GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 46,127: 3,768 55 1,064 40,948 44,823 45,780 45,942: 347 185 Old : 46,127: 3,768 55 1,064 40,948 44,823 45,780 45,942: 347 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 252: 216 0 225 -179 87 262 312: -10 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 0.1 2.3 88.8 97.2 99.2 99.6: 0.8 0.4 Old : 100.0: 8.2 0.1 2.3 88.8 97.2 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 4 2 2 30 36 35 40: Old : 48: 4 2 2 30 36 35 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 : 48.7 55.1 69.3 73.9 35.9 41.2 48.0 51.8 Old : 48.7 55.1 69.3 73.9 35.9 41.2 48.0 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 24,307: 600 145 50 23,452 23,827 24,102 24,022: 205 285 Old : 24,307: 600 145 50 23,452 23,827 24,102 24,022: 205 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 616: 0 0 0 667 727 667 727: -51 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.6 0.2 96.5 98.0 99.2 98.8: 0.8 1.2 Old : 100.0: 2.5 0.6 0.2 96.5 98.0 99.2 98.8: 0.8 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 : 43: 1 2 1 30 32 32 34: Old : 43: 1 2 1 30 32 32 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 : 60.0 54.1 73.0 75.7 28.7 32.5 38.8 41.7 Old : 60.0 54.1 73.0 75.7 28.7 32.5 38.8 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,408: 803 0 431 4,915 5,813 6,149 6,244: 1,259 1,164 Old : 7,408: 803 0 431 4,915 5,813 6,149 6,244: 1,259 1,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 29: -55 0 60 17 -47 22 13: 7 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 0.0 5.8 66.3 78.5 83.0 84.3: 17.0 15.7 Old : 100.0: 10.8 0.0 5.8 66.3 78.5 83.0 84.3: 17.0 15.7 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: 1 0 1 17 19 18 20: Old : 21: 1 0 1 17 19 18 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 58.7 72.3 68.5 47.8 53.1 56.9 57.4 Old : 57.5 58.7 72.3 68.5 47.8 53.1 56.9 57.4 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 11,909: 306 696 236 10,128 10,103 10,670 11,035: 1,239 874 Old : 11,909: 306 696 236 10,128 10,103 10,670 11,035: 1,239 874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 334: 14 15 -9 156 192 161 198: 173 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 5.8 2.0 85.0 84.8 89.6 92.7: 10.4 7.3 Old : 100.0: 2.6 5.8 2.0 85.0 84.8 89.6 92.7: 10.4 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 2 4 3 38 44 41 50: Old : 50: 2 4 3 38 44 41 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 38.9 50.6 55.1 31.6 33.5 44.0 45.7 Old : 34.6 38.9 50.6 55.1 31.6 33.5 44.0 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 8,998: 140 0 0 8,242 8,154 8,382 8,154: 616 844 Old : 8,998: 140 0 0 8,242 8,154 8,382 8,154: 616 844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 82: 0 0 0 29 39 29 39: 53 43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.0 91.6 90.6 93.2 90.6: 6.8 9.4 Old : 100.0: 1.6 0.0 0.0 91.6 90.6 93.2 90.6: 6.8 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 3 0 0 42 50 45 50: Old : 56: 3 0 0 42 50 45 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 31.4 49.0 48.1 30.9 27.3 42.6 39.7 Old : 33.4 31.4 49.0 48.1 30.9 27.3 42.6 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 3,891: 720 75 0 2,090 2,930 2,810 3,005: 1,081 886 Old : 3,891: 720 75 0 2,090 2,930 2,810 3,005: 1,081 886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 240: 160 0 0 -15 163 145 163: 95 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 1.9 0.0 53.7 75.3 72.2 77.2: 27.8 22.8 Old : 100.0: 18.5 1.9 0.0 53.7 75.3 72.2 77.2: 27.8 22.8 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 0 14 17 15 18: Old : 21: 1 1 0 14 17 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 42.9 57.4 61.2 38.2 38.7 45.9 51.9 Old : 42.9 42.9 57.4 61.2 38.2 38.7 45.9 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,687: 0 0 0 1,777 2,016 1,777 2,016: 910 671 Old : 2,687: 0 0 0 1,777 2,016 1,777 2,016: 910 671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 241: 0 0 0 160 175 160 175: 81 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 66.1 75.0 66.1 75.0: 33.9 25.0 Old : 100.0: 0.0 0.0 0.0 66.1 75.0 66.1 75.0: 33.9 25.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 20 16 20 16: Old : 24: 0 0 0 20 16 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 41.9 46.5 64.1 27.3 41.4 40.1 55.1 Old : 29.2 41.9 46.5 64.1 27.3 41.4 40.1 55.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 293,485: 32,657 12,580 55,976 158,074 191,371 246,707 259,927: 46,778 33,558 Old : 293,485: 32,657 12,580 55,976 158,074 191,371 246,707 259,927: 46,778 33,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 6,740: -1,144 -2,856 4,084 904 4,916 3,844 6,144: 2,896 596 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 4.3 19.1 53.9 65.2 84.1 88.6: 15.9 11.4 Old : 100.0: 11.1 4.3 19.1 53.9 65.2 84.1 88.6: 15.9 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 131: 30 25 40 67 61 120 110: Old : 131: 30 25 40 67 61 120 110: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.4 27.4 33.4 37.2 15.1 21.3 21.7 27.3 Old : 23.4 27.4 33.4 37.2 15.1 21.3 21.7 27.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 19,277: 565 0 150 18,093 18,514 18,808 18,664: 469 613 Old : 19,277: 565 0 150 18,093 18,514 18,808 18,664: 469 613 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,940: 117 0 0 1,640 1,740 1,757 1,740: 183 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.8 93.9 96.0 97.6 96.8: 2.4 3.2 Old : 100.0: 2.9 0.0 0.8 93.9 96.0 97.6 96.8: 2.