GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,047: 0 0 0 16,901 16,872 16,901 16,872: 146 175
Old : 17,047: 0 0 0 16,901 16,872 16,901 16,872: 146 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,007: 0 0 0 4,862 4,993 4,862 4,993: 145 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.0 99.1 99.0: 0.9 1.0
Old : 100.0: 0.0 0.0 0.0 99.1 99.0 99.1 99.0: 0.9 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 : 41: 0 0 0 33 34 33 34:
Old : 41: 0 0 0 33 34 33 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 : 51.2 44.3 71.3 63.8 38.5 39.3 47.1 50.1
Old : 51.2 44.3 71.3 63.8 38.5 39.3 47.1 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,271: 100 495 365 13,626 13,351 14,091 14,211: 180 60
Old : 14,271: 100 495 365 13,626 13,351 14,091 14,211: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,368: 100 0 0 1,268 1,368 1,368 1,368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.5 2.6 95.5 93.6 98.7 99.6: 1.3 0.4
Old : 100.0: 0.7 3.5 2.6 95.5 93.6 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 : 39: 1 2 2 28 31 31 34:
Old : 39: 1 2 2 28 31 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 37.0 64.6 57.5 23.6 19.2 28.2 26.5
Old : 38.3 37.0 64.6 57.5 23.6 19.2 28.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,836: 36 385 130 5,714 5,700 5,880 6,215: 956 621
Old : 6,836: 36 385 130 5,714 5,700 5,880 6,215: 956 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 771: -1 -53 3 777 854 779 804: -8 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.6 1.9 83.6 83.4 86.0 90.9: 14.0 9.1
Old : 100.0: 0.5 5.6 1.9 83.6 83.4 86.0 90.9: 14.0 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 : 36: 1 2 3 28 32 31 35:
Old : 36: 1 2 3 28 32 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 30.1 50.8 50.2 23.9 21.0 35.8 33.6
Old : 30.6 30.1 50.8 50.2 23.9 21.0 35.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 5,884: 50 50 75 5,184 5,010 5,309 5,135: 575 749
Old : 5,884: 50 50 75 5,184 5,010 5,309 5,135: 575 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 468: 0 0 0 527 431 527 431: -59 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 1.3 88.1 85.1 90.2 87.3: 9.8 12.7
Old : 100.0: 0.8 0.8 1.3 88.1 85.1 90.2 87.3: 9.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 1 2 40 40 43 43:
Old : 47: 1 1 2 40 40 43 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 : 27.8 21.6 41.9 40.8 24.0 19.3 35.9 33.3
Old : 27.8 21.6 41.9 40.8 24.0 19.3 35.9 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 214,867: 21,512 16,874 36,729 125,185 135,342 183,426 188,945: 31,441 25,922
Old : 214,867: 21,512 16,874 36,729 125,185 135,342 183,426 188,945: 31,441 25,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,119: 682 861 554 -3,131 -164 -1,895 1,251: 4,014 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.9 17.1 58.3 63.0 85.4 87.9: 14.6 12.1
Old : 100.0: 10.0 7.9 17.1 58.3 63.0 85.4 87.9: 14.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 28 19 40 60 63 108 108:
Old : 120: 28 19 40 60 63 108 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.6 36.4 36.5 14.9 14.4 21.3 19.8
Old : 27.1 24.6 36.4 36.5 14.9 14.4 21.3 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 12,995: 87 1,513 125 12,683 11,257 12,895 12,895: 100 100
Old : 12,995: 87 1,513 125 12,683 11,257 12,895 12,895: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,015: 0 50 25 2,040 1,990 2,065 2,065: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 11.6 1.0 97.6 86.6 99.2 99.2: 0.8 0.8
Old : 100.0: 0.7 11.6 1.0 97.6 86.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 3 2 32 35 35 40:
Old : 49: 2 3 2 32 35 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 : 45.2 28.8 64.6 47.0 41.3 25.3 51.0 40.7
Old : 45.2 28.8 64.6 47.0 41.3 25.3 51.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,240: 235 75 0 6,280 7,140 6,515 7,215: 725 25
Old : 7,240: 235 75 0 6,280 7,140 6,515 7,215: 725 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,270: 0 0 0 1,270 1,300 1,270 1,300: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.0 0.0 86.7 98.6 90.0 99.7: 10.0 0.3
Old : 100.0: 3.2 1.0 0.0 86.7 98.6 90.0 99.7: 10.0 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 : 31: 1 1 0 22 22 23 23:
Old : 31: 1 1 0 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 59.6 61.2 74.4 41.1 57.6 52.3 69.0
