GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 22, 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 : 34,735: 75 0 0 34,460 34,655 34,535 34,655: 200 80
Old : 34,735: 75 0 0 34,460 34,655 34,535 34,655: 200 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,046: 0 0 0 1,136 1,136 1,136 1,136: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.2 99.8 99.4 99.8: 0.6 0.2
Old : 100.0: 0.2 0.0 0.0 99.2 99.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 0 0 36 35 37 35:
Old : 47: 1 0 0 36 35 37 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 : 48.1 66.6 74.4 81.3 43.9 62.5 65.9 71.5
Old : 48.1 66.6 74.4 81.3 43.9 62.5 65.9 71.5
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, December 22, 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 : 24,261: 725 240 355 22,994 23,616 24,074 24,211: 187 50
Old : 24,261: 725 240 355 22,994 23,616 24,074 24,211: 187 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 93: 0 120 0 93 -27 93 93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.0 1.5 94.8 97.3 99.2 99.8: 0.8 0.2
Old : 100.0: 3.0 1.0 1.5 94.8 97.3 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 3 31 34 35 38:
Old : 42: 2 2 3 31 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 49.1 63.5 72.2 20.6 26.8 32.6 37.6
Old : 40.6 49.1 63.5 72.2 20.6 26.8 32.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, December 22, 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 : 7,506: 1,679 0 268 4,645 6,241 6,592 6,509: 914 997
Old : 7,506: 1,679 0 268 4,645 6,241 6,592 6,509: 914 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 347: 250 0 -35 92 299 307 264: 40 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 3.6 61.9 83.1 87.8 86.7: 12.2 13.3
Old : 100.0: 22.4 0.0 3.6 61.9 83.1 87.8 86.7: 12.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 19 20 20 21:
Old : 21: 1 0 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 58.7 75.1 72.1 55.7 55.5 63.5 62.2
Old : 62.8 58.7 75.1 72.1 55.7 55.5 63.5 62.2
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, December 22, 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 : 12,004: 0 149 154 10,369 11,075 10,523 11,378: 1,481 626
Old : 12,004: 0 149 154 10,369 11,075 10,523 11,378: 1,481 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 265: 0 -30 35 -15 221 20 226: 245 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 1.3 86.4 92.3 87.7 94.8: 12.3 5.2
Old : 100.0: 0.0 1.2 1.3 86.4 92.3 87.7 94.8: 12.3 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 : 46: 0 3 2 34 42 36 45:
Old : 46: 0 3 2 34 42 36 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 : 36.8 29.7 54.4 48.6 34.3 26.9 46.3 39.5
Old : 36.8 29.7 54.4 48.6 34.3 26.9 46.3 39.5
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, December 22, 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 : 9,282: 74 110 95 8,470 8,419 8,639 8,624: 643 658
Old : 9,282: 74 110 95 8,470 8,419 8,639 8,624: 643 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 717: -70 45 10 781 652 721 707: -4 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.2 1.0 91.3 90.7 93.1 92.9: 6.9 7.1
Old : 100.0: 0.8 1.2 1.0 91.3 90.7 93.1 92.9: 6.9 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 : 53: 1 3 3 43 45 46 50:
Old : 53: 1 3 3 43 45 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 24.5 48.3 41.5 26.9 18.9 36.4 32.0
Old : 32.1 24.5 48.3 41.5 26.9 18.9 36.4 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, December 22, 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 : 5,044: 0 269 0 4,140 4,220 4,140 4,489: 904 555
Old : 5,044: 0 269 0 4,140 4,220 4,140 4,489: 904 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 130: 0 10 0 147 255 147 265: -17 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 82.1 83.7 82.1 89.0: 17.9 11.0
Old : 100.0: 0.0 5.3 0.0 82.1 83.7 82.1 89.0: 17.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 19 25 19 26:
Old : 27: 0 1 0 19 25 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 40.7 67.1 59.1 44.9 38.7 55.6 54.0
Old : 50.4 40.7 67.1 59.1 44.9 38.7 55.6 54.0
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, December 22, 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 : 228,371: 23,565 18,753 23,840 146,054 158,789 193,459 201,382: 34,912 26,989
Old : 228,371: 23,565 18,753 23,840 146,054 158,789 193,459 201,382: 34,912 26,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 4,698: 1,556 4,407 -1,786 5,533 3,562 5,303 6,183: -605 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.2 10.4 64.0 69.5 84.7 88.2: 15.3 11.8
Old : 100.0: 10.3 8.2 10.4 64.0 69.5 84.7 88.2: 15.3 11.8
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 : 125: 21 23 38 64 65 111 108:
Old : 125: 21 23 38 64 65 111 108:
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 : 27.6 27.3 38.2 38.4 19.0 23.9 25.5 30.0
Old : 27.6 27.3 38.2 38.4 19.0 23.9 25.5 30.0
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, December 22, 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 : 16,381: 503 1,088 330 15,408 14,823 16,241 16,241: 140 140
Old : 16,381: 503 1,088 330 15,408 14,823 16,241 16,241: 140 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,050: 400 0 -300 850 1,400 950 1,100: 100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.6 2.0 94.1 90.5 99.1 99.1: 0.9 0.9