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 3 0 1 40 48 43 49: Old : 55: 3 0 1 40 48 43 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 25.8 59.4 43.6 34.4 22.2 46.9 34.5 Old : 41.6 25.8 59.4 43.6 34.4 22.2 46.9 34.5 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 21,932: 305 0 0 19,493 20,722 19,798 20,722: 2,134 1,210 Old : 21,932: 305 0 0 19,493 20,722 19,798 20,722: 2,134 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,612: 0 0 0 1,612 1,612 1,612 1,612: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 88.9 94.5 90.3 94.5: 9.7 5.5 Old : 100.0: 1.4 0.0 0.0 88.9 94.5 90.3 94.5: 9.7 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 0 23 24 25 24: Old : 30: 2 0 0 23 24 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 49.0 68.3 70.1 34.7 32.4 41.5 43.6 Old : 52.2 49.0 68.3 70.1 34.7 32.4 41.5 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 19,568: 6,774 0 20 12,474 17,223 19,268 17,243: 300 2,325 Old : 19,568: 6,774 0 20 12,474 17,223 19,268 17,243: 300 2,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 456: 600 0 -30 -114 486 456 456: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 0.0 0.1 63.7 88.0 98.5 88.1: 1.5 11.9 Old : 100.0: 34.6 0.0 0.1 63.7 88.0 98.5 88.1: 1.5 11.9 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: 4 0 1 13 14 17 15: Old : 21: 4 0 1 13 14 17 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 : 69.1 65.7 89.1 81.4 64.2 58.9 77.2 68.6 Old : 69.1 65.7 89.1 81.4 64.2 58.9 77.2 68.6 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 936,988: 141,295 196,445 358,600 347,247 336,634 847,141 891,680: 89,847 45,308 Old : 936,988: 141,295 196,445 358,600 347,247 336,634 847,141 891,680: 89,847 45,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 33,883: -4,253 18,077 19,039 13,995 -4,424 28,782 32,692: 5,101 1,191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 21.0 38.3 37.1 35.9 90.4 95.2: 9.6 4.8 Old : 100.0: 15.1 21.0 38.3 37.1 35.9 90.4 95.2: 9.6 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 : 245: 64 89 113 78 66 222 199: Old : 245: 64 89 113 78 66 222 199: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 44.2 45.5 56.3 11.6 18.8 15.2 21.8 Old : 34.3 44.2 45.5 56.3 11.6 18.8 15.2 21.8 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 93,290: 2,379 0 2,980 80,046 81,434 85,405 84,414: 7,885 8,876 Old : 93,290: 2,379 0 2,980 80,046 81,434 85,405 84,414: 7,885 8,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : -969: -1,353 0 -257 641 -1,140 -969 -1,397: 0 428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 3.2 85.8 87.3 91.5 90.5: 8.5 9.5 Old : 100.0: 2.6 0.0 3.2 85.8 87.3 91.5 90.5: 8.5 9.5 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 : 29: 3 0 3 22 26 25 29: Old : 29: 3 0 3 22 26 25 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 : 49.8 39.8 70.3 58.2 45.6 32.5 58.4 48.1 Old : 49.8 39.8 70.3 58.2 45.6 32.5 58.4 48.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,433: 1,884 11,593 2,203 46,426 29,034 50,513 42,830: 9,920 17,603 Old : 60,433: 1,884 11,593 2,203 46,426 29,034 50,513 42,830: 9,920 17,603 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,132: 0 119 31 1,101 -405 1,132 -255: 0 1,387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 19.2 3.6 76.8 48.0 83.6 70.9: 16.4 29.1 Old : 100.0: 3.1 19.2 3.6 76.8 48.0 83.6 70.9: 16.4 29.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 2 4 16 15 20 19: Old : 23: 2 2 4 16 15 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 38.6 64.5 52.9 37.0 29.0 53.7 41.2 Old : 44.9 38.6 64.5 52.9 37.0 29.0 53.7 41.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 82,329: 3,694 2,750 2,634 68,101 65,941 74,429 71,325: 7,900 11,004 Old : 82,329: 3,694 2,750 2,634 68,101 65,941 74,429 71,325: 7,900 11,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,699: 0 -300 60 3,457 3,581 3,517 3,341: -818 -642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 3.3 3.2 82.7 80.1 90.4 86.6: 9.6 13.4 Old : 100.0: 4.5 3.3 3.2 82.7 80.1 90.4 86.6: 9.6 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 1 3 25 26 29 29: Old : 33: 2 1 3 25 26 29 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 : 31.4 32.4 51.9 52.4 29.3 26.8 47.7 41.7 Old : 31.4 32.4 51.9 52.4 29.3 26.8 47.7 41.7 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 97,401: 0 0 0 84,998 85,834 84,998 85,834: 12,403 11,567 Old : 97,401: 0 0 0 84,998 85,834 84,998 85,834: 12,403 11,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 637: 0 0 0 171 637 171 637: 466 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.3 88.1 87.3 88.1: 12.7 11.9 Old : 100.0: 0.0 0.0 0.0 87.3 88.1 87.3 88.1: 12.7 11.9 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: 0 0 0 24 22 24 22: Old : 26: 0 0 0 24 22 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 42.4 61.1 62.5 31.2 29.8 44.0 45.2 Old : 41.0 42.4 61.1 62.5 31.2 29.8 44.0 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 93,077: 1,020 9,170 4,566 79,604 73,925 85,190 87,661: 7,887 5,416 Old : 93,077: 1,020 9,170 4,566 79,604 73,925 85,190 87,661: 7,887 5,416 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 5,693: 0 5,374 194 2,511 -181 2,705 5,387: 2,988 306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 9.9 4.9 85.5 79.4 91.5 94.2: 8.5 5.8 Old : 100.0: 1.1 9.9 4.9 85.5 79.4 91.5 94.2: 8.5 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 4 3 25 25 29 29: Old : 39: 1 4 3 25 25 29 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 : 42.8 34.0 61.5 51.3 38.2 30.5 54.0 43.6 Old : 42.8 34.0 61.5 51.3 38.2 30.5 54.0 43.6 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 125,641: 0 7,233 7,816 109,888 103,258 117,704 118,307: 7,937 7,334 Old : 125,641: 0 7,233 7,816 109,888 103,258 117,704 118,307: 7,937 7,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,802: 0 -581 499 1,112 908 1,611 826: 191 976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.8 