 23: 1 0 1 13 18 14 19:
Old : 23: 1 0 1 13 18 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 56.0 85.2 78.3 44.4 37.3 53.0 46.0
Old : 57.8 56.0 85.2 78.3 44.4 37.3 53.0 46.0
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 99,764: 3,282 441 11,153 83,774 87,717 98,210 99,312: 1,554 452
Old : 99,764: 3,282 441 11,153 83,774 87,717 98,210 99,312: 1,554 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,108: 484 12 14 1,600 2,073 2,097 2,099: 11 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 11.2 84.0 87.9 98.4 99.5: 1.6 0.5
Old : 100.0: 3.3 0.4 11.2 84.0 87.9 98.4 99.5: 1.6 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 : 41: 6 3 7 30 29 39 36:
Old : 41: 6 3 7 30 29 39 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 : 41.7 43.8 63.2 66.4 10.3 12.8 14.9 17.6
Old : 41.7 43.8 63.2 66.4 10.3 12.8 14.9 17.6
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Old : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 46: 0 0 0 46 46 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 3.1
Old : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 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 : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 75.4
Old : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 75.4
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 36,390: 2,692 0 599 31,899 35,095 35,190 35,694: 1,200 696
Old : 36,390: 2,692 0 599 31,899 35,095 35,190 35,694: 1,200 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,906: -0 0 29 1,795 1,677 1,823 1,706: 83 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 1.6 87.7 96.4 96.7 98.1: 3.3 1.9
Old : 100.0: 7.4 0.0 1.6 87.7 96.4 96.7 98.1: 3.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 22 20 24 22:
Old : 26: 2 0 2 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 77.0 75.7 90.1 23.5 31.7 31.9 35.8
Old : 54.3 77.0 75.7 90.1 23.5 31.7 31.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,618: 0 0 0 12,470 12,404 12,470 12,404: 1,148 1,214
Old : 13,618: 0 0 0 12,470 12,404 12,470 12,404: 1,148 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 292: 0 -40 0 348 416 348 376: -56 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 91.1 91.6 91.1: 8.4 8.9
Old : 100.0: 0.0 0.0 0.0 91.6 91.1 91.6 91.1: 8.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 16 17 16:
Old : 21: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 60.2 70.7 77.9 36.8 44.1 51.3 57.1
Old : 47.2 60.2 70.7 77.9 36.8 44.1 51.3 57.1
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 33,820: 40 720 720 30,163 31,711 30,923 33,151: 2,897 669
Old : 33,820: 40 720 720 30,163 31,711 30,923 33,151: 2,897 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 250: 0 0 0 130 250 130 250: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 2.1 89.2 93.8 91.4 98.0: 8.6 2.0
Old : 100.0: 0.1 2.1 2.1 89.2 93.8 91.4 98.0: 8.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 24 21 26 22:
Old : 27: 1 1 1 24 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 50.7 65.7 72.4 19.6 21.6 27.4 31.9
Old : 49.4 50.7 65.7 72.4 19.6 21.6 27.4 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,302: 100 0 20 28,970 28,380 29,090 28,400: 212 902
Old : 29,302: 100 0 20 28,970 28,380 29,090 28,400: 212 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -22: 20 0 0 -54 -22 -34 -22: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 98.9 96.9 99.3 96.9: 0.7 3.1
Old : 100.0: 0.3 0.0 0.1 98.9 96.9 99.3 96.9: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 19 23 20:
Old : 27: 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 : 61.8 74.7 83.9 84.5 57.2 73.6 77.0 80.6
Old : 61.8 74.7 83.9 84.5 57.2 73.6 77.0 80.6
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 9,776: 2 522 76 8,135 8,512 8,213 9,110: 1,563 666