Old : 100.0: 3.1 6.6 2.0 94.1 90.5 99.1 99.1: 0.9 0.9
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 : 56: 2 5 1 36 42 38 48:
Old : 56: 2 5 1 36 42 38 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 31.1 61.1 48.9 34.9 30.4 49.3 44.2
Old : 40.5 31.1 61.1 48.9 34.9 30.4 49.3 44.2
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, December 22, 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 : 10,856: 75 25 0 10,176 10,556 10,251 10,581: 605 275
Old : 10,856: 75 25 0 10,176 10,556 10,251 10,581: 605 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 400: 0 0 0 400 250 400 250: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.0 93.7 97.2 94.4 97.5: 5.6 2.5
Old : 100.0: 0.7 0.2 0.0 93.7 97.2 94.4 97.5: 5.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 21 25 22 26:
Old : 33: 1 1 0 21 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 52.8 73.5 74.2 49.6 51.4 63.4 66.6
Old : 57.4 52.8 73.5 74.2 49.6 51.4 63.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 22, 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 : 688,851: 79,264 233,877 252,798 295,732 175,867 627,794 662,542: 61,057 26,309
Old : 688,851: 79,264 233,877 252,798 295,732 175,867 627,794 662,542: 61,057 26,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -23,442: -674 -8,895 -3,044 -5,687 -2,515 -9,405 -14,454: -14,037 -8,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 34.0 36.7 42.9 25.5 91.1 96.2: 8.9 3.8
Old : 100.0: 11.5 34.0 36.7 42.9 25.5 91.1 96.2: 8.9 3.8
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 : 206: 56 66 85 73 55 180 163:
Old : 206: 56 66 85 73 55 180 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 43.3 36.8 53.6 10.2 24.0 15.8 27.9
Old : 26.1 43.3 36.8 53.6 10.2 24.0 15.8 27.9
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, December 22, 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 : 100,486: 30 381 2,952 91,077 86,641 94,059 89,974: 6,427 10,512
Old : 100,486: 30 381 2,952 91,077 86,641 94,059 89,974: 6,427 10,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,347: -72 308 -207 3,502 3,262 3,223 3,363: 124 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 2.9 90.6 86.2 93.6 89.5: 6.4 10.5
Old : 100.0: 0.0 0.4 2.9 90.6 86.2 93.6 89.5: 6.4 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 : 29: 1 1 2 25 26 27 28:
Old : 29: 1 1 2 25 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 42.6 69.0 61.4 44.0 35.8 58.4 51.0
Old : 49.3 42.6 69.0 61.4 44.0 35.8 58.4 51.0
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, December 22, 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: 3,022 2,768 4,456 42,181 33,818 49,659 41,042: 7,464 16,081
Old : 57,123: 3,022 2,768 4,456 42,181 33,818 49,659 41,042: 7,464 16,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,534: 398 -154 19 -53 359 364 224: 1,170 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.8 7.8 73.8 59.2 86.9 71.8: 13.1 28.2
Old : 100.0: 5.3 4.8 7.8 73.8 59.2 86.9 71.8: 13.1 28.2
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 : 24: 2 2 2 16 15 18 19:
Old : 24: 2 2 2 16 15 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 : 39.1 32.9 67.3 53.1 36.0 27.6 56.6 41.8
Old : 39.1 32.9 67.3 53.1 36.0 27.6 56.6 41.8
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,403: 2,125 760 516 75,982 75,725 78,623 77,001: 6,780 8,402
Old : 85,403: 2,125 760 516 75,982 75,725 78,623 77,001: 6,780 8,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 48: 0 -62 0 -250 1,790 -250 1,728: 298 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.9 0.6 89.0 88.7 92.1 90.2: 7.9 9.8
Old : 100.0: 2.5 0.9 0.6 89.0 88.7 92.1 90.2: 7.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 2 27 26 30 28:
Old : 38: 2 1 2 27 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 30.7 65.5 50.0 40.7 29.2 54.5 43.4
Old : 45.6 30.7 65.5 50.0 40.7 29.2 54.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, December 22, 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 : 98,928: 0 0 0 85,567 79,793 85,567 79,793: 13,361 19,135
Old : 98,928: 0 0 0 85,567 79,793 85,567 79,793: 13,361 19,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,680: 0 0 0 1,191 2,624 1,191 2,624: 1,489 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.5 80.7 86.5 80.7: 13.5 19.3
Old : 100.0: 0.0 0.0 0.0 86.5 80.7 86.5 80.7: 13.5 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 22 21 22:
Old : 25: 0 0 0 21 22 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 47.1 60.4 63.1 27.9 35.3 40.8 42.1
Old : 36.1 47.1 60.4 63.1 27.9 35.3 40.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, December 22, 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 : 41,441: 680 4,617 6,993 31,719 28,048 39,392 39,658: 2,049 1,783
Old : 41,441: 680 4,617 6,993 31,719 28,048 39,392 39,658: 2,049 1,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 7: 0 634 137 0 -857 137 -86: -130 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.1 16.9 76.5 67.7 95.1 95.7: 4.9 4.3
Old : 100.0: 1.6 11.1 16.9 76.5 67.7 95.1 95.7: 4.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 3 13 13 16 17:
Old : 20: 1 3 3 13 13 16 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 : 56.9 57.0 79.4 75.4 42.6 43.6 52.0 53.2
Old : 56.9 57.0 79.4 75.4 42.6 43.6 52.0 53.2
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,813: 5,580 1,581 3,241 58,759 59,840 67,580 64,662: 6,233 9,151
Old : 73,813: 5,580 1,581 3,241 58,759 59,840 67,580 64,662: 6,233 9,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 881: 0 549 -327 867 626 540 848: 341 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.1 4.4 79.6 81.1 91.6 87.6: 8.4 12.4
Old : 100.0: 7.6 2.1 4.4 79.6 81.1 91.6 87.6: 8.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 25 25 27 26:
Old : 30: 1 1 1 25 25 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 : 55.2 47.1 69.4 66.5 53.0 42.5 63.6 52.8
Old : 55.2 47.1 69.4 66.5 53.0 42.5 63.6 52.8
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, December 22, 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 : 89,321: 978 6,574 5,527 75,879 71,545 82,384 83,646: 6,937 5,675
Old : 89,321: 978 6,574 5,527 75,879 71,545 82,384 83,646: 6,937 5,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 132: -617 283 379 1,760 -290 1,522 372: -1,390 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.4 6.2 85.0 80.1 92.2 93.6: 7.8 6.4
Old : 100.0: 1.1 7.4 6.2 85.0 80.1 92.2 93.6: 7.8 6.4
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 : 43: 2 4 3 27 30 31 35:
Old : 43: 2 4 3 27 30 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 : 43.8 26.7 59.9 44.0 38.1 25.3 48.5 38.4
Old : 43.8 26.7 59.9 44.0 38.1 25.3 48.5 38.4
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, December 22, 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 : 106,032: 19,114 0 3,722 72,014 82,566 94,850 86,288: 11,182 19,744
Old : 106,032: 19,114 0 3,722 72,014 82,566 94,850 86,288: 11,182 19,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,075: 197 0 -274 820 2,465 743 2,191: 1,332 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 3.5 67.9 77.9 89.5 81.4: 10.5 18.6
Old : 100.0: 18.0 0.0 3.5 67.9 77.9 89.5 81.4: 10.5 18.6
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 : 33: 3 0 3 19 26 22 29:
Old : 33: 3 0 3 19 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 : 43.6 32.3 68.3 47.4 38.0 30.7 56.1 45.8
Old : 43.6 32.3 68.3 47.4 38.0 30.7 56.1 45.8
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, December 22, 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 : 38,256: 4,836 7,062 899 28,109 24,023 33,844 31,984: 4,412 6,272
Old : 38,256: 4,836 7,062 899 28,109 24,023 33,844 31,984: 4,412 6,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 598: 179 0 -207 504 815 476 608: 122 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.5 2.3 73.5 62.8 88.5 83.6: 11.5 16.4
Old : 100.0: 12.6 18.5 2.3 73.5 62.8 88.5 83.6: 11.5 16.4
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 : 20: 3 1 2 15 14 18 17:
Old : 20: 3 1 2 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 50.2 67.1 74.1 35.0 41.1 49.0 49.6
Old : 41.4 50.2 67.1 74.1 35.0 41.1 49.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, December 22, 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 : 82,116: 630 11,563 16,969 58,735 47,430 76,334 75,962: 5,782 6,154
Old : 82,116: 630 11,563 16,969 58,735 47,430 76,334 75,962: 5,782 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 482: 0 604 -122 604 0 482 482: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 14.1 20.7 71.5 57.8 93.0 92.5: 7.0 7.5
Old : 100.0: 0.8 14.1 20.7 71.5 57.8 93.0 92.5: 7.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 13 13 17 16:
Old : 23: 1 3 3 13 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 53.0 79.0 73.1 41.8 30.2 51.3 44.4
Old : 61.8 53.0 79.0 73.1 41.8 30.2 51.3 44.4
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, December 22, 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 : 57,679: 0 0 0 50,194 48,329 50,194 48,329: 7,485 9,350
Old : 57,679: 0 0 0 50,194 48,329 50,194 48,329: 7,485 9,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 104: 0 0 0 104 -124 104 -124: 0 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 83.8 87.0 83.8: 13.0 16.2
Old : 100.0: 0.0 0.0 0.0 87.0 83.8 87.0 83.8: 13.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 20 22 20:
Old : 26: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 43.9 65.2 63.3 40.9 33.0 59.2 49.6
Old : 42.0 43.9 65.2 63.3 40.9 33.0 59.2 49.6
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, December 22, 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 : 89,548: 6,469 2,218 5,806 67,628 69,400 79,903 77,424: 9,645 12,124
Old : 89,548: 6,469 2,218 5,806 67,628 69,400 79,903 77,424: 9,645 12,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -1,616: 1,910 -277 -1,456 -1,997 -344 -1,543 -2,077: -73 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.5 6.5 75.5 77.5 89.2 86.5: 10.8 13.5
Old : 100.0: 7.2 2.5 6.5 75.5 77.5 89.2 86.5: 10.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 4 25 28 30 33:
Old : 39: 4 2 4 25 28 30 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 : 37.4 25.7 56.1 43.9 28.6 19.2 45.9 31.3
Old : 37.4 25.7 56.1 43.9 28.6 19.2 45.9 31.3
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, December 22, 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 : 121,587: 8,364 21,160 18,722 76,430 66,534 103,516 106,416: 18,071 15,171
