GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 37,636: 1,619 905 0 35,750 36,610 37,369 37,515: 267 121
Old : 37,636: 1,619 905 0 35,750 36,610 37,369 37,515: 267 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -99: 0 20 0 -91 -119 -91 -99: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 0.0 95.0 97.3 99.3 99.7: 0.7 0.3
Old : 100.0: 4.3 2.4 0.0 95.0 97.3 99.3 99.7: 0.7 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 : 51: 1 4 0 34 41 35 45:
Old : 51: 1 4 0 34 41 35 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.2 70.2 56.4 34.6 23.8 49.5 36.8
Old : 47.3 35.2 70.2 56.4 34.6 23.8 49.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 25,416: 0 0 0 25,200 25,291 25,200 25,291: 216 125
Old : 25,416: 0 0 0 25,200 25,291 25,200 25,291: 216 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 661: 0 0 0 616 661 616 661: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.5 99.2 99.5: 0.8 0.5
Old : 100.0: 0.0 0.0 0.0 99.2 99.5 99.2 99.5: 0.8 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 : 34: 0 0 0 28 28 28 28:
Old : 34: 0 0 0 28 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 : 54.4 69.2 80.2 85.8 32.2 40.3 43.0 44.2
Old : 54.4 69.2 80.2 85.8 32.2 40.3 43.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 7,247: 90 216 129 5,635 5,523 5,854 5,868: 1,393 1,379
Old : 7,247: 90 216 129 5,635 5,523 5,854 5,868: 1,393 1,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2: 0 0 0 -39 -49 -39 -49: 41 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.0 1.8 77.8 76.2 80.8 81.0: 19.2 19.0
Old : 100.0: 1.2 3.0 1.8 77.8 76.2 80.8 81.0: 19.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 20 17 21 19:
Old : 23: 1 1 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 49.5 55.4 65.3 34.7 37.5 45.2 45.0
Old : 39.9 49.5 55.4 65.3 34.7 37.5 45.2 45.0
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 10,281: 275 48 30 8,670 9,198 8,975 9,276: 1,306 1,005
Old : 10,281: 275 48 30 8,670 9,198 8,975 9,276: 1,306 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 130: 3 -30 0 79 157 82 127: 48 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.5 0.3 84.3 89.5 87.3 90.2: 12.7 9.8
Old : 100.0: 2.7 0.5 0.3 84.3 89.5 87.3 90.2: 12.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 1 1 44 47 45 49:
Old : 51: 1 1 1 44 47 45 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 : 26.1 27.8 40.2 41.3 16.7 17.2 24.1 24.8
Old : 26.1 27.8 40.2 41.3 16.7 17.2 24.1 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 9,140: 306 274 133 7,952 8,165 8,391 8,572: 749 568
Old : 9,140: 306 274 133 7,952 8,165 8,391 8,572: 749 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,063: 70 64 85 887 976 1,042 1,125: 21 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.0 1.5 87.0 89.3 91.8 93.8: 8.2 6.2
Old : 100.0: 3.3 3.0 1.5 87.0 89.3 91.8 93.8: 8.2 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 : 70: 5 3 6 49 60 55 68:
Old : 70: 5 3 6 49 60 55 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 19.3 44.1 33.2 27.4 14.4 35.3 26.0
Old : 31.3 19.3 44.1 33.2 27.4 14.4 35.3 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 4,045: 390 0 30 2,676 3,324 3,096 3,354: 949 691
Old : 4,045: 390 0 30 2,676 3,324 3,096 3,354: 949 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 39: 0 0 0 42 24 42 24: -3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.7 66.2 82.2 76.5 82.9: 23.5 17.1
Old : 100.0: 9.6 0.0 0.7 66.2 82.2 76.5 82.9: 23.5 17.1
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 : 25: 1 0 1 16 21 18 22:
Old : 25: 1 0 1 16 21 18 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 : 44.2 38.2 65.6 55.1 33.4 31.7 44.1 46.4
Old : 44.2 38.2 65.6 55.1 33.4 31.7 44.1 46.4
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,920: 0 0 0 1,514 1,573 1,514 1,573: 406 347
Old : 1,920: 0 0 0 1,514 1,573 1,514 1,573: 406 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 166: 0 0 0 95 128 95 128: 71 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.9 81.9 78.9 81.9: 21.1 18.1
Old : 100.0: 0.0 0.0 0.0 78.9 81.9 78.9 81.9: 21.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 22 23 22 23:
Old : 25: 0 0 0 22 23 22 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 : 36.1 33.1 52.5 51.5 28.4 28.0 35.4 35.4
Old : 36.1 33.1 52.5 51.5 28.4 28.0 35.4 35.4
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 18,852: 0 0 0 18,802 18,777 18,802 18,777: 50 75
Old : 18,852: 0 0 0 18,802 18,777 18,802 18,777: 50 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,255: 0 0 0 1,255 1,255 1,255 1,255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.6 99.7 99.6: 0.3 0.4
Old : 100.0: 0.0 0.0 0.0 99.7 99.6 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 24 17 24:
Old : 26: 0 0 0 17 24 17 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 : 72.1 49.6 88.1 66.2 56.6 35.6 60.3 46.4
Old : 72.1 49.6 88.1 66.2 56.6 35.6 60.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 380,678: 61,859 27,102 66,124 205,945 261,668 333,928 354,895: 46,750 25,783
Old : 380,678: 61,859 27,102 66,124 205,945 261,668 333,928 354,895: 46,750 25,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 7,874: 7,064 4,857 -2,298 1,616 6,210 6,381 8,769: 1,493 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.1 17.4 54.1 68.7 87.7 93.2: 12.3 6.8
Old : 100.0: 16.2 7.1 17.4 54.1 68.7 87.7 93.2: 12.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 51 20 45 69 79 144 128:
Old : 162: 51 20 45 69 79 144 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.6 32.8 39.0 11.3 13.7 19.0 19.7
Old : 20.8 26.6 32.8 39.0 11.3 13.7 19.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 104,809: 522 8,071 23,074 74,082 68,028 97,678 99,173: 7,132 5,636
Old : 104,809: 522 8,071 23,074 74,082 68,028 97,678 99,173: 7,132 5,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 3,395: -9 381 737 2,358 2,054 3,085 3,172: 310 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.7 22.0 70.7 64.9 93.2 94.6: 6.8 5.4
Old : 100.0: 0.5 7.7 22.0 70.7 64.9 93.2 94.6: 6.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 6 7 13 13 20 21:
Old : 21: 2 6 7 13 13 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 60.3 70.5 76.1 10.3 16.3 16.3 18.3
Old : 53.1 60.3 70.5 76.1 10.3 16.3 16.3 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 20,193: 580 1,610 450 18,717 17,723 19,747 19,783: 446 410