6.2 87.5 82.2 93.7 94.2: 6.3 5.8 Old : 100.0: 0.0 5.8 6.2 87.5 82.2 93.7 94.2: 6.3 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 3 3 22 31 25 34: Old : 38: 0 3 3 22 31 25 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 : 57.1 31.4 76.5 52.1 51.8 30.7 65.8 48.3 Old : 57.1 31.4 76.5 52.1 51.8 30.7 65.8 48.3 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 78,781: 3,061 9,895 14,126 56,343 46,026 73,530 70,047: 5,251 8,734 Old : 78,781: 3,061 9,895 14,126 56,343 46,026 73,530 70,047: 5,251 8,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,163: 2,152 -202 -144 -996 -736 1,012 -1,082: 151 2,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 12.6 17.9 71.5 58.4 93.3 88.9: 6.7 11.1 Old : 100.0: 3.9 12.6 17.9 71.5 58.4 93.3 88.9: 6.7 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 3 13 13 16 16: Old : 21: 1 2 3 13 13 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 55.7 80.9 75.7 34.6 32.2 46.6 41.8 Old : 60.7 55.7 80.9 75.7 34.6 32.2 46.6 41.8 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 61,480: 1,252 0 310 46,532 48,580 48,094 48,890: 13,386 12,590 Old : 61,480: 1,252 0 310 46,532 48,580 48,094 48,890: 13,386 12,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,171: 0 0 0 1,694 1,441 1,694 1,441: 477 730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.5 75.7 79.0 78.2 79.5: 21.8 20.5 Old : 100.0: 2.0 0.0 0.5 75.7 79.0 78.2 79.5: 21.8 20.5 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 : 25: 1 0 1 22 19 23 20: Old : 25: 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 : 37.1 45.8 52.7 63.8 35.9 38.4 48.1 50.9 Old : 37.1 45.8 52.7 63.8 35.9 38.4 48.1 50.9 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 99,321: 1,432 6,556 6,653 82,866 76,788 90,951 89,997: 8,370 9,324 Old : 99,321: 1,432 6,556 6,653 82,866 76,788 90,951 89,997: 8,370 9,324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,681: -392 512 -663 1,640 2,772 585 2,621: 1,096 -940 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 6.6 6.7 83.4 77.3 91.6 90.6: 8.4 9.4 Old : 100.0: 1.4 6.6 6.7 83.4 77.3 91.6 90.6: 8.4 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 3 5 27 27 32 32: Old : 38: 2 3 5 27 27 32 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 35.6 53.0 56.2 28.5 32.6 44.7 47.9 Old : 33.3 35.6 53.0 56.2 28.5 32.6 44.7 47.9 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10,000 MMBTU'S) : : : : All : 2,113,473: 19,179 126,175 746,121 1,343,542 1,236,864 2,108,843 2,109,160: 4,630 4,313 Old : 2,113,473: 19,179 126,175 746,121 1,343,542 1,236,864 2,108,843 2,109,160: 4,630 4,313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 33,384: -6,773 -31,059 30,308 10,402 33,856 33,937 33,105: -553 279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 6.0 35.3 63.6 58.5 99.8 99.8: 0.2 0.2 Old : 100.0: 0.9 6.0 35.3 63.6 58.5 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 : 137: 35 40 66 61 61 131 132: Old : 137: 35 40 66 61 61 131 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 31.1 53.6 48.8 7.2 5.5 8.7 7.3 Old : 34.5 31.1 53.6 48.8 7.2 5.5 8.7 7.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 60,719: 111 4,938 4,204 51,232 42,878 55,547 52,020: 5,172 8,699 Old : 60,719: 111 4,938 4,204 51,232 42,878 55,547 52,020: 5,172 8,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 497: 111 -4,569 2,387 -3,559 3,291 -1,061 1,109: 1,558 -612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 8.1 6.9 84.4 70.6 91.5 85.7: 8.5 14.3 Old : 100.0: 0.2 8.1 6.9 84.4 70.6 91.5 85.7: 8.5 14.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 2 11 14 13 16: Old : 21: 1 1 2 11 14 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 39.6 87.8 62.9 71.0 37.2 80.0 59.4 Old : 73.8 39.6 87.8 62.9 71.0 37.2 80.0 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928 Old : 131,890: 0 7,552 0 130,612 121,410 130,612 128,962: 1,278 2,928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 2.2 Old : 100.0: 0.0 5.7 0.0 99.0 92.1 99.0 97.8: 1.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 0 14 16 14 18: Old : 21: 0 2 0 14 16 14 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5 Old : 71.4 59.9 92.4 78.8 48.5 49.5 61.4 58.5 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 223,875: 8,978 9,876 6,262 199,581 197,603 214,821 213,741: 9,054 10,134 Old : 223,875: 8,978 9,876 6,262 199,581 197,603 214,821 213,741: 9,054 10,134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 457: -222 -1,212 -705 3,357 2,373 2,430 456: -1,973 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 4.4 2.8 89.1 88.3 96.0 95.5: 4.0 4.5 Old : 100.0: 4.0 4.4 2.8 89.1 88.3 96.0 95.5: 4.0 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 : 48: 6 1 6 38 33 45 39: Old : 48: 6 1 6 38 33 45 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 48.5 47.7 63.8 26.6 45.2 37.4 55.2 Old : 28.6 48.5 47.7 63.8 26.6 45.2 37.4 55.