Old : 121,587: 8,364 21,160 18,722 76,430 66,534 103,516 106,416: 18,071 15,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 698: 1,313 712 -48 -718 62 547 726: 151 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.4 15.4 62.9 54.7 85.1 87.5: 14.9 12.5
Old : 100.0: 6.9 17.4 15.4 62.9 54.7 85.1 87.5: 14.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 4 5 24 23 29 29:
Old : 31: 2 4 5 24 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 30.5 55.9 50.4 20.2 20.5 30.0 32.2
Old : 38.3 30.5 55.9 50.4 20.2 20.5 30.0 32.2
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, December 22, 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 : 126,580: 7,013 2,651 12,150 99,704 98,046 118,867 112,847: 7,713 13,733
Old : 126,580: 7,013 2,651 12,150 99,704 98,046 118,867 112,847: 7,713 13,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 637: -2,171 80 1,189 1,985 -84 1,003 1,185: -366 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.1 9.6 78.8 77.5 93.9 89.2: 6.1 10.8
Old : 100.0: 5.5 2.1 9.6 78.8 77.5 93.9 89.2: 6.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 5 21 24 26 29:
Old : 33: 3 2 5 21 24 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 60.5 70.6 71.6 50.4 50.3 62.2 59.6
Old : 52.7 60.5 70.6 71.6 50.4 50.3 62.2 59.6
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, December 22, 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 : 230,033: 11,174 11,914 5,253 204,278 206,435 220,705 223,602: 9,328 6,431
Old : 230,033: 11,174 11,914 5,253 204,278 206,435 220,705 223,602: 9,328 6,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,796: 1,272 328 -845 7,829 5,705 8,256 5,188: -4,460 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.2 2.3 88.8 89.7 95.9 97.2: 4.1 2.8
Old : 100.0: 4.9 5.2 2.3 88.8 89.7 95.9 97.2: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 3 4 42 35 48 40:
Old : 53: 4 3 4 42 35 48 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 : 30.0 59.2 49.4 73.0 28.9 56.0 45.2 66.1
Old : 30.0 59.2 49.4 73.0 28.9 56.0 45.2 66.1
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, December 22, 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 : 184,305: 0 10,620 5,210 163,225 158,428 168,435 174,258: 15,870 10,047
Old : 184,305: 0 10,620 5,210 163,225 158,428 168,435 174,258: 15,870 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 4,363: 0 86 -45 4,374 4,047 4,329 4,088: 34 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 2.8 88.6 86.0 91.4 94.5: 8.6 5.5
Old : 100.0: 0.0 5.8 2.8 88.6 86.0 91.4 94.5: 8.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 5 3 34 30 37 35:
Old : 42: 0 5 3 34 30 37 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 : 33.7 38.4 54.2 60.0 24.1 36.3 38.5 52.3
Old : 33.7 38.4 54.2 60.0 24.1 36.3 38.5 52.3
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, December 22, 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 : 268,016: 98 9,063 15,827 232,681 229,397 248,606 254,287: 19,410 13,729
Old : 268,016: 98 9,063 15,827 232,681 229,397 248,606 254,287: 19,410 13,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,702: -1,120 3,467 -1,393 5,225 -1,357 2,712 717: -10 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 5.9 86.8 85.6 92.8 94.9: 7.2 5.1
Old : 100.0: 0.0 3.4 5.9 86.8 85.6 92.8 94.9: 7.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 4 5 41 42 46 47:
Old : 53: 1 4 5 41 42 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 29.6 48.6 49.2 27.1 27.7 39.0 39.5
Old : 31.7 29.6 48.6 49.2 27.1 27.7 39.0 39.5
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, December 22, 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 : 220,382: 5,759 19,265 18,444 191,018 175,078 215,221 212,787: 5,161 7,595
Old : 220,382: 5,759 19,265 18,444 191,018 175,078 215,221 212,787: 5,161 7,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,300: 1,555 -4,813 2,709 2,010 5,828 6,274 3,724: -2,974 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 8.7 8.4 86.7 79.4 97.7 96.6: 2.3 3.4
Old : 100.0: 2.6 8.7 8.4 86.7 79.4 97.7 96.6: 2.3 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 : 47: 3 5 7 35 33 43 40:
Old : 47: 3 5 7 35 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 : 33.6 30.2 56.9 52.3 31.5 22.0 45.5 32.4
Old : 33.6 30.2 56.9 52.3 31.5 22.0 45.5 32.4
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, December 22, 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 : 49,426: 0 1,504 0 41,919 40,218 41,919 41,722: 7,507 7,704
Old : 49,426: 0 1,504 0 41,919 40,218 41,919 41,722: 7,507 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 785: 0 0 0 750 2,039 750 2,039: 35 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 84.8 81.4 84.8 84.4: 15.2 15.6
Old : 100.0: 0.0 3.0 0.0 84.8 81.4 84.8 84.4: 15.2 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 18 17 18 18:
Old : 22: 0 1 0 18 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 42.8 71.0 59.9 40.8 31.4 50.9 43.9
Old : 46.6 42.8 71.0 59.9 40.8 31.4 50.9 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, December 22, 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 : 3,441,094: 845,395 163,332 1,144,105 1,421,350 2,112,888 3,410,850 3,420,325: 30,244 20,769
