GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,687: 819 2,079 64 39,740 38,361 40,623 40,504: 64 183
Old : 40,687: 819 2,079 64 39,740 38,361 40,623 40,504: 64 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -6,479: -166 -1,101 0 -6,318 -5,358 -6,484 -6,459: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.1 0.2 97.7 94.3 99.8 99.6: 0.2 0.4
Old : 100.0: 2.0 5.1 0.2 97.7 94.3 99.8 99.6: 0.2 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 : 60: 1 4 1 42 47 44 51:
Old : 60: 1 4 1 42 47 44 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 28.5 58.8 48.6 21.1 16.8 29.8 27.1
Old : 36.2 28.5 58.8 48.6 21.1 16.8 29.8 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,779: 200 0 0 28,502 28,579 28,702 28,579: 77 200
Old : 28,779: 200 0 0 28,502 28,579 28,702 28,579: 77 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -4,630: -200 0 0 -4,425 -4,620 -4,625 -4,620: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 99.0 99.3 99.7 99.3: 0.3 0.7
Old : 100.0: 0.7 0.0 0.0 99.0 99.3 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 0 28 32 29 32:
Old : 41: 1 0 0 28 32 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 58.8 75.4 74.7 32.3 30.6 41.7 38.7
Old : 53.6 58.8 75.4 74.7 32.3 30.6 41.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,367: 170 216 31 3,815 3,932 4,016 4,179: 1,351 1,188
Old : 5,367: 170 216 31 3,815 3,932 4,016 4,179: 1,351 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -487: 24 0 -24 -483 -408 -483 -432: -4 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.0 0.6 71.1 73.3 74.8 77.9: 25.2 22.1
Old : 100.0: 3.2 4.0 0.6 71.1 73.3 74.8 77.9: 25.2 22.1
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 : 22: 1 1 1 19 18 20 20:
Old : 22: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 39.3 53.9 57.6 28.6 29.3 40.4 41.0
Old : 36.1 39.3 53.9 57.6 28.6 29.3 40.4 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,609: 485 183 146 6,563 6,748 7,194 7,077: 1,415 1,532
Old : 8,609: 485 183 146 6,563 6,748 7,194 7,077: 1,415 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,524: -237 -125 33 -1,490 -1,665 -1,694 -1,757: 170 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.1 1.7 76.2 78.4 83.6 82.2: 16.4 17.8
Old : 100.0: 5.6 2.1 1.7 76.2 78.4 83.6 82.2: 16.4 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 3 40 37 44 41:
Old : 46: 3 2 3 40 37 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 22.6 41.2 37.1 18.2 15.6 27.4 24.7
Old : 26.1 22.6 41.2 37.1 18.2 15.6 27.4 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,770: 378 420 243 5,574 5,523 6,195 6,186: 575 584
Old : 6,770: 378 420 243 5,574 5,523 6,195 6,186: 575 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,720: -311 66 -60 -1,309 -1,748 -1,680 -1,742: -40 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.2 3.6 82.3 81.6 91.5 91.4: 8.5 8.6
Old : 100.0: 5.6 6.2 3.6 82.3 81.6 91.5 91.4: 8.5 8.6
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 : 63: 2 7 3 47 49 51 57:
Old : 63: 2 7 3 47 49 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.9 42.8 33.8 23.6 17.2 35.0 26.6
Old : 28.9 21.9 42.8 33.8 23.6 17.2 35.0 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,514: 639 0 15 988 2,104 1,642 2,119: 872 395
Old : 2,514: 639 0 15 988 2,104 1,642 2,119: 872 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 36: 142 0 0 -55 75 87 75: -51 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 0.6 39.3 83.7 65.3 84.3: 34.7 15.7
Old : 100.0: 25.4 0.0 0.6 39.3 83.7 65.3 84.3: 34.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 1 12 15 16 16:
Old : 20: 4 0 1 12 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 53.7 55.6 73.5 33.8 46.3 42.5 58.0
Old : 37.1 53.7 55.6 73.5 33.8 46.3 42.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,410: 30 40 0 1,062 867 1,092 907: 318 503
Old : 1,410: 30 40 0 1,062 867 1,092 907: 318 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -500: -30 -45 0 -366 -423 -396 -468: -104 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.8 0.0 75.3 61.5 77.4 64.3: 22.6 35.7
Old : 100.0: 2.1 2.8 0.0 75.3 61.5 77.4 64.3: 22.6 35.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 16 15 17 16:
Old : 20: 1 1 0 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 37.2 60.4 51.3 42.9 33.0 51.6 40.3
Old : 47.0 37.2 60.4 51.3 42.9 33.0 51.6 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 12,701: 0 200 0 12,521 12,491 12,521 12,691: 180 10
Old : 12,701: 0 200 0 12,521 12,491 12,521 12,691: 180 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,070: 0 -200 0 -3,055 -2,840 -3,055 -3,040: -15 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 98.6 98.3 98.6 99.9: 1.4 0.1
Old : 100.0: 0.0 1.6 0.0 98.6 98.3 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 23 16 23 17:
Old : 32: 0 1 0 23 16 23 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 : 59.9 72.3 78.3 89.6 55.0 66.7 68.6 78.8
Old : 59.9 72.3 78.3 89.6 55.0 66.7 68.6 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,630: 69,840 30,896 39,936 161,808 221,388 271,584 292,220: 47,046 26,410
Old : 318,630: 69,840 30,896 39,936 161,808 221,388 271,584 292,220: 47,046 26,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 17,719: 17,182 233 310 -2,562 13,337 14,930 13,880: 2,789 3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.7 12.5 50.8 69.5 85.2 91.7: 14.8 8.3
Old : 100.0: 21.9 9.7 12.5 50.8 69.5 85.2 91.7: 14.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 55 19 44 64 82 138 134:
Old : 167: 55 19 44 64 82 138 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 23.7 28.9 37.0 13.6 16.4 22.4 24.8