Old : 47.0 59.6 61.2 74.4 41.1 57.6 52.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 874,036: 188,072 360,204 270,859 343,045 206,268 801,976 837,331: 72,060 36,705
Old : 874,036: 188,072 360,204 270,859 343,045 206,268 801,976 837,331: 72,060 36,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -15,240: -9,940 -10,505 -7,078 127 1,166 -16,891 -16,417: 1,651 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 41.2 31.0 39.2 23.6 91.8 95.8: 8.2 4.2
Old : 100.0: 21.5 41.2 31.0 39.2 23.6 91.8 95.8: 8.2 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 : 202: 62 53 80 77 59 182 156:
Old : 202: 62 53 80 77 59 182 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 44.3 41.0 55.1 17.7 34.2 23.0 36.5
Old : 29.3 44.3 41.0 55.1 17.7 34.2 23.0 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,949: 163 5,457 3,406 80,871 70,424 84,440 79,287: 8,509 13,662
Old : 92,949: 163 5,457 3,406 80,871 70,424 84,440 79,287: 8,509 13,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 723: 49 -705 86 -356 -2,513 -221 -3,132: 944 3,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.9 3.7 87.0 75.8 90.8 85.3: 9.2 14.7
Old : 100.0: 0.2 5.9 3.7 87.0 75.8 90.8 85.3: 9.2 14.7
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 : 27: 1 2 2 23 22 25 25:
Old : 27: 1 2 2 23 22 25 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 : 48.8 44.8 64.5 64.7 42.8 37.9 54.3 51.8
Old : 48.8 44.8 64.5 64.7 42.8 37.9 54.3 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,123: 3,180 9,802 5,176 42,188 33,524 50,544 48,502: 6,579 8,621
Old : 57,123: 3,180 9,802 5,176 42,188 33,524 50,544 48,502: 6,579 8,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,423: 0 860 360 3,083 1,383 3,443 2,603: -1,020 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 17.2 9.1 73.9 58.7 88.5 84.9: 11.5 15.1
Old : 100.0: 5.6 17.2 9.1 73.9 58.7 88.5 84.9: 11.5 15.1
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 : 29: 2 4 5 21 15 26 21:
Old : 29: 2 4 5 21 15 26 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 : 34.6 42.9 59.9 60.6 34.6 30.1 53.1 43.6
Old : 34.6 42.9 59.9 60.6 34.6 30.1 53.1 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 95,144: 4,502 1,336 1,009 81,673 82,234 87,184 84,579: 7,960 10,565
Old : 95,144: 4,502 1,336 1,009 81,673 82,234 87,184 84,579: 7,960 10,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,860: 363 0 -122 988 875 1,229 753: 1,631 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.4 1.1 85.8 86.4 91.6 88.9: 8.4 11.1
Old : 100.0: 4.7 1.4 1.1 85.8 86.4 91.6 88.9: 8.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 2 27 28 30 31:
Old : 38: 3 1 2 27 28 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 35.3 64.0 54.1 35.0 31.6 46.8 43.4
Old : 44.6 35.3 64.0 54.1 35.0 31.6 46.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,576: 12,260 1,622 5,497 52,117 59,987 69,874 67,106: 5,702 8,470
Old : 75,576: 12,260 1,622 5,497 52,117 59,987 69,874 67,106: 5,702 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,031: -623 658 332 4,317 3,476 4,026 4,466: -995 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.1 7.3 69.0 79.4 92.5 88.8: 7.5 11.2
Old : 100.0: 16.2 2.1 7.3 69.0 79.4 92.5 88.8: 7.5 11.2
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 : 31: 2 2 1 24 24 27 26:
Old : 31: 2 2 1 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 51.2 73.3 69.6 53.3 45.1 65.9 56.8
Old : 56.6 51.2 73.3 69.6 53.3 45.1 65.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 94,612: 2,057 11,938 3,465 81,106 73,064 86,628 88,467: 7,984 6,145
Old : 94,612: 2,057 11,938 3,465 81,106 73,064 86,628 88,467: 7,984 6,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,162: -150 1,330 253 2,762 1,059 2,865 2,642: -703 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.6 3.7 85.7 77.2 91.6 93.5: 8.4 6.5
Old : 100.0: 2.2 12.6 3.7 85.7 77.2 91.6 93.5: 8.4 6.5
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 : 46: 1 4 2 31 31 33 36:
Old : 46: 1 4 2 31 31 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 22.9 61.1 40.1 38.1 22.1 52.5 38.2
Old : 40.1 22.9 61.1 40.1 38.1 22.1 52.5 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,479: 10,634 732 7,209 79,408 82,467 97,251 90,408: 10,228 17,071
Old : 107,479: 10,634 732 7,209 79,408 82,467 97,251 90,408: 10,228 17,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,870: -1,566 0 1,530 2,816 1,464 2,780 2,994: 90 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.7 6.7 73.9 76.7 90.5 84.1: 9.5 15.9
