GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,040: 0 0 0 12,039 11,879 12,039 11,879: 1 161
Old : 12,040: 0 0 0 12,039 11,879 12,039 11,879: 1 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,226: 0 0 0 1,429 1,278 1,429 1,278: -203 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 98.7 100.0 98.7: 0.0 1.3
Old : 100.0: 0.0 0.0 0.0 100.0 98.7 100.0 98.7: 0.0 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 : 41: 0 0 0 32 34 32 34:
Old : 41: 0 0 0 32 34 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 41.2 69.5 60.0 31.6 36.8 42.8 45.4
Old : 48.0 41.2 69.5 60.0 31.6 36.8 42.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,903: 0 495 365 12,358 11,983 12,723 12,843: 180 60
Old : 12,903: 0 495 365 12,358 11,983 12,723 12,843: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 536: 0 0 0 536 536 536 536: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 2.8 95.8 92.9 98.6 99.5: 1.4 0.5
Old : 100.0: 0.0 3.8 2.8 95.8 92.9 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 2 2 28 30 30 33:
Old : 38: 0 2 2 28 30 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 : 41.3 37.5 66.9 60.1 28.1 21.2 33.1 29.9
Old : 41.3 37.5 66.9 60.1 28.1 21.2 33.1 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,065: 37 438 127 4,937 4,846 5,101 5,411: 964 654
Old : 6,065: 37 438 127 4,937 4,846 5,101 5,411: 964 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 871: -2 10 7 1,174 862 1,179 879: -308 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.2 2.1 81.4 79.9 84.1 89.2: 15.9 10.8
Old : 100.0: 0.6 7.2 2.1 81.4 79.9 84.1 89.2: 15.9 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 : 36: 1 2 3 29 32 32 35:
Old : 36: 1 2 3 29 32 32 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 : 28.5 29.2 46.6 47.9 22.7 21.4 33.7 31.2
Old : 28.5 29.2 46.6 47.9 22.7 21.4 33.7 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 5,416: 50 50 75 4,657 4,579 4,782 4,704: 634 712
Old : 5,416: 50 50 75 4,657 4,579 4,782 4,704: 634 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,043: 0 0 5 1,027 973 1,032 978: 11 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.9 1.4 86.0 84.5 88.3 86.9: 11.7 13.1
Old : 100.0: 0.9 0.9 1.4 86.0 84.5 88.3 86.9: 11.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 1 2 36 39 39 42:
Old : 45: 1 1 2 36 39 39 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 : 27.7 21.0 42.0 38.7 22.9 18.1 34.4 32.1
Old : 27.7 21.0 42.0 38.7 22.9 18.1 34.4 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 255,892: 19,963 14,813 64,517 141,507 148,557 225,987 227,887: 29,905 28,005
Old : 255,892: 19,963 14,813 64,517 141,507 148,557 225,987 227,887: 29,905 28,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 9,709: -304 1,080 5,654 9,447 2,185 14,798 8,919: -5,089 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.8 25.2 55.3 58.1 88.3 89.1: 11.7 10.9
Old : 100.0: 7.8 5.8 25.2 55.3 58.1 88.3 89.1: 11.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 24 23 42 58 60 108 106:
Old : 118: 24 23 42 58 60 108 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 21.9 34.5 34.2 12.5 11.8 17.6 17.1
Old : 23.7 21.9 34.5 34.2 12.5 11.8 17.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 13,342: 1,729 2,969 7,066 3,861 2,993 12,655 13,027: 686 315
Old : 13,342: 1,729 2,969 7,066 3,861 2,993 12,655 13,027: 686 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 93: 390 438 -545 207 206 52 100: 41 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.3 53.0 28.9 22.4 94.9 97.6: 5.1 2.4
Old : 100.0: 13.0 22.3 53.0 28.9 22.4 94.9 97.6: 5.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 11 13 13 24 24:
Old : 24: 6 5 11 13 13 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 61.4 70.3 78.5 18.2 24.2 25.4 30.8
Old : 53.8 61.4 70.3 78.5 18.2 24.2 25.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 10,980: 87 1,463 100 10,643 9,267 10,830 10,830: 150 150
Old : 10,980: 87 1,463 100 10,643 9,267 10,830 10,830: 150 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,325: 37 100 0 2,238 2,239 2,275 2,339: 50 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.3 0.9 96.9 84.4 98.6 98.6: 1.4 1.4
Old : 100.0: 0.8 13.3 0.9 96.9 84.4 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 1 28 31 30 35:
Old : 46: 2 3 1 28 31 30 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 : 50.0 34.5 69.0 55.0 46.7 30.2 58.7 45.4
Old : 50.0 34.5 69.0 55.0 46.7 30.2 58.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,970: 235 75 0 5,010 5,840 5,245 5,915: 725 55
Old : 5,970: 235 75 0 5,010 5,840 5,245 5,915: 725 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 845: 0 0 0 525 1,120 525 1,120: 320 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 0.0 83.9 97.8 87.9 99.1: 12.1 0.9