Old : 18.4 23.7 28.9 37.0 13.6 16.4 22.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,409: 475 1,390 650 14,251 13,304 15,376 15,344: 33 65
Old : 15,409: 475 1,390 650 14,251 13,304 15,376 15,344: 33 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,007: 0 -232 0 -4,955 -4,760 -4,955 -4,992: -52 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.0 4.2 92.5 86.3 99.8 99.6: 0.2 0.4
Old : 100.0: 3.1 9.0 4.2 92.5 86.3 99.8 99.6: 0.2 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 : 66: 3 7 4 37 46 43 55:
Old : 66: 3 7 4 37 46 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.9 55.5 42.1 30.6 23.9 42.8 36.9
Old : 34.9 23.9 55.5 42.1 30.6 23.9 42.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,932: 2,460 0 25 4,360 6,382 6,845 6,407: 87 525
Old : 6,932: 2,460 0 25 4,360 6,382 6,845 6,407: 87 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,077: -225 0 -25 -820 -1,427 -1,070 -1,452: -7 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 0.0 0.4 62.9 92.1 98.7 92.4: 1.3 7.6
Old : 100.0: 35.5 0.0 0.4 62.9 92.1 98.7 92.4: 1.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 0 1 23 21 29 22:
Old : 39: 6 0 1 23 21 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 47.5 60.9 71.1 36.5 37.1 51.5 54.2
Old : 43.6 47.5 60.9 71.1 36.5 37.1 51.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,471: 2,738 80 501 6,190 8,870 9,429 9,451: 42 20
Old : 9,471: 2,738 80 501 6,190 8,870 9,429 9,451: 42 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -815: -950 0 150 -15 -965 -815 -815: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 0.8 5.3 65.4 93.7 99.6 99.8: 0.4 0.2
Old : 100.0: 28.9 0.8 5.3 65.4 93.7 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 : 21: 2 1 1 9 12 11 14:
Old : 21: 2 1 1 9 12 11 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 : 86.4 74.5 96.9 95.2 81.1 72.0 87.6 85.1
Old : 86.4 74.5 96.9 95.2 81.1 72.0 87.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 760,786: 117,753 293,654 218,083 343,599 209,312 679,435 721,049: 81,351 39,737
Old : 760,786: 117,753 293,654 218,083 343,599 209,312 679,435 721,049: 81,351 39,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 2,084: -4,657 1,165 9,511 -6,825 -9,156 -1,971 1,520: 4,055 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 38.6 28.7 45.2 27.5 89.3 94.8: 10.7 5.2
Old : 100.0: 15.5 38.6 28.7 45.2 27.5 89.3 94.8: 10.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 84 92 121 85 74 248 222:
Old : 280: 84 92 121 85 74 248 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 24.2 27.2 34.2 15.3 20.0 23.2 26.8
Old : 16.3 24.2 27.2 34.2 15.3 20.0 23.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 54,723: 0 0 0 50,286 48,123 50,286 48,123: 4,437 6,600
Old : 54,723: 0 0 0 50,286 48,123 50,286 48,123: 4,437 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,072: 0 0 0 1,670 3,542 1,670 3,542: -3,742 -5,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.9 87.9 91.9 87.9: 8.1 12.1
Old : 100.0: 0.0 0.0 0.0 91.9 87.9 91.9 87.9: 8.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 16 19 16:
Old : 24: 0 0 0 19 16 19 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 : 34.3 54.6 61.0 76.8 32.1 46.7 54.0 62.2
Old : 34.3 54.6 61.0 76.8 32.1 46.7 54.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 56,608: 0 0 0 45,972 53,104 45,972 53,104: 10,636 3,504
Old : 56,608: 0 0 0 45,972 53,104 45,972 53,104: 10,636 3,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,812: 0 0 0 -5,498 -5,285 -5,498 -5,285: -314 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 81.2 93.8 81.2 93.8: 18.8 6.2
Old : 100.0: 0.0 0.0 0.0 81.2 93.8 81.2 93.8: 18.8 6.2
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 : 20: 0 0 0 14 15 14 15:
Old : 20: 0 0 0 14 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
Old : 49.4 53.1 68.6 75.7 46.0 47.9 61.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 54,850: 2,332 2,367 5,839 38,998 35,752 47,169 43,958: 7,681 10,892
Old : 54,850: 2,332 2,367 5,839 38,998 35,752 47,169 43,958: 7,681 10,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -6,221: 155 -415 -812 -3,355 -7,996 -4,012 -9,223: -2,209 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.3 10.6 71.1 65.2 86.0 80.1: 14.0 19.9
Old : 100.0: 4.3 4.3 10.6 71.1 65.2 86.0 80.1: 14.0 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 14 10 17 13:
Old : 20: 1 2 3 14 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 52.7 67.8 73.7 47.3 49.2 64.5 60.2
Old : 48.0 52.7 67.8 73.7 47.3 49.2 64.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 62,672: 3,599 1,280 3,233 44,395 50,921 51,227 55,434: 11,445 7,238
Old : 62,672: 3,599 1,280 3,233 44,395 50,921 51,227 55,434: 11,445 7,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,353: 120 -579 -972 -4,133 -5,294 -4,985 -6,845: -368 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.0 5.2 70.8 81.3 81.7 88.5: 18.3 11.5
Old : 100.0: 5.7 2.0 5.2 70.8 81.3 81.7 88.5: 18.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 16 14 19 17:
Old : 23: 1 2 3 16 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 67.2 63.6 81.1 40.0 66.1 60.4 72.0
Old : 42.3 67.2 63.6 81.1 40.0 66.1 60.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 112,860: 0 13,592 1,093 101,014 93,714 102,107 108,399: 10,753 4,461
Old : 112,860: 0 13,592 1,093 101,014 93,714 102,107 108,399: 10,753 4,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -10,475: 0 1,705 -1,523 -13,320 -10,430 -14,843 -10,248: 4,368 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 1.0 89.5 83.0 90.5 96.0: 9.5 4.0
Old : 100.0: 0.0 12.0 1.0 89.5 83.0 90.5 96.0: 9.5 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 : 33: 0 3 3 20 25 23 28:
Old : 33: 0 3 3 20 25 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 35.8 66.1 58.3 42.5 35.7 55.6 53.9
Old : 44.2 35.8 66.1 58.3 42.5 35.7 55.6 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 92,033: 0 892 1,594 79,925 77,276 81,519 79,762: 10,514 12,271
Old : 92,033: 0 892 1,594 79,925 77,276 81,519 79,762: 10,514 12,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -8,185: 0 317 -317 -11,281 -15,124 -11,598 -15,124: 3,413 6,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.7 86.8 84.0 88.6 86.7: 11.4 13.3
Old : 100.0: 0.0 1.0 1.7 86.8 84.0 88.6 86.7: 11.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 16 16 17:
Old : 21: 0 1 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 53.6 77.2 72.3 53.5 52.7 65.0 64.7
Old : 61.3 53.6 77.2 72.3 53.5 52.7 65.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 153,013: 7,716 0 5,807 124,704 138,681 138,227 144,488: 14,786 8,525
Old : 153,013: 7,716 0 5,807 124,704 138,681 138,227 144,488: 14,786 8,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -10,854: 100 0 -1,505 -11,244 -11,755 -12,649 -13,260: 1,795 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 3.8 81.5 90.6 90.3 94.4: 9.7 5.6
Old : 100.0: 5.0 0.0 3.8 81.5 90.6 90.3 94.4: 9.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 0 2 26 27 29 29:
Old : 36: 3 0 2 26 27 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 35.9 53.9 59.5 28.2 28.7 40.3 46.7
Old : 31.9 35.9 53.9 59.5 28.2 28.7 40.3 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,594,413: 493,991 101,177 816,654 1,262,639 1,657,290 2,573,284 2,575,121: 21,129 19,292
Old : 2,594,413: 493,991 101,177 816,654 1,262,639 1,657,290 2,573,284 2,575,121: 21,129 19,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 22,483: 11,844 -2,719 9,185 1,271 16,389 22,300 22,855: 183 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.9 31.5 48.7 63.9 99.2 99.3: 0.8 0.7
Old : 100.0: 19.0 3.9 31.5 48.7 63.9 99.2 99.3: 0.8 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 : 176: 37 27 60 105 91 170 154:
Old : 176: 37 27 60 105 91 170 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 28.5 36.6 43.7 14.2 22.3 20.3 28.8
Old : 26.0 28.5 36.6 43.7 14.2 22.3 20.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 979,221: 167,046 113,041 182,243 626,200 680,487 975,489 975,771: 3,732 3,450
Old : 979,221: 167,046 113,041 182,243 626,200 680,487 975,489 975,771: 3,732 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 23,794: 19,622 11,519 -169 4,879 12,918 24,332 24,268: -538 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.5 18.6 63.9 69.5 99.6 99.6: 0.4 0.4
Old : 100.0: 17.1 11.5 18.6 63.9 69.5 99.6 99.6: 0.4 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 : 95: 25 27 40 39 37 87 81:
Old : 95: 25 27 40 39 37 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 35.0 44.3 55.3 18.4 28.2 29.0 36.6
Old : 25.7 35.0 44.3 55.3 18.4 28.2 29.0 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,814: 0 849 0 6,731 5,863 6,731 6,712: 83 102
Old : 6,814: 0 849 0 6,731 5,863 6,731 6,712: 83 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,174: 0 -75 0 -1,148 -1,124 -1,148 -1,199: -26 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 0.0 98.8 86.0 98.8 98.5: 1.2 1.5
Old : 100.0: 0.0 12.5 0.0 98.8 86.0 98.8 98.5: 1.2 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 : 37: 0 1 0 27 24 27 25:
Old : 37: 0 1 0 27 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 58.6 71.3 74.4 46.3 54.4 64.6 68.4
Old : 51.7 58.6 71.3 74.4 46.3 54.4 64.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,648: 157 235 10 1,849 1,362 2,016 1,607: 632 1,041
Old : 2,648: 157 235 10 1,849 1,362 2,016 1,607: 632 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -189: 33 17 -30 -223 -238 -220 -251: 31 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.9 0.4 69.8 51.4 76.1 60.7: 23.9 39.3
Old : 100.0: 5.9 8.9 0.4 69.8 51.4 76.1 60.7: 23.9 39.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 14 17 15 20:
Old : 20: 1 2 1 14 17 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 24.6 64.1 42.7 35.6 21.6 46.4 31.3
Old : 42.5 24.6 64.1 42.7 35.6 21.6 46.4 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,818: 95 30 25 1,281 1,456 1,401 1,511: 417 307
Old : 1,818: 95 30 25 1,281 1,456 1,401 1,511: 417 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -508: -66 0 1 -344 -400 -409 -399: -99 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.7 1.4 70.5 80.1 77.1 83.1: 22.9 16.9
Old : 100.0: 5.2 1.7 1.4 70.5 80.1 77.1 83.1: 22.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 20 23 22 26:
Old : 29: 2 1 2 20 23 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 27.7 54.5 44.6 33.2 23.0 41.5 35.5
Old : 40.8 27.7 54.5 44.6 33.2 23.0 41.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,006: 6,504 354 1,062 30,856 39,484 38,422 40,900: 2,584 106
Old : 41,006: 6,504 354 1,062 30,856 39,484 38,422 40,900: 2,584 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 1,317: 672 24 82 503 1,171 1,257 1,277: 60 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.9 2.6 75.2 96.3 93.7 99.7: 6.3 0.3
Old : 100.0: 15.9 0.9 2.6 75.2 96.3 93.7 99.7: 6.3 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 : 43: 3 3 3 31 31 35 36:
Old : 43: 3 3 3 31 31 35 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 : 46.3 57.2 62.8 74.1 39.4 51.1 52.5 63.9
Old : 46.3 57.2 62.8 74.1 39.4 51.1 52.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,990: 92 46 0 6,516 6,945 6,608 6,991: 1,382 999
Old : 7,990: 92 46 0 6,516 6,945 6,608 6,991: 1,382 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -403: -84 -125 0 -571 -297 -655 -422: 252 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 0.0 81.6 86.9 82.7 87.5: 17.3 12.5