Old : 20,193: 580 1,610 450 18,717 17,723 19,747 19,783: 446 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 849: -45 30 245 419 312 619 587: 230 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.0 2.2 92.7 87.8 97.8 98.0: 2.2 2.0
Old : 100.0: 2.9 8.0 2.2 92.7 87.8 97.8 98.0: 2.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 5 5 3 43 53 49 60:
Old : 71: 5 5 3 43 53 49 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.6 48.4 46.5 25.6 26.1 36.5 36.2
Old : 30.5 30.6 48.4 46.5 25.6 26.1 36.5 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 21,889: 3,249 900 450 17,527 19,784 21,226 21,134: 663 755
Old : 21,889: 3,249 900 450 17,527 19,784 21,226 21,134: 663 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 75: 0 0 0 75 100 75 100: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.1 2.1 80.1 90.4 97.0 96.6: 3.0 3.4
Old : 100.0: 14.8 4.1 2.1 80.1 90.4 97.0 96.6: 3.0 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 : 42: 4 2 2 29 27 35 30:
Old : 42: 4 2 2 29 27 35 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 : 50.4 46.8 68.3 72.5 42.7 41.4 55.5 59.0
Old : 50.4 46.8 68.3 72.5 42.7 41.4 55.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 14,791: 5,530 0 1,055 7,876 13,026 14,461 14,081: 330 710
Old : 14,791: 5,530 0 1,055 7,876 13,026 14,461 14,081: 330 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 225: -750 0 150 825 75 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 0.0 7.1 53.2 88.1 97.8 95.2: 2.2 4.8
Old : 100.0: 37.4 0.0 7.1 53.2 88.1 97.8 95.2: 2.2 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 : 20: 3 0 2 8 16 11 18:
Old : 20: 3 0 2 8 16 11 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 : 79.6 54.5 93.1 76.5 63.1 49.2 69.9 62.3
Old : 79.6 54.5 93.1 76.5 63.1 49.2 69.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 4,719: 547 120 237 2,843 2,778 3,627 3,135: 1,092 1,584
Old : 4,719: 547 120 237 2,843 2,778 3,627 3,135: 1,092 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 67: -21 0 18 83 59 80 77: -13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.5 5.0 60.2 58.9 76.9 66.4: 23.1 33.6
Old : 100.0: 11.6 2.5 5.0 60.2 58.9 76.9 66.4: 23.1 33.6
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 : 23: 3 1 3 17 18 20 22:
Old : 23: 3 1 3 17 18 20 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 : 40.8 24.1 56.9 40.9 31.2 21.7 41.9 30.6
Old : 40.8 24.1 56.9 40.9 31.2 21.7 41.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,241: 0 100 0 1,191 1,086 1,191 1,186: 50 55
Old : 1,241: 0 100 0 1,191 1,086 1,191 1,186: 50 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.0 96.0 87.5 96.0 95.6: 4.0 4.4
Old : 100.0: 0.0 8.1 0.0 96.0 87.5 96.0 95.6: 4.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 12 13 12 14:
Old : 22: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 38.4 81.5 70.3 52.0 36.4 70.3 63.8
Old : 55.1 38.4 81.5 70.3 52.0 36.4 70.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 961,518: 178,297 275,537 334,051 370,310 302,617 882,658 912,205: 78,860 49,313
Old : 961,518: 178,297 275,537 334,051 370,310 302,617 882,658 912,205: 78,860 49,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -64,479: -674 -13,199 -40,066 -22,435 -6,789 -63,174 -60,054: -1,305 -4,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 28.7 34.7 38.5 31.5 91.8 94.9: 8.2 5.1
Old : 100.0: 18.5 28.7 34.7 38.5 31.5 91.8 94.9: 8.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 91 93 123 91 81 256 234:
Old : 289: 91 93 123 91 81 256 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 34.0 32.7 46.2 15.6 22.6 21.1 28.4
Old : 21.0 34.0 32.7 46.2 15.6 22.6 21.1 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 63,928: 2,797 0 1,800 47,057 53,220 51,654 55,020: 12,274 8,908
Old : 63,928: 2,797 0 1,800 47,057 53,220 51,654 55,020: 12,274 8,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 123: -114 0 30 49 453 -35 483: 158 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 2.8 73.6 83.2 80.8 86.1: 19.2 13.9
Old : 100.0: 4.4 0.0 2.8 73.6 83.2 80.8 86.1: 19.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 2 23 21 25 23:
Old : 27: 2 0 2 23 21 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 45.7 58.7 66.7 36.3 37.1 44.6 47.5
Old : 43.7 45.7 58.7 66.7 36.3 37.1 44.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 40,902: 196 438 3,393 32,198 29,995 35,787 33,826: 5,115 7,076
Old : 40,902: 196 438 3,393 32,198 29,995 35,787 33,826: 5,115 7,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 123: 0 -800 123 0 614 123 -63: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.1 8.3 78.7 73.3 87.5 82.7: 12.5 17.3
Old : 100.0: 0.5 1.1 8.3 78.7 73.3 87.5 82.7: 12.5 17.3
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 2 12 15 14 17:
Old : 20: 1 1 2 12 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 37.9 76.7 59.1 41.8 33.6 53.3 45.8
Old : 50.1 37.9 76.7 59.1 41.8 33.6 53.3 45.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 64,935: 0 0 0 53,966 52,862 53,966 52,862: 10,969 12,073
Old : 64,935: 0 0 0 53,966 52,862 53,966 52,862: 10,969 12,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.1 81.4 83.1 81.4: 16.9 18.6
Old : 100.0: 0.0 0.0 0.0 83.1 81.4 83.1 81.4: 16.9 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 18 21 18 21:
Old : 24: 0 0 0 18 21 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 50.4
Old : 36.1 42.5 58.9 59.5 28.8 37.7 42.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 76,971: 0 0 0 65,848 72,607 65,848 72,607: 11,123 4,364
Old : 76,971: 0 0 0 65,848 72,607 65,848 72,607: 11,123 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 211: 0 0 0 1,158 25 1,158 25: -947 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.5 94.3 85.5 94.3: 14.5 5.7
Old : 100.0: 0.0 0.0 0.0 85.5 94.3 85.5 94.3: 14.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 19 18 19:
Old : 23: 0 0 0 18 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 53.8 65.5 73.5 41.1 49.2 55.5 64.8
Old : 45.6 53.8 65.5 73.5 41.1 49.2 55.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 90,689: 2,049 2,862 5,671 73,209 76,723 80,929 85,256: 9,760 5,433
Old : 90,689: 2,049 2,862 5,671 73,209 76,723 80,929 85,256: 9,760 5,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -2,074: -1,209 451 77 -1,030 -1,830 -2,162 -1,302: 88 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.2 6.3 80.7 84.6 89.2 94.0: 10.8 6.0