Old : 3,441,094: 845,395 163,332 1,144,105 1,421,350 2,112,888 3,410,850 3,420,325: 30,244 20,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -18,898: -28,048 -4,952 -12,556 19,560 -2,209 -21,044 -19,717: 2,146 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.7 33.2 41.3 61.4 99.1 99.4: 0.9 0.6
Old : 100.0: 24.6 4.7 33.2 41.3 61.4 99.1 99.4: 0.9 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 : 173: 26 28 48 110 98 162 152:
Old : 173: 26 28 48 110 98 162 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 36.3 50.7 50.8 21.2 20.5 24.8 28.6
Old : 40.9 36.3 50.7 50.8 21.2 20.5 24.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, December 22, 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 : 1,305,389: 206,123 331,530 350,302 743,735 619,708 1,300,160 1,301,540: 5,229 3,849
Old : 1,305,389: 206,123 331,530 350,302 743,735 619,708 1,300,160 1,301,540: 5,229 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 34,307: -15,221 -13,878 17,997 31,810 29,942 34,586 34,061: -279 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.4 26.8 57.0 47.5 99.6 99.7: 0.4 0.3
Old : 100.0: 15.8 25.4 26.8 57.0 47.5 99.6 99.7: 0.4 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 : 94: 26 30 39 37 35 83 84:
Old : 94: 26 30 39 37 35 83 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 41.5 52.3 56.1 22.9 28.1 33.6 35.1
Old : 31.8 41.5 52.3 56.1 22.9 28.1 33.6 35.1
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,089: 350 0 250 3,489 3,839 4,089 4,089: 0 0
Old : 4,089: 350 0 250 3,489 3,839 4,089 4,089: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -200: 0 0 0 -100 -100 -100 -100: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 6.1 85.3 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.6 0.0 6.1 85.3 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 14 18 15 19:
Old : 23: 1 0 1 14 18 15 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 : 60.6 57.5 89.3 77.3 49.0 40.9 56.8 50.1
Old : 60.6 57.5 89.3 77.3 49.0 40.9 56.8 50.1
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, December 22, 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 : 33,115: 2,170 1,712 979 29,188 30,251 32,337 32,942: 778 173
Old : 33,115: 2,170 1,712 979 29,188 30,251 32,337 32,942: 778 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -36: -100 -1,340 418 -370 926 -52 4: 16 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.2 3.0 88.1 91.4 97.7 99.5: 2.3 0.5
Old : 100.0: 6.6 5.2 3.0 88.1 91.4 97.7 99.5: 2.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 4 7 34 33 41 42:
Old : 45: 5 4 7 34 33 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 36.3 52.0 58.8 22.6 31.7 31.7 42.1
Old : 33.9 36.3 52.0 58.8 22.6 31.7 31.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Old : 10,203: 0 0 0 10,075 9,883 10,075 9,883: 128 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 3.1
Old : 100.0: 0.0 0.0 0.0 98.7 96.9 98.7 96.9: 1.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 75.4
Old : 46.0 70.1 77.3 92.2 45.6 62.6 73.1 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 22, 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 : 19,974: 2,680 122 340 15,754 18,796 18,774 19,258: 1,200 716
Old : 19,974: 2,680 122 340 15,754 18,796 18,774 19,258: 1,200 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.6 1.7 78.9 94.1 94.0 96.4: 6.0 3.6
Old : 100.0: 13.4 0.6 1.7 78.9 94.1 94.0 96.4: 6.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 19 22 21:
Old : 25: 1 1 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 80.1 73.2 89.7 45.1 69.0 64.5 73.6
Old : 51.5 80.1 73.2 89.7 45.1 69.0 64.5 73.6
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, December 22, 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 : 13,992: 0 0 0 12,860 12,694 12,860 12,694: 1,132 1,298
Old : 13,992: 0 0 0 12,860 12,694 12,860 12,694: 1,132 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 95: 0 0 0 199 91 199 91: -104 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.9 90.7 91.9 90.7: 8.1 9.3
Old : 100.0: 0.0 0.0 0.0 91.9 90.7 91.9 90.7: 8.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 17 18 17:
Old : 22: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 59.1 71.2 76.9 38.8 44.9 52.8 58.0
Old : 47.0 59.1 71.2 76.9 38.8 44.9 52.8 58.0
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, December 22, 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 : 34,602: 40 720 720 30,998 32,353 31,758 33,793: 2,844 809
Old : 34,602: 40 720 720 30,998 32,353 31,758 33,793: 2,844 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 30: 0 0 0 -125 10 -125 10: 155 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 2.1 89.6 93.5 91.8 97.7: 8.2 2.3
Old : 100.0: 0.1 2.1 2.1 89.6 93.5 91.8 97.7: 8.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 27 22 29 23:
Old : 29: 1 1 1 27 22 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 49.9 63.4 70.9 15.7 18.7 24.1 29.0
Old : 46.2 49.9 63.4 70.9 15.7 18.7 24.1 29.0
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,881: 100 0 20 29,497 28,919 29,617 28,939: 264 942