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 161,936: 1,425 4,240 2,347 143,885 149,939 147,657 156,526: 14,279 5,410 Old : 161,936: 1,425 4,240 2,347 143,885 149,939 147,657 156,526: 14,279 5,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 255: 0 -108 52 52 303 104 247: 151 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 2.6 1.4 88.9 92.6 91.2 96.7: 8.8 3.3 Old : 100.0: 0.9 2.6 1.4 88.9 92.6 91.2 96.7: 8.8 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 2 31 28 33 30: Old : 36: 1 1 2 31 28 33 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 45.9 61.0 66.3 36.9 44.0 49.5 62.7 Old : 42.7 45.9 61.0 66.3 36.9 44.0 49.5 62.7 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 272,590: 20,029 0 12,679 222,302 243,563 255,010 256,242: 17,580 16,348 Old : 272,590: 20,029 0 12,679 222,302 243,563 255,010 256,242: 17,580 16,348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 483: 8,905 0 -3,917 -3,929 3,870 1,059 -47: -576 530 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 0.0 4.7 81.6 89.4 93.6 94.0: 6.4 6.0 Old : 100.0: 7.3 0.0 4.7 81.6 89.4 93.6 94.0: 6.4 6.0 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 : 49: 5 0 5 41 41 46 46: Old : 49: 5 0 5 41 41 46 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 : 35.3 30.5 54.0 50.8 26.2 29.1 37.8 46.0 Old : 35.3 30.5 54.0 50.8 26.2 29.1 37.8 46.0 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 102,015: 0 3,365 1,270 93,058 89,595 94,328 94,230: 7,687 7,785 Old : 102,015: 0 3,365 1,270 93,058 89,595 94,328 94,230: 7,687 7,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,309: 0 0 0 1,309 1,309 1,309 1,309: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 1.2 91.2 87.8 92.5 92.4: 7.5 7.6 Old : 100.0: 0.0 3.3 1.2 91.2 87.8 92.5 92.4: 7.5 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 : 29: 0 5 3 19 19 22 24: Old : 29: 0 5 3 19 19 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 42.8 79.9 66.3 55.1 39.7 66.8 57.3 Old : 58.9 42.8 79.9 66.3 55.1 39.7 66.8 57.3 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 57,924: 668 0 0 53,305 51,729 53,973 51,729: 3,951 6,195 Old : 57,924: 668 0 0 53,305 51,729 53,973 51,729: 3,951 6,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,098: 0 0 0 2,098 2,098 2,098 2,098: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 92.0 89.3 93.2 89.3: 6.8 10.7 Old : 100.0: 1.2 0.0 0.0 92.0 89.3 93.2 89.3: 6.8 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 19 18 20 18: Old : 25: 1 0 0 19 18 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 45.5 72.4 65.6 53.8 39.1 65.5 53.9 Old : 57.0 45.5 72.4 65.6 53.8 39.1 65.5 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 3,009,914: 678,523 120,140 942,381 1,350,662 1,934,289 2,971,566 2,996,810: 38,348 13,104 Old : 3,009,914: 678,523 120,140 942,381 1,350,662 1,934,289 2,971,566 2,996,810: 38,348 13,104 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 46,426: 17,088 -2,432 17,350 11,532 31,610 45,970 46,528: 456 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 4.0 31.3 44.9 64.3 98.7 99.6: 1.3 0.4 Old : 100.0: 22.5 4.0 31.3 44.9 64.3 98.7 99.6: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 165: 30 23 48 102 98 154 148: Old : 165: 30 23 48 102 98 154 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 36.9 44.5 50.0 16.2 20.1 20.5 28.1 Old : 33.8 36.9 44.5 50.0 16.2 20.1 20.5 28.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 1,259,716: 199,012 79,765 284,331 769,426 891,677 1,252,769 1,255,773: 6,947 3,943 Old : 1,259,716: 199,012 79,765 284,331 769,426 891,677 1,252,769 1,255,773: 6,947 3,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 41,232: 29,229 -6,229 15,169 -4,120 32,001 40,278 40,941: 954 291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 6.3 22.6 61.1 70.8 99.4 99.7: 0.6 0.3 Old : 100.0: 15.8 6.3 22.6 61.1 70.8 99.4 99.7: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 29 17 38 40 40 83 81: Old : 88: 29 17 38 40 40 83 81: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 39.9 50.1 59.8 19.2 24.7 28.5 31.0 Old : 31.2 39.9 50.1 59.8 19.2 24.7 28.5 31.0 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 116,049: 1,617 1,895 9,078 103,915 104,939 114,609 115,912: 1,440 137 Old : 116,049: 1,617 1,895 9,078 103,915 104,939 114,609 115,912: 1,440 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,673: -1,247 -272 -133 2,778 2,067 1,399 1,661: 275 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 1.6 7.8 89.5 90.4 98.8 99.9: 1.2 0.1 Old : 100.0: 1.4 1.6 7.8 89.5 90.4 98.8 99.9: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 4 5 8 35 34 44 42: Old : 45: 4 5 8 35 34 44 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 45.7 67.9 70.3 6.2 8.2 9.3 11.5 Old : 47.3 45.7 67.9 70.3 6.2 8.2 9.3 11.5 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 7,586: 0 0 0 7,202 7,244 7,202 7,244: 384 342 Old : 7,586: 0 0 0 7,202 7,244 7,202 7,244: 384 342 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 126: 0 0 0 -130 148 -130 148: 256 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 4.5 Old : 100.0: 0.0 0.0 0.0 94.9 95.5 94.9 95.5: 5.1 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 : 22: 0 0 0 13 15 13 15: Old : 22: 0 0 0 13 15 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 68.3 80.9 89.0 44.4 61.5 76.7 76.1 Old : 47.2 68.3 80.9 89.0 44.4 61.5 76.7 76.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 32,219: 2,880 64 480 26,962 30,006 30,321 30,550: 1,898 1,670 Old : 32,219: 2,880 64 480 26,962 30,006 30,321 30,550: 1,898 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 260: -44 64 146 170 91 271 301: -11 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.2 1.5 83.7 93.1 94.1 94.8: 5.9 5.2 Old : 100.0: 8.9 0.2 1.5 83.7 93.1 94.1 94.8: 5.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 2 18 16 20 18: Old : 22: 1 1 2 18 16 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 72.4 75.2 84.9 31.9 36.5 42.9 46.2 Old : 46.0 72.4 75.2 84.9 31.9 36.5 42.9 46.