GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 30,936: 1,443 875 0 29,253 29,990 30,696 30,865: 240 71
Old : 30,936: 1,443 875 0 29,253 29,990 30,696 30,865: 240 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,700: -176 -30 0 -6,497 -6,620 -6,673 -6,650: -27 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.8 0.0 94.6 96.9 99.2 99.8: 0.8 0.2
Old : 100.0: 4.7 2.8 0.0 94.6 96.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 4 0 34 38 35 42:
Old : 49: 1 4 0 34 38 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 40.2 67.3 59.5 39.2 27.1 51.7 39.2
Old : 47.0 40.2 67.3 59.5 39.2 27.1 51.7 39.2
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, May 4, 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 : 21,915: 0 0 0 21,708 21,815 21,708 21,815: 207 100
Old : 21,915: 0 0 0 21,708 21,815 21,708 21,815: 207 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,501: 0 0 0 -3,492 -3,476 -3,492 -3,476: -9 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 0.5
Old : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 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 : 31: 0 0 0 25 27 25 27:
Old : 31: 0 0 0 25 27 25 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 : 56.2 68.8 82.1 85.0 37.5 46.7 50.6 50.7
Old : 56.2 68.8 82.1 85.0 37.5 46.7 50.6 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,730: 109 216 110 5,043 5,119 5,262 5,445: 1,468 1,285
Old : 6,730: 109 216 110 5,043 5,119 5,262 5,445: 1,468 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -517: 19 0 -19 -592 -404 -592 -423: 75 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.2 1.6 74.9 76.1 78.2 80.9: 21.8 19.1
Old : 100.0: 1.6 3.2 1.6 74.9 76.1 78.2 80.9: 21.8 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 18 17 19 19:
Old : 22: 1 1 1 18 17 19 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 : 40.1 49.5 56.0 66.3 35.1 37.4 43.4 45.4
Old : 40.1 49.5 56.0 66.3 35.1 37.4 43.4 45.4
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, May 4, 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 : 9,080: 249 0 30 7,505 8,092 7,784 8,122: 1,296 958
Old : 9,080: 249 0 30 7,505 8,092 7,784 8,122: 1,296 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,201: -26 -48 0 -1,165 -1,106 -1,191 -1,154: -10 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.3 82.7 89.1 85.7 89.4: 14.3 10.6
Old : 100.0: 2.7 0.0 0.3 82.7 89.1 85.7 89.4: 14.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 0 1 43 47 44 48:
Old : 49: 1 0 1 43 47 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 28.9 40.9 41.3 17.8 18.2 25.7 24.7
Old : 28.0 28.9 40.9 41.3 17.8 18.2 25.7 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 7,347: 308 233 85 6,407 6,426 6,800 6,744: 547 603
Old : 7,347: 308 233 85 6,407 6,426 6,800 6,744: 547 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,793: 2 -41 -48 -1,545 -1,739 -1,591 -1,828: -202 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.2 1.2 87.2 87.5 92.6 91.8: 7.4 8.2
Old : 100.0: 4.2 3.2 1.2 87.2 87.5 92.6 91.8: 7.4 8.2
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 : 68: 4 4 5 47 59 53 66:
Old : 68: 4 4 5 47 59 53 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 22.8 46.8 36.4 29.0 14.9 36.7 24.9
Old : 33.9 22.8 46.8 36.4 29.0 14.9 36.7 24.9
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, May 4, 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 : 3,551: 320 0 0 2,371 2,686 2,691 2,686: 860 865
Old : 3,551: 320 0 0 2,371 2,686 2,691 2,686: 860 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -494: -70 0 -30 -305 -638 -405 -668: -89 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 66.8 75.6 75.8 75.6: 24.2 24.4
Old : 100.0: 9.0 0.0 0.0 66.8 75.6 75.8 75.6: 24.2 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 17 15 17:
Old : 20: 1 0 0 14 17 15 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 : 45.0 42.0 67.7 57.2 35.2 33.3 45.9 43.7
Old : 45.0 42.0 67.7 57.2 35.2 33.3 45.9 43.7
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, May 4, 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 : 16,988: 0 0 0 16,988 16,913 16,988 16,913: 0 75
Old : 16,988: 0 0 0 16,988 16,913 16,988 16,913: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,864: 0 0 0 -1,814 -1,864 -1,814 -1,864: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 15 22 15 22:
Old : 25: 0 0 0 15 22 15 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 : 78.0 55.3 91.5 72.5 70.9 43.3 72.8 59.2
Old : 78.0 55.3 91.5 72.5 70.9 43.3 72.8 59.2
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, May 4, 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 : 389,003: 65,087 30,382 69,937 208,003 264,580 343,027 364,900: 45,976 24,103
Old : 389,003: 65,087 30,382 69,937 208,003 264,580 343,027 364,900: 45,976 24,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 8,325: 3,228 3,280 3,813 2,058 2,912 9,099 10,005: -774 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.8 18.0 53.5 68.0 88.2 93.8: 11.8 6.2
Old : 100.0: 16.7 7.8 18.0 53.5 68.0 88.2 93.8: 11.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 45 24 42 71 81 142 130:
Old : 163: 45 24 42 71 81 142 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.8 33.8 38.9 11.1 12.3 18.6 19.1
Old : 20.8 25.8 33.8 38.9 11.1 12.3 18.6 19.1
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, May 4, 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 : 102,195: 409 7,612 22,372 72,776 67,079 95,558 97,063: 6,637 5,132
Old : 102,195: 409 7,612 22,372 72,776 67,079 95,558 97,063: 6,637 5,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,614: -112 -459 -702 -1,306 -949 -2,120 -2,110: -494 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.4 21.9 71.2 65.6 93.5 95.0: 6.5 5.0
Old : 100.0: 0.4 7.4 21.9 71.2 65.6 93.5 95.0: 6.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.6 60.8 70.9 77.5 11.1 17.1 17.6 19.6
Old : 53.6 60.8 70.9 77.5 11.1 17.1 17.6 19.6
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, May 4, 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 : 13,646: 350 1,625 450 12,678 11,421 13,478 13,496: 168 150
Old : 13,646: 350 1,625 450 12,678 11,421 13,478 13,496: 168 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,547: -230 15 0 -6,039 -6,302 -6,269 -6,287: -278 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.9 3.3 92.9 83.7 98.8 98.9: 1.2 1.1
Old : 100.0: 2.6 11.9 3.3 92.9 83.7 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 2 7 3 38 48 43 55:
Old : 66: 2 7 3 38 48 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 34.7 52.8 48.4 28.8 34.0 48.0 47.7
Old : 33.2 34.7 52.8 48.4 28.8 34.0 48.0 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 18,965: 2,269 650 425 15,665 17,205 18,359 18,280: 606 685
Old : 18,965: 2,269 650 425 15,665 17,205 18,359 18,280: 606 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,924: -980 -250 -25 -1,862 -2,579 -2,867 -2,854: -57 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.4 2.2 82.6 90.7 96.8 96.4: 3.2 3.6
Old : 100.0: 12.0 3.4 2.2 82.6 90.7 96.8 96.4: 3.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 2 27 27 32 30:
Old : 41: 4 2 2 27 27 32 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 : 47.1 47.2 66.0 72.2 38.1 39.0 50.5 55.8
Old : 47.1 47.2 66.0 72.2 38.1 39.0 50.5 55.8
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, May 4, 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 : 12,916: 4,685 0 965 6,946 11,381 12,596 12,346: 320 570
Old : 12,916: 4,685 0 965 6,946 11,381 12,596 12,346: 320 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,875: -845 0 -90 -930 -1,645 -1,865 -1,735: -10 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 7.5 53.8 88.1 97.5 95.6: 2.5 4.4
Old : 100.0: 36.3 0.0 7.5 53.8 88.1 97.5 95.6: 2.5 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 : 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 : 79.4 55.0 93.1 76.4 63.0 50.2 69.1 61.9
Old : 79.4 55.0 93.1 76.4 63.0 50.2 69.1 61.9
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, May 4, 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 : 4,330: 446 112 237 2,681 2,453 3,364 2,802: 966 1,528
Old : 4,330: 446 112 237 2,681 2,453 3,364 2,802: 966 1,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -389: -101 -8 0 -162 -325 -263 -333: -126 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.6 5.5 61.9 56.7 77.7 64.7: 22.3 35.3
Old : 100.0: 10.3 2.6 5.5 61.9 56.7 77.7 64.7: 22.3 35.3
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: 3 1 3 16 16 19 20:
Old : 21: 3 1 3 16 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 24.6 57.3 42.1 30.8 21.1 41.5 30.0
Old : 40.6 24.6 57.3 42.1 30.8 21.1 41.5 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 1,005,320: 177,791 292,507 350,049 393,859 307,440 921,699 949,996: 83,621 55,324
Old : 1,005,320: 177,791 292,507 350,049 393,859 307,440 921,699 949,996: 83,621 55,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 43,802: -506 16,970 15,998 23,550 4,824 39,042 37,792: 4,761 6,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.1 34.8 39.2 30.6 91.7 94.5: 8.3 5.5
Old : 100.0: 17.7 29.1 34.8 39.2 30.6 91.7 94.5: 8.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 94 103 133 92 78 264 250:
Old : 306: 94 103 133 92 78 264 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 32.7 32.5 44.2 15.7 20.6 21.6 28.0
Old : 21.4 32.7 32.5 44.2 15.7 20.6 21.6 28.0
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, May 4, 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 : 60,267: 1,166 771 1,411 45,735 49,152 48,312 51,334: 11,955 8,933
Old : 60,267: 1,166 771 1,411 45,735 49,152 48,312 51,334: 11,955 8,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,661: -1,631 771 -389 -1,322 -4,068 -3,342 -3,686: -319 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.3 2.3 75.9 81.6 80.2 85.2: 19.8 14.8
Old : 100.0: 1.9 1.3 2.3 75.9 81.6 80.2 85.2: 19.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 21 18 23 20:
Old : 24: 1 1 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 46.6 60.3 68.0 40.0 39.1 47.2 49.3
Old : 46.2 46.6 60.3 68.0 40.0 39.1 47.2 49.3