Old : 100.0: 9.9 0.7 6.7 73.9 76.7 90.5 84.1: 9.5 15.9
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 : 33: 2 1 2 19 26 21 29:
Old : 33: 2 1 2 19 26 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 33.9 72.2 50.0 41.1 31.4 57.7 45.4
Old : 49.3 33.9 72.2 50.0 41.1 31.4 57.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,674: 4,918 7,062 1,240 30,144 28,500 36,302 36,802: 7,372 6,872
Old : 43,674: 4,918 7,062 1,240 30,144 28,500 36,302 36,802: 7,372 6,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,374: 168 214 -1,238 -2,568 -594 -3,638 -1,618: 2,264 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.2 2.8 69.0 65.3 83.1 84.3: 16.9 15.7
Old : 100.0: 11.3 16.2 2.8 69.0 65.3 83.1 84.3: 16.9 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: 3 1 2 14 15 17 18:
Old : 21: 3 1 2 14 15 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 : 38.4 47.0 61.5 69.9 28.6 42.2 43.2 51.1
Old : 38.4 47.0 61.5 69.9 28.6 42.2 43.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,835: 1,904 4,183 22,929 59,381 56,803 84,214 83,915: 5,621 5,920
Old : 89,835: 1,904 4,183 22,929 59,381 56,803 84,214 83,915: 5,621 5,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,159: 70 2,440 -3,316 2,472 -34 -774 -910: -385 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.7 25.5 66.1 63.2 93.7 93.4: 6.3 6.6
Old : 100.0: 2.1 4.7 25.5 66.1 63.2 93.7 93.4: 6.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 14 16 18 19:
Old : 26: 2 2 3 14 16 18 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 : 62.0 53.4 78.0 74.9 33.9 27.0 44.6 41.9
Old : 62.0 53.4 78.0 74.9 33.9 27.0 44.6 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,212: 0 481 732 44,773 41,568 45,505 42,781: 6,707 9,431
Old : 52,212: 0 481 732 44,773 41,568 45,505 42,781: 6,707 9,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 598: 0 0 0 598 896 598 896: 0 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.4 85.8 79.6 87.2 81.9: 12.8 18.1
Old : 100.0: 0.0 0.9 1.4 85.8 79.6 87.2 81.9: 12.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 23 19 24 20:
Old : 27: 0 1 1 23 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 38.8 65.5 58.9 43.4 33.7 61.8 51.1
Old : 44.4 38.8 65.5 58.9 43.4 33.7 61.8 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,056: 1,602 7,442 7,398 71,947 64,308 80,947 79,148: 9,109 10,908
Old : 90,056: 1,602 7,442 7,398 71,947 64,308 80,947 79,148: 9,109 10,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,998: 120 1,672 158 5,158 4,104 5,436 5,934: 1,562 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.3 8.2 79.9 71.4 89.9 87.9: 10.1 12.1
Old : 100.0: 1.8 8.3 8.2 79.9 71.4 89.9 87.9: 10.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 5 25 28 31 34:
Old : 42: 1 6 5 25 28 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 27.7 58.8 46.3 35.9 23.9 52.6 38.9
Old : 38.6 27.7 58.8 46.3 35.9 23.9 52.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 120,715: 9,443 17,513 22,270 71,855 70,034 103,568 109,817: 17,147 10,898
Old : 120,715: 9,443 17,513 22,270 71,855 70,034 103,568 109,817: 17,147 10,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,024: -780 -1,054 1,927 3,454 364 4,601 1,237: -3,577 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 14.5 18.4 59.5 58.0 85.8 91.0: 14.2 9.0
Old : 100.0: 7.8 14.5 18.4 59.5 58.0 85.8 91.0: 14.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 5 6 27 26 33 32:
Old : 35: 1 5 6 27 26 33 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 : 34.5 33.7 50.9 51.7 17.9 18.8 26.7 25.9
Old : 34.5 33.7 50.9 51.7 17.9 18.8 26.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,147: 18,534 0 8,020 92,432 104,371 118,986 112,391: 7,161 13,756
Old : 126,147: 18,534 0 8,020 92,432 104,371 118,986 112,391: 7,161 13,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 9,156: 3,501 0 -1,146 6,162 9,063 8,517 7,917: 639 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 6.4 73.3 82.7 94.3 89.1: 5.7 10.9
Old : 100.0: 14.7 0.0 6.4 73.3 82.7 94.3 89.1: 5.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 0 4 21 22 25 26:
Old : 30: 4 0 4 21 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 56.9 73.5 70.1 54.0 53.1 65.1 63.6
Old : 56.7 56.9 73.5 70.1 54.0 53.1 65.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,285: 4,880 240 0 86,557 90,831 91,437 91,071: 4,848 5,214