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 16,078: 0 0 0 15,183 14,482 15,183 14,482: 895 1,596 Old : 16,078: 0 0 0 15,183 14,482 15,183 14,482: 895 1,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 233: 0 0 0 241 181 241 181: -8 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.4 90.1 94.4 90.1: 5.6 9.9 Old : 100.0: 0.0 0.0 0.0 94.4 90.1 94.4 90.1: 5.6 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 17 13 17 13: Old : 20: 0 0 0 17 13 17 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 : 52.1 63.4 75.4 80.3 34.1 39.0 48.3 44.8 Old : 52.1 63.4 75.4 80.3 34.1 39.0 48.3 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,037: 80 640 650 26,015 26,919 26,745 28,209: 2,292 828 Old : 29,037: 80 640 650 26,015 26,919 26,745 28,209: 2,292 828 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 452: 10 0 170 1,084 572 1,264 742: -812 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 2.2 2.2 89.6 92.7 92.1 97.1: 7.9 2.9 Old : 100.0: 0.3 2.2 2.2 89.6 92.7 92.1 97.1: 7.9 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 1 2 25 22 28 24: Old : 29: 2 1 2 25 22 28 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 43.4 57.9 69.1 16.5 20.3 24.1 29.2 Old : 37.5 43.4 57.9 69.1 16.5 20.3 24.1 29.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 26,535: 0 0 0 26,033 25,747 26,033 25,747: 502 788 Old : 26,535: 0 0 0 26,033 25,747 26,033 25,747: 502 788 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 248: 0 0 0 248 248 248 248: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0 Old : 100.0: 0.0 0.0 0.0 98.1 97.0 98.1 97.0: 1.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 17 15 17 15: Old : 22: 0 0 0 17 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 82.0 82.9 90.8 48.2 68.8 70.6 74.9 Old : 56.2 82.0 82.9 90.8 48.2 68.8 70.6 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 12,714: 880 0 0 10,174 11,556 11,054 11,556: 1,660 1,158 Old : 12,714: 880 0 0 10,174 11,556 11,054 11,556: 1,660 1,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 48: 0 0 0 8 368 8 368: 40 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 0.0 80.0 90.9 86.9 90.9: 13.1 9.1 Old : 100.0: 6.9 0.0 0.0 80.0 90.9 86.9 90.9: 13.1 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 16 17 17 17: Old : 21: 1 0 0 16 17 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 : 40.0 53.9 66.3 78.0 38.6 46.2 61.0 64.5 Old : 40.0 53.9 66.3 78.0 38.6 46.2 61.0 64.5 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 23,488: 11 0 0 22,016 22,614 22,027 22,614: 1,461 874 Old : 23,488: 11 0 0 22,016 22,614 22,027 22,614: 1,461 874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 3,992: 6 0 0 3,767 4,000 3,772 4,000: 220 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.7 96.3 93.8 96.3: 6.2 3.7 Old : 100.0: 0.0 0.0 0.0 93.7 96.3 93.8 96.3: 6.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 17 18 18 18: Old : 21: 1 0 0 17 18 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 63.1 80.1 80.8 31.1 38.9 39.4 42.6 Old : 56.0 63.1 80.1 80.8 31.1 38.9 39.4 42.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 18,438: 670 3,016 200 17,568 15,222 18,438 18,438: 0 0 Old : 18,438: 670 3,016 200 17,568 15,222 18,438 18,438: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 16.4 1.1 95.3 82.6 100.0 100.0: 0.0 0.0 Old : 100.0: 3.6 16.4 1.1 95.3 82.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 1 10 10 11 13: Old : 20: 1 2 1 10 10 11 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 : 75.3 84.2 94.1 94.6 74.2 83.2 92.0 93.6 Old : 75.3 84.2 94.1 94.6 74.2 83.2 92.0 93.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 99,414: 6,167 8,645 0 93,247 90,769 99,414 99,414: 0 0 Old : 99,414: 6,167 8,645 0 93,247 90,769 99,414 99,414: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,669: 0 0 0 1,669 1,669 1,669 1,669: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 8.7 0.0 93.8 91.3 100.0 100.0: 0.0 0.0 Old : 100.0: 6.2 8.7 0.0 93.8 91.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 0 11 9 12 11: Old : 21: 1 2 0 11 9 12 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.3 76.0 91.5 97.8 75.3 76.0 90.3 97.8 Old : 75.3 76.0 91.5 97.8 75.3 76.0 90.3 97.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0 Old : 1,652,504: 79,488 93,120 0 1,573,016 1,559,384 1,652,504 1,652,504: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 13,944: 0 0 0 13,944 13,944 13,944 13,944: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 0.0 0.0 Old : 100.0: 4.8 5.6 0.0 95.2 94.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 0 11 7 12 9: Old : 20: 1 2 0 11 7 12 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 99.0 Old : 76.4 81.4 92.2 99.0 76.4 81.4 91.9 99.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (80 MEGAWATT HOURS) : : : : All : 151,181: 13,855 6,837 0 137,326 143,064 151,181 149,901: 0 1,280 Old : 151,181: 13,855 6,837 0 137,326 143,064 151,181 149,901: 0 1,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,233: 0 0 0 2,233 2,233 2,233 2,233: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 4.5 0.0 90.8 94.6 100.0 99.2: 0.0 0.8 Old : 100.0: 9.2 4.5 0.0 90.8 94.6 100.0 99.2: 0.0 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 : 32: 3 1 0 17 26 20 27: Old : 32: 3 1 0 17 26 20 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 : 61.3 61.0 82.7 77.6 58.5 60.2 79.3 74.7 Old : 61.3 61.0 82.7 77.6 58.5 60.2 79.3 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (50 MEGAWATT HOURS) : : : : All : 2,450,228: 120,104 50,248 27,336 2,302,788 2,372,644 2,450,228 2,450,228: 0 0 Old : 2,450,228: 120,104 50,248 27,336 2,302,788 2,372,644 2,450,228 2,450,228: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 25,120: 7,760 0 0 17,360 25,120 25,120 25,120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 2.1 1.1 94.0 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 4.9 2.1 1.1 94.0 96.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 2 18 22 20 25: Old : 30: 2 1 2 18 22 20 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 : 65.5 63.6 91.0 79.9 63.6 63.0 87.4 76.4 Old : 65.5 63.6 91.0 79.9 63.6 63.0 87.4 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 MEGAWATT HOURS) : : : : All : 493,151: 4,664 70,000 0 488,487 423,151 493,151 493,151: 0 0 Old : 493,151: 4,664 70,000 0 488,487 423,151 493,151 493,151: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 14.2 0.0 99.1 85.