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, May 4, 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 : 37,782: 134 1,280 2,955 30,240 27,236 33,329 31,471: 4,453 6,311
Old : 37,782: 134 1,280 2,955 30,240 27,236 33,329 31,471: 4,453 6,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,120: -62 842 -438 -1,958 -2,759 -2,458 -2,355: -662 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.4 7.8 80.0 72.1 88.2 83.3: 11.8 16.7
Old : 100.0: 0.4 3.4 7.8 80.0 72.1 88.2 83.3: 11.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 11 15 13 17:
Old : 20: 1 1 2 11 15 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 : 51.6 39.6 77.3 60.5 40.9 33.5 54.5 46.3
Old : 51.6 39.6 77.3 60.5 40.9 33.5 54.5 46.3
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, May 4, 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 : 61,611: 0 0 0 49,815 48,629 49,815 48,629: 11,796 12,982
Old : 61,611: 0 0 0 49,815 48,629 49,815 48,629: 11,796 12,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,324: 0 0 0 -4,151 -4,233 -4,151 -4,233: 827 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.9 78.9 80.9 78.9: 19.1 21.1
Old : 100.0: 0.0 0.0 0.0 80.9 78.9 80.9 78.9: 19.1 21.1
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 : 23: 0 0 0 16 20 16 20:
Old : 23: 0 0 0 16 20 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 42.0 57.0 58.4 27.0 36.5 40.6 49.0
Old : 34.4 42.0 57.0 58.4 27.0 36.5 40.6 49.0
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, May 4, 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 : 73,461: 0 0 0 62,266 69,436 62,266 69,436: 11,195 4,025
Old : 73,461: 0 0 0 62,266 69,436 62,266 69,436: 11,195 4,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,510: 0 0 0 -3,582 -3,171 -3,582 -3,171: 72 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.8 94.5 84.8 94.5: 15.2 5.5
Old : 100.0: 0.0 0.0 0.0 84.8 94.5 84.8 94.5: 15.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 52.8 66.3 73.9 41.2 48.3 56.0 64.0
Old : 47.0 52.8 66.3 73.9 41.2 48.3 56.0 64.0
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, May 4, 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 : 85,353: 2,197 3,316 5,138 70,050 71,817 77,385 80,271: 7,968 5,082
Old : 85,353: 2,197 3,316 5,138 70,050 71,817 77,385 80,271: 7,968 5,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,336: 148 454 -533 -3,159 -4,906 -3,544 -4,985: -1,792 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.9 6.0 82.1 84.1 90.7 94.0: 9.3 6.0
Old : 100.0: 2.6 3.9 6.0 82.1 84.1 90.7 94.0: 9.3 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 : 33: 2 3 4 19 25 23 30:
Old : 33: 2 3 4 19 25 23 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 : 44.3 43.3 64.7 60.5 41.0 40.9 57.5 55.7
Old : 44.3 43.3 64.7 60.5 41.0 40.9 57.5 55.7
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, May 4, 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 : 82,357: 1,224 7,768 3,337 71,604 58,074 76,165 69,179: 6,192 13,178
Old : 82,357: 1,224 7,768 3,337 71,604 58,074 76,165 69,179: 6,192 13,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,224: -496 -1,198 -206 -3,904 -3,012 -4,606 -4,416: -618 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.4 4.1 86.9 70.5 92.5 84.0: 7.5 16.0
Old : 100.0: 1.5 9.4 4.1 86.9 70.5 92.5 84.0: 7.5 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 : 26: 1 2 2 12 20 15 22:
Old : 26: 1 2 2 12 20 15 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 : 60.9 41.3 80.0 58.6 58.0 39.5 71.3 55.8
Old : 60.9 41.3 80.0 58.6 58.0 39.5 71.3 55.8
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, May 4, 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 : 80,806: 5,650 1,866 3,918 55,391 67,314 64,959 73,098: 15,847 7,708
Old : 80,806: 5,650 1,866 3,918 55,391 67,314 64,959 73,098: 15,847 7,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,191: 636 -162 -308 -3,120 -1,628 -2,792 -2,098: -399 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.3 4.8 68.5 83.3 80.4 90.5: 19.6 9.5
Old : 100.0: 7.0 2.3 4.8 68.5 83.3 80.4 90.5: 19.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 16 19 20 22:
Old : 26: 3 1 3 16 19 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 : 34.9 47.3 61.7 64.9 29.8 47.0 49.6 62.8
Old : 34.9 47.3 61.7 64.9 29.8 47.0 49.6 62.8
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, May 4, 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 : 1,646,022: 82,306 102,974 534,011 1,022,756 999,792 1,639,073 1,636,778: 6,949 9,244
Old : 1,646,022: 82,306 102,974 534,011 1,022,756 999,792 1,639,073 1,636,778: 6,949 9,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 53,202: 5,997 -875 16,159 31,278 37,698 53,435 52,982: -232 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.3 32.4 62.1 60.7 99.6 99.4: 0.4 0.6
Old : 100.0: 5.0 6.3 32.4 62.1 60.7 99.6 99.4: 0.4 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 : 132: 46 24 59 61 60 127 123:
Old : 132: 46 24 59 61 60 127 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 33.3 55.1 51.8 8.2 9.1 10.1 11.2