Old : 96,285: 4,880 240 0 86,557 90,831 91,437 91,071: 4,848 5,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 11,396: 600 0 0 5,948 6,548 6,548 6,548: 4,848 4,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.2 0.0 89.9 94.3 95.0 94.6: 5.0 5.4
Old : 100.0: 5.1 0.2 0.0 89.9 94.3 95.0 94.6: 5.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 13 14 15 15:
Old : 22: 2 1 0 13 14 15 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 : 75.2 81.3 88.6 89.8 66.4 69.5 75.5 76.8
Old : 75.2 81.3 88.6 89.8 66.4 69.5 75.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 229,097: 12,987 9,311 4,625 196,340 203,358 213,952 217,294: 15,145 11,803
Old : 229,097: 12,987 9,311 4,625 196,340 203,358 213,952 217,294: 15,145 11,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,204: 1,682 -132 504 3,156 2,900 5,342 3,272: -2,138 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.1 2.0 85.7 88.8 93.4 94.8: 6.6 5.2
Old : 100.0: 5.7 4.1 2.0 85.7 88.8 93.4 94.8: 6.6 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 : 52: 3 5 4 41 34 47 40:
Old : 52: 3 5 4 41 34 47 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 : 29.0 61.4 48.5 73.2 26.8 59.7 45.0 67.1
Old : 29.0 61.4 48.5 73.2 26.8 59.7 45.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 200,546: 2,534 17,846 9,703 177,555 167,649 189,792 195,198: 10,754 5,348
Old : 200,546: 2,534 17,846 9,703 177,555 167,649 189,792 195,198: 10,754 5,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,765: -53 257 437 1,638 1,314 2,022 2,008: -257 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.9 4.8 88.5 83.6 94.6 97.3: 5.4 2.7
Old : 100.0: 1.3 8.9 4.8 88.5 83.6 94.6 97.3: 5.4 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 : 47: 3 4 6 37 33 43 40:
Old : 47: 3 4 6 37 33 43 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 : 31.8 38.2 52.3 59.9 23.0 35.3 38.4 52.4
Old : 31.8 38.2 52.3 59.9 23.0 35.3 38.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 252,523: 5,084 5,243 16,842 215,400 218,537 237,326 240,622: 15,197 11,901
Old : 252,523: 5,084 5,243 16,842 215,400 218,537 237,326 240,622: 15,197 11,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,701: 234 793 -2,404 6,039 4,976 3,869 3,365: -168 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.1 6.7 85.3 86.5 94.0 95.3: 6.0 4.7
Old : 100.0: 2.0 2.1 6.7 85.3 86.5 94.0 95.3: 6.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 3 6 42 46 48 53:
Old : 56: 4 3 6 42 46 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 25.9 47.5 45.2 23.5 22.6 34.5 36.0
Old : 27.9 25.9 47.5 45.2 23.5 22.6 34.5 36.0
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 - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 199,624: 19,445 7,209 25,587 149,326 160,010 194,358 192,806: 5,266 6,818
Old : 199,624: 19,445 7,209 25,587 149,326 160,010 194,358 192,806: 5,266 6,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,319: 381 -1,475 253 2,516 3,215 3,150 1,993: -831 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.6 12.8 74.8 80.2 97.4 96.6: 2.6 3.4
Old : 100.0: 9.7 3.6 12.8 74.8 80.2 97.4 96.6: 2.6 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 : 49: 6 4 7 38 35 47 43:
Old : 49: 6 4 7 38 35 47 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 : 33.8 31.3 55.7 50.0 29.1 23.4 44.1 34.9
Old : 33.8 31.3 55.7 50.0 29.1 23.4 44.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,451: 248 1,350 881 38,417 34,784 39,546 37,015: 6,905 9,436
Old : 46,451: 248 1,350 881 38,417 34,784 39,546 37,015: 6,905 9,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 105: -107 -1,558 -103 2,338 4,475 2,128 2,814: -2,023 -2,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.9 1.9 82.7 74.9 85.1 79.7: 14.9 20.3
Old : 100.0: 0.5 2.9 1.9 82.7 74.9 85.1 79.7: 14.9 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 16 15 19 17:
Old : 22: 1 2 2 16 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.8 70.3 57.5 38.0 28.4 49.5 43.1
Old : 48.2 36.8 70.3 57.5 38.0 28.4 49.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,909,369: 1,358,674 500,954 1,155,208 1,371,229 2,240,146 3,885,111 3,896,308: 24,258 13,061
Old : 3,909,369: 1,358,674 500,954 1,155,208 1,371,229 2,240,146 3,885,111 3,896,308: 24,258 13,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,916: -62,412 -30,297 27,449 41,633 11,500 6,670 8,652: 246 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.8 29.5 35.1 57.3 99.4 99.7: 0.6 0.3