Old : 100.0: 2.3 3.2 6.3 80.7 84.6 89.2 94.0: 10.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 4 20 26 24 31:
Old : 34: 2 3 4 20 26 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 42.6 62.9 58.7 39.0 40.6 55.9 55.3
Old : 43.3 42.6 62.9 58.7 39.0 40.6 55.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 87,581: 1,720 8,966 3,543 75,508 61,086 80,771 73,595: 6,810 13,986
Old : 87,581: 1,720 8,966 3,543 75,508 61,086 80,771 73,595: 6,810 13,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 944: 248 -92 224 377 566 849 698: 95 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.2 4.0 86.2 69.7 92.2 84.0: 7.8 16.0
Old : 100.0: 2.0 10.2 4.0 86.2 69.7 92.2 84.0: 7.8 16.0
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: 1 2 2 13 22 16 24:
Old : 27: 1 2 2 13 22 16 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 : 61.0 39.0 80.0 56.4 58.1 37.2 70.5 54.1
Old : 61.0 39.0 80.0 56.4 58.1 37.2 70.5 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 83,997: 5,014 2,028 4,226 58,511 68,942 67,751 75,196: 16,246 8,801
Old : 83,997: 5,014 2,028 4,226 58,511 68,942 67,751 75,196: 16,246 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 623: 1,302 0 -357 -322 980 623 623: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.4 5.0 69.7 82.1 80.7 89.5: 19.3 10.5
Old : 100.0: 6.0 2.4 5.0 69.7 82.1 80.7 89.5: 19.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 17 19 21 22:
Old : 26: 3 1 3 17 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 45.7 61.9 63.1 30.0 45.4 49.4 60.9
Old : 35.6 45.7 61.9 63.1 30.0 45.4 49.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,592,819: 76,308 103,850 517,852 991,479 962,095 1,585,639 1,583,796: 7,181 9,023
Old : 1,592,819: 76,308 103,850 517,852 991,479 962,095 1,585,639 1,583,796: 7,181 9,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -144,216: -13,496 -10,267 -68,306 -62,429 -65,515 -144,231 -144,088: 15 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.5 32.5 62.2 60.4 99.5 99.4: 0.5 0.6
Old : 100.0: 4.8 6.5 32.5 62.2 60.4 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 41 22 54 58 59 119 115:
Old : 124: 41 22 54 58 59 119 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.1 55.7 51.8 8.5 8.9 10.1 11.2
Old : 33.6 33.1 55.7 51.8 8.5 8.9 10.1 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 27,575: 10,957 8,508 10,040 5,778 8,208 26,775 26,756: 800 819
Old : 27,575: 10,957 8,508 10,040 5,778 8,208 26,775 26,756: 800 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,587: 1,856 2,333 -733 600 70 1,722 1,670: -136 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 30.9 36.4 21.0 29.8 97.1 97.0: 2.9 3.0
Old : 100.0: 39.7 30.9 36.4 21.0 29.8 97.1 97.0: 2.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 9 10 9 10 20 24:
Old : 27: 6 9 10 9 10 20 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 : 68.3 58.7 90.0 84.2 40.6 33.8 41.9 38.6
Old : 68.3 58.7 90.0 84.2 40.6 33.8 41.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 83,198: 0 0 0 80,506 79,406 80,506 79,406: 2,692 3,792
Old : 83,198: 0 0 0 80,506 79,406 80,506 79,406: 2,692 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,488: 0 0 0 1,302 1,426 1,302 1,426: 186 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 95.4 96.8 95.4: 3.2 4.6
Old : 100.0: 0.0 0.0 0.0 96.8 95.4 96.8 95.4: 3.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 17 17 17:
Old : 25: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 50.3 82.4 73.9 55.3 46.3 68.1 62.9
Old : 66.8 50.3 82.4 73.9 55.3 46.3 68.1 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 189,421: 4,998 3,530 4,774 172,578 176,124 182,350 184,428: 7,071 4,993
Old : 189,421: 4,998 3,530 4,774 172,578 176,124 182,350 184,428: 7,071 4,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -1,163: 604 554 -659 -1,200 -1,332 -1,255 -1,437: 92 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.9 2.5 91.1 93.0 96.3 97.4: 3.7 2.6
Old : 100.0: 2.6 1.9 2.5 91.1 93.0 96.3 97.4: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 4 37 37 42 41:
Old : 47: 4 1 4 37 37 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 : 30.0 42.8 49.9 59.5 24.5 38.0 36.8 46.0
Old : 30.0 42.8 49.9 59.5 24.5 38.0 36.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 134,325: 2,160 2,198 2,260 115,111 121,947 119,531 126,405: 14,794 7,920
Old : 134,325: 2,160 2,198 2,260 115,111 121,947 119,531 126,405: 14,794 7,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,339: 0 -796 616 193 592 809 412: 530 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.6 1.7 85.7 90.8 89.0 94.1: 11.0 5.9
Old : 100.0: 1.6 1.6 1.7 85.7 90.8 89.0 94.1: 11.0 5.9
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 1 1 22 22 24 23:
Old : 30: 1 1 1 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 : 51.1 48.5 65.4 73.8 43.7 47.6 54.7 69.1
Old : 51.1 48.5 65.4 73.8 43.7 47.6 54.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 225,576: 6,808 0 11,134 189,450 208,397 207,392 219,531: 18,184 6,045
Old : 225,576: 6,808 0 11,134 189,450 208,397 207,392 219,531: 18,184 6,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,045: -1,589 0 609 2,153 628 1,173 1,237: -128 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 4.9 84.0 92.4 91.9 97.3: 8.1 2.7
Old : 100.0: 3.0 0.0 4.9 84.0 92.4 91.9 97.3: 8.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 2 34 38 36 40:
Old : 44: 2 0 2 34 38 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 29.2 53.5 52.5 25.7 25.3 36.8 42.6
Old : 34.4 29.2 53.5 52.5 25.7 25.3 36.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 58,229: 3,334 1,319 665 48,361 51,381 52,360 53,365: 5,869 4,864
Old : 58,229: 3,334 1,319 665 48,361 51,381 52,360 53,365: 5,869 4,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.3 1.1 83.1 88.2 89.9 91.6: 10.1 8.4
Old : 100.0: 5.7 2.3 1.1 83.1 88.2 89.9 91.6: 10.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 12 11 15 14:
Old : 20: 3 2 1 12 11 15 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 : 66.6 59.1 82.0 81.7 57.9 51.6 63.5 63.1
Old : 66.6 59.1 82.0 81.7 57.9 51.6 63.5 63.1
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 2,924,704: 694,242 150,946 892,406 1,313,574 1,862,588 2,900,222 2,905,940: 24,482 18,764