Old : 29,881: 100 0 20 29,497 28,919 29,617 28,939: 264 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 87: 0 0 0 75 567 75 567: 12 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.1 98.7 96.8 99.1 96.8: 0.9 3.2
Old : 100.0: 0.3 0.0 0.1 98.7 96.8 99.1 96.8: 0.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 21 23 22:
Old : 27: 1 0 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 74.8 81.3 84.4 52.4 73.6 73.5 80.3
Old : 58.0 74.8 81.3 84.4 52.4 73.6 73.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, December 22, 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 : 11,108: 80 0 0 10,498 10,658 10,578 10,658: 530 450
Old : 11,108: 80 0 0 10,498 10,658 10,578 10,658: 530 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 94.5 95.9 95.2 95.9: 4.8 4.1
Old : 100.0: 0.7 0.0 0.0 94.5 95.9 95.2 95.9: 4.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 16 16 16:
Old : 20: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 76.6 86.3 90.2 57.9 74.9 82.0 86.0
Old : 60.3 76.6 86.3 90.2 57.9 74.9 82.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, December 22, 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 : 7,608: 40 560 0 6,015 6,324 6,055 6,884: 1,553 724
Old : 7,608: 40 560 0 6,015 6,324 6,055 6,884: 1,553 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 120: 0 0 0 130 120 130 120: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.4 0.0 79.1 83.1 79.6 90.5: 20.4 9.5
Old : 100.0: 0.5 7.4 0.0 79.1 83.1 79.6 90.5: 20.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 16 16 17 17:
Old : 21: 1 1 0 16 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 40.9 68.4 67.5 34.4 29.1 38.6 46.9
Old : 52.0 40.9 68.4 67.5 34.4 29.1 38.6 46.9
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,554: 40 0 0 10,214 9,666 10,254 9,666: 300 888
Old : 10,554: 40 0 0 10,214 9,666 10,254 9,666: 300 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -12: 0 0 0 -12 -12 -12 -12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.8 91.6 97.2 91.6: 2.8 8.4
Old : 100.0: 0.4 0.0 0.0 96.8 91.6 97.2 91.6: 2.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 22 18 23 18:
Old : 27: 1 0 0 22 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.6 73.4 76.7 42.0 32.6 59.7 51.8
Old : 45.0 43.6 73.4 76.7 42.0 32.6 59.7 51.8
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, December 22, 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 : 16,632: 0 0 0 16,504 16,114 16,504 16,114: 128 518
Old : 16,632: 0 0 0 16,504 16,114 16,504 16,114: 128 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 192: 0 0 0 202 302 202 302: -10 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 96.9 99.2 96.9: 0.8 3.1
Old : 100.0: 0.0 0.0 0.0 99.2 96.9 99.2 96.9: 0.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 21 23 21:
Old : 26: 0 0 0 23 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 51.0 87.8 76.5 58.9 36.3 60.2 49.8
Old : 66.9 51.0 87.8 76.5 58.9 36.3 60.2 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, December 22, 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 : 1,135,539: 215,665 143,095 307,814 550,623 621,312 1,074,102 1,072,221: 61,437 63,318
Old : 1,135,539: 215,665 143,095 307,814 550,623 621,312 1,074,102 1,072,221: 61,437 63,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -31,371: 9,825 1,375 -3,168 -16,273 -6,351 -9,616 -8,144: -21,755 -23,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.6 27.1 48.5 54.7 94.6 94.4: 5.4 5.6
Old : 100.0: 19.0 12.6 27.1 48.5 54.7 94.6 94.4: 5.4 5.6
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 : 272: 78 92 121 75 87 226 237:
Old : 272: 78 92 121 75 87 226 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 22.7 39.0 34.7 11.5 8.8 17.2 13.4
Old : 26.5 22.7 39.0 34.7 11.5 8.8 17.2 13.4
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, December 22, 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 : 182,502: 22,676 10,600 14,326 102,212 112,765 139,214 137,691: 43,288 44,811
Old : 182,502: 22,676 10,600 14,326 102,212 112,765 139,214 137,691: 43,288 44,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,176: 352 -1,071 621 -153 2,528 820 2,078: 2,356 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.8 7.8 56.0 61.8 76.3 75.4: 23.7 24.6
Old : 100.0: 12.4 5.8 7.8 56.0 61.8 76.3 75.4: 23.7 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 6 22 23 28 31:
Old : 32: 5 3 6 22 23 28 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 : 35.6 25.7 50.7 42.1 30.0 20.2 37.4 33.3
Old : 35.6 25.7 50.7 42.1 30.0 20.2 37.4 33.3
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, December 22, 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 : 55,517: 1,140 3,196 725 53,002 50,893 54,867 54,814: 650 703
Old : 55,517: 1,140 3,196 725 53,002 50,893 54,867 54,814: 650 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 4,513: 325 1,746 125 4,188 2,714 4,638 4,585: -125 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.8 1.3 95.5 91.7 98.8 98.7: 1.2 1.3
Old : 100.0: 2.1 5.8 1.3 95.5 91.7 98.8 98.7: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 3 2 39 43 44 47:
Old : 56: 4 3 2 39 43 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 34.8 67.7 54.4 33.5 27.3 41.1 37.3
Old : 48.7 34.8 67.7 54.4 33.5 27.3 41.1 37.3