Old : 100.0: 34.8 12.8 29.5 35.1 57.3 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 : 166: 29 25 47 103 97 156 147:
Old : 166: 29 25 47 103 97 156 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 36.7 52.8 51.0 31.3 24.9 33.8 33.8
Old : 43.0 36.7 52.8 51.0 31.3 24.9 33.8 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,204,518: 212,018 471,455 264,393 723,700 466,931 1,200,111 1,202,779: 4,407 1,739
Old : 1,204,518: 212,018 471,455 264,393 723,700 466,931 1,200,111 1,202,779: 4,407 1,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 62,336: 11,299 17,805 16,504 34,828 28,341 62,631 62,650: -295 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 39.1 22.0 60.1 38.8 99.6 99.9: 0.4 0.1
Old : 100.0: 17.6 39.1 22.0 60.1 38.8 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 22 27 42 40 37 85 83:
Old : 92: 22 27 42 40 37 85 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 43.8 53.8 57.3 23.7 31.1 37.0 38.1
Old : 32.6 43.8 53.8 57.3 23.7 31.1 37.0 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,513: 225 0 0 2,288 2,513 2,513 2,513: 0 0
Old : 2,513: 225 0 0 2,288 2,513 2,513 2,513: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 259: 0 0 0 259 259 259 259: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 91.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 0.0 0.0 91.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 13 11 15 11:
Old : 21: 2 0 0 13 11 15 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 : 42.9 78.8 74.7 94.0 41.9 74.8 72.1 87.1
Old : 42.9 78.8 74.7 94.0 41.9 74.8 72.1 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 30,517: 2,526 2,318 1,071 26,257 26,789 29,854 30,178: 663 339
Old : 30,517: 2,526 2,318 1,071 26,257 26,789 29,854 30,178: 663 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 79: -120 -264 9 156 299 45 44: 34 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.6 3.5 86.0 87.8 97.8 98.9: 2.2 1.1
Old : 100.0: 8.3 7.6 3.5 86.0 87.8 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 4 5 30 27 37 33:
Old : 39: 4 4 5 30 27 37 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 : 33.7 39.2 53.8 66.0 20.5 34.1 32.6 43.6
Old : 33.7 39.2 53.8 66.0 20.5 34.1 32.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,328: 128 228 0 8,922 8,566 9,050 8,794: 278 534
Old : 9,328: 128 228 0 8,922 8,566 9,050 8,794: 278 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.4 0.0 95.6 91.8 97.0 94.3: 3.0 5.7
Old : 100.0: 1.4 2.4 0.0 95.6 91.8 97.0 94.3: 3.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 14 10 15 12:
Old : 20: 1 2 0 14 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 77.3 85.2 89.6 47.0 64.6 71.0 70.5
Old : 49.8 77.3 85.2 89.6 47.0 64.6 71.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,528: 2,722 22 499 12,420 15,307 15,641 15,828: 887 700
Old : 16,528: 2,722 22 499 12,420 15,307 15,641 15,828: 887 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 927: -240 20 40 969 867 769 927: 158 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.1 3.0 75.1 92.6 94.6 95.8: 5.4 4.2
Old : 100.0: 16.5 0.1 3.0 75.1 92.6 94.6 95.8: 5.4 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 : 25: 2 1 3 18 20 21 23:
Old : 25: 2 1 3 18 20 21 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 : 52.8 81.7 75.7 88.5 39.7 59.4 55.5 62.5
Old : 52.8 81.7 75.7 88.5 39.7 59.4 55.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,428: 0 120 0 12,352 11,900 12,352 12,020: 1,076 1,408
Old : 13,428: 0 120 0 12,352 11,900 12,352 12,020: 1,076 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,012: 0 0 0 988 1,012 988 1,012: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 92.0 88.6 92.0 89.5: 8.0 10.5
Old : 100.0: 0.0 0.9 0.0 92.0 88.6 92.0 89.5: 8.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 15 17 16:
Old : 21: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 60.9 69.3 77.8 38.9 47.6 53.5 56.2
Old : 47.9 60.9 69.3 77.8 38.9 47.6 53.5 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 34,848: 0 640 2,240 30,234 30,812 32,474 33,692: 2,374 1,156
Old : 34,848: 0 640 2,240 30,234 30,812 32,474 33,692: 2,374 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -138: 0 0 0 -138 -138 -138 -138: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 6.4 86.8 88.4 93.2 96.7: 6.8 3.3