Old : 2,924,704: 694,242 150,946 892,406 1,313,574 1,862,588 2,900,222 2,905,940: 24,482 18,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -51,886: -6,839 13,449 -45,908 4,346 -22,660 -48,401 -55,119: -3,485 3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.2 30.5 44.9 63.7 99.2 99.4: 0.8 0.6
Old : 100.0: 23.7 5.2 30.5 44.9 63.7 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 35 26 57 117 100 181 161:
Old : 188: 35 26 57 117 100 181 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 32.4 44.4 45.2 17.8 20.9 25.4 29.0
Old : 33.0 32.4 44.4 45.2 17.8 20.9 25.4 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,059,125: 152,746 218,576 189,637 715,442 648,805 1,057,825 1,057,018: 1,300 2,107
Old : 1,059,125: 152,746 218,576 189,637 715,442 648,805 1,057,825 1,057,018: 1,300 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 26,916: 35,509 -9,752 9,480 -16,646 27,677 28,343 27,405: -1,427 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 20.6 17.9 67.6 61.3 99.9 99.8: 0.1 0.2
Old : 100.0: 14.4 20.6 17.9 67.6 61.3 99.9 99.8: 0.1 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 : 98: 23 25 41 48 44 93 88:
Old : 98: 23 25 41 48 44 93 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 38.6 49.9 57.2 28.5 32.2 39.7 42.8
Old : 35.5 38.6 49.9 57.2 28.5 32.2 39.7 42.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 4,383: 185 663 0 4,096 3,485 4,281 4,148: 102 235
Old : 4,383: 185 663 0 4,096 3,485 4,281 4,148: 102 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 194: 0 -510 0 318 702 318 192: -124 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 15.1 0.0 93.5 79.5 97.7 94.6: 2.3 5.4
Old : 100.0: 4.2 15.1 0.0 93.5 79.5 97.7 94.6: 2.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 16 14 17 16:
Old : 22: 1 2 0 16 14 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 : 57.4 54.4 81.1 78.7 57.4 52.9 71.8 69.2
Old : 57.4 54.4 81.1 78.7 57.4 52.9 71.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 183,267: 1,076 831 10,953 168,415 170,908 180,444 182,692: 2,823 576
Old : 183,267: 1,076 831 10,953 168,415 170,908 180,444 182,692: 2,823 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 332: -498 416 -848 1,536 685 189 254: 142 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 6.0 91.9 93.3 98.5 99.7: 1.5 0.3
Old : 100.0: 0.6 0.5 6.0 91.9 93.3 98.5 99.7: 1.5 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 : 46: 6 3 7 35 30 43 38:
Old : 46: 6 3 7 35 30 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 53.7 78.8 81.1 3.3 4.6 4.9 6.5
Old : 51.5 53.7 78.8 81.1 3.3 4.6 4.9 6.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 21,314: 80 1,130 304 19,836 18,982 20,220 20,416: 1,094 898
Old : 21,314: 80 1,130 304 19,836 18,982 20,220 20,416: 1,094 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 101: 0 0 0 101 22 101 22: -0 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.3 1.4 93.1 89.1 94.9 95.8: 5.1 4.2
Old : 100.0: 0.4 5.3 1.4 93.1 89.1 94.9 95.8: 5.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 23 23 25 26:
Old : 30: 1 2 2 23 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 42.4 64.8 68.1 28.3 27.0 42.0 42.7
Old : 43.5 42.4 64.8 68.1 28.3 27.0 42.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 14,198: 0 0 0 12,385 12,742 12,385 12,742: 1,813 1,456
Old : 14,198: 0 0 0 12,385 12,742 12,385 12,742: 1,813 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 133: 0 0 0 -3 133 -3 133: 136 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.2 89.7 87.2 89.7: 12.8 10.3
Old : 100.0: 0.0 0.0 0.0 87.2 89.7 87.2 89.7: 12.8 10.3
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: 0 0 0 18 14 18 14:
Old : 20: 0 0 0 18 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 : 41.6 67.6 66.6 82.0 30.7 60.7 49.8 61.7
Old : 41.6 67.6 66.6 82.0 30.7 60.7 49.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 30,650: 0 2,280 250 28,352 27,286 28,602 29,816: 2,048 834
Old : 30,650: 0 2,280 250 28,352 27,286 28,602 29,816: 2,048 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 160: 0 10 0 160 126 160 136: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.8 92.5 89.0 93.3 97.3: 6.7 2.7
Old : 100.0: 0.0 7.4 0.8 92.5 89.0 93.3 97.3: 6.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 26 23 28 25:
Old : 30: 0 2 2 26 23 28 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 : 39.8 44.4 59.1 68.6 24.4 28.8 34.6 41.8
Old : 39.8 44.4 59.1 68.6 24.4 28.8 34.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 12,881: 696 0 180 10,887 11,632 11,763 11,812: 1,118 1,069
Old : 12,881: 696 0 180 10,887 11,632 11,763 11,812: 1,118 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 4 -16 4 -16: -4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 1.4 84.5 90.3 91.3 91.7: 8.7 8.3
Old : 100.0: 5.4 0.0 1.4 84.5 90.3 91.3 91.7: 8.7 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 : 23: 2 0 2 19 16 21 18:
Old : 23: 2 0 2 19 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 : 37.3 43.7 57.2 72.5 36.7 38.8 53.1 55.1
Old : 37.3 43.7 57.2 72.5 36.7 38.8 53.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 50,379: 142 0 725 48,109 48,812 48,976 49,537: 1,403 842
Old : 50,379: 142 0 725 48,109 48,812 48,976 49,537: 1,403 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -391: -16 0 -451 108 61 -359 -391: -32 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.4 95.5 96.9 97.2 98.3: 2.8 1.7
Old : 100.0: 0.3 0.0 1.4 95.5 96.9 97.2 98.3: 2.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 24 22 25 23:
Old : 27: 1 0 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 63.4 82.6 85.6 23.8 35.8 32.3 38.2
Old : 63.1 63.4 82.6 85.6 23.8 35.8 32.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 11,200: 0 0 0 9,944 10,290 9,944 10,290: 1,256 910
Old : 11,200: 0 0 0 9,944 10,290 9,944 10,290: 1,256 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -146: 0 0 0 -146 -148 -146 -148: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.8 91.9 88.8 91.9: 11.2 8.1
Old : 100.0: 0.0 0.0 0.0 88.8 91.9 88.8 91.9: 11.2 8.1
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: 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 : 33.3 67.1 57.4 80.8 28.4 59.4 47.1 64.8
Old : 33.3 67.1 57.4 80.8 28.4 59.4 47.1 64.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 59,201: 0 0 0 58,944 59,115 58,944 59,115: 257 86