Old : 100.0: 3.9 1.3 0.0 83.9 97.8 87.9 99.1: 12.1 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 : 29: 1 1 0 19 17 20 18:
Old : 29: 1 1 0 19 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 64.7 66.2 78.6 49.4 61.5 63.8 74.9
Old : 49.4 64.7 66.2 78.6 49.4 61.5 63.8 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,236,487: 216,510 370,500 458,176 484,097 368,209 1,158,783 1,196,886: 77,704 39,601
Old : 1,236,487: 216,510 370,500 458,176 484,097 368,209 1,158,783 1,196,886: 77,704 39,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,058: -3,262 -16,450 10,407 -1,303 13,053 5,842 7,010: 2,217 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 30.0 37.1 39.2 29.8 93.7 96.8: 6.3 3.2
Old : 100.0: 17.5 30.0 37.1 39.2 29.8 93.7 96.8: 6.3 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 : 218: 67 59 91 80 70 196 179:
Old : 218: 67 59 91 80 70 196 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.2 48.8 59.5 13.3 25.7 17.0 27.7
Old : 37.1 48.2 48.8 59.5 13.3 25.7 17.0 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 30,902: 453 18,997 3,471 13,577 7,956 17,501 30,423: 13,400 478
Old : 30,902: 453 18,997 3,471 13,577 7,956 17,501 30,423: 13,400 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -640: -13,867 -308 43 -17 101 -13,841 -164: 13,201 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 61.5 11.2 43.9 25.7 56.6 98.5: 43.4 1.5
Old : 100.0: 1.5 61.5 11.2 43.9 25.7 56.6 98.5: 43.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 15 13 8 10 22 29:
Old : 30: 5 15 13 8 10 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 : 47.2 71.2 52.6 85.5 26.7 59.8 27.7 64.8
Old : 47.2 71.2 52.6 85.5 26.7 59.8 27.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,226: 114 6,162 3,320 81,227 72,937 84,661 82,419: 7,565 9,807
Old : 92,226: 114 6,162 3,320 81,227 72,937 84,661 82,419: 7,565 9,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,329: -292 -877 574 2,499 2,190 2,781 1,887: -1,452 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.7 3.6 88.1 79.1 91.8 89.4: 8.2 10.6
Old : 100.0: 0.1 6.7 3.6 88.1 79.1 91.8 89.4: 8.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 3 24 23 27 27:
Old : 29: 1 3 3 24 23 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 45.6 63.6 66.6 43.0 38.9 54.5 55.2
Old : 48.1 45.6 63.6 66.6 43.0 38.9 54.5 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 54,700: 3,180 8,942 4,816 39,105 32,141 47,101 45,899: 7,599 8,801
Old : 54,700: 3,180 8,942 4,816 39,105 32,141 47,101 45,899: 7,599 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,550: 721 -2,175 1,297 2,387 4,873 4,405 3,995: -855 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 16.3 8.8 71.5 58.8 86.1 83.9: 13.9 16.1
Old : 100.0: 5.8 16.3 8.8 71.5 58.8 86.1 83.9: 13.9 16.1
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 : 28: 2 4 5 20 14 25 20:
Old : 28: 2 4 5 20 14 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 42.3 60.1 60.2 34.4 30.0 53.7 43.9
Old : 34.9 42.3 60.1 60.2 34.4 30.0 53.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,284: 4,139 1,336 1,131 80,685 81,359 85,955 83,826: 6,329 8,458
Old : 92,284: 4,139 1,336 1,131 80,685 81,359 85,955 83,826: 6,329 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,634: 184 151 118 2,882 4,189 3,184 4,458: -1,550 -2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.4 1.2 87.4 88.2 93.1 90.8: 6.9 9.2
Old : 100.0: 4.5 1.4 1.2 87.4 88.2 93.1 90.8: 6.9 9.2
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: 3 1 3 27 28 31 31:
Old : 39: 3 1 3 27 28 31 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 : 43.9 35.6 62.1 54.5 33.4 31.7 45.2 44.2
Old : 43.9 35.6 62.1 54.5 33.4 31.7 45.2 44.2
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 72,545: 12,883 964 5,165 47,800 56,511 65,848 62,640: 6,697 9,905
Old : 72,545: 12,883 964 5,165 47,800 56,511 65,848 62,640: 6,697 9,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,856: -3,713 -2,224 1,262 6,425 2,239 3,974 1,277: -2,118 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.3 7.1 65.9 77.9 90.8 86.3: 9.2 13.7
Old : 100.0: 17.8 1.3 7.1 65.9 77.9 90.8 86.3: 9.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 1 22 22 25 24:
Old : 29: 3 1 1 22 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 48.7 74.7 68.3 55.3 43.9 66.2 58.2
Old : 59.4 48.7 74.7 68.3 55.3 43.9 66.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,450: 2,207 10,608 3,212 78,344 72,005 83,763 85,825: 8,687 6,625
Old : 92,450: 2,207 10,608 3,212 78,344 72,005 83,763 85,825: 8,687 6,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,557: -3,122 3,478 1,136 6,195 -1,559 4,209 3,055: -1,652 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 11.5 3.5 84.7 77.9 90.6 92.8: 9.4 7.2
Old : 100.0: 2.4 11.5 3.5 84.7 77.9 90.6 92.8: 9.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 4 2 27 31 29 36:
Old : 43: 1 4 2 27 31 29 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 24.1 61.8 42.0 38.8 23.2 53.9 40.0
Old : 40.1 24.1 61.8 42.0 38.8 23.2 53.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 104,609: 12,200 732 5,679 76,592 81,003 94,471 87,414: 10,138 17,195
Old : 104,609: 12,200 732 5,679 76,592 81,003 94,471 87,414: 10,138 17,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,293: 484 0 37 -1,982 -1,554 -1,461 -1,517: 168 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.7 5.4 73.2 77.4 90.3 83.6: 9.7 16.4
Old : 100.0: 11.7 0.7 5.4 73.2 77.4 90.3 83.6: 9.7 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 : 33: 2 1 2 19 26 21 29:
Old : 33: 2 1 2 19 26 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 35.6 72.0 50.3 40.9 31.7 58.6 45.1
Old : 48.4 35.6 72.0 50.3 40.9 31.7 58.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 45,048: 4,750 6,848 2,478 32,712 29,094 39,940 38,420: 5,108 6,628
Old : 45,048: 4,750 6,848 2,478 32,712 29,094 39,940 38,420: 5,108 6,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,292: -276 1,498 176 1,112 -1,350 1,012 324: 280 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.2 5.5 72.6 64.6 88.7 85.3: 11.3 14.7
Old : 100.0: 10.5 15.2 5.5 72.6 64.6 88.7 85.3: 11.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 3 14 14 18 17:
Old : 21: 3 1 3 14 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 : 41.0 47.3 65.3 71.5 32.0 40.4 46.2 49.0
Old : 41.0 47.3 65.3 71.5 32.0 40.4 46.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,994: 1,834 1,743 26,245 56,909 56,837 84,988 84,825: 6,006 6,169
Old : 90,994: 1,834 1,743 26,245 56,909 56,837 84,988 84,825: 6,006 6,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 557: 417 -2,682 2,145 -2,356 1,094 206 557: 351 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.9 28.8 62.5 62.5 93.4 93.2: 6.6 6.8
Old : 100.0: 2.0 1.9 28.8 62.5 62.5 93.4 93.2: 6.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 12 16 16 19:
Old : 25: 2 2 3 12 16 16 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 : 64.5 54.9 80.2 76.2 32.3 26.7 42.9 38.7
Old : 64.5 54.9 80.2 76.2 32.3 26.7 42.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 51,614: 0 481 732 44,175 40,672 44,907 41,885: 6,707 9,729
Old : 51,614: 0 481 732 44,175 40,672 44,907 41,885: 6,707 9,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 656: 0 -383 0 2,754 780 2,754 397: -2,098 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 1.4 85.6 78.8 87.0 81.2: 13.0 18.8
Old : 100.0: 0.0 0.9 1.4 85.6 78.8 87.0 81.2: 13.0 18.8
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 : 26: 0 1 1 22 17 23 18:
Old : 26: 0 1 1 22 17 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 : 45.5 40.3 67.1 61.2 45.3 35.3 66.4 53.5
Old : 45.5 40.3 67.1 61.2 45.3 35.3 66.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 83,058: 1,482 5,770 7,240 66,789 60,204 75,511 73,214: 7,547 9,844
Old : 83,058: 1,482 5,770 7,240 66,789 60,204 75,511 73,214: 7,547 9,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,841: -1,735 1,146 1,383 2,155 -370 1,803 2,159: 38 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.9 8.7 80.4 72.5 90.9 88.1: 9.1 11.9
Old : 100.0: 1.8 6.9 8.7 80.4 72.5 90.9 88.1: 9.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 5 25 28 31 34:
Old : 42: 1 6 5 25 28 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 26.6 59.7 46.5 38.1 24.1 50.8 38.6
Old : 42.0 26.6 59.7 46.5 38.1 24.1 50.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 2,162,098: 120,812 65,898 988,871 1,047,597 1,103,388 2,157,281 2,158,157: 4,817 3,941
Old : 2,162,098: 120,812 65,898 988,871 1,047,597 1,103,388 2,157,281 2,158,157: 4,817 3,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 59,558: -9,262 8,742 27,490 40,929 23,261 59,158 59,494: 400 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.0 45.7 48.5 51.0 99.8 99.8: 0.2 0.2
Old : 100.0: 5.6 3.0 45.7 48.5 51.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 40 24 58 54 53 118 112:
Old : 120: 40 24 58 54 53 118 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 30.0 49.1 48.0 4.3 3.1 5.7 5.3
Old : 32.8 30.0 49.1 48.0 4.3 3.1 5.7 5.3
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 119,691: 10,223 18,567 20,343 68,401 69,670 98,967 108,580: 20,724 11,111
Old : 119,691: 10,223 18,567 20,343 68,401 69,670 98,967 108,580: 20,724 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,364: -316 -684 736 365 980 785 1,032: 579 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 15.5 17.0 57.1 58.2 82.7 90.7: 17.3 9.3
Old : 100.0: 8.5 15.5 17.0 57.1 58.2 82.7 90.7: 17.3 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 : 34: 1 5 6 26 25 32 31:
Old : 34: 1 5 6 26 25 32 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 : 34.4 34.9 49.3 53.8 19.3 21.8 28.5 29.2
Old : 34.4 34.9 49.3 53.8 19.3 21.8 28.5 29.2
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 116,991: 15,033 0 9,166 86,270 95,308 110,469 104,474: 6,522 12,517
Old : 116,991: 15,033 0 9,166 86,270 95,308 110,469 104,474: 6,522 12,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -345: -3,650 0 697 2,972 -1,075 19 -378: -364 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 7.8 73.7 81.5 94.4 89.3: 5.6 10.7
Old : 100.0: 12.8 0.0 7.8 73.7 81.5 94.4 89.3: 5.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 4 21 22 26 26:
Old : 31: 5 0 4 21 22 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 54.6 74.3 68.2 54.4 51.2 65.2 61.5
Old : 60.3 54.6 74.3 68.2 54.4 51.2 65.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 84,889: 4,280 240 0 80,609 84,283 84,889 84,523: 0 366
Old : 84,889: 4,280 240 0 80,609 84,283 84,889 84,523: 0 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -9,713: -1,398 240 -310 -6,703 -9,395 -8,411 -9,465: -1,302 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.3 0.0 95.0 99.3 100.0 99.6: 0.0 0.4
Old : 100.0: 5.0 0.3 0.0 95.0 99.3 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 11 13 12 14:
Old : 20: 1 1 0 11 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 88.3 96.5 95.8 79.2 87.0 91.0 92.4
Old : 81.8 88.3 96.5 95.8 79.2 87.0 91.0 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 225,893: 11,305 9,443 4,121 193,184 200,458 208,610 214,022: 17,283 11,871
Old : 225,893: 11,305 9,443 4,121 193,184 200,458 208,610 214,022: 17,283 11,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,082: 218 44 -913 380 -818 -315 -1,687: -767 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.2 1.8 85.5 88.7 92.3 94.7: 7.7 5.3
Old : 100.0: 5.0 4.2 1.8 85.5 88.7 92.3 94.7: 7.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 5 4 40 33 46 39:
Old : 51: 3 5 4 40 33 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 62.0 48.3 74.0 26.7 60.2 44.8 68.1
Old : 28.9 62.0 48.3 74.0 26.7 60.2 44.8 68.1
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 198,781: 2,587 17,589 9,266 175,917 166,335 187,770 193,190: 11,011 5,591
Old : 198,781: 2,587 17,589 9,266 175,917 166,335 187,770 193,190: 11,011 5,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -588: -791 -3,176 142 -739 2,427 -1,388 -607: 800 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.8 4.7 88.5 83.7 94.5 97.2: 5.5 2.8
Old : 100.0: 1.3 8.8 4.7 88.5 83.7 94.5 97.2: 5.5 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 : 45: 2 3 5 37 32 42 37:
Old : 45: 2 3 5 37 32 42 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 : 31.9 38.8 52.6 60.5 23.1 35.8 38.5 52.8
Old : 31.9 38.8 52.6 60.5 23.1 35.8 38.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 248,822: 4,850 4,450 19,246 209,361 213,561 233,457 237,257: 15,365 11,565
Old : 248,822: 4,850 4,450 19,246 209,361 213,561 233,457 237,257: 15,365 11,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,384: -2,913 -2,190 1,285 -2,652 -1,834 -4,280 -2,739: 2,896 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.8 7.7 84.1 85.8 93.8 95.4: 6.2 4.6
Old : 100.0: 1.9 1.8 7.7 84.1 85.8 93.8 95.4: 6.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 4 5 42 46 47 52:
Old : 55: 2 4 5 42 46 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 27.2 48.7 46.6 24.8 23.3 35.7 35.8
Old : 28.8 27.2 48.7 46.6 24.8 23.3 35.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 197,305: 19,064 8,684 25,334 146,810 156,795 191,208 190,813: 6,097 6,492
Old : 197,305: 19,064 8,684 25,334 146,810 156,795 191,208 190,813: 6,097 6,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,179: -1,270 1,909 5,560 4,413 762 8,703 8,231: -524 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.4 12.8 74.4 79.5 96.9 96.7: 3.1 3.3
Old : 100.0: 9.7 4.4 12.8 74.4 79.5 96.9 96.7: 3.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 6 37 35 45 42:
Old : 47: 5 4 6 37 35 45 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 : 33.7 31.7 55.7 50.1 28.8 23.2 44.7 34.9
Old : 33.7 31.7 55.7 50.1 28.8 23.2 44.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,346: 355 2,908 984 36,079 30,309 37,418 34,201: 8,928 12,145
Old : 46,346: 355 2,908 984 36,079 30,309 37,418 34,201: 8,928 12,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 675: -263 0 0 481 667 218 667: 457 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.3 2.1 77.8 65.4 80.7 73.8: 19.3 26.2
Old : 100.0: 0.8 6.3 2.1 77.8 65.4 80.7 73.8: 19.3 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 14 13 17 16:
Old : 21: 2 2 2 14 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 : 47.7 35.8 70.0 54.4 37.5 26.0 48.7 40.2