Old : 100.0: 1.2 0.6 0.0 81.6 86.9 82.7 87.5: 17.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 14 14 15:
Old : 20: 1 1 0 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 59.3 76.9 81.1 54.2 53.4 63.6 67.0
Old : 60.4 59.3 76.9 81.1 54.2 53.4 63.6 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,875: 0 762 24 14,846 14,317 14,870 15,103: 1,005 772
Old : 15,875: 0 762 24 14,846 14,317 14,870 15,103: 1,005 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -23: 0 62 -28 398 171 370 205: -393 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.2 93.5 90.2 93.7 95.1: 6.3 4.9
Old : 100.0: 0.0 4.8 0.2 93.5 90.2 93.7 95.1: 6.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 25 22 27 25:
Old : 30: 0 3 2 25 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 54.8 70.3 76.9 46.3 41.5 61.0 62.0
Old : 47.9 54.8 70.3 76.9 46.3 41.5 61.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,167: 675 0 0 8,099 8,659 8,774 8,659: 1,393 1,508
Old : 10,167: 675 0 0 8,099 8,659 8,774 8,659: 1,393 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -176: 16 0 0 306 16 322 16: -498 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 79.7 85.2 86.3 85.2: 13.7 14.8
Old : 100.0: 6.6 0.0 0.0 79.7 85.2 86.3 85.2: 13.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 17 14 18 14:
Old : 21: 1 0 0 17 14 18 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 : 37.6 60.6 59.8 76.6 32.7 60.5 52.5 63.4
Old : 37.6 60.6 59.8 76.6 32.7 60.5 52.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,771: 164 2,290 350 27,809 28,197 28,323 30,837: 3,448 934
Old : 31,771: 164 2,290 350 27,809 28,197 28,323 30,837: 3,448 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 967: 0 264 0 599 339 599 603: 368 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.2 1.1 87.5 88.8 89.1 97.1: 10.9 2.9
Old : 100.0: 0.5 7.2 1.1 87.5 88.8 89.1 97.1: 10.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 25 24 28 27:
Old : 30: 1 2 3 25 24 28 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 : 39.4 52.3 59.8 73.4 26.3 42.2 39.5 50.1
Old : 39.4 52.3 59.8 73.4 26.3 42.2 39.5 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,120: 190 352 40 10,141 10,700 10,371 11,092: 1,749 1,028
Old : 12,120: 190 352 40 10,141 10,700 10,371 11,092: 1,749 1,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -914: 0 74 -32 -713 -760 -745 -718: -169 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.9 0.3 83.7 88.3 85.6 91.5: 14.4 8.5
Old : 100.0: 1.6 2.9 0.3 83.7 88.3 85.6 91.5: 14.4 8.5
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 : 24: 1 1 1 20 16 21 18:
Old : 24: 1 1 1 20 16 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 : 45.3 47.6 66.4 76.0 43.4 41.3 61.5 64.1
Old : 45.3 47.6 66.4 76.0 43.4 41.3 61.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 24,226: 0 575 0 23,971 23,396 23,971 23,971: 255 255
Old : 24,226: 0 575 0 23,971 23,396 23,971 23,971: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,184: 0 -525 0 -2,184 -1,659 -2,184 -2,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 98.9 96.6 98.9 98.9: 1.1 1.1
Old : 100.0: 0.0 2.4 0.0 98.9 96.6 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 8 13 9:
Old : 20: 0 1 0 13 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4
Old : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,071: 132 20 12 11,929 12,415 12,073 12,447: 998 624
Old : 13,071: 132 20 12 11,929 12,415 12,073 12,447: 998 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,782: 0 0 0 -1,836 -1,376 -1,836 -1,376: 54 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 0.1 91.3 95.0 92.4 95.2: 7.6 4.8
Old : 100.0: 1.0 0.2 0.1 91.3 95.0 92.4 95.2: 7.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 26 21 27 23:
Old : 32: 1 1 1 26 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 60.8 60.9 79.8 43.1 51.0 54.1 64.3
Old : 45.5 60.8 60.9 79.8 43.1 51.0 54.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 8,721: 0 0 0 7,659 7,939 7,659 7,939: 1,062 782
Old : 8,721: 0 0 0 7,659 7,939 7,659 7,939: 1,062 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -502: 0 0 0 -452 -450 -452 -450: -50 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.8 91.0 87.8 91.0: 12.2 9.0
Old : 100.0: 0.0 0.0 0.0 87.8 91.0 87.8 91.0: 12.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 18 21 18:
Old : 22: 0 0 0 21 18 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 : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1
Old : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 48,516: 0 510 0 48,006 47,920 48,006 48,430: 510 86
Old : 48,516: 0 510 0 48,006 47,920 48,006 48,430: 510 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,216: 0 0 0 -3,216 -3,216 -3,216 -3,216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 98.9 98.8 98.9 99.8: 1.1 0.2
Old : 100.0: 0.0 1.1 0.0 98.9 98.8 98.9 99.8: 1.1 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 : 24: 0 1 0 14 13 14 14:
Old : 24: 0 1 0 14 13 14 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 : 86.8 80.7 95.1 96.3 86.8 80.7 95.1 96.3
Old : 86.8 80.7 95.1 96.3 86.8 80.7 95.1 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 693,487: 0 9,360 0 693,487 684,127 693,487 693,487: 0 0
Old : 693,487: 0 9,360 0 693,487 684,127 693,487 693,487: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -51,609: 0 0 0 -51,609 -51,609 -51,609 -51,609: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 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 : 25: 0 1 0 17 12 17 13:
Old : 25: 0 1 0 17 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 83.1 94.2 97.6 84.8 83.1 93.7 97.3