Old : 33.1 33.3 55.1 51.8 8.2 9.1 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, May 4, 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 : 30,453: 10,772 8,923 11,697 7,691 9,518 30,161 30,138: 292 314
Old : 30,453: 10,772 8,923 11,697 7,691 9,518 30,161 30,138: 292 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,878: -185 414 1,658 1,913 1,310 3,386 3,382: -508 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 29.3 38.4 25.3 31.3 99.0 99.0: 1.0 1.0
Old : 100.0: 35.4 29.3 38.4 25.3 31.3 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 8 10 10 11 21 25:
Old : 28: 7 8 10 10 11 21 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 : 67.4 60.6 91.1 84.2 36.4 30.1 37.5 34.7
Old : 67.4 60.6 91.1 84.2 36.4 30.1 37.5 34.7
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, May 4, 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 : 76,083: 0 0 0 74,027 72,849 74,027 72,849: 2,056 3,234
Old : 76,083: 0 0 0 74,027 72,849 74,027 72,849: 2,056 3,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -7,115: 0 0 0 -6,479 -6,557 -6,479 -6,557: -636 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 95.7 97.3 95.7: 2.7 4.3
Old : 100.0: 0.0 0.0 0.0 97.3 95.7 97.3 95.7: 2.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
Old : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
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, May 4, 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 : 179,251: 4,820 3,420 4,293 163,865 166,997 172,978 174,710: 6,273 4,541
Old : 179,251: 4,820 3,420 4,293 163,865 166,997 172,978 174,710: 6,273 4,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -10,171: -178 -110 -481 -8,714 -9,128 -9,373 -9,719: -798 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.9 2.4 91.4 93.2 96.5 97.5: 3.5 2.5
Old : 100.0: 2.7 1.9 2.4 91.4 93.2 96.5 97.5: 3.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 4 37 38 42 42:
Old : 47: 3 2 4 37 38 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 42.7 50.5 59.8 25.8 37.0 38.3 45.6
Old : 30.8 42.7 50.5 59.8 25.8 37.0 38.3 45.6
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, May 4, 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 : 128,458: 1,850 3,061 1,706 113,327 116,891 116,883 121,658: 11,575 6,800
Old : 128,458: 1,850 3,061 1,706 113,327 116,891 116,883 121,658: 11,575 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,867: -310 863 -554 -1,784 -5,056 -2,648 -4,747: -3,218 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.4 1.3 88.2 91.0 91.0 94.7: 9.0 5.3
Old : 100.0: 1.4 2.4 1.3 88.2 91.0 91.0 94.7: 9.0 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 : 31: 1 1 1 23 23 25 24:
Old : 31: 1 1 1 23 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 49.0 66.5 73.8 45.0 47.3 55.7 68.9
Old : 52.6 49.0 66.5 73.8 45.0 47.3 55.7 68.9
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, May 4, 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 : 218,840: 6,979 166 11,661 178,225 199,858 196,865 211,685: 21,975 7,155
Old : 218,840: 6,979 166 11,661 178,225 199,858 196,865 211,685: 21,975 7,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,736: 171 166 527 -11,225 -8,539 -10,527 -7,846: 3,791 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.1 5.3 81.4 91.3 90.0 96.7: 10.0 3.3
Old : 100.0: 3.2 0.1 5.3 81.4 91.3 90.0 96.7: 10.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 2 32 36 34 38:
Old : 41: 1 1 2 32 36 34 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 : 33.9 29.5 53.9 52.3 25.2 25.1 36.0 41.9
Old : 33.9 29.5 53.9 52.3 25.2 25.1 36.0 41.9
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 56,475: 3,343 1,319 656 46,873 49,731 50,872 51,706: 5,603 4,769
Old : 56,475: 3,343 1,319 656 46,873 49,731 50,872 51,706: 5,603 4,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,754: 9 0 -9 -1,488 -1,650 -1,488 -1,659: -266 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.3 1.2 83.0 88.1 90.1 91.6: 9.9 8.4
Old : 100.0: 5.9 2.3 1.2 83.0 88.1 90.1 91.6: 9.9 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 : 67.0 60.3 82.0 81.6 57.6 51.2 63.2 62.8
Old : 67.0 60.3 82.0 81.6 57.6 51.2 63.2 62.8
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, May 4, 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 : 2,819,406: 705,849 165,235 840,593 1,246,497 1,797,466 2,792,939 2,803,294: 26,467 16,112
Old : 2,819,406: 705,849 165,235 840,593 1,246,497 1,797,466 2,792,939 2,803,294: 26,467 16,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -105,298: 11,607 14,289 -51,813 -67,077 -65,122 -107,283 -102,646: 1,985 -2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.9 29.8 44.2 63.8 99.1 99.4: 0.9 0.6
Old : 100.0: 25.0 5.9 29.8 44.2 63.8 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 35 25 53 111 99 171 154:
Old : 176: 35 25 53 111 99 171 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 32.6 45.3 45.3 18.5 21.2 25.9 29.5
Old : 33.7 32.6 45.3 45.3 18.5 21.2 25.9 29.5
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, May 4, 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 : 965,261: 114,321 206,346 158,678 688,112 596,444 961,111 961,468: 4,150 3,793