Old : 47.7 35.8 70.0 54.4 37.5 26.0 48.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 3,902,453: 1,421,086 531,251 1,127,759 1,329,596 2,228,646 3,878,441 3,887,656: 24,012 14,797
Old : 3,902,453: 1,421,086 531,251 1,127,759 1,329,596 2,228,646 3,878,441 3,887,656: 24,012 14,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 59,372: -67,885 -64,041 74,368 54,450 49,133 60,933 59,460: -1,561 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 13.6 28.9 34.1 57.1 99.4 99.6: 0.6 0.4
Old : 100.0: 36.4 13.6 28.9 34.1 57.1 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 28 26 47 101 96 154 145:
Old : 162: 28 26 47 101 96 154 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 36.9 54.2 50.4 33.1 25.6 35.7 34.0
Old : 44.6 36.9 54.2 50.4 33.1 25.6 35.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,142,182: 200,719 453,650 247,889 688,872 438,590 1,137,480 1,140,129: 4,702 2,053
Old : 1,142,182: 200,719 453,650 247,889 688,872 438,590 1,137,480 1,140,129: 4,702 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 53,305: 5,335 -9,780 24,040 23,756 38,942 53,131 53,202: 174 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 39.7 21.7 60.3 38.4 99.6 99.8: 0.4 0.2
Old : 100.0: 17.6 39.7 21.7 60.3 38.4 99.6 99.8: 0.4 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 : 90: 22 25 38 40 37 82 80:
Old : 90: 22 25 38 40 37 82 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 43.8 54.5 57.2 23.8 30.9 37.5 37.3
Old : 33.8 43.8 54.5 57.2 23.8 30.9 37.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,254: 225 0 0 2,029 2,254 2,254 2,254: 0 0
Old : 2,254: 225 0 0 2,029 2,254 2,254 2,254: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.0 90.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 0.0 0.0 90.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 13 10 15 10:
Old : 20: 2 0 0 13 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 69.2 73.8 91.8 42.1 61.2 69.2 77.1
Old : 42.1 69.2 73.8 91.8 42.1 61.2 69.2 77.1
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 103,805: 3,984 437 14,301 84,847 88,743 103,132 103,480: 673 325
Old : 103,805: 3,984 437 14,301 84,847 88,743 103,132 103,480: 673 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,691: -219 50 553 1,279 1,091 1,614 1,694: 77 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.4 13.8 81.7 85.5 99.4 99.7: 0.6 0.3
Old : 100.0: 3.8 0.4 13.8 81.7 85.5 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 5 8 30 29 40 37:
Old : 41: 5 5 8 30 29 40 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 : 42.8 46.6 65.9 69.8 8.8 13.0 14.2 17.9
Old : 42.8 46.6 65.9 69.8 8.8 13.0 14.2 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 32,532: 2,959 72 795 28,023 30,939 31,778 31,807: 755 726
Old : 32,532: 2,959 72 795 28,023 30,939 31,778 31,807: 755 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,512: -0 20 -4 1,514 1,495 1,509 1,511: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.2 2.4 86.1 95.1 97.7 97.8: 2.3 2.2
Old : 100.0: 9.1 0.2 2.4 86.1 95.1 97.7 97.8: 2.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 3 20 21 23 24:
Old : 26: 2 1 3 20 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 80.7 81.6 90.0 20.5 26.1 25.9 28.6
Old : 59.1 80.7 81.6 90.0 20.5 26.1 25.9 28.6
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 12,416: 0 120 0 11,364 10,888 11,364 11,008: 1,052 1,408
Old : 12,416: 0 120 0 11,364 10,888 11,364 11,008: 1,052 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 466: 0 0 0 366 526 366 526: 100 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 91.5 87.7 91.5 88.7: 8.5 11.3
Old : 100.0: 0.0 1.0 0.0 91.5 87.7 91.5 88.7: 8.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 16 17 17:
Old : 21: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 58.2 63.9 76.4 33.3 40.3 46.6 49.6
Old : 40.2 58.2 63.9 76.4 33.3 40.3 46.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 34,986: 0 640 2,240 30,372 30,950 32,612 33,830: 2,374 1,156
Old : 34,986: 0 640 2,240 30,372 30,950 32,612 33,830: 2,374 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -748: 0 0 0 -772 -724 -772 -724: 24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 6.4 86.8 88.5 93.2 96.7: 6.8 3.3
Old : 100.0: 0.0 1.8 6.4 86.8 88.5 93.2 96.7: 6.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 23 18 25 20:
Old : 26: 0 2 2 23 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 53.0 69.0 78.8 15.5 18.7 23.3 25.7
Old : 49.9 53.0 69.0 78.8 15.5 18.7 23.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 30,762: 0 300 180 30,412 29,060 30,592 29,540: 170 1,222
Old : 30,762: 0 300 180 30,412 29,060 30,592 29,540: 170 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,368: 0 0 0 1,448 1,368 1,448 1,368: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.6 98.9 94.5 99.4 96.0: 0.6 4.0