Old : 84.9 83.1 94.2 97.6 84.8 83.1 93.7 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 32,882: 0 460 0 32,882 32,422 32,882 32,882: 0 0
Old : 32,882: 0 460 0 32,882 32,422 32,882 32,882: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,415: 0 -420 0 -2,415 -1,995 -2,415 -2,415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 100.0 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.4 0.0 100.0 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 10 14 11:
Old : 21: 0 1 0 14 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7
Old : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 34,005: 230 0 0 33,010 34,005 33,240 34,005: 765 0
Old : 34,005: 230 0 0 33,010 34,005 33,240 34,005: 765 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,677: -210 0 0 -1,467 -1,677 -1,677 -1,677: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 97.1 100.0 97.8 100.0: 2.2 0.0
Old : 100.0: 0.7 0.0 0.0 97.1 100.0 97.8 100.0: 2.2 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 : 24: 1 0 0 15 10 16 10:
Old : 24: 1 0 0 15 10 16 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 : 82.4 73.0 93.8 97.1 66.2 71.7 77.6 83.7
Old : 82.4 73.0 93.8 97.1 66.2 71.7 77.6 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 503,787: 0 0 0 503,787 503,787 503,787 503,787: 0 0
Old : 503,787: 0 0 0 503,787 503,787 503,787 503,787: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -17,265: 0 0 0 -17,265 -17,265 -17,265 -17,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 24: 0 0 0 14 14 14 14:
Old : 24: 0 0 0 14 14 14 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 : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7
Old : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 63,101: 0 0 0 63,078 63,101 63,078 63,101: 23 0
Old : 63,101: 0 0 0 63,078 63,101 63,078 63,101: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -4,200: 0 0 0 -4,179 -4,200 -4,179 -4,200: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 28: 0 0 0 18 15 18 15:
Old : 28: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0
Old : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,077,087: 0 0 0 1,077,087 1,077,087 1,077,087 1,077,087: 0 0
Old : 1,077,087: 0 0 0 1,077,087 1,077,087 1,077,087 1,077,087: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -69,300: 0 0 0 -69,300 -69,300 -69,300 -69,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 26: 0 0 0 18 13 18 13:
Old : 26: 0 0 0 18 13 18 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 : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2
Old : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 208,481: 916 0 0 207,565 208,213 208,481 208,213: 0 268
Old : 208,481: 916 0 0 207,565 208,213 208,481 208,213: 0 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,125: -515 0 -315 -2,295 -2,789 -3,125 -3,104: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.4 0.0 0.0 99.6 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 0 0 26 28 28 28:
Old : 42: 2 0 0 26 28 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 : 66.1 57.6 87.3 79.5 66.1 57.2 86.4 77.8
Old : 66.1 57.6 87.3 79.5 66.1 57.2 86.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,649,626: 0 0 0 3,649,626 3,649,626 3,649,626 3,649,626: 0 0
Old : 3,649,626: 0 0 0 3,649,626 3,649,626 3,649,626 3,649,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -55,682: 0 -1,540 0 -55,682 -54,142 -55,682 -55,682: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 40: 0 0 0 24 28 24 28:
Old : 40: 0 0 0 24 28 24 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 : 67.5 61.4 88.5 81.5 67.3 61.3 86.9 81.2
Old : 67.5 61.4 88.5 81.5 67.3 61.3 86.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 60,393: 3,558 1,715 132 56,703 57,806 60,393 59,653: 0 740
Old : 60,393: 3,558 1,715 132 56,703 57,806 60,393 59,653: 0 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,597: 1,456 -105 0 -4,053 -2,747 -2,597 -2,852: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.8 0.2 93.9 95.7 100.0 98.8: 0.0 1.2
Old : 100.0: 5.9 2.8 0.2 93.9 95.7 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 1 24 22 29 24:
Old : 38: 4 2 1 24 22 29 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 : 49.9 61.0 69.5 76.2 46.9 57.7 59.9 70.2
Old : 49.9 61.0 69.5 76.2 46.9 57.7 59.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,146,781: 29,405 68,659 0 1,117,376 1,078,122 1,146,781 1,146,781: 0 0
Old : 1,146,781: 29,405 68,659 0 1,117,376 1,078,122 1,146,781 1,146,781: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -49,036: -5,390 -1,925 0 -43,646 -47,111 -49,036 -49,036: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 6.0 0.0 97.4 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 6.0 0.0 97.4 94.0 100.0 100.0: 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 : 39: 2 2 0 25 26 27 28:
Old : 39: 2 2 0 25 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 55.0 70.5 77.0 49.4 51.7 65.1 72.3
Old : 51.5 55.0 70.5 77.0 49.4 51.7 65.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 54,866: 1,595 223 301 52,840 54,342 54,736 54,866: 130 0
Old : 54,866: 1,595 223 301 52,840 54,342 54,736 54,866: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -4,308: -525 0 0 -3,762 -4,308 -4,287 -4,308: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.4 0.5 96.3 99.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.9 0.4 0.5 96.3 99.0 99.8 100.0: 0.2 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 : 34: 2 1 2 23 26 26 28:
Old : 34: 2 1 2 23 26 26 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 : 54.1 47.2 76.1 73.4 32.3 34.2 45.0 48.2
Old : 54.1 47.2 76.1 73.4 32.3 34.2 45.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 9,068: 46 230 0 7,979 8,177 8,025 8,407: 1,043 661