Old : 59,201: 0 0 0 58,944 59,115 58,944 59,115: 257 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.0 0.0 0.0 99.6 99.9 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 10 13 10:
Old : 21: 0 0 0 13 10 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 : 82.8 82.9 94.9 97.7 82.8 81.3 94.9 95.2
Old : 82.8 82.9 94.9 97.7 82.8 81.3 94.9 95.2
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 917,073: 0 0 0 917,073 917,073 917,073 917,073: 0 0
Old : 917,073: 0 0 0 917,073 917,073 917,073 917,073: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 14,040: 0 0 0 14,040 14,040 14,040 14,040: 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 : 22: 0 0 0 14 10 14 10:
Old : 22: 0 0 0 14 10 14 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 : 77.8 85.7 93.1 99.0 77.3 84.8 92.6 98.1
Old : 77.8 85.7 93.1 99.0 77.3 84.8 92.6 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 31,732: 0 362 0 31,539 30,304 31,539 30,666: 193 1,066
Old : 31,732: 0 362 0 31,539 30,304 31,539 30,666: 193 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 99.4 95.5 99.4 96.6: 0.6 3.4
Old : 100.0: 0.0 1.1 0.0 99.4 95.5 99.4 96.6: 0.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 11 9 11 11:
Old : 21: 0 2 0 11 9 11 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 : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1
Old : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 521,314: 0 1,584 0 521,314 519,730 521,314 521,314: 0 0
Old : 521,314: 0 1,584 0 521,314 519,730 521,314 521,314: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -1,600: 0 0 0 0 0 0 0: -1,600 -1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 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 : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 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 : 90.7 71.1 99.1 98.6 84.5 62.1 90.9 89.6
Old : 90.7 71.1 99.1 98.6 84.5 62.1 90.9 89.6
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 48,971: 220 0 0 48,541 48,971 48,761 48,971: 210 0
Old : 48,971: 220 0 0 48,541 48,971 48,761 48,971: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.1 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.4 0.0 0.0 99.1 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 8 16 8:
Old : 20: 1 0 0 15 8 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 97.6 86.3 100.0 59.8 87.0 80.7 88.3
Old : 60.5 97.6 86.3 100.0 59.8 87.0 80.7 88.3
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 33,072: 0 0 0 32,605 32,879 32,605 32,879: 467 193
Old : 33,072: 0 0 0 32,605 32,879 32,605 32,879: 467 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.4 98.6 99.4: 1.4 0.6
Old : 100.0: 0.0 0.0 0.0 98.6 99.4 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 15 12 15 12:
Old : 23: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 65.7 87.3 92.9 62.0 61.8 78.9 83.8
Old : 65.9 65.7 87.3 92.9 62.0 61.8 78.9 83.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 480,917: 0 0 0 480,917 480,917 480,917 480,917: 0 0
Old : 480,917: 0 0 0 480,917 480,917 480,917 480,917: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: .: . . . . . . .: . .
: : :
: : 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 : 20: 0 0 0 11 12 11 12:
Old : 20: 0 0 0 11 12 11 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 : 70.1 72.1 95.4 95.2 60.1 63.2 78.9 79.6
Old : 70.1 72.1 95.4 95.2 60.1 63.2 78.9 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 87,982: 770 630 0 87,061 87,352 87,831 87,982: 151 0
Old : 87,982: 770 630 0 87,061 87,352 87,831 87,982: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 257: 0 0 0 257 257 257 257: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.0 99.0 99.3 99.8 100.0: 0.2 0.0
Old : 100.0: 0.9 0.7 0.0 99.0 99.3 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 : 27: 1 1 0 16 14 17 15:
Old : 27: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 71.7 86.6 92.5 69.7 70.2 85.4 91.0
Old : 69.7 71.7 86.6 92.5 69.7 70.2 85.4 91.0
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,452,345: 0 7,920 0 1,452,345 1,444,425 1,452,345 1,452,345: 0 0
Old : 1,452,345: 0 7,920 0 1,452,345 1,444,425 1,452,345 1,452,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 4,648: 0 0 0 4,648 4,648 4,648 4,648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 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 15 11 15 12:
Old : 25: 0 1 0 15 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 69.3 89.1 92.8 73.3 68.9 88.5 91.4
Old : 73.3 69.3 89.1 92.8 73.3 68.9 88.5 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 172,634: 882 660 0 171,752 171,764 172,634 172,424: 0 210
Old : 172,634: 882 660 0 171,752 171,764 172,634 172,424: 0 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -744: 0 0 0 -724 -724 -724 -724: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 0.0 99.5 99.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.5 0.4 0.0 99.5 99.5 100.0 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 : 39: 1 1 0 25 26 26 27:
Old : 39: 1 1 0 25 26 26 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 : 56.7 58.5 81.4 77.7 56.4 56.1 80.0 74.1
Old : 56.7 58.5 81.4 77.7 56.4 56.1 80.0 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 2,876,910: 8,712 0 0 2,868,198 2,876,910 2,876,910 2,876,910: 0 0
Old : 2,876,910: 8,712 0 0 2,868,198 2,876,910 2,876,910 2,876,910: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 107: 0 0 0 107 107 107 107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 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 : 34: 1 0 0 25 22 26 22:
Old : 34: 1 0 0 25 22 26 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 : 64.0 63.7 86.8 82.6 64.0 63.1 86.5 81.3
Old : 64.0 63.7 86.8 82.6 64.0 63.1 86.5 81.3
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 63,882: 0 2,775 0 63,882 61,107 63,882 63,882: 0 0
Old : 63,882: 0 2,775 0 63,882 61,107 63,882 63,882: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 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 : 31: 0 1 0 24 20 24 21:
Old : 31: 0 1 0 24 20 24 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 : 53.1 58.1 72.9 78.2 44.6 54.5 61.2 64.8
Old : 53.1 58.1 72.9 78.2 44.6 54.5 61.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,115,977: 0 72,320 0 1,115,977 1,043,657 1,115,977 1,115,977: 0 0