Old : 100.0: 0.0 1.0 0.6 98.9 94.5 99.4 96.0: 0.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 22 19 23 20:
Old : 25: 0 1 1 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 71.0 81.8 81.9 58.5 68.6 73.5 75.7
Old : 60.3 71.0 81.8 81.9 58.5 68.6 73.5 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 10,224: 120 0 0 10,012 9,542 10,132 9,542: 92 682
Old : 10,224: 120 0 0 10,012 9,542 10,132 9,542: 92 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 246: 0 0 0 246 266 246 266: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 97.9 93.3 99.1 93.3: 0.9 6.7
Old : 100.0: 1.2 0.0 0.0 97.9 93.3 99.1 93.3: 0.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 19 16 20 16:
Old : 24: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 42.3 76.1 73.8 42.5 37.2 59.2 59.3
Old : 44.6 42.3 76.1 73.8 42.5 37.2 59.2 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 8,348: 0 0 0 8,318 7,979 8,318 7,979: 30 369
Old : 8,348: 0 0 0 8,318 7,979 8,318 7,979: 30 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 280: 0 0 0 1,257 571 1,257 571: -977 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 95.6 99.6 95.6: 0.4 4.4
Old : 100.0: 0.0 0.0 0.0 99.6 95.6 99.6 95.6: 0.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 19 17 19:
Old : 23: 0 0 0 17 19 17 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 : 72.6 58.7 88.6 81.6 71.4 55.3 77.6 73.2
Old : 72.6 58.7 88.6 81.6 71.4 55.3 77.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,102,850: 171,637 118,481 1,372,496 1,497,700 1,532,036 3,041,833 3,023,013: 61,017 79,837
Old : 3,102,850: 171,637 118,481 1,372,496 1,497,700 1,532,036 3,041,833 3,023,013: 61,017 79,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 122,476: 1,721 -5,751 64,322 57,485 64,387 123,528 122,958: -1,051 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.8 44.2 48.3 49.4 98.0 97.4: 2.0 2.6
Old : 100.0: 5.5 3.8 44.2 48.3 49.4 98.0 97.4: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 90 116 154 79 95 259 283:
Old : 310: 90 116 154 79 95 259 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 29.0 45.2 43.1 4.3 2.4 5.9 3.6
Old : 30.8 29.0 45.2 43.1 4.3 2.4 5.9 3.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 101,488: 11,675 14,539 32,719 54,420 53,282 98,813 100,540: 2,675 948
Old : 101,488: 11,675 14,539 32,719 54,420 53,282 98,813 100,540: 2,675 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,122: -4,634 323 5,857 5,240 1,833 6,463 8,014: 1,659 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.3 32.2 53.6 52.5 97.4 99.1: 2.6 0.9
Old : 100.0: 11.5 14.3 32.2 53.6 52.5 97.4 99.1: 2.6 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 : 32: 6 11 14 13 12 28 28:
Old : 32: 6 11 14 13 12 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 46.9 79.4 72.4 38.1 28.1 43.9 37.7
Old : 66.7 46.9 79.4 72.4 38.1 28.1 43.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 148,537: 20,053 11,407 10,753 82,607 78,408 113,413 100,568: 35,124 47,969
Old : 148,537: 20,053 11,407 10,753 82,607 78,408 113,413 100,568: 35,124 47,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,609: -60 -999 1,563 3,767 13,745 5,270 14,309: 3,339 -5,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.7 7.2 55.6 52.8 76.4 67.7: 23.6 32.3
Old : 100.0: 13.5 7.7 7.2 55.6 52.8 76.4 67.7: 23.6 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 5 7 18 19 25 26:
Old : 28: 2 5 7 18 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 24.2 58.6 41.8 33.4 23.2 45.8 37.6
Old : 40.0 24.2 58.6 41.8 33.4 23.2 45.8 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 414,322: 34,454 11,015 185,511 192,018 213,861 411,983 410,387: 2,339 3,934
Old : 414,322: 34,454 11,015 185,511 192,018 213,861 411,983 410,387: 2,339 3,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 26,562: 3,135 685 15,611 7,759 9,319 26,505 25,615: 57 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.7 44.8 46.3 51.6 99.4 99.1: 0.6 0.9
Old : 100.0: 8.3 2.7 44.8 46.3 51.6 99.4 99.1: 0.6 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 : 90: 32 22 46 36 36 89 83:
Old : 90: 32 22 46 36 36 89 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 29.3 43.5 48.9 7.5 8.0 10.5 10.0
Old : 24.4 29.3 43.5 48.9 7.5 8.0 10.5 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 328,628: 11,551 6,852 81,242 227,412 231,602 320,206 319,696: 8,422 8,932
Old : 328,628: 11,551 6,852 81,242 227,412 231,602 320,206 319,696: 8,422 8,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 21,803: -2,108 0 2,388 19,626 17,826 19,906 20,214: 1,897 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.1 24.7 69.2 70.5 97.4 97.3: 2.6 2.7
Old : 100.0: 3.5 2.1 24.7 69.2 70.5 97.4 97.3: 2.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 3 10 30 29 40 39:
Old : 40: 7 3 10 30 29 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 34.0 53.8 51.0 9.7 11.8 14.1 15.6