Old : 9,776: 2 522 76 8,135 8,512 8,213 9,110: 1,563 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 39: 2 13 25 58 1 85 39: -46 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.8 83.2 87.1 84.0 93.2: 16.0 6.8
Old : 100.0: 0.0 5.3 0.8 83.2 87.1 84.0 93.2: 16.0 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 : 21: 1 1 2 17 17 19 19:
Old : 21: 1 1 2 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 44.8 68.8 72.4 23.3 21.6 27.6 35.1
Old : 49.0 44.8 68.8 72.4 23.3 21.6 27.6 35.1
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,524: 40 0 0 10,180 9,660 10,220 9,660: 304 864
Old : 10,524: 40 0 0 10,180 9,660 10,220 9,660: 304 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 96: 0 0 0 76 -90 76 -90: 20 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.7 91.8 97.1 91.8: 2.9 8.2
Old : 100.0: 0.4 0.0 0.0 96.7 91.8 97.1 91.8: 2.9 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 22 19 23 19:
Old : 27: 1 0 0 22 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 44.1 73.8 76.7 42.2 32.1 59.8 51.7
Old : 45.3 44.1 73.8 76.7 42.2 32.1 59.8 51.7
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,069: 0 0 0 15,995 15,495 15,995 15,495: 74 574
Old : 16,069: 0 0 0 15,995 15,495 15,995 15,495: 74 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,425: 0 0 0 1,371 1,255 1,371 1,255: 54 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 96.4 99.5 96.4: 0.5 3.6
Old : 100.0: 0.0 0.0 0.0 99.5 96.4 99.5 96.4: 0.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 21 23 21:
Old : 26: 0 0 0 23 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 : 70.4 53.4 90.2 77.7 60.1 40.4 62.7 52.8
Old : 70.4 53.4 90.2 77.7 60.1 40.4 62.7 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,143,439: 222,374 98,917 1,317,329 1,513,613 1,641,095 3,053,316 3,057,342: 90,122 86,097
Old : 3,143,439: 222,374 98,917 1,317,329 1,513,613 1,641,095 3,053,316 3,057,342: 90,122 86,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 129,506: 21,004 428 61,421 32,382 61,803 114,806 123,652: 14,701 5,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.1 41.9 48.2 52.2 97.1 97.3: 2.9 2.7
Old : 100.0: 7.1 3.1 41.9 48.2 52.2 97.1 97.3: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 102 86 140 79 90 253 252:
Old : 290: 102 86 140 79 90 253 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 33.7 47.3 47.9 4.5 3.4 6.3 5.0
Old : 33.4 33.7 47.3 47.9 4.5 3.4 6.3 5.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 148,789: 5,489 16,023 48,556 93,075 81,535 147,120 146,113: 1,669 2,676
Old : 148,789: 5,489 16,023 48,556 93,075 81,535 147,120 146,113: 1,669 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 15,342: -369 458 11,610 3,993 4,480 15,233 16,548: 109 -1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 10.8 32.6 62.6 54.8 98.9 98.2: 1.1 1.8
Old : 100.0: 3.7 10.8 32.6 62.6 54.8 98.9 98.2: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 8 10 11 10 21 21:
Old : 27: 3 8 10 11 10 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 59.3 87.3 82.0 42.1 36.8 50.7 46.6
Old : 72.5 59.3 87.3 82.0 42.1 36.8 50.7 46.6
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 175,878: 22,168 11,698 13,466 100,660 109,492 136,294 134,656: 39,584 41,222
Old : 175,878: 22,168 11,698 13,466 100,660 109,492 136,294 134,656: 39,584 41,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,712: -1,226 1,045 396 1,926 -1,538 1,096 -97: 616 1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.7 7.7 57.2 62.3 77.5 76.6: 22.5 23.4
Old : 100.0: 12.6 6.7 7.7 57.2 62.3 77.5 76.6: 22.5 23.4
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: 5 3 5 22 23 28 30:
Old : 32: 5 3 5 22 23 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 24.6 52.2 41.8 29.0 21.0 38.2 32.8
Old : 35.9 24.6 52.2 41.8 29.0 21.0 38.2 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 303,057: 21,373 18,219 131,161 147,418 151,347 299,952 300,727: 3,105 2,330
Old : 303,057: 21,373 18,219 131,161 147,418 151,347 299,952 300,727: 3,105 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 8,939: -610 1,610 658 9,273 6,806 9,320 9,074: -382 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.0 43.3 48.6 49.9 99.0 99.2: 1.0 0.8
Old : 100.0: 7.1 6.0 43.3 48.6 49.9 99.0 99.2: 1.0 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 : 77: 28 20 38 29 29 70 74:
Old : 77: 28 20 38 29 29 70 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 29.4 46.0 48.6 6.1 7.7 8.5 10.7
Old : 26.2 29.4 46.0 48.6 6.1 7.7 8.5 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 490,773: 21,884 10,573 92,971 365,380 372,521 480,235 476,065: 10,538 14,708
Old : 490,773: 21,884 10,573 92,971 365,380 372,521 480,235 476,065: 10,538 14,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 30,493: 1,283 -58 4,328 24,357 25,607 29,967 29,876: 526 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.2 18.9 74.4 75.9 97.9 97.0: 2.1 3.0
Old : 100.0: 4.5 2.2 18.9 74.4 75.9 97.9 97.0: 2.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 3 10 34 34 44 44:
Old : 45: 7 3 10 34 34 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 32.4 52.2 49.1 11.9 13.1 16.6 17.6
Old : 34.2 32.4 52.2 49.1 11.9 13.1 16.6 17.6
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 48,593: 815 2,597 600 46,278 44,296 47,693 47,493: 900 1,100
Old : 48,593: 815 2,597 600 46,278 44,296 47,693 47,493: 900 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,738: 50 0 -25 1,975 1,963 2,000 1,938: -262 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.3 1.2 95.2 91.2 98.1 97.7: 1.9 2.3
Old : 100.0: 1.7 5.3 1.2 95.2 91.2 98.1 97.7: 1.9 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 : 56: 3 3 3 40 41 45 46:
Old : 56: 3 3 3 40 41 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 37.3 66.6 56.0 36.9 28.0 45.1 39.1
Old : 48.4 37.3 66.6 56.0 36.9 28.0 45.1 39.1
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 169,194: 18,146 32,656 26,687 115,829 101,742 160,662 161,085: 8,532 8,109
Old : 169,194: 18,146 32,656 26,687 115,829 101,742 160,662 161,085: 8,532 8,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -452: -1,103 -506 643 237 -561 -223 -424: -229 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.3 15.8 68.5 60.1 95.0 95.2: 5.0 4.8
Old : 100.0: 10.7 19.3 15.8 68.5 60.1 95.0 95.2: 5.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 17 21 21 20 44 43:
Old : 46: 8 17 21 21 20 44 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 : 38.7 36.2 59.7 59.9 16.2 16.4 26.0 21.8
Old : 38.7 36.2 59.7 59.9 16.2 16.4 26.0 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 61,742: 0 7,010 195 52,150 43,438 52,345 50,643: 9,397 11,099
Old : 61,742: 0 7,010 195 52,150 43,438 52,345 50,643: 9,397 11,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -190: 0 -690 185 -440 840 -255 335: 65 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 0.3 84.5 70.4 84.8 82.0: 15.2 18.0
Old : 100.0: 0.0 11.4 0.3 84.5 70.4 84.8 82.0: 15.2 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 21 18 22 20:
Old : 27: 0 2 1 21 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 44.1 71.5 63.9 37.6 31.6 45.0 40.5
Old : 55.8 44.1 71.5 63.9 37.6 31.6 45.0 40.5
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,912: 0 495 65 19,847 19,352 19,912 19,912: 0 0