Old : 9,068: 46 230 0 7,979 8,177 8,025 8,407: 1,043 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,266: -42 -210 0 -1,203 -1,056 -1,245 -1,266: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.5 0.0 88.0 90.2 88.5 92.7: 11.5 7.3
Old : 100.0: 0.5 2.5 0.0 88.0 90.2 88.5 92.7: 11.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 11 14 12:
Old : 20: 1 1 0 13 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3
Old : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 16,668: 510 0 0 15,648 15,839 16,158 15,839: 510 829
Old : 16,668: 510 0 0 15,648 15,839 16,158 15,839: 510 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -630: 0 0 0 -630 -630 -630 -630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 93.9 95.0 96.9 95.0: 3.1 5.0
Old : 100.0: 3.1 0.0 0.0 93.9 95.0 96.9 95.0: 3.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 12 16 12:
Old : 20: 1 0 0 15 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 69.5 81.0 90.6 64.1 62.6 79.0 82.9
Old : 65.1 69.5 81.0 90.6 64.1 62.6 79.0 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 432,408: 0 9,400 0 432,408 423,008 432,408 432,408: 0 0
Old : 432,408: 0 9,400 0 432,408 423,008 432,408 432,408: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -39,270: 0 -9,625 0 -39,270 -29,645 -39,270 -39,270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 9 13 10:
Old : 20: 0 1 0 13 9 13 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 : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5
Old : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,019,978: 9,776 37,930 1,880 1,008,322 980,168 1,019,978 1,019,978: 0 0
Old : 1,019,978: 9,776 37,930 1,880 1,008,322 980,168 1,019,978 1,019,978: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -83,785: -10,010 3,850 -3,850 -69,925 -83,785 -83,785 -83,785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.7 0.2 98.9 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 3.7 0.2 98.9 96.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 1 24 28 27 30:
Old : 39: 2 2 1 24 28 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 50.9 76.6 74.9 31.2 31.4 43.8 41.2
Old : 54.1 50.9 76.6 74.9 31.2 31.4 43.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 412,232: 0 11,605 3,760 408,472 396,867 412,232 412,232: 0 0
Old : 412,232: 0 11,605 3,760 408,472 396,867 412,232 412,232: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -19,250: 0 3,850 -3,850 -15,400 -19,250 -19,250 -19,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.9 99.1 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.8 0.9 99.1 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 14 12 15 13:
Old : 23: 0 1 1 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 : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8
Old : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,676: 140 0 375 25,370 25,809 25,885 26,184: 791 492
Old : 26,676: 140 0 375 25,370 25,809 25,885 26,184: 791 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 161: 5 0 75 267 108 347 183: -186 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 1.4 95.1 96.7 97.0 98.2: 3.0 1.8
Old : 100.0: 0.5 0.0 1.4 95.1 96.7 97.0 98.2: 3.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 2 39 35 42 37:
Old : 44: 2 0 2 39 35 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 : 37.0 44.5 54.0 65.0 22.6 38.6 34.7 51.5
Old : 37.0 44.5 54.0 65.0 22.6 38.6 34.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,234: 380 0 0 15,590 15,668 15,970 15,668: 264 566
Old : 16,234: 380 0 0 15,590 15,668 15,970 15,668: 264 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -714: -130 0 0 -569 -629 -699 -629: -15 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 96.0 96.5 98.4 96.5: 1.6 3.5
Old : 100.0: 2.3 0.0 0.0 96.0 96.5 98.4 96.5: 1.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 18 16 19 16:
Old : 23: 1 0 0 18 16 19 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 : 62.6 64.2 85.3 88.1 49.7 57.8 70.5 74.1
Old : 62.6 64.2 85.3 88.1 49.7 57.8 70.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,792: 80 0 0 7,975 8,043 8,055 8,043: 737 749
Old : 8,792: 80 0 0 7,975 8,043 8,055 8,043: 737 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -876: 80 0 0 -911 -748 -831 -748: -45 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 90.7 91.5 91.6 91.5: 8.4 8.5
Old : 100.0: 0.9 0.0 0.0 90.7 91.5 91.6 91.5: 8.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 26 21 27 21:
Old : 31: 1 0 0 26 21 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 49.2 69.3 67.4 54.3 40.5 61.0 54.3
Old : 56.6 49.2 69.3 67.4 54.3 40.5 61.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,363: 0 0 0 9,838 9,846 9,838 9,846: 525 517
Old : 10,363: 0 0 0 9,838 9,846 9,838 9,846: 525 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -489: 0 0 0 -318 -244 -318 -244: -171 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 95.0 94.9 95.0: 5.1 5.0
Old : 100.0: 0.0 0.0 0.0 94.9 95.0 94.9 95.0: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 22 22 22 22:
Old : 27: 0 0 0 22 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 60.4 78.8 78.6 57.6 58.9 73.0 74.8
Old : 59.5 60.4 78.8 78.6 57.6 58.9 73.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,937: 0 0 0 3,878 3,786 3,878 3,786: 59 151
Old : 3,937: 0 0 0 3,878 3,786 3,878 3,786: 59 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 96.2 98.5 96.2: 1.5 3.8
Old : 100.0: 0.0 0.0 0.0 98.5 96.2 98.5 96.2: 1.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 13 18 13:
Old : 20: 0 0 0 18 13 18 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 : 69.6 66.3 83.4 89.3 57.1 61.2 68.7 74.0