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.9 14.2 0.0 99.1 85.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 9 12 10 13: Old : 20: 1 1 0 9 12 10 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 : 73.6 60.4 98.2 83.2 68.9 57.6 91.6 80.4 Old : 73.6 60.4 98.2 83.2 68.9 57.6 91.6 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 18,485: 0 0 0 17,608 18,348 17,608 18,348: 876 136 Old : 18,485: 0 0 0 17,608 18,348 17,608 18,348: 876 136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : -49: 0 0 0 -86 -77 -86 -77: 37 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.3 99.3 95.3 99.3: 4.7 0.7 Old : 100.0: 0.0 0.0 0.0 95.3 99.3 95.3 99.3: 4.7 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 : 30: 0 0 0 23 23 23 23: Old : 30: 0 0 0 23 23 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 50.2 81.7 80.7 50.0 31.7 54.4 49.5 Old : 59.0 50.2 81.7 80.7 50.0 31.7 54.4 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 6,299: 0 0 0 5,165 6,122 5,165 6,122: 1,134 177 Old : 6,299: 0 0 0 5,165 6,122 5,165 6,122: 1,134 177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : -29: 0 0 0 -39 -50 -39 -50: 10 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 82.0 97.2 82.0 97.2: 18.0 2.8 Old : 100.0: 0.0 0.0 0.0 82.0 97.2 82.0 97.2: 18.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 20 18 20 18: Old : 22: 0 0 0 20 18 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 56.9 60.9 80.7 29.7 41.3 38.7 54.0 Old : 41.8 56.9 60.9 80.7 29.7 41.3 38.7 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,522: 0 0 0 8,330 8,372 8,330 8,372: 192 150 Old : 8,522: 0 0 0 8,330 8,372 8,330 8,372: 192 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 366: 0 0 0 373 366 373 366: -7 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.7 98.2 97.7 98.2: 2.3 1.8 Old : 100.0: 0.0 0.0 0.0 97.7 98.2 97.7 98.2: 2.3 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 17 18 17 18: Old : 21: 0 0 0 17 18 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 47.0 85.9 73.4 57.3 34.9 59.7 50.4 Old : 71.0 47.0 85.9 73.4 57.3 34.9 59.7 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,757,555: 174,348 98,999 960,396 1,485,813 1,571,319 2,620,556 2,630,714: 136,998 126,841 Old : 2,757,555: 174,348 98,999 960,396 1,485,813 1,571,319 2,620,556 2,630,714: 136,998 126,841 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 54,175: -3,527 -9,596 19,771 4,719 16,990 20,963 27,165: 33,212 27,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 3.6 34.8 53.9 57.0 95.0 95.4: 5.0 4.6 Old : 100.0: 6.3 3.6 34.8 53.9 57.0 95.0 95.4: 5.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 331: 125 97 181 88 96 307 291: Old : 331: 125 97 181 88 96 307 291: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 24.7 41.5 40.1 5.8 3.9 8.6 6.2 Old : 26.6 24.7 41.5 40.1 5.8 3.9 8.6 6.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 98,185: 3,644 17,602 29,063 62,902 48,826 95,609 95,491: 2,576 2,694 Old : 98,185: 3,644 17,602 29,063 62,902 48,826 95,609 95,491: 2,576 2,694 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : -617: 921 -892 15 -1,196 387 -260 -491: -357 -127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 17.9 29.6 64.1 49.7 97.4 97.3: 2.6 2.7 Old : 100.0: 3.7 17.9 29.6 64.1 49.7 97.4 97.3: 2.6 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 7 8 13 12 12 26 26: Old : 31: 7 8 13 12 12 26 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 : 69.1 61.6 81.4 78.2 45.6 38.9 50.3 49.8 Old : 69.1 61.6 81.4 78.2 45.6 38.9 50.3 49.8 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 208,736: 19,736 31,395 10,733 141,191 110,737 171,660 152,865: 37,076 55,871 Old : 208,736: 19,736 31,395 10,733 141,191 110,737 171,660 152,865: 37,076 55,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 3,021: 425 4,485 -481 3,086 -8,711 3,030 -4,707: -9 7,728 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 15.0 5.1 67.6 53.1 82.2 73.2: 17.8 26.8 Old : 100.0: 9.5 15.0 5.1 67.6 53.1 82.2 73.2: 17.8 26.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 5 5 23 24 29 30: Old : 33: 2 5 5 23 24 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 : 36.5 28.7 55.5 45.3 32.9 22.2 47.1 35.8 Old : 36.5 28.7 55.5 45.3 32.9 22.2 47.1 35.8 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 212,678: 19,863 19,380 66,667 122,048 123,018 208,578 209,065: 4,099 3,613 Old : 212,678: 19,863 19,380 66,667 122,048 123,018 208,578 209,065: 4,099 3,613 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 3,612: -1,373 449 2,173 2,634 720 3,433 3,342: 179 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 9.1 31.3 57.4 57.8 98.1 98.3: 1.9 1.7 Old : 100.0: 9.3 9.1 31.3 57.4 57.8 98.1 98.3: 1.9 1.7 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 : 77: 29 18 42 27 29 72 73: Old : 77: 29 18 42 27 29 72 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 35.8 55.0 57.9 7.6 11.2 11.8 14.7 Old : 33.2 35.8 55.0 57.9 7.6 11.2 11.8 14.7 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 534,822: 23,529 17,124 77,129 398,560 408,257 499,217 502,510: 35,604 32,312 Old : 534,822: 23,529 17,124 77,129 398,560 408,257 499,217 502,510: 35,604 32,312 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 23,821: 3,027 -141 4,211 14,289 19,515 21,527 23,585: 2,294 236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 3.2 14.4 74.5 76.3 93.3 94.0: 6.7 6.0 Old : 100.0: 4.4 3.2 14.4 74.5 76.3 93.3 94.0: 6.7 6.0 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 : 36: 3 5 8 28 28 36 36: Old : 36: 3 5 8 28 28 36 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 : 32.8 32.2 53.8 50.6 12.7 10.9 17.0 16.0 Old : 32.8 32.2 53.8 50.6 12.7 10.9 17.0 16.0 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 68,657: 5,361 2,466 2,275 59,033 61,826 66,669 66,567: 1,988 2,090 Old : 68,657: 5,361 2,466 2,275 59,033 61,826 66,669 66,567: 1,988 2,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,852: 300 -75 275 1,277 1,602 1,852 1,802: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 3.6 3.3 86.0 90.1 97.1 97.0: 2.9 3.0 Old : 100.0: 7.8 3.6 3.3 86.0 90.1 97.1 97.0: 2.9 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 : 60: 7 3 3 37 43 46 48: Old : 60: 7 3 3 37 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 : 42.5 30.1 61.2 47.2 29.4 24.9 36.8 33.1 Old : 42.5 30.1 61.2 47.2 29.4 24.9 36.8 33.