Old : 19,912: 0 495 65 19,847 19,352 19,912 19,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 140: 0 75 0 140 65 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.3 99.7 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.5 0.3 99.7 97.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 1 25 30 26 34:
Old : 38: 0 4 1 25 30 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.8 77.3 63.2 45.1 37.5 61.3 52.8
Old : 50.9 41.8 77.3 63.2 45.1 37.5 61.3 52.8
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,819: 8,914 3,543 50 2,235 8,183 11,199 11,776: 1,620 1,043
Old : 12,819: 8,914 3,543 50 2,235 8,183 11,199 11,776: 1,620 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -237: -91 343 0 -108 -635 -199 -292: -38 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 27.6 0.4 17.4 63.8 87.4 91.9: 12.6 8.1
Old : 100.0: 69.5 27.6 0.4 17.4 63.8 87.4 91.9: 12.6 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 : 94: 37 23 2 20 16 58 40:
Old : 94: 37 23 2 20 16 58 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 : 40.2 47.1 50.3 61.8 40.2 46.6 50.3 61.4
Old : 40.2 47.1 50.3 61.8 40.2 46.6 50.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 16,054: 8,361 2,439 61 5,382 12,011 13,804 14,511: 2,250 1,543
Old : 16,054: 8,361 2,439 61 5,382 12,011 13,804 14,511: 2,250 1,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -1,271: -632 331 -80 -184 -1,450 -896 -1,199: -375 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.2 0.4 33.5 74.8 86.0 90.4: 14.0 9.6
Old : 100.0: 52.1 15.2 0.4 33.5 74.8 86.0 90.4: 14.0 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 : 77: 30 15 3 15 20 47 36:
Old : 77: 30 15 3 15 20 47 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 : 37.1 38.6 51.6 59.5 37.1 38.6 51.6 59.5
Old : 37.1 38.6 51.6 59.5 37.1 38.6 51.6 59.5
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 211,412: 57,130 5,788 33,339 105,769 159,880 196,238 199,008: 15,173 12,404
Old : 211,412: 57,130 5,788 33,339 105,769 159,880 196,238 199,008: 15,173 12,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 17,074: 5,440 -507 3,567 7,323 14,633 16,330 17,693: 744 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 2.7 15.8 50.0 75.6 92.8 94.1: 7.2 5.9
Old : 100.0: 27.0 2.7 15.8 50.0 75.6 92.8 94.1: 7.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 39 25 32 73 88 129 130:
Old : 161: 39 25 32 73 88 129 130:
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 : 21.8 26.3 34.4 37.4 15.4 14.3 23.7 20.8
Old : 21.8 26.3 34.4 37.4 15.4 14.3 23.7 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 14,690: 1,340 0 150 12,511 13,610 14,001 13,760: 689 930
Old : 14,690: 1,340 0 150 12,511 13,610 14,001 13,760: 689 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 605: -510 0 150 1,200 305 840 455: -235 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 1.0 85.2 92.6 95.3 93.7: 4.7 6.3
Old : 100.0: 9.1 0.0 1.0 85.2 92.6 95.3 93.7: 4.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 15 19 16 20:
Old : 23: 1 0 1 15 19 16 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 : 70.6 63.6 86.5 76.4 51.3 37.3 55.8 46.7
Old : 70.6 63.6 86.5 76.4 51.3 37.3 55.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,702: 100 50 150 6,252 6,302 6,502 6,502: 200 200
Old : 6,702: 100 50 150 6,252 6,302 6,502 6,502: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 375: 0 0 0 375 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.7 2.2 93.3 94.0 97.0 97.0: 3.0 3.0
Old : 100.0: 1.5 0.7 2.2 93.3 94.0 97.0 97.0: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 27 23 30 25:
Old : 35: 1 1 2 27 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 37.9 58.3 60.5 17.8 24.9 28.2 36.1
Old : 39.5 37.9 58.3 60.5 17.8 24.9 28.2 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,219: 830 639 34 17,274 18,538 18,138 19,211: 1,081 8