Old : 965,261: 114,321 206,346 158,678 688,112 596,444 961,111 961,468: 4,150 3,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -93,864: -38,425 -12,230 -30,959 -27,330 -52,361 -96,714 -95,550: 2,850 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.4 16.4 71.3 61.8 99.6 99.6: 0.4 0.4
Old : 100.0: 11.8 21.4 16.4 71.3 61.8 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 18 28 40 44 42 86 86:
Old : 92: 18 28 40 44 42 86 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.0 52.7 58.8 31.8 34.7 43.4 43.1
Old : 37.7 40.0 52.7 58.8 31.8 34.7 43.4 43.1
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, May 4, 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 : 3,611: 60 513 0 3,425 2,944 3,485 3,457: 126 154
Old : 3,611: 60 513 0 3,425 2,944 3,485 3,457: 126 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -772: -125 -150 0 -671 -541 -796 -691: 24 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.2 0.0 94.8 81.5 96.5 95.7: 3.5 4.3
Old : 100.0: 1.7 14.2 0.0 94.8 81.5 96.5 95.7: 3.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 15 12 16 14:
Old : 20: 1 2 0 15 12 16 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 : 59.5 57.0 84.7 82.5 57.8 56.3 75.0 73.6
Old : 59.5 57.0 84.7 82.5 57.8 56.3 75.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 1,536: 92 0 8 965 932 1,065 940: 471 596
Old : 1,536: 92 0 8 965 932 1,065 940: 471 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.5 62.8 60.7 69.3 61.2: 30.7 38.8
Old : 100.0: 6.0 0.0 0.5 62.8 60.7 69.3 61.2: 30.7 38.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 17 17 19 18:
Old : 21: 2 0 1 17 17 19 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 : 34.9 23.7 49.5 39.6 28.2 16.7 35.9 26.6
Old : 34.9 23.7 49.5 39.6 28.2 16.7 35.9 26.6
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, May 4, 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 : 180,932: 1,284 833 10,688 166,041 168,763 178,013 180,285: 2,919 647
Old : 180,932: 1,284 833 10,688 166,041 168,763 178,013 180,285: 2,919 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,335: 208 2 -265 -2,374 -2,145 -2,431 -2,407: 96 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.5 5.9 91.8 93.3 98.4 99.6: 1.6 0.4
Old : 100.0: 0.7 0.5 5.9 91.8 93.3 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 2 6 36 30 43 36:
Old : 45: 5 2 6 36 30 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 53.2 78.8 81.3 3.3 4.0 4.9 6.4
Old : 51.2 53.2 78.8 81.3 3.3 4.0 4.9 6.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 20,401: 40 1,098 296 18,999 18,046 19,335 19,440: 1,066 961
Old : 20,401: 40 1,098 296 18,999 18,046 19,335 19,440: 1,066 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -913: -40 -32 -8 -837 -935 -885 -975: -28 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.4 1.5 93.1 88.5 94.8 95.3: 5.2 4.7
Old : 100.0: 0.2 5.4 1.5 93.1 88.5 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 : 29: 1 2 2 22 23 24 26:
Old : 29: 1 2 2 22 23 24 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 42.6 65.1 67.8 28.8 27.0 41.9 42.8
Old : 43.5 42.6 65.1 67.8 28.8 27.0 41.9 42.8
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, May 4, 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 : 29,933: 0 2,280 200 27,601 26,551 27,801 29,031: 2,132 902
Old : 29,933: 0 2,280 200 27,601 26,551 27,801 29,031: 2,132 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -717: 0 0 -50 -751 -735 -801 -785: 84 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.7 92.2 88.7 92.9 97.0: 7.1 3.0
Old : 100.0: 0.0 7.6 0.7 92.2 88.7 92.9 97.0: 7.1 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 : 29: 0 2 2 25 21 27 23:
Old : 29: 0 2 2 25 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
Old : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 12,359: 578 0 180 10,507 11,161 11,265 11,341: 1,094 1,018
Old : 12,359: 578 0 180 10,507 11,161 11,265 11,341: 1,094 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -522: -118 0 0 -380 -471 -498 -471: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 1.5 85.0 90.3 91.1 91.8: 8.9 8.2
Old : 100.0: 4.7 0.0 1.5 85.0 90.3 91.1 91.8: 8.9 8.2
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 : 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 : 37.9 44.6 58.1 72.4 37.4 39.0 53.7 55.4
Old : 37.9 44.6 58.1 72.4 37.4 39.0 53.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 48,959: 240 0 729 46,997 47,339 47,966 48,068: 993 891
Old : 48,959: 240 0 729 46,997 47,339 47,966 48,068: 993 891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,420: 98 0 3 -1,112 -1,473 -1,010 -1,469: -410 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 1.5 96.0 96.7 98.0 98.2: 2.0 1.8
Old : 100.0: 0.5 0.0 1.5 96.0 96.7 98.0 98.2: 2.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 24 22 26 23:
Old : 28: 2 0 1 24 22 26 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 : 62.6 63.3 82.1 85.5 23.2 35.6 31.9 37.9