Old : 1,115,977: 0 72,320 0 1,115,977 1,043,657 1,115,977 1,115,977: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 25,520: 0 0 0 25,520 25,520 25,520 25,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.5 0.0 100.0 93.5 100.0 100.0: 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 : 32: 0 1 0 20 23 20 24:
Old : 32: 0 1 0 20 23 20 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 : 54.8 51.9 75.4 72.4 49.6 49.9 64.7 66.7
Old : 54.8 51.9 75.4 72.4 49.6 49.9 64.7 66.7
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 55,945: 4,185 88 22 51,738 55,835 55,945 55,945: 0 0
Old : 55,945: 4,185 88 22 51,738 55,835 55,945 55,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 553: 0 0 0 553 553 553 553: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.2 0.0 92.5 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 0.2 0.0 92.5 99.8 100.0 100.0: 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 : 33: 1 1 1 22 26 24 27:
Old : 33: 1 1 1 22 26 24 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 : 55.5 45.0 75.7 62.7 50.8 31.6 62.6 46.3
Old : 55.5 45.0 75.7 62.7 50.8 31.6 62.6 46.3
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 10,972: 386 0 0 10,327 10,395 10,713 10,395: 259 577
Old : 10,972: 386 0 0 10,327 10,395 10,713 10,395: 259 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 255 0 255 0: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 94.1 94.7 97.6 94.7: 2.4 5.3
Old : 100.0: 3.5 0.0 0.0 94.1 94.7 97.6 94.7: 2.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 13 16 13:
Old : 21: 1 0 0 15 13 16 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 : 54.2 55.1 74.3 81.4 47.1 52.3 61.2 64.6
Old : 54.2 55.1 74.3 81.4 47.1 52.3 61.2 64.6
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 1,008,616: 76,225 28,552 0 932,391 980,064 1,008,616 1,008,616: 0 0
Old : 1,008,616: 76,225 28,552 0 932,391 980,064 1,008,616 1,008,616: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.8 0.0 92.4 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 2.8 0.0 92.4 97.2 100.0 100.0: 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 : 35: 1 2 0 23 23 24 25:
Old : 35: 1 2 0 23 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3
Old : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 21,768: 0 77 232 20,999 21,364 21,231 21,673: 537 95
Old : 21,768: 0 77 232 20,999 21,364 21,231 21,673: 537 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 181: 0 -10 35 56 126 91 151: 90 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.1 96.5 98.1 97.5 99.6: 2.5 0.4
Old : 100.0: 0.0 0.4 1.1 96.5 98.1 97.5 99.6: 2.5 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 : 44: 0 2 2 37 36 39 38:
Old : 44: 0 2 2 37 36 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 39.9 56.2 61.3 30.8 36.9 45.2 49.2
Old : 37.7 39.9 56.2 61.3 30.8 36.9 45.2 49.2
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 18,349: 0 30 0 17,286 18,059 17,286 18,089: 1,063 260
Old : 18,349: 0 30 0 17,286 18,059 17,286 18,089: 1,063 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -40: 0 -250 -25 -115 175 -140 -100: 100 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 94.2 98.4 94.2 98.6: 5.8 1.4
Old : 100.0: 0.0 0.2 0.0 94.2 98.4 94.2 98.6: 5.8 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 : 21: 0 1 0 13 16 13 17:
Old : 21: 0 1 0 13 16 13 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 : 61.4 61.6 86.7 84.1 46.1 55.0 61.2 64.4
Old : 61.4 61.6 86.7 84.1 46.1 55.0 61.2 64.4
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 11,981: 57 0 33 11,573 11,826 11,663 11,859: 318 122
Old : 11,981: 57 0 33 11,573 11,826 11,663 11,859: 318 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 658: 55 0 -50 653 803 658 753: 0 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.3 96.6 98.7 97.3 99.0: 2.7 1.0
Old : 100.0: 0.5 0.0 0.3 96.6 98.7 97.3 99.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 15 21 16 22:
Old : 26: 1 0 1 15 21 16 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 : 71.7 42.1 86.3 69.7 67.0 31.3 69.4 52.1
Old : 71.7 42.1 86.3 69.7 67.0 31.3 69.4 52.1
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 9,995: 430 0 0 9,254 9,725 9,684 9,725: 311 270
Old : 9,995: 430 0 0 9,254 9,725 9,684 9,725: 311 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 413: 0 0 0 413 473 413 473: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 92.6 97.3 96.9 97.3: 3.1 2.7
Old : 100.0: 4.3 0.0 0.0 92.6 97.3 96.9 97.3: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 27 26 28 26:
Old : 33: 1 0 0 27 26 28 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 : 47.8 47.7 67.3 74.4 39.1 43.0 53.0 62.6
Old : 47.8 47.7 67.3 74.4 39.1 43.0 53.0 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 2,779,554: 289,342 99,579 884,032 1,496,336 1,716,765 2,669,711 2,700,376: 109,843 79,178
Old : 2,779,554: 289,342 99,579 884,032 1,496,336 1,716,765 2,669,711 2,700,376: 109,843 79,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 55,284: -11,079 7,724 27,924 29,930 13,509 46,775 49,157: 8,509 6,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.6 31.8 53.8 61.8 96.0 97.2: 4.0 2.8
Old : 100.0: 10.4 3.6 31.8 53.8 61.8 96.0 97.2: 4.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 145 109 190 92 101 342 314:
Old : 378: 145 109 190 92 101 342 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.1 31.9 30.0 7.3 6.0 10.1 9.2
Old : 20.3 17.1 31.9 30.0 7.3 6.0 10.1 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 130,858: 2,533 40,051 39,202 87,071 50,417 128,806 129,671: 2,052 1,187
Old : 130,858: 2,533 40,051 39,202 87,071 50,417 128,806 129,671: 2,052 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 22,446: 388 3,405 10,775 11,516 9,593 22,679 23,774: -233 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 30.6 30.0 66.5 38.5 98.4 99.1: 1.6 0.9
Old : 100.0: 1.9 30.6 30.0 66.5 38.5 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 13 11 22 21 34 35:
Old : 40: 2 13 11 22 21 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 44.9 70.3 65.2 30.9 24.8 39.5 34.3
Old : 50.9 44.9 70.3 65.2 30.9 24.8 39.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 236,049: 40,137 40,205 1,365 170,754 138,643 212,256 180,213: 23,793 55,836
Old : 236,049: 40,137 40,205 1,365 170,754 138,643 212,256 180,213: 23,793 55,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 4,629: 1,720 -915 275 1,918 4,193 3,913 3,553: 716 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.0 0.6 72.3 58.7 89.9 76.3: 10.1 23.7