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 203,638: 27,044 38,510 37,213 130,345 119,371 194,602 195,094: 9,036 8,544 Old : 203,638: 27,044 38,510 37,213 130,345 119,371 194,602 195,094: 9,036 8,544 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : -707: 2,036 2,405 -3,437 -299 -64 -1,700 -1,096: 993 389 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 18.9 18.3 64.0 58.6 95.6 95.8: 4.4 4.2 Old : 100.0: 13.3 18.9 18.3 64.0 58.6 95.6 95.8: 4.4 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 16 18 27 20 20 52 50: Old : 56: 16 18 27 20 20 52 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 35.8 55.1 52.8 16.6 14.4 23.6 21.1 Old : 40.4 35.8 55.1 52.8 16.6 14.4 23.6 21.1 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 62,842: 0 1,365 1,260 48,526 46,018 49,786 48,643: 13,056 14,199 Old : 62,842: 0 1,365 1,260 48,526 46,018 49,786 48,643: 13,056 14,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 4,169: 0 0 0 2,444 4,809 2,444 4,809: 1,725 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 2.0 77.2 73.2 79.2 77.4: 20.8 22.6 Old : 100.0: 0.0 2.2 2.0 77.2 73.2 79.2 77.4: 20.8 22.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 1 19 15 20 16: Old : 22: 0 1 1 19 15 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 40.8 64.2 57.6 31.3 25.4 40.3 34.9 Old : 49.5 40.8 64.2 57.6 31.3 25.4 40.3 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 111,784: 6,993 3,465 8,106 48,976 61,781 64,075 73,352: 47,709 38,432 Old : 111,784: 6,993 3,465 8,106 48,976 61,781 64,075 73,352: 47,709 38,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,386: 1,062 330 -252 -796 921 14 999: 1,372 387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 3.1 7.3 43.8 55.3 57.3 65.6: 42.7 34.4 Old : 100.0: 6.3 3.1 7.3 43.8 55.3 57.3 65.6: 42.7 34.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 4 17 17 21 21: Old : 22: 3 1 4 17 17 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 : 28.2 29.4 41.6 48.2 18.3 22.5 24.6 30.8 Old : 28.2 29.4 41.6 48.2 18.3 22.5 24.6 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 39,470: 1,185 3,808 750 36,515 34,035 38,450 38,593: 1,020 877 Old : 39,470: 1,185 3,808 750 36,515 34,035 38,450 38,593: 1,020 877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,020: 0 0 0 920 1,070 920 1,070: 100 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 9.6 1.9 92.5 86.2 97.4 97.8: 2.6 2.2 Old : 100.0: 3.0 9.6 1.9 92.5 86.2 97.4 97.8: 2.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 1 6 1 27 34 28 41: Old : 46: 1 6 1 27 34 28 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 32.6 80.0 54.1 59.8 32.3 69.6 50.9 Old : 64.2 32.6 80.0 54.1 59.8 32.3 69.6 50.9 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 15,532: 10,472 3,647 78 2,764 11,337 13,314 15,062: 2,218 470 Old : 15,532: 10,472 3,647 78 2,764 11,337 13,314 15,062: 2,218 470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,190: 1,001 53 44 -39 1,450 1,006 1,547: 184 -357 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 23.5 0.5 17.8 73.0 85.7 97.0: 14.3 3.0 Old : 100.0: 67.4 23.5 0.5 17.8 73.0 85.7 97.0: 14.3 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 : 113: 56 15 1 14 27 71 43: Old : 113: 56 15 1 14 27 71 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 : 35.4 36.8 49.2 54.4 35.4 36.8 49.2 54.4 Old : 35.4 36.8 49.2 54.4 35.4 36.8 49.2 54.4 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 20,600: 9,972 3,000 8 7,098 16,053 17,078 19,061: 3,522 1,539 Old : 20,600: 9,972 3,000 8 7,098 16,053 17,078 19,061: 3,522 1,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 90: 59 -96 2 131 232 192 138: -102 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 14.6 0.0 34.5 77.9 82.9 92.5: 17.1 7.5 Old : 100.0: 48.4 14.6 0.0 34.5 77.9 82.9 92.5: 17.1 7.5 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 : 87: 39 14 2 11 24 52 38: Old : 87: 39 14 2 11 24 52 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 : 30.4 32.0 45.5 53.2 30.4 32.0 45.5 53.2 Old : 30.4 32.0 45.5 53.2 30.4 32.0 45.5 53.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 260,025: 63,979 7,604 38,970 134,091 194,165 237,041 240,739: 22,985 19,286 Old : 260,025: 63,979 7,604 38,970 134,091 194,165 237,041 240,739: 22,985 19,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 8,857: 4,850 -155 3,782 2,305 5,570 10,936 9,197: -2,079 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 2.9 15.0 51.6 74.7 91.2 92.6: 8.8 7.4 Old : 100.0: 24.6 2.9 15.0 51.6 74.7 91.2 92.6: 8.8 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 183: 65 17 44 76 87 159 136: Old : 183: 65 17 44 76 87 159 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.2 26.4 30.7 37.1 12.8 17.9 20.2 24.1 Old : 19.2 26.4 30.7 37.1 12.8 17.9 20.2 24.