Old : 69.6 66.3 83.4 89.3 57.1 61.2 68.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,367,119: 340,709 164,152 323,296 610,602 811,086 1,274,607 1,298,534: 92,512 68,585
Old : 1,367,119: 340,709 164,152 323,296 610,602 811,086 1,274,607 1,298,534: 92,512 68,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 24,794: 29,313 -350 -12,873 4,632 32,521 21,072 19,298: 3,722 5,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 12.0 23.6 44.7 59.3 93.2 95.0: 6.8 5.0
Old : 100.0: 24.9 12.0 23.6 44.7 59.3 93.2 95.0: 6.8 5.0
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 : 336: 129 90 141 89 98 295 262:
Old : 336: 129 90 141 89 98 295 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 14.9 25.5 24.5 13.5 13.3 20.4 19.5
Old : 16.0 14.9 25.5 24.5 13.5 13.3 20.4 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,465: 27,865 16,168 10,196 162,054 159,579 200,115 185,943: 36,350 50,522
Old : 236,465: 27,865 16,168 10,196 162,054 159,579 200,115 185,943: 36,350 50,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -12,113: -900 -388 -4,168 -7,723 -2,743 -12,791 -7,299: 678 -4,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.8 4.3 68.5 67.5 84.6 78.6: 15.4 21.4
Old : 100.0: 11.8 6.8 4.3 68.5 67.5 84.6 78.6: 15.4 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 4 30 30 35 35:
Old : 38: 4 2 4 30 30 35 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 : 36.7 29.5 56.5 47.4 34.8 27.3 50.1 41.8
Old : 36.7 29.5 56.5 47.4 34.8 27.3 50.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,079: 428 2,166 50 36,546 34,736 37,024 36,952: 55 127
Old : 37,079: 428 2,166 50 36,546 34,736 37,024 36,952: 55 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,665: 220 -1,148 -8 -5,869 -4,558 -5,657 -5,714: -8 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.8 0.1 98.6 93.7 99.9 99.7: 0.1 0.3
Old : 100.0: 1.2 5.8 0.1 98.6 93.7 99.9 99.7: 0.1 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 : 58: 4 4 1 43 39 47 44:
Old : 58: 4 4 1 43 39 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 33.3 61.0 51.7 29.5 18.8 35.4 30.0
Old : 46.2 33.3 61.0 51.7 29.5 18.8 35.4 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,982: 4,494 34,753 3,304 77,128 44,324 84,926 82,381: 3,056 5,601
Old : 87,982: 4,494 34,753 3,304 77,128 44,324 84,926 82,381: 3,056 5,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 3,043: 43 1,781 954 2,182 446 3,179 3,181: -136 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 39.5 3.8 87.7 50.4 96.5 93.6: 3.5 6.4
Old : 100.0: 5.1 39.5 3.8 87.7 50.4 96.5 93.6: 3.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 11 10 27 25 39 39:
Old : 45: 4 11 10 27 25 39 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 : 47.6 41.9 66.0 57.7 34.8 35.3 45.9 44.1
Old : 47.6 41.9 66.0 57.7 34.8 35.3 45.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,970: 4,325 375 0 10,620 14,570 14,945 14,945: 25 25
Old : 14,970: 4,325 375 0 10,620 14,570 14,945 14,945: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,955: -200 -200 0 -1,730 -1,730 -1,930 -1,930: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.5 0.0 70.9 97.3 99.8 99.8: 0.2 0.2
Old : 100.0: 28.9 2.5 0.0 70.9 97.3 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 : 36: 2 3 0 19 24 21 27:
Old : 36: 2 3 0 19 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 : 66.6 56.1 85.3 78.2 45.3 35.5 53.5 45.8
Old : 66.6 56.1 85.3 78.2 45.3 35.5 53.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,157: 16,116 2,357 290 3,817 19,862 20,223 22,509: 2,934 648
Old : 23,157: 16,116 2,357 290 3,817 19,862 20,223 22,509: 2,934 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 315: 31 120 -57 -20 57 -46 120: 361 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 10.2 1.3 16.5 85.8 87.3 97.2: 12.7 2.8
Old : 100.0: 69.6 10.2 1.3 16.5 85.8 87.3 97.2: 12.7 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 : 146: 84 14 6 21 32 110 49:
Old : 146: 84 14 6 21 32 110 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 33.0 46.3 49.8 33.6 33.0 46.3 49.7
Old : 33.6 33.0 46.3 49.8 33.6 33.0 46.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,578: 25,325 1,971 265 5,400 33,027 30,990 35,263: 5,588 1,315
Old : 36,578: 25,325 1,971 265 5,400 33,027 30,990 35,263: 5,588 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 2,077: 1,576 -387 2 203 2,376 1,781 1,991: 296 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 5.4 0.7 14.8 90.3 84.7 96.4: 15.3 3.6
Old : 100.0: 69.2 5.4 0.7 14.8 90.3 84.7 96.4: 15.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 84 11 6 15 33 104 47:
Old : 140: 84 11 6 15 33 104 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 37.1 34.4 52.8 20.8 37.0 34.4 52.6
Old : 20.8 37.1 34.4 52.8 20.8 37.0 34.4 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,059: 85,276 11,689 23,975 136,081 220,561 245,332 256,225: 23,727 12,834
Old : 269,059: 85,276 11,689 23,975 136,081 220,561 245,332 256,225: 23,727 12,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,770: 2,251 93 -3,354 -5,580 -1,857 -6,683 -5,118: 3,913 2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.3 8.9 50.6 82.0 91.2 95.2: 8.8 4.8
Old : 100.0: 31.7 4.3 8.9 50.6 82.0 91.2 95.2: 8.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 78 17 37 75 91 166 135:
Old : 199: 78 17 37 75 91 166 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 27.8 29.9 41.9 10.1 15.9 17.4 22.8
Old : 19.8 27.8 29.9 41.9 10.1 15.9 17.4 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,927: 3,102 1,318 1,226 10,703 11,984 15,031 14,528: 4,896 5,399