Old : 100.0: 0.0 1.8 6.4 86.8 88.4 93.2 96.7: 6.8 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 : 26: 0 2 2 23 18 25 20:
Old : 26: 0 2 2 23 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 52.1 70.0 78.0 15.6 18.8 24.2 27.3
Old : 51.8 52.1 70.0 78.0 15.6 18.8 24.2 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 32,634: 0 60 180 32,284 31,172 32,464 31,412: 170 1,222
Old : 32,634: 0 60 180 32,284 31,172 32,464 31,412: 170 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,872: 0 -240 0 1,872 2,112 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.6 98.9 95.5 99.5 96.3: 0.5 3.7
Old : 100.0: 0.0 0.2 0.6 98.9 95.5 99.5 96.3: 0.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 21 18 22 19:
Old : 25: 0 1 1 21 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 72.6 82.5 83.3 59.3 70.7 76.0 78.0
Old : 62.9 72.6 82.5 83.3 59.3 70.7 76.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 11,804: 120 0 0 11,472 11,062 11,592 11,062: 212 742
Old : 11,804: 120 0 0 11,472 11,062 11,592 11,062: 212 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,580: 0 0 0 1,460 1,520 1,460 1,520: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.2 93.7 98.2 93.7: 1.8 6.3
Old : 100.0: 1.0 0.0 0.0 97.2 93.7 98.2 93.7: 1.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 21 17 22 17:
Old : 25: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 39.1 74.8 71.3 43.2 31.6 58.9 52.0
Old : 46.0 39.1 74.8 71.3 43.2 31.6 58.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,172: 0 0 0 9,142 8,748 9,142 8,748: 30 424
Old : 9,172: 0 0 0 9,142 8,748 9,142 8,748: 30 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 824: 0 0 0 824 769 824 769: 0 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 95.4 99.7 95.4: 0.3 4.6
Old : 100.0: 0.0 0.0 0.0 99.7 95.4 99.7 95.4: 0.3 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 : 24: 0 0 0 18 20 18 20:
Old : 24: 0 0 0 18 20 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 : 68.2 55.0 87.7 79.5 66.6 49.3 70.5 64.9
Old : 68.2 55.0 87.7 79.5 66.6 49.3 70.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,035,697: 174,773 174,290 243,950 573,958 563,736 992,681 981,976: 43,016 53,721
Old : 1,035,697: 174,773 174,290 243,950 573,958 563,736 992,681 981,976: 43,016 53,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -54,554: 10,655 8,273 -42,796 -13,500 -6,163 -45,641 -40,686: -8,913 -13,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.8 23.6 55.4 54.4 95.8 94.8: 4.2 5.2
Old : 100.0: 16.9 16.8 23.6 55.4 54.4 95.8 94.8: 4.2 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 : 275: 69 101 110 69 94 208 242:
Old : 275: 69 101 110 69 94 208 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 22.2 42.5 32.6 16.5 7.9 22.1 12.3
Old : 32.7 22.2 42.5 32.6 16.5 7.9 22.1 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 158,691: 24,249 12,272 11,896 90,086 83,473 126,231 107,641: 32,460 51,050
Old : 158,691: 24,249 12,272 11,896 90,086 83,473 126,231 107,641: 32,460 51,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 10,154: 4,196 865 1,143 7,479 5,065 12,818 7,073: -2,664 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.7 7.5 56.8 52.6 79.5 67.8: 20.5 32.2
Old : 100.0: 15.3 7.7 7.5 56.8 52.6 79.5 67.8: 20.5 32.2
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 : 30: 3 5 8 19 20 27 28:
Old : 30: 3 5 8 19 20 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 23.6 56.4 40.4 32.1 22.4 45.3 36.0
Old : 38.1 23.6 56.4 40.4 32.1 22.4 45.3 36.0
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 - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 43,680: 205 900 735 41,790 41,095 42,730 42,730: 950 950
Old : 43,680: 205 900 735 41,790 41,095 42,730 42,730: 950 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 4,795: 25 0 0 4,820 4,845 4,845 4,845: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.1 1.7 95.7 94.1 97.8 97.8: 2.2 2.2
Old : 100.0: 0.5 2.1 1.7 95.7 94.1 97.8 97.8: 2.2 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 : 53: 3 3 3 39 40 44 45:
Old : 53: 3 3 3 39 40 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.1 68.4 61.0 22.1 16.6 26.3 23.4
Old : 46.1 37.1 68.4 61.0 22.1 16.6 26.3 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 195,126: 18,021 35,282 36,479 129,578 116,072 184,078 187,833: 11,048 7,293