Old : 100.0: 17.0 17.0 0.6 72.3 58.7 89.9 76.3: 10.1 23.7
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 : 38: 6 5 4 26 23 34 30:
Old : 38: 6 5 4 26 23 34 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 : 30.6 28.5 49.7 46.2 30.5 24.0 47.4 37.6
Old : 30.6 28.5 49.7 46.2 30.5 24.0 47.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 162,923: 38,055 5,324 29,944 91,881 124,474 159,880 159,741: 3,043 3,182
Old : 162,923: 38,055 5,324 29,944 91,881 124,474 159,880 159,741: 3,043 3,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 3,591: -504 -63 1,505 2,553 2,038 3,554 3,481: 37 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.3 18.4 56.4 76.4 98.1 98.0: 1.9 2.0
Old : 100.0: 23.4 3.3 18.4 56.4 76.4 98.1 98.0: 1.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 15 29 26 27 62 58:
Old : 65: 23 15 29 26 27 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 48.1 54.4 69.5 18.3 23.2 24.4 28.5
Old : 34.2 48.1 54.4 69.5 18.3 23.2 24.4 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 690,471: 51,802 1,502 94,770 520,601 572,696 667,173 668,968: 23,298 21,503
Old : 690,471: 51,802 1,502 94,770 520,601 572,696 667,173 668,968: 23,298 21,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 27,149: -217 1,502 2,391 23,315 22,201 25,489 26,094: 1,660 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.2 13.7 75.4 82.9 96.6 96.9: 3.4 3.1
Old : 100.0: 7.5 0.2 13.7 75.4 82.9 96.6 96.9: 3.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 1 10 38 40 48 50:
Old : 50: 9 1 10 38 40 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 23.3 52.3 42.7 10.1 8.7 14.9 13.8
Old : 32.6 23.3 52.3 42.7 10.1 8.7 14.9 13.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 55,497: 270 562 105 54,672 54,430 55,047 55,097: 450 400
Old : 55,497: 270 562 105 54,672 54,430 55,047 55,097: 450 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 690: 0 -25 -25 415 440 390 390: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.0 0.2 98.5 98.1 99.2 99.3: 0.8 0.7
Old : 100.0: 0.5 1.0 0.2 98.5 98.1 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 : 59: 2 4 2 47 46 50 52:
Old : 59: 2 4 2 47 46 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 31.1 61.2 50.5 30.3 21.7 39.0 31.8
Old : 45.2 31.1 61.2 50.5 30.3 21.7 39.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 132,169: 14,609 38,242 7,875 102,800 79,871 125,284 125,988: 6,885 6,181
Old : 132,169: 14,609 38,242 7,875 102,800 79,871 125,284 125,988: 6,885 6,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -811: -530 -1,049 -288 -802 201 -1,620 -1,136: 809 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.9 6.0 77.8 60.4 94.8 95.3: 5.2 4.7
Old : 100.0: 11.1 28.9 6.0 77.8 60.4 94.8 95.3: 5.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 12 12 24 23 40 38:
Old : 43: 7 12 12 24 23 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 32.8 59.8 51.0 29.4 24.5 37.4 34.1
Old : 43.4 32.8 59.8 51.0 29.4 24.5 37.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 38,346: 839 4,524 8,048 26,554 24,224 35,441 36,796: 2,905 1,550
Old : 38,346: 839 4,524 8,048 26,554 24,224 35,441 36,796: 2,905 1,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 282: -445 400 -246 944 -92 253 62: 29 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.8 21.0 69.2 63.2 92.4 96.0: 7.6 4.0
Old : 100.0: 2.2 11.8 21.0 69.2 63.2 92.4 96.0: 7.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 7 5 15 15 21 24:
Old : 27: 2 7 5 15 15 21 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 : 41.7 43.3 65.1 62.0 14.3 13.7 22.5 20.7
Old : 41.7 43.3 65.1 62.0 14.3 13.7 22.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 28,175: 2,095 1,125 264 25,525 26,750 27,884 28,139: 291 36
Old : 28,175: 2,095 1,125 264 25,525 26,750 27,884 28,139: 291 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 650: 300 675 0 350 -25 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.0 0.9 90.6 94.9 99.0 99.9: 1.0 0.1
Old : 100.0: 7.4 4.0 0.9 90.6 94.9 99.0 99.9: 1.0 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 : 45: 3 3 2 28 33 32 38:
Old : 45: 3 3 2 28 33 32 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 36.9 70.2 55.0 47.6 34.8 60.7 47.9
Old : 54.7 36.9 70.2 55.0 47.6 34.8 60.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 24,037: 17,356 2,939 380 2,971 19,954 20,707 23,273: 3,330 764
Old : 24,037: 17,356 2,939 380 2,971 19,954 20,707 23,273: 3,330 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 547: 885 79 22 -394 492 513 593: 34 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 12.2 1.6 12.4 83.0 86.1 96.8: 13.9 3.2
Old : 100.0: 72.2 12.2 1.6 12.4 83.0 86.1 96.8: 13.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 87 24 9 23 30 116 59:
Old : 157: 87 24 9 23 30 116 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 35.6 41.1 54.4 29.2 35.6 40.6 53.9
Old : 29.2 35.6 41.1 54.4 29.2 35.6 40.6 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 37,661: 25,746 2,043 466 6,035 33,873 32,246 36,382: 5,415 1,279
Old : 37,661: 25,746 2,043 466 6,035 33,873 32,246 36,382: 5,415 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -153: 749 -27 -8 -162 431 579 396: -731 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 5.4 1.2 16.0 89.9 85.6 96.6: 14.4 3.4
Old : 100.0: 68.4 5.4 1.2 16.0 89.9 85.6 96.6: 14.4 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 : 159: 99 15 4 22 32 123 50:
Old : 159: 99 15 4 22 32 123 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 29.0 30.3 48.1 18.2 28.9 30.3 47.9
Old : 18.2 29.0 30.3 48.1 18.2 28.9 30.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 349,555: 89,831 15,286 51,867 179,863 264,415 321,561 331,569: 27,994 17,986
Old : 349,555: 89,831 15,286 51,867 179,863 264,415 321,561 331,569: 27,994 17,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -16,893: 5,335 2,660 1,563 -23,679 -22,531 -16,781 -18,308: -111 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.4 14.8 51.5 75.6 92.0 94.9: 8.0 5.1
Old : 100.0: 25.7 4.4 14.8 51.5 75.6 92.0 94.9: 8.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 76 34 57 81 89 186 157:
Old : 217: 76 34 57 81 89 186 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 21.5 27.2 32.5 10.6 13.3 18.2 20.8
Old : 16.8 21.5 27.2 32.5 10.6 13.3 18.2 20.8