Old : 33.2 34.0 53.8 51.0 9.7 11.8 14.1 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 38,885: 180 900 735 36,970 36,250 37,885 37,885: 1,000 1,000
Old : 38,885: 180 900 735 36,970 36,250 37,885 37,885: 1,000 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,025: -15 0 50 8,005 7,975 8,040 8,025: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.3 1.9 95.1 93.2 97.4 97.4: 2.6 2.6
Old : 100.0: 0.5 2.3 1.9 95.1 93.2 97.4 97.4: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 3 3 36 37 40 42:
Old : 49: 2 3 3 36 37 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 39.2 69.1 63.1 24.1 16.9 28.8 24.9
Old : 47.5 39.2 69.1 63.1 24.1 16.9 28.8 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 195,177: 16,798 37,515 37,134 128,815 111,991 182,747 186,640: 12,430 8,537
Old : 195,177: 16,798 37,515 37,134 128,815 111,991 182,747 186,640: 12,430 8,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 5,120: 541 369 140 4,741 5,393 5,422 5,902: -302 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.2 19.0 66.0 57.4 93.6 95.6: 6.4 4.4
Old : 100.0: 8.6 19.2 19.0 66.0 57.4 93.6 95.6: 6.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 10 22 27 23 22 50 54:
Old : 55: 10 22 27 23 22 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 33.4 60.3 56.1 20.8 13.1 25.3 19.9
Old : 41.1 33.4 60.3 56.1 20.8 13.1 25.3 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 31,473: 6,052 9,266 3,668 19,112 16,314 28,832 29,248: 2,641 2,225
Old : 31,473: 6,052 9,266 3,668 19,112 16,314 28,832 29,248: 2,641 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 83: 831 0 -194 -194 377 443 183: -360 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.4 11.7 60.7 51.8 91.6 92.9: 8.4 7.1
Old : 100.0: 19.2 29.4 11.7 60.7 51.8 91.6 92.9: 8.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 6 5 11 12 19 20:
Old : 24: 5 6 5 11 12 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 46.4 74.2 70.8 44.2 39.6 55.7 53.4
Old : 60.5 46.4 74.2 70.8 44.2 39.6 55.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 53,079: 1,931 3,670 831 37,095 34,858 39,857 39,359: 13,222 13,720
Old : 53,079: 1,931 3,670 831 37,095 34,858 39,857 39,359: 13,222 13,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.9 1.6 69.9 65.7 75.1 74.2: 24.9 25.8
Old : 100.0: 3.6 6.9 1.6 69.9 65.7 75.1 74.2: 24.9 25.8
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 : 20: 1 2 2 15 14 17 17:
Old : 20: 1 2 2 15 14 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 : 50.0 47.1 65.4 62.5 22.3 24.6 30.1 29.2
Old : 50.0 47.1 65.4 62.5 22.3 24.6 30.1 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 10,100: 0 720 0 10,100 9,380 10,100 10,100: 0 0
Old : 10,100: 0 720 0 10,100 9,380 10,100 10,100: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,837: 0 180 0 1,837 1,657 1,837 1,837: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 100.0 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.1 0.0 100.0 92.9 100.0 100.0: 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 : 33: 0 3 0 21 24 21 27:
Old : 33: 0 3 0 21 24 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 31.6 74.0 55.5 41.4 24.5 52.8 36.9
Old : 50.3 31.6 74.0 55.5 41.4 24.5 52.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 15,074: 10,386 3,591 0 2,677 10,561 13,063 14,152: 2,011 922
Old : 15,074: 10,386 3,591 0 2,677 10,561 13,063 14,152: 2,011 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 452: 817 -198 0 -187 678 630 480: -178 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 23.8 0.0 17.8 70.1 86.7 93.9: 13.3 6.1
Old : 100.0: 68.9 23.8 0.0 17.8 70.1 86.7 93.9: 13.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 44 21 0 19 22 63 43:
Old : 104: 44 21 0 19 22 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 44.1 50.3 61.9 35.4 44.1 50.3 61.9
Old : 35.5 44.1 50.3 61.9 35.4 44.1 50.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 15,240: 8,581 1,683 119 4,367 11,854 13,067 13,656: 2,173 1,584
Old : 15,240: 8,581 1,683 119 4,367 11,854 13,067 13,656: 2,173 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 390: 172 13 -9 246 460 409 464: -19 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 11.0 0.8 28.7 77.8 85.7 89.6: 14.3 10.4
Old : 100.0: 56.3 11.0 0.8 28.7 77.8 85.7 89.6: 14.3 10.4
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 : 71: 27 17 2 13 17 42 34:
Old : 71: 27 17 2 13 17 42 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 : 35.1 36.7 53.9 59.0 35.1 36.7 53.9 58.5
Old : 35.1 36.7 53.9 59.0 35.1 36.7 53.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 182,513: 38,335 17,194 27,439 102,272 126,683 168,047 171,317: 14,466 11,196