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,725: 1,050 900 0 7,575 7,005 8,625 7,905: 100 820 Old : 8,725: 1,050 900 0 7,575 7,005 8,625 7,905: 100 820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 530: 0 300 0 530 230 530 530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 10.3 0.0 86.8 80.3 98.9 90.6: 1.1 9.4 Old : 100.0: 12.0 10.3 0.0 86.8 80.3 98.9 90.6: 1.1 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 0 24 28 26 29: Old : 35: 2 1 0 24 28 26 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 : 50.3 38.6 71.0 55.2 36.0 24.2 47.2 34.5 Old : 50.3 38.6 71.0 55.2 36.0 24.2 47.2 34.5 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 35,013: 1,411 0 1 32,252 34,648 33,664 34,649: 1,349 364 Old : 35,013: 1,411 0 1 32,252 34,648 33,664 34,649: 1,349 364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,534: 0 0 0 2,899 2,484 2,899 2,484: -365 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 0.0 92.1 99.0 96.1 99.0: 3.9 1.0 Old : 100.0: 4.0 0.0 0.0 92.1 99.0 96.1 99.0: 3.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 0 1 35 28 38 29: Old : 42: 3 0 1 35 28 38 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 : 39.0 62.7 58.2 87.5 28.0 47.4 42.1 61.8 Old : 39.0 62.7 58.2 87.5 28.0 47.4 42.1 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 25,198: 1,079 0 70 23,464 24,025 24,613 24,095: 585 1,103 Old : 25,198: 1,079 0 70 23,464 24,025 24,613 24,095: 585 1,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 150: 75 0 -25 100 190 150 165: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 0.0 0.3 93.1 95.3 97.7 95.6: 2.3 4.4 Old : 100.0: 4.3 0.0 0.3 93.1 95.3 97.7 95.6: 2.3 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 2 22 15 24 17: Old : 27: 2 0 2 22 15 24 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 : 63.3 85.6 78.9 91.3 61.1 77.1 76.1 79.8 Old : 63.3 85.6 78.9 91.3 61.1 77.1 76.1 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,081: 200 50 0 18,557 18,931 18,757 18,981: 324 100 Old : 19,081: 200 50 0 18,557 18,931 18,757 18,981: 324 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,188: 0 0 0 2,463 2,338 2,463 2,338: -275 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.3 0.0 97.3 99.2 98.3 99.5: 1.7 0.5 Old : 100.0: 1.0 0.3 0.0 97.3 99.2 98.3 99.5: 1.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 1 0 27 27 28 28: Old : 40: 1 1 0 27 27 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 : 64.7 57.8 79.5 79.1 50.9 42.9 59.9 56.4 Old : 64.7 57.8 79.5 79.1 50.9 42.9 59.9 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,329: 0 531 0 3,244 2,976 3,244 3,507: 1,085 822 Old : 4,329: 0 531 0 3,244 2,976 3,244 3,507: 1,085 822 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 127: 0 0 0 232 96 232 96: -105 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.3 0.0 74.9 68.7 74.9 81.0: 25.1 19.0 Old : 100.0: 0.0 12.3 0.0 74.9 68.7 74.9 81.0: 25.1 19.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 17 18 17 20: Old : 24: 0 2 0 17 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 43.7 67.5 64.3 55.6 43.2 64.3 62.5 Old : 56.3 43.7 67.5 64.3 55.6 43.2 64.3 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,264: 75 0 0 17,304 18,074 17,379 18,074: 885 190 Old : 18,264: 75 0 0 17,304 18,074 17,379 18,074: 885 190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 204: 0 0 0 204 204 204 204: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 94.7 99.0 95.2 99.0: 4.8 1.0 Old : 100.0: 0.4 0.0 0.0 94.7 99.0 95.2 99.0: 4.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 21 11 22 11: Old : 22: 1 0 0 21 11 22 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 96.0 79.8 98.4 60.9 87.4 74.1 87.4 Old : 62.1 96.0 79.8 98.4 60.9 87.4 74.1 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 27,230: 1,865 768 189 22,509 25,191 24,563 26,148: 2,667 1,082 Old : 27,230: 1,865 768 189 22,509 25,191 24,563 26,148: 2,667 1,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 1,116: 369 -192 0 621 1,464 990 1,272: 126 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 2.8 0.7 82.7 92.5 90.2 96.0: 9.8 4.0 Old : 100.0: 6.8 2.8 0.7 82.7 92.5 90.2 96.0: 9.8 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 6 1 2 27 30 33 33: Old : 42: 6 1 2 27 30 33 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 : 38.5 50.3 59.3 69.6 33.2 45.0 48.5 60.4 Old : 38.5 50.3 59.3 69.6 33.2 45.0 48.5 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 10,837: 1,133 0 0 9,075 10,473 10,208 10,473: 629 364 Old : 10,837: 1,133 0 0 9,075 10,473 10,208 10,473: 629 364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 540: 248 0 0 340 588 588 588: -48 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 0.0 0.0 83.7 96.6 94.2 96.6: 5.8 3.4 Old : 100.0: 10.5 0.0 0.0 83.7 96.6 94.2 96.6: 5.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 0 0 24 23 25 23: Old : 32: 1 0 0 24 23 25 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 : 46.8 54.3 63.2 77.3 45.5 47.3 57.7 61.2 Old : 46.8 54.3 63.2 77.3 45.5 47.3 57.7 61.2 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, May 12, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 57,187: 4,347 2,998 1,320 46,468 49,739 52,135 54,057: 5,052 3,130 Old : 57,187: 4,347 2,998 1,320 46,468 49,739 52,135 54,057: 5,052 3,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2009 : : 2,763: 0 -1,401 831 1,392 2,472 2,223 1,902: 540 861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 5.2 2.3 81.3 87.0 91.2 94.5: 8.8 5.5 Old : 100.0: 7.6 5.2 2.3 81.3 87.0 91.2 94.5: 8.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 5 2 4 27 33 33 38: Old : 43: 5 2 4 27 33 33 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 : 28.4 27.0 49.5 44.8 21.7 17.7 32.0 30.4 Old : 28.4 27.0 49.5 44.8 21.7 17.7 32.0 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009