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 with Delta-adjusted Options and Futures Combined, April 27, 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 : 30,403: 7,969 0 762 14,894 21,734 23,625 22,496: 6,778 7,907
Old : 30,403: 7,969 0 762 14,894 21,734 23,625 22,496: 6,778 7,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,053: 713 0 0 87 984 800 984: 253 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 2.5 49.0 71.5 77.7 74.0: 22.3 26.0
Old : 100.0: 26.2 0.0 2.5 49.0 71.5 77.7 74.0: 22.3 26.0
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: 4 0 2 14 20 18 22:
Old : 26: 4 0 2 14 20 18 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 : 54.2 39.4 69.7 56.3 51.6 36.5 63.2 53.1
Old : 54.2 39.4 69.7 56.3 51.6 36.5 63.2 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 9,523: 550 150 350 8,323 8,723 9,223 9,223: 300 300
Old : 9,523: 550 150 350 8,323 8,723 9,223 9,223: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 911: 0 0 50 761 761 811 811: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.6 3.7 87.4 91.6 96.8 96.8: 3.2 3.2
Old : 100.0: 5.8 1.6 3.7 87.4 91.6 96.8 96.8: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 4 34 39 39 44:
Old : 48: 3 2 4 34 39 39 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 : 38.5 30.4 56.8 48.0 24.9 25.4 33.1 33.8
Old : 38.5 30.4 56.8 48.0 24.9 25.4 33.1 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 80,786: 3,540 1,837 1,696 74,163 76,697 79,399 80,230: 1,387 556
Old : 80,786: 3,540 1,837 1,696 74,163 76,697 79,399 80,230: 1,387 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 3,356: -200 155 0 3,541 3,251 3,341 3,406: 15 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.3 2.1 91.8 94.9 98.3 99.3: 1.7 0.7
Old : 100.0: 4.4 2.3 2.1 91.8 94.9 98.3 99.3: 1.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 2 33 36 38 39:
Old : 48: 4 2 2 33 36 38 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 : 58.4 50.1 72.1 68.4 27.2 22.4 33.9 31.0
Old : 58.4 50.1 72.1 68.4 27.2 22.4 33.9 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 24,864: 1,800 0 0 23,025 24,399 24,825 24,399: 39 465
Old : 24,864: 1,800 0 0 23,025 24,399 24,825 24,399: 39 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,300: 0 0 0 1,300 1,300 1,300 1,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 92.6 98.1 99.8 98.1: 0.2 1.9
Old : 100.0: 7.2 0.0 0.0 92.6 98.1 99.8 98.1: 0.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 24 16 25 16:
Old : 29: 1 0 0 24 16 25 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 : 59.5 82.5 79.2 92.3 51.7 75.3 68.4 77.5
Old : 59.5 82.5 79.2 92.3 51.7 75.3 68.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 14,912: 900 700 0 14,012 14,212 14,912 14,912: 0 0
Old : 14,912: 900 700 0 14,012 14,212 14,912 14,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.7 0.0 94.0 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.0 4.7 0.0 94.0 95.3 100.0 100.0: 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 : 42: 2 2 0 28 29 30 31:
Old : 42: 2 2 0 28 29 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 44.3 66.7 66.3 37.8 34.4 52.0 51.2
Old : 49.4 44.3 66.7 66.3 37.8 34.4 52.0 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 3,147: 282 0 45 1,796 1,912 2,123 1,957: 1,024 1,190
Old : 3,147: 282 0 45 1,796 1,912 2,123 1,957: 1,024 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 1.4 57.1 60.8 67.5 62.2: 32.5 37.8
Old : 100.0: 9.0 0.0 1.4 57.1 60.8 67.5 62.2: 32.5 37.8
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: 2 0 1 12 15 14 16:
Old : 20: 2 0 1 12 15 14 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 : 32.0 35.7 56.4 50.9 29.8 35.7 51.1 49.2
Old : 32.0 35.7 56.4 50.9 29.8 35.7 51.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 22,239: 435 800 0 20,688 21,416 21,123 22,216: 1,116 23
Old : 22,239: 435 800 0 20,688 21,416 21,123 22,216: 1,116 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2,699: 0 0 0 2,645 2,699 2,645 2,699: 54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.6 0.0 93.0 96.3 95.0 99.9: 5.0 0.1
Old : 100.0: 2.0 3.6 0.0 93.0 96.3 95.0 99.9: 5.0 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 : 32: 2 3 0 23 18 25 21:
Old : 32: 2 3 0 23 18 25 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 : 41.7 60.4 63.0 78.0 37.0 50.8 51.2 59.9
Old : 41.7 60.4 63.0 78.0 37.0 50.8 51.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 22,413: 647 1,310 507 21,040 20,281 22,194 22,098: 219 315
Old : 22,413: 647 1,310 507 21,040 20,281 22,194 22,098: 219 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 549: -150 300 0 738 192 588 492: -39 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.8 2.3 93.9 90.5 99.0 98.6: 1.0 1.4
Old : 100.0: 2.9 5.8 2.3 93.9 90.5 99.0 98.6: 1.0 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 : 51: 2 3 2 33 39 36 44:
Old : 51: 2 3 2 33 39 36 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 : 30.6 38.0 52.7 55.4 27.4 30.5 45.0 42.7
Old : 30.6 38.0 52.7 55.4 27.4 30.5 45.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 11,812: 1,445 0 36 10,304 11,731 11,785 11,767: 27 45
Old : 11,812: 1,445 0 36 10,304 11,731 11,785 11,767: 27 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,284: 225 0 -42 1,182 1,371 1,365 1,329: -81 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.3 87.2 99.3 99.8 99.6: 0.2 0.4
Old : 100.0: 12.2 0.0 0.3 87.2 99.3 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 : 32: 3 0 1 25 23 28 24:
Old : 32: 3 0 1 25 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 49.0 64.5 72.4 34.1 33.1 44.1 44.4
Old : 41.3 49.0 64.5 72.4 34.1 33.1 44.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 42,541: 3,012 1,642 1,675 34,401 37,736 39,088 41,053: 3,453 1,488
Old : 42,541: 3,012 1,642 1,675 34,401 37,736 39,088 41,053: 3,453 1,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 509: 50 -25 25 290 269 365 269: 144 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.9 3.9 80.9 88.7 91.9 96.5: 8.1 3.5
Old : 100.0: 7.1 3.9 3.9 80.9 88.7 91.9 96.5: 8.1 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 : 52: 4 5 6 32 36 40 44:
Old : 52: 4 5 6 32 36 40 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 : 29.2 32.7 49.7 54.5 26.4 27.3 39.5 42.3
Old : 29.2 32.7 49.7 54.5 26.4 27.3 39.5 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010