Old : 19,219: 830 639 34 17,274 18,538 18,138 19,211: 1,081 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 2,125: -550 150 30 2,570 1,945 2,050 2,125: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.3 0.2 89.9 96.5 94.4 100.0: 5.6 0.0
Old : 100.0: 4.3 3.3 0.2 89.9 96.5 94.4 100.0: 5.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 2 1 28 25 30 28:
Old : 40: 2 2 1 28 25 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 65.0 66.9 83.8 47.4 62.7 64.6 78.9
Old : 47.6 65.0 66.9 83.8 47.4 62.7 64.6 78.9
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,293: 100 0 200 7,662 8,358 7,962 8,558: 1,331 735
Old : 9,293: 100 0 200 7,662 8,358 7,962 8,558: 1,331 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,725: 0 0 0 1,925 1,775 1,925 1,775: -200 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.2 82.4 89.9 85.7 92.1: 14.3 7.9
Old : 100.0: 1.1 0.0 2.2 82.4 89.9 85.7 92.1: 14.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 17 14 18 15:
Old : 22: 1 0 1 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 : 45.5 75.8 66.8 85.7 40.3 65.3 57.9 70.1
Old : 45.5 75.8 66.8 85.7 40.3 65.3 57.9 70.1
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,315: 50 300 0 6,265 5,890 6,315 6,190: 0 125
Old : 6,315: 50 300 0 6,265 5,890 6,315 6,190: 0 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -50: 0 0 0 -25 -175 -25 -175: -25 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.8 0.0 99.2 93.3 100.0 98.0: 0.0 2.0
Old : 100.0: 0.8 4.8 0.0 99.2 93.3 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 21 20 22 21:
Old : 34: 1 1 0 21 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 62.4 74.2 81.4 46.5 61.2 69.2 77.0
Old : 47.3 62.4 74.2 81.4 46.5 61.2 69.2 77.0
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,346: 333 96 132 18,248 18,974 18,713 19,202: 633 144
Old : 19,346: 333 96 132 18,248 18,974 18,713 19,202: 633 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 258: -3 0 60 429 198 486 258: -228 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.5 0.7 94.3 98.1 96.7 99.3: 3.3 0.7
Old : 100.0: 1.7 0.5 0.7 94.3 98.1 96.7 99.3: 3.3 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 : 32: 2 1 1 22 21 24 23:
Old : 32: 2 1 1 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.5 84.5 85.4 59.2 67.3 82.5 81.8
Old : 59.6 68.5 84.5 85.4 59.2 67.3 82.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,444: 0 120 57 9,315 9,249 9,372 9,426: 72 18
Old : 9,444: 0 120 57 9,315 9,249 9,372 9,426: 72 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 500: 0 0 0 500 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.6 98.6 97.9 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 1.3 0.6 98.6 97.9 99.2 99.8: 0.8 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 : 28: 0 1 1 18 18 19 19:
Old : 28: 0 1 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 60.0 84.3 78.3 59.6 56.1 68.8 69.8
Old : 65.1 60.0 84.3 78.3 59.6 56.1 68.8 69.8
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 with Delta-adjusted Options and Futures Combined, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,362: 3,440 12,801 1,664 31,971 23,027 37,075 37,492: 3,287 2,870
Old : 40,362: 3,440 12,801 1,664 31,971 23,027 37,075 37,492: 3,287 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 1,762: -851 -300 246 2,121 1,756 1,516 1,702: 246 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 31.7 4.1 79.2 57.1 91.9 92.9: 8.1 7.1
Old : 100.0: 8.5 31.7 4.1 79.2 57.1 91.9 92.9: 8.1 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 : 38: 5 3 4 23 28 29 34:
Old : 38: 5 3 4 23 28 29 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 : 39.8 47.6 59.5 65.0 38.1 46.2 55.9 62.0
Old : 39.8 47.6 59.5 65.0 38.1 46.2 55.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2008