Old : 182,513: 38,335 17,194 27,439 102,272 126,683 168,047 171,317: 14,466 11,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 682: 732 607 -1,150 3,015 2,329 2,597 1,786: -1,915 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 9.4 15.0 56.0 69.4 92.1 93.9: 7.9 6.1
Old : 100.0: 21.0 9.4 15.0 56.0 69.4 92.1 93.9: 7.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 39 28 40 69 75 129 125:
Old : 154: 39 28 40 69 75 129 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 28.2 31.9 40.5 8.9 13.4 15.8 21.1
Old : 22.2 28.2 31.9 40.5 8.9 13.4 15.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 6,536: 150 0 150 6,028 6,340 6,328 6,490: 208 46
Old : 6,536: 150 0 150 6,028 6,340 6,328 6,490: 208 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,397: 0 0 50 1,313 1,501 1,363 1,551: 34 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 2.3 92.2 97.0 96.8 99.3: 3.2 0.7
Old : 100.0: 2.3 0.0 2.3 92.2 97.0 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 : 35: 1 0 2 26 25 29 27:
Old : 35: 1 0 2 26 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 34.3 51.4 57.2 23.2 27.2 33.9 36.1
Old : 32.3 34.3 51.4 57.2 23.2 27.2 33.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 14,536: 1,255 342 425 12,055 13,464 13,735 14,231: 801 305
Old : 14,536: 1,255 342 425 12,055 13,464 13,735 14,231: 801 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,241: 100 0 -97 1,193 1,353 1,196 1,256: 45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.4 2.9 82.9 92.6 94.5 97.9: 5.5 2.1
Old : 100.0: 8.6 2.4 2.9 82.9 92.6 94.5 97.9: 5.5 2.1
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 : 43: 2 1 2 28 27 31 29:
Old : 43: 2 1 2 28 27 31 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 : 57.9 43.9 73.2 68.4 53.0 43.9 63.9 61.2
Old : 57.9 43.9 73.2 68.4 53.0 43.9 63.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 3,248: 90 610 0 2,627 2,448 2,717 3,058: 531 190
Old : 3,248: 90 610 0 2,627 2,448 2,717 3,058: 531 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 146: 0 0 0 86 196 86 196: 60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 18.8 0.0 80.9 75.4 83.7 94.2: 16.3 5.8
Old : 100.0: 2.8 18.8 0.0 80.9 75.4 83.7 94.2: 16.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 12 15 13:
Old : 20: 1 1 0 14 12 15 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 : 51.5 61.4 67.9 86.8 27.1 38.2 38.6 51.3
Old : 51.5 61.4 67.9 86.8 27.1 38.2 38.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,850: 0 0 100 2,725 2,725 2,825 2,825: 25 25
Old : 2,850: 0 0 100 2,725 2,725 2,825 2,825: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 3.5 95.6 95.6 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 0.0 3.5 95.6 95.6 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 : 27: 0 0 1 16 17 17 18:
Old : 27: 0 0 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 44.7 77.2 68.2 56.1 43.0 75.4 65.6
Old : 56.1 44.7 77.2 68.2 56.1 43.0 75.4 65.6
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 6,838: 380 159 0 5,619 6,401 5,999 6,560: 839 278
Old : 6,838: 380 159 0 5,619 6,401 5,999 6,560: 839 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,492: 0 0 0 2,364 2,268 2,364 2,268: 128 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.3 0.0 82.2 93.6 87.7 95.9: 12.3 4.1
Old : 100.0: 5.6 2.3 0.0 82.2 93.6 87.7 95.9: 12.3 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 : 27: 1 2 0 19 14 20 16:
Old : 27: 1 2 0 19 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 64.4 73.4 84.4 59.8 59.9 69.5 76.8
Old : 60.3 64.4 73.4 84.4 59.8 59.9 69.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,086: 0 205 212 4,789 4,366 5,001 4,783: 85 303
Old : 5,086: 0 205 212 4,789 4,366 5,001 4,783: 85 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 954: -59 205 -73 1,086 600 954 732: 0 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 4.2 94.2 85.8 98.3 94.0: 1.7 6.0
Old : 100.0: 0.0 4.0 4.2 94.2 85.8 98.3 94.0: 1.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 20 17 21 18:
Old : 24: 0 1 1 20 17 21 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 55.8 66.4 78.1 39.0 44.7 50.7 54.8
Old : 46.6 55.8 66.4 78.1 39.0 44.7 50.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 26,764: 2,905 6,474 1,558 19,671 16,176 24,134 24,208: 2,630 2,556
Old : 26,764: 2,905 6,474 1,558 19,671 16,176 24,134 24,208: 2,630 2,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 2,661: 362 1,229 295 2,064 1,122 2,721 2,646: -60 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 24.2 5.8 73.5 60.4 90.2 90.4: 9.8 9.6
Old : 100.0: 10.9 24.2 5.8 73.5 60.4 90.2 90.4: 9.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 4 5 20 27 26 35:
Old : 37: 5 4 5 20 27 26 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 : 36.4 48.4 59.7 61.7 33.8 46.3 52.0 57.9
Old : 36.4 48.4 59.7 61.7 33.8 46.3 52.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008