Old : 62.6 63.3 82.1 85.5 23.2 35.6 31.9 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 10,842: 0 0 0 9,650 9,970 9,650 9,970: 1,192 872
Old : 10,842: 0 0 0 9,650 9,970 9,650 9,970: 1,192 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -358: 0 0 0 -294 -320 -294 -320: -64 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.0 92.0 89.0 92.0: 11.0 8.0
Old : 100.0: 0.0 0.0 0.0 89.0 92.0 89.0 92.0: 11.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 18 21 18:
Old : 22: 0 0 0 21 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 67.0 58.5 80.4 29.3 59.6 48.1 65.0
Old : 34.6 67.0 58.5 80.4 29.3 59.6 48.1 65.0
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, May 4, 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 : 56,788: 0 0 0 56,531 56,702 56,531 56,702: 257 86
Old : 56,788: 0 0 0 56,531 56,702 56,531 56,702: 257 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,413: 0 0 0 -2,413 -2,413 -2,413 -2,413: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 0.0 0.0 0.0 99.5 99.8 99.5 99.8: 0.5 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 : 20: 0 0 0 12 10 12 10:
Old : 20: 0 0 0 12 10 12 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 : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
Old : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
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, May 4, 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 : 878,790: 0 0 0 878,790 878,790 878,790 878,790: 0 0
Old : 878,790: 0 0 0 878,790 878,790 878,790 878,790: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -38,283: 0 0 0 -38,283 -38,283 -38,283 -38,283: 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 : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
Old : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
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, May 4, 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 : 501,074: 0 848 0 501,074 500,226 501,074 501,074: 0 0
Old : 501,074: 0 848 0 501,074 500,226 501,074 501,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -20,240: 0 -736 0 -20,240 -19,504 -20,240 -20,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 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 : 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 : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
Old : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 31,466: 0 0 0 31,065 31,295 31,065 31,295: 401 171
Old : 31,466: 0 0 0 31,065 31,295 31,065 31,295: 401 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,606: 0 0 0 -1,540 -1,584 -1,540 -1,584: -66 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 99.5 98.7 99.5: 1.3 0.5
Old : 100.0: 0.0 0.0 0.0 98.7 99.5 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 12 14 12:
Old : 23: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 65.7 88.4 92.6 63.6 60.9 79.5 83.8
Old : 67.7 65.7 88.4 92.6 63.6 60.9 79.5 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, May 4, 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 : 470,509: 0 0 0 470,509 465,829 470,509 465,829: 0 4,680
Old : 470,509: 0 0 0 470,509 465,829 470,509 465,829: 0 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -10,408: 0 0 0 -10,408 -15,088 -10,408 -15,088: 0 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 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 : 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 : 71.6 72.6 95.4 94.5 62.0 63.5 79.4 79.2
Old : 71.6 72.6 95.4 94.5 62.0 63.5 79.4 79.2
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, May 4, 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 : 85,309: 0 300 0 85,158 85,009 85,158 85,309: 151 0
Old : 85,309: 0 300 0 85,158 85,009 85,158 85,309: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,673: -770 -330 0 -1,903 -2,343 -2,673 -2,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.8 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.4 0.0 99.8 99.6 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: 0 1 0 17 13 17 14:
Old : 27: 0 1 0 17 13 17 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 : 68.4 72.8 85.9 94.3 68.4 72.1 85.1 93.6
Old : 68.4 72.8 85.9 94.3 68.4 72.1 85.1 93.6
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, May 4, 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 : 1,401,169: 0 4,240 0 1,401,169 1,396,929 1,401,169 1,401,169: 0 0
Old : 1,401,169: 0 4,240 0 1,401,169 1,396,929 1,401,169 1,401,169: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -51,176: 0 -3,680 0 -51,176 -47,496 -51,176 -51,176: 0 0
: : :
: : 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 : 26: 0 1 0 15 12 15 13:
Old : 26: 0 1 0 15 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 68.7 88.5 92.4 72.7 68.5 88.2 91.2
Old : 72.7 68.7 88.5 92.4 72.7 68.5 88.2 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 165,719: 420 0 0 165,299 165,619 165,719 165,619: 0 100
Old : 165,719: 420 0 0 165,299 165,619 165,719 165,619: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,915: -462 -660 0 -6,453 -6,145 -6,915 -6,805: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.3 0.0 0.0 99.7 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 24 26 25 26:
Old : 38: 1 0 0 24 26 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 : 58.4 58.9 84.0 78.0 58.3 57.9 83.2 75.7
Old : 58.4 58.9 84.0 78.0 58.3 57.9 83.2 75.7
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, May 4, 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 : 2,806,837: 4,664 8,480 0 2,802,173 2,798,357 2,806,837 2,806,837: 0 0
Old : 2,806,837: 4,664 8,480 0 2,802,173 2,798,357 2,806,837 2,806,837: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -70,073: -4,048 8,480 0 -66,025 -78,553 -70,073 -70,073: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.0 99.8 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.3 0.0 99.8 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 : 36: 1 1 0 26 22 27 23:
Old : 36: 1 1 0 26 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 64.5 87.0 82.2 63.7 64.2 87.0 81.5
Old : 63.7 64.5 87.0 82.2 63.7 64.2 87.0 81.5
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, May 4, 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 : 61,220: 0 2,665 0 61,220 58,555 61,220 61,220: 0 0
Old : 61,220: 0 2,665 0 61,220 58,555 61,220 61,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,662: 0 -110 0 -2,662 -2,552 -2,662 -2,662: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 24 18 24 19:
Old : 29: 0 1 0 24 18 24 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 : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
Old : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
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, May 4, 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 : 1,057,465: 0 72,320 0 1,057,465 985,145 1,057,465 1,057,465: 0 0
Old : 1,057,465: 0 72,320 0 1,057,465 985,145 1,057,465 1,057,465: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -58,512: 0 0 0 -58,512 -58,512 -58,512 -58,512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 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 : 30: 0 1 0 20 21 20 22:
Old : 30: 0 1 0 20 21 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 : 57.7 54.7 77.9 73.7 52.8 52.6 67.0 67.3
Old : 57.7 54.7 77.9 73.7 52.8 52.6 67.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 53,916: 3,855 110 0 50,061 53,806 53,916 53,916: 0 0
Old : 53,916: 3,855 110 0 50,061 53,806 53,916 53,916: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,029: -330 22 -22 -1,677 -2,029 -2,029 -2,029: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.2 0.0 92.8 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 0.2 0.0 92.8 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 0 21 26 22 27:
Old : 33: 1 1 0 21 26 22 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 : 54.2 45.2 75.6 63.6 51.2 31.0 62.8 47.6
Old : 54.2 45.2 75.6 63.6 51.2 31.0 62.8 47.6
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, May 4, 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 : 10,180: 342 0 0 9,601 9,625 9,943 9,625: 237 555
Old : 10,180: 342 0 0 9,601 9,625 9,943 9,625: 237 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -792: -44 0 0 -726 -770 -770 -770: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 94.3 94.5 97.7 94.5: 2.3 5.5
Old : 100.0: 3.4 0.0 0.0 94.3 94.5 97.7 94.5: 2.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
Old : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
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, May 4, 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 : 976,616: 70,705 28,552 0 905,911 948,064 976,616 976,616: 0 0
Old : 976,616: 70,705 28,552 0 905,911 948,064 976,616 976,616: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -32,000: -5,520 0 0 -26,480 -32,000 -32,000 -32,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.9 0.0 92.8 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 2.9 0.0 92.8 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.6 48.0 70.3 65.4 47.4 32.9 58.9 48.6
Old : 47.6 48.0 70.3 65.4 47.4 32.9 58.9 48.6
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, May 4, 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 : 22,530: 60 62 313 21,600 22,010 21,973 22,385: 557 145
Old : 22,530: 60 62 313 21,600 22,010 21,973 22,385: 557 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 762: 60 -15 81 601 646 742 712: 20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 1.4 95.9 97.7 97.5 99.4: 2.5 0.6
Old : 100.0: 0.3 0.3 1.4 95.9 97.7 97.5 99.4: 2.5 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 : 45: 1 2 2 37 36 40 38:
Old : 45: 1 2 2 37 36 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 : 37.9 38.4 56.3 59.4 29.7 35.9 45.4 48.2
Old : 37.9 38.4 56.3 59.4 29.7 35.9 45.4 48.2
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, May 4, 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 : 17,256: 0 0 0 16,468 17,066 16,468 17,066: 788 190
Old : 17,256: 0 0 0 16,468 17,066 16,468 17,066: 788 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,093: 0 -30 0 -818 -993 -818 -1,023: -275 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 98.9 95.4 98.9: 4.6 1.1