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, December 22, 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 : 165,707: 16,792 31,350 23,455 117,213 102,808 157,460 157,613: 8,247 8,094
Old : 165,707: 16,792 31,350 23,455 117,213 102,808 157,460 157,613: 8,247 8,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -8,341: -2,083 -1,306 -3,844 -1,975 -2,867 -7,902 -8,017: -439 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.9 14.2 70.7 62.0 95.0 95.1: 5.0 4.9
Old : 100.0: 10.1 18.9 14.2 70.7 62.0 95.0 95.1: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 16 19 22 21 42 43:
Old : 45: 7 16 19 22 21 42 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 : 39.9 37.8 61.0 62.0 17.0 17.0 26.9 22.2
Old : 39.9 37.8 61.0 62.0 17.0 17.0 26.9 22.2
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, December 22, 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 : 67,735: 0 6,860 195 56,309 45,475 56,504 52,530: 11,231 15,205
Old : 67,735: 0 6,860 195 56,309 45,475 56,504 52,530: 11,231 15,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,846: 0 -150 0 3,182 1,158 3,182 1,008: -336 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 0.3 83.1 67.1 83.4 77.6: 16.6 22.4
Old : 100.0: 0.0 10.1 0.3 83.1 67.1 83.4 77.6: 16.6 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 21 19 22 21:
Old : 27: 0 2 1 21 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 40.7 70.0 59.3 36.5 27.1 44.9 36.1
Old : 52.0 40.7 70.0 59.3 36.5 27.1 44.9 36.1
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, December 22, 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 : 22,720: 0 645 65 22,655 22,010 22,720 22,720: 0 0
Old : 22,720: 0 645 65 22,655 22,010 22,720 22,720: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,625: 0 150 0 1,625 1,475 1,625 1,625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.3 99.7 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.8 0.3 99.7 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 1 25 30 26 34:
Old : 38: 0 4 1 25 30 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 37.0 81.6 59.4 49.1 34.9 67.8 52.7
Old : 55.5 37.0 81.6 59.4 49.1 34.9 67.8 52.7
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,557: 8,850 3,447 46 2,002 8,020 10,898 11,513: 1,659 1,044
Old : 12,557: 8,850 3,447 46 2,002 8,020 10,898 11,513: 1,659 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -105: -63 -59 -15 7 -48 -71 -122: -34 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 27.5 0.4 15.9 63.9 86.8 91.7: 13.2 8.3
Old : 100.0: 70.5 27.5 0.4 15.9 63.9 86.8 91.7: 13.2 8.3
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 : 94: 37 20 1 19 20 57 40:
Old : 94: 37 20 1 19 20 57 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 47.6 51.2 64.3 40.8 47.4 51.2 64.0
Old : 40.8 47.6 51.2 64.3 40.8 47.4 51.2 64.0
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, December 22, 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 : 18,191: 9,467 1,778 213 5,495 14,345 15,175 16,336: 3,016 1,855
Old : 18,191: 9,467 1,778 213 5,495 14,345 15,175 16,336: 3,016 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,146: 587 28 113 252 857 952 998: 194 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 9.8 1.2 30.2 78.9 83.4 89.8: 16.6 10.2
Old : 100.0: 52.0 9.8 1.2 30.2 78.9 83.4 89.8: 16.6 10.2
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 : 76: 31 13 5 15 22 49 37:
Old : 76: 31 13 5 15 22 49 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 34.0 50.2 57.2 35.8 33.9 50.2 57.1
Old : 35.8 34.0 50.2 57.2 35.8 33.9 50.2 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, December 22, 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 : 201,659: 58,082 7,297 13,891 115,086 169,302 187,059 190,490: 14,600 11,169
Old : 201,659: 58,082 7,297 13,891 115,086 169,302 187,059 190,490: 14,600 11,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -734: 45 765 -206 -15 -1,423 -176 -864: -558 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.6 6.9 57.1 84.0 92.8 94.5: 7.2 5.5
Old : 100.0: 28.8 3.6 6.9 57.1 84.0 92.8 94.5: 7.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 40 20 31 81 85 136 123:
Old : 155: 40 20 31 81 85 136 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 26.7 36.0 38.6 15.8 15.3 25.6 22.3
Old : 23.4 26.7 36.0 38.6 15.8 15.3 25.6 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, December 22, 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 : 17,783: 410 0 157 12,042 12,579 12,609 12,736: 5,174 5,047
Old : 17,783: 410 0 157 12,042 12,579 12,609 12,736: 5,174 5,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 75: -180 0 87 144 864 51 951: 24 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.9 67.7 70.7 70.9 71.6: 29.1 28.4
Old : 100.0: 2.3 0.0 0.9 67.7 70.7 70.9 71.6: 29.1 28.4
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 0 1 15 17 16 18:
Old : 22: 1 0 1 15 17 16 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 : 47.4 42.2 60.1 56.5 40.6 35.4 47.0 44.7
Old : 47.4 42.2 60.1 56.5 40.6 35.4 47.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, December 22, 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 : 15,453: 1,462 0 150 13,002 13,806 14,614 13,956: 839 1,497