Old : 195,126: 18,021 35,282 36,479 129,578 116,072 184,078 187,833: 11,048 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -51: 1,223 -2,233 -655 763 4,081 1,331 1,193: -1,382 -1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.1 18.7 66.4 59.5 94.3 96.3: 5.7 3.7
Old : 100.0: 9.2 18.1 18.7 66.4 59.5 94.3 96.3: 5.7 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 : 56: 10 23 26 23 22 50 54:
Old : 56: 10 23 26 23 22 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 32.5 58.2 56.7 21.0 12.6 26.6 19.9
Old : 38.5 32.5 58.2 56.7 21.0 12.6 26.6 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,965: 6,242 9,798 4,436 19,448 16,396 30,126 30,630: 2,839 2,335
Old : 32,965: 6,242 9,798 4,436 19,448 16,396 30,126 30,630: 2,839 2,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 1,492: 190 532 768 336 82 1,294 1,382: 198 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 29.7 13.5 59.0 49.7 91.4 92.9: 8.6 7.1
Old : 100.0: 18.9 29.7 13.5 59.0 49.7 91.4 92.9: 8.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 5 11 12 19 20:
Old : 24: 6 5 5 11 12 19 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 : 59.9 46.7 74.1 70.9 44.7 40.3 53.7 53.9
Old : 59.9 46.7 74.1 70.9 44.7 40.3 53.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 56,599: 1,931 7,375 1,136 43,500 38,183 46,567 46,694: 10,032 9,905
Old : 56,599: 1,931 7,375 1,136 43,500 38,183 46,567 46,694: 10,032 9,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,520: 0 3,705 305 6,405 3,325 6,710 7,335: -3,190 -3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.0 2.0 76.9 67.5 82.3 82.5: 17.7 17.5
Old : 100.0: 3.4 13.0 2.0 76.9 67.5 82.3 82.5: 17.7 17.5
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: 1 3 3 15 16 18 20:
Old : 22: 1 3 3 15 16 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 : 47.1 45.5 65.4 66.0 24.1 26.8 34.4 32.3
Old : 47.1 45.5 65.4 66.0 24.1 26.8 34.4 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,223: 0 720 0 12,223 11,503 12,223 12,223: 0 0
Old : 12,223: 0 720 0 12,223 11,503 12,223 12,223: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,123: 0 0 0 2,123 2,123 2,123 2,123: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 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 : 33: 0 3 0 22 26 22 29:
Old : 33: 0 3 0 22 26 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 38.9 73.4 59.2 32.1 24.2 45.2 35.1
Old : 48.1 38.9 73.4 59.2 32.1 24.2 45.2 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,524: 9,593 3,426 15 3,034 10,058 12,642 13,499: 1,882 1,025
Old : 14,524: 9,593 3,426 15 3,034 10,058 12,642 13,499: 1,882 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -550: -793 -165 15 357 -503 -421 -653: -129 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 23.6 0.1 20.9 69.3 87.0 92.9: 13.0 7.1
Old : 100.0: 66.0 23.6 0.1 20.9 69.3 87.0 92.9: 13.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 47 21 1 18 22 65 44:
Old : 106: 47 21 1 18 22 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 44.4 50.5 62.0 39.8 44.4 50.5 62.0
Old : 39.9 44.4 50.5 62.0 39.8 44.4 50.5 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,106: 8,128 1,198 175 4,430 11,969 12,733 13,342: 2,373 1,764
Old : 15,106: 8,128 1,198 175 4,430 11,969 12,733 13,342: 2,373 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -134: -453 -485 56 63 115 -334 -314: 200 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 7.9 1.2 29.3 79.2 84.3 88.3: 15.7 11.7
Old : 100.0: 53.8 7.9 1.2 29.3 79.2 84.3 88.3: 15.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 25 12 4 15 18 43 31:
Old : 66: 25 12 4 15 18 43 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 38.3 55.2 57.1 37.4 38.2 55.2 56.8
Old : 37.4 38.3 55.2 57.1 37.4 38.2 55.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,185: 41,644 15,432 12,057 95,821 124,989 149,522 152,478: 12,663 9,707
Old : 162,185: 41,644 15,432 12,057 95,821 124,989 149,522 152,478: 12,663 9,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -143: 2,492 -2,237 -254 -2,110 2,864 128 373: -271 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 9.5 7.4 59.1 77.1 92.2 94.0: 7.8 6.0
Old : 100.0: 25.7 9.5 7.4 59.1 77.1 92.2 94.0: 7.8 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 : 152: 38 23 35 67 78 125 120:
Old : 152: 38 23 35 67 78 125 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 29.9 35.1 42.8 10.4 14.2 18.1 23.4