Old : 19,927: 3,102 1,318 1,226 10,703 11,984 15,031 14,528: 4,896 5,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,789: 700 179 -341 -5,365 -4,797 -5,006 -4,959: 1,217 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.6 6.2 53.7 60.1 75.4 72.9: 24.6 27.1
Old : 100.0: 15.6 6.6 6.2 53.7 60.1 75.4 72.9: 24.6 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 4 12 18 19 23:
Old : 30: 5 3 4 12 18 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 43.2 57.6 57.2 36.0 42.7 51.4 53.9
Old : 38.9 43.2 57.6 57.2 36.0 42.7 51.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,706: 86 150 0 4,333 4,543 4,419 4,693: 287 13
Old : 4,706: 86 150 0 4,333 4,543 4,419 4,693: 287 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,185: -136 -160 -20 -1,182 -905 -1,338 -1,085: 153 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.2 0.0 92.1 96.5 93.9 99.7: 6.1 0.3
Old : 100.0: 1.8 3.2 0.0 92.1 96.5 93.9 99.7: 6.1 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 : 32: 2 1 0 22 22 24 23:
Old : 32: 2 1 0 22 22 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.4 61.9 66.0 32.0 34.6 47.8 50.2
Old : 39.8 39.4 61.9 66.0 32.0 34.6 47.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,291: 330 2,297 15 52,018 50,744 52,363 53,056: 928 235
Old : 53,291: 330 2,297 15 52,018 50,744 52,363 53,056: 928 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -7,902: -130 111 -20 -7,718 -8,048 -7,868 -7,957: -34 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.3 0.0 97.6 95.2 98.3 99.6: 1.7 0.4
Old : 100.0: 0.6 4.3 0.0 97.6 95.2 98.3 99.6: 1.7 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 : 46: 2 2 1 32 35 35 37:
Old : 46: 2 2 1 32 35 35 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 : 64.8 48.0 78.5 67.6 56.4 44.2 63.5 57.1
Old : 64.8 48.0 78.5 67.6 56.4 44.2 63.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,379: 200 0 0 17,934 18,279 18,134 18,279: 245 100
Old : 18,379: 200 0 0 17,934 18,279 18,134 18,279: 245 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -717: -200 0 0 -512 -817 -712 -817: -5 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 97.6 99.5 98.7 99.5: 1.3 0.5
Old : 100.0: 1.1 0.0 0.0 97.6 99.5 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 20 16 21 16:
Old : 28: 1 0 0 20 16 21 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 : 76.3 78.0 88.9 93.6 68.4 66.4 73.6 75.3
Old : 76.3 78.0 88.9 93.6 68.4 66.4 73.6 75.3
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 - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,387: 850 2,475 0 6,187 4,662 7,037 7,137: 350 250
Old : 7,387: 850 2,475 0 6,187 4,662 7,037 7,137: 350 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -912: 0 425 -50 -812 -1,387 -862 -1,012: -50 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 33.5 0.0 83.8 63.1 95.3 96.6: 4.7 3.4
Old : 100.0: 11.5 33.5 0.0 83.8 63.1 95.3 96.6: 4.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 0 24 22 27 23:
Old : 36: 3 1 0 24 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 62.2 56.5 79.1 27.2 58.5 44.1 64.6
Old : 34.5 62.2 56.5 79.1 27.2 58.5 44.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,680: 1,666 0 50 13,804 15,380 15,520 15,430: 160 250
Old : 15,680: 1,666 0 50 13,804 15,380 15,520 15,430: 160 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,736: -929 0 0 -1,692 -2,636 -2,621 -2,636: -115 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 0.3 88.0 98.1 99.0 98.4: 1.0 1.6
Old : 100.0: 10.6 0.0 0.3 88.0 98.1 99.0 98.4: 1.0 1.6
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 : 38: 2 0 1 32 22 34 23:
Old : 38: 2 0 1 32 22 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 67.3 69.9 83.7 47.1 65.6 61.4 74.2
Old : 53.5 67.3 69.9 83.7 47.1 65.6 61.4 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,409: 516 1,133 570 13,467 13,493 14,553 15,196: 856 213
Old : 15,409: 516 1,133 570 13,467 13,493 14,553 15,196: 856 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,595: -338 248 217 -1,297 -1,811 -1,418 -1,346: -177 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 7.4 3.7 87.4 87.6 94.4 98.6: 5.6 1.4
Old : 100.0: 3.3 7.4 3.7 87.4 87.6 94.4 98.6: 5.6 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 : 47: 3 4 4 31 31 37 36:
Old : 47: 3 4 4 31 31 37 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 : 34.4 40.3 54.9 58.4 31.6 38.6 46.7 50.5
Old : 34.4 40.3 54.9 58.4 31.6 38.6 46.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,686: 0 2,400 54 13,542 11,106 13,596 13,560: 90 126
Old : 13,686: 0 2,400 54 13,542 11,106 13,596 13,560: 90 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,852: 0 135 -33 -1,604 -1,820 -1,637 -1,718: -215 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 0.4 98.9 81.1 99.3 99.1: 0.7 0.9
Old : 100.0: 0.0 17.5 0.4 98.9 81.1 99.3 99.1: 0.7 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 : 39: 0 6 2 27 22 29 28:
Old : 39: 0 6 2 27 22 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 45.7 76.4 69.0 45.2 42.8 62.4 58.1
Old : 53.0 45.7 76.4 69.0 45.2 42.8 62.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,333: 6,494 1,242 1,646 22,540 28,159 30,680 31,047: 653 286
Old : 31,333: 6,494 1,242 1,646 22,540 28,159 30,680 31,047: 653 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -961: 689 -176 288 -1,945 -1,027 -968 -915: 7 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.0 5.3 71.9 89.9 97.9 99.1: 2.1 0.9
Old : 100.0: 20.7 4.0 5.3 71.9 89.9 97.9 99.1: 2.1 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 : 51: 5 3 7 34 33 42 41:
Old : 51: 5 3 7 34 33 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 51.0 52.0 70.0 28.4 49.7 47.2 64.2
Old : 31.5 51.0 52.0 70.0 28.4 49.7 47.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010