Old : 15,453: 1,462 0 150 13,002 13,806 14,614 13,956: 839 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 577: 0 0 0 537 120 537 120: 40 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 1.0 84.1 89.3 94.6 90.3: 5.4 9.7
Old : 100.0: 9.5 0.0 1.0 84.1 89.3 94.6 90.3: 5.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 14 18 15 19:
Old : 21: 1 0 1 14 18 15 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 : 72.1 58.9 86.4 73.2 53.1 33.7 55.6 44.0
Old : 72.1 58.9 86.4 73.2 53.1 33.7 55.6 44.0
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,727: 0 50 150 6,377 6,327 6,527 6,527: 200 200
Old : 6,727: 0 50 150 6,377 6,327 6,527 6,527: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -125: -100 0 0 -25 -125 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 2.2 94.8 94.1 97.0 97.0: 3.0 3.0
Old : 100.0: 0.0 0.7 2.2 94.8 94.1 97.0 97.0: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 2 30 24 32 26:
Old : 36: 0 1 2 30 24 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 36.6 57.6 61.0 19.0 26.1 30.1 37.2
Old : 40.1 36.6 57.6 61.0 19.0 26.1 30.1 37.2
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, December 22, 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 : 22,577: 360 264 0 20,927 22,279 21,287 22,543: 1,290 34
Old : 22,577: 360 264 0 20,927 22,279 21,287 22,543: 1,290 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 1,748: -157 0 -28 1,808 1,756 1,623 1,728: 125 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.2 0.0 92.7 98.7 94.3 99.8: 5.7 0.2
Old : 100.0: 1.6 1.2 0.0 92.7 98.7 94.3 99.8: 5.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 0 29 27 30 28:
Old : 39: 1 1 0 29 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 64.1 64.3 82.4 39.6 52.7 55.2 66.7
Old : 44.7 64.1 64.3 82.4 39.6 52.7 55.2 66.7
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, December 22, 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 : 10,748: 0 100 100 8,782 9,603 8,882 9,803: 1,866 945
Old : 10,748: 0 100 100 8,782 9,603 8,882 9,803: 1,866 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 490: 0 0 -75 475 500 400 425: 90 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.9 81.7 89.3 82.6 91.2: 17.4 8.8
Old : 100.0: 0.0 0.9 0.9 81.7 89.3 82.6 91.2: 17.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 15 18 16:
Old : 22: 0 1 1 17 15 18 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 : 45.9 77.0 68.1 85.4 39.0 62.1 56.3 68.8
Old : 45.9 77.0 68.1 85.4 39.0 62.1 56.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, December 22, 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 : 8,395: 175 300 0 8,220 8,095 8,395 8,395: 0 0
Old : 8,395: 175 300 0 8,220 8,095 8,395 8,395: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 980: 50 0 0 930 980 980 980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.6 0.0 97.9 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 3.6 0.0 97.9 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 0 25 21 28 22:
Old : 38: 3 1 0 25 21 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 60.6 66.5 78.5 43.9 59.1 63.5 74.6
Old : 43.9 60.6 66.5 78.5 43.9 59.1 63.5 74.6
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, December 22, 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 : 20,230: 300 168 108 19,174 19,810 19,582 20,086: 648 144
Old : 20,230: 300 168 108 19,174 19,810 19,582 20,086: 648 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 339: 0 -87 0 168 426 168 339: 171 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.8 0.5 94.8 97.9 96.8 99.3: 3.2 0.7
Old : 100.0: 1.5 0.8 0.5 94.8 97.9 96.8 99.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 23 22 25 23:
Old : 33: 1 1 1 23 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 65.5 84.0 82.2 56.7 64.4 82.2 78.9
Old : 57.5 65.5 84.0 82.2 56.7 64.4 82.2 78.9
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, December 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,769: 95 0 0 9,518 9,682 9,613 9,682: 156 87
Old : 9,769: 95 0 0 9,518 9,682 9,613 9,682: 156 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 228: 95 0 0 133 228 228 228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 97.4 99.1 98.4 99.1: 1.6 0.9
Old : 100.0: 1.0 0.0 0.0 97.4 99.1 98.4 99.1: 1.6 0.9
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 : 28: 1 0 0 18 20 19 20:
Old : 28: 1 0 0 18 20 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 : 63.4 58.7 82.1 78.3 57.8 54.9 64.9 68.7
Old : 63.4 58.7 82.1 78.3 57.8 54.9 64.9 68.7
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, December 22, 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 : 43,939: 3,351 9,499 1,921 34,795 31,980 40,067 43,400: 3,872 539
Old : 43,939: 3,351 9,499 1,921 34,795 31,980 40,067 43,400: 3,872 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,106: -264 -2,859 312 3,286 8,245 3,334 5,698: -228 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 21.6 4.4 79.2 72.8 91.2 98.8: 8.8 1.2
Old : 100.0: 7.6 21.6 4.4 79.2 72.8 91.2 98.8: 8.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 4 4 25 27 33 33:
Old : 40: 6 4 4 25 27 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 44.0 55.6 62.6 34.7 41.5 49.6 57.1
Old : 37.1 44.0 55.6 62.6 34.7 41.5 49.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2009