Old : 24.9 29.9 35.1 42.8 10.4 14.2 18.1 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,364: 150 100 100 7,056 7,118 7,306 7,318: 58 46
Old : 7,364: 150 100 100 7,056 7,118 7,306 7,318: 58 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 828: 0 100 -50 1,028 778 978 828: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.4 1.4 95.8 96.7 99.2 99.4: 0.8 0.6
Old : 100.0: 2.0 1.4 1.4 95.8 96.7 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 1 27 26 29 28:
Old : 36: 1 1 1 27 26 29 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 : 33.7 34.8 54.4 60.1 20.9 24.1 32.4 33.1
Old : 33.7 34.8 54.4 60.1 20.9 24.1 32.4 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,690: 1,255 342 425 14,184 15,593 15,864 16,360: 826 330
Old : 16,690: 1,255 342 425 14,184 15,593 15,864 16,360: 826 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,154: 0 0 0 2,129 2,129 2,129 2,129: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.0 2.5 85.0 93.4 95.1 98.0: 4.9 2.0
Old : 100.0: 7.5 2.0 2.5 85.0 93.4 95.1 98.0: 4.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 2 27 28 30 30:
Old : 42: 2 1 2 27 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 46.4 76.2 72.0 57.2 41.6 69.1 64.4
Old : 59.0 46.4 76.2 72.0 57.2 41.6 69.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 3,507: 90 610 0 2,946 2,707 3,036 3,317: 471 190
Old : 3,507: 90 610 0 2,946 2,707 3,036 3,317: 471 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 259: 0 0 0 319 259 319 259: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 17.4 0.0 84.0 77.2 86.6 94.6: 13.4 5.4
Old : 100.0: 2.6 17.4 0.0 84.0 77.2 86.6 94.6: 13.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 14 16 15:
Old : 22: 1 1 0 15 14 16 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 : 51.6 61.9 67.9 84.8 28.1 36.9 40.7 51.0
Old : 51.6 61.9 67.9 84.8 28.1 36.9 40.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,785: 0 0 100 3,460 3,596 3,560 3,696: 225 89
Old : 3,785: 0 0 100 3,460 3,596 3,560 3,696: 225 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 935: 0 0 0 735 871 735 871: 200 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 2.6 91.4 95.0 94.1 97.6: 5.9 2.4
Old : 100.0: 0.0 0.0 2.6 91.4 95.0 94.1 97.6: 5.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 1 17 20 18 21:
Old : 29: 0 0 1 17 20 18 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 : 45.6 39.9 72.9 61.0 44.3 37.9 67.6 55.6
Old : 45.6 39.9 72.9 61.0 44.3 37.9 67.6 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,523: 425 159 0 9,472 10,259 9,897 10,418: 626 105
Old : 10,523: 425 159 0 9,472 10,259 9,897 10,418: 626 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,685: 45 0 0 3,853 3,858 3,898 3,858: -213 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.5 0.0 90.0 97.5 94.1 99.0: 5.9 1.0
Old : 100.0: 4.0 1.5 0.0 90.0 97.5 94.1 99.0: 5.9 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 : 28: 1 2 0 20 17 21 19:
Old : 28: 1 2 0 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 68.6 81.1 86.7 66.2 67.7 79.1 83.8
Old : 66.9 68.6 81.1 86.7 66.2 67.7 79.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,270: 0 205 212 4,982 4,835 5,194 5,252: 76 18
Old : 5,270: 0 205 212 4,982 4,835 5,194 5,252: 76 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 184: 0 0 0 193 469 193 469: -9 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 4.0 94.5 91.7 98.6 99.7: 1.4 0.3
Old : 100.0: 0.0 3.9 4.0 94.5 91.7 98.6 99.7: 1.4 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 : 24: 0 1 1 20 16 21 17:
Old : 24: 0 1 1 20 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 63.8 62.7 85.5 32.6 48.2 50.7 60.8
Old : 38.2 63.8 62.7 85.5 32.6 48.2 50.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,164: 4,069 11,496 1,558 23,787 16,209 29,414 29,263: 2,750 2,901
Old : 32,164: 4,069 11,496 1,558 23,787 16,209 29,414 29,263: 2,750 2,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,400: 1,164 5,022 0 4,116 33 5,280 5,055: 120 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 35.7 4.8 74.0 50.4 91.5 91.0: 8.5 9.0
Old : 100.0: 12.7 35.7 4.8 74.0 50.4 91.5 91.0: 8.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 5 5 21 27 27 36:
Old : 38: 5 5 5 21 27 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 50.1 62.3 65.6 39.2 48.0 57.3 61.9
Old : 42.8 50.1 62.3 65.6 39.2 48.0 57.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008