Old : 100.0: 0.0 0.0 0.0 95.4 98.9 95.4 98.9: 4.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 12 17 12 17:
Old : 22: 0 0 0 12 17 12 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 : 64.5 60.7 90.5 82.6 49.7 56.1 65.8 67.6
Old : 64.5 60.7 90.5 82.6 49.7 56.1 65.8 67.6
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,884: 0 3 70 10,494 10,654 10,564 10,727: 320 157
Old : 10,884: 0 3 70 10,494 10,654 10,564 10,727: 320 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,097: -57 3 37 -1,079 -1,172 -1,099 -1,132: 2 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.6 96.4 97.9 97.1 98.6: 2.9 1.4
Old : 100.0: 0.0 0.0 0.6 96.4 97.9 97.1 98.6: 2.9 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 : 25: 0 1 1 15 20 16 21:
Old : 25: 0 1 1 15 20 16 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 : 74.1 42.1 87.4 70.0 68.2 34.8 69.2 53.6
Old : 74.1 42.1 87.4 70.0 68.2 34.8 69.2 53.6
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,180: 740 0 0 9,123 9,925 9,863 9,925: 317 255
Old : 10,180: 740 0 0 9,123 9,925 9,863 9,925: 317 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 185: 310 0 0 -131 200 179 200: 6 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 89.6 97.5 96.9 97.5: 3.1 2.5
Old : 100.0: 7.3 0.0 0.0 89.6 97.5 96.9 97.5: 3.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 26 22 27 22:
Old : 32: 1 0 0 26 22 27 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 : 46.2 49.1 67.3 75.6 37.4 40.3 52.3 57.8
Old : 46.2 49.1 67.3 75.6 37.4 40.3 52.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 2,865,316: 299,870 109,179 914,802 1,526,652 1,740,024 2,741,325 2,764,005: 123,991 101,311
Old : 2,865,316: 299,870 109,179 914,802 1,526,652 1,740,024 2,741,325 2,764,005: 123,991 101,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 85,762: 10,528 9,600 30,770 30,316 23,259 71,614 63,629: 14,148 22,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.8 31.9 53.3 60.7 95.7 96.5: 4.3 3.5
Old : 100.0: 10.5 3.8 31.9 53.3 60.7 95.7 96.5: 4.3 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 : 377: 146 114 196 92 99 345 315:
Old : 377: 146 114 196 92 99 345 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 16.8 31.3 29.4 7.2 6.0 10.0 9.2
Old : 20.0 16.8 31.3 29.4 7.2 6.0 10.0 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, May 4, 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 : 141,212: 6,442 40,280 43,572 90,024 56,028 140,039 139,880: 1,173 1,332
Old : 141,212: 6,442 40,280 43,572 90,024 56,028 140,039 139,880: 1,173 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 10,354: 3,910 229 4,370 2,953 5,611 11,233 10,209: -879 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 28.5 30.9 63.8 39.7 99.2 99.1: 0.8 0.9
Old : 100.0: 4.6 28.5 30.9 63.8 39.7 99.2 99.1: 0.8 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 : 43: 5 12 12 24 22 38 37:
Old : 43: 5 12 12 24 22 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 43.1 69.8 64.1 28.0 24.0 36.8 33.7
Old : 51.0 43.1 69.8 64.1 28.0 24.0 36.8 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 226,100: 39,822 34,312 5,066 158,834 133,347 203,722 172,725: 22,378 53,375
Old : 226,100: 39,822 34,312 5,066 158,834 133,347 203,722 172,725: 22,378 53,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -9,949: -315 -5,893 3,701 -11,920 -5,296 -8,534 -7,488: -1,415 -2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.2 2.2 70.2 59.0 90.1 76.4: 9.9 23.6
Old : 100.0: 17.6 15.2 2.2 70.2 59.0 90.1 76.4: 9.9 23.6
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 : 40: 6 5 3 27 24 35 30:
Old : 40: 6 5 3 27 24 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 : 30.8 27.7 49.8 44.5 30.6 23.2 47.8 35.6
Old : 30.8 27.7 49.8 44.5 30.6 23.2 47.8 35.6
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, May 4, 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 : 165,663: 39,486 5,126 30,423 92,161 126,469 162,070 162,018: 3,593 3,646
Old : 165,663: 39,486 5,126 30,423 92,161 126,469 162,070 162,018: 3,593 3,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,740: 1,431 -198 480 280 1,995 2,191 2,277: 550 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.1 18.4 55.6 76.3 97.8 97.8: 2.2 2.2
Old : 100.0: 23.8 3.1 18.4 55.6 76.3 97.8 97.8: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 14 29 26 27 62 58:
Old : 65: 24 14 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 : 33.7 47.9 53.8 69.4 18.2 23.7 24.3 28.6
Old : 33.7 47.9 53.8 69.4 18.2 23.7 24.3 28.6
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, May 4, 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 : 670,744: 52,902 1,657 98,825 496,347 549,219 648,074 649,701: 22,670 21,043
Old : 670,744: 52,902 1,657 98,825 496,347 549,219 648,074 649,701: 22,670 21,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -19,727: 1,100 155 4,054 -24,254 -23,477 -19,099 -19,268: -628 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.2 14.7 74.0 81.9 96.6 96.9: 3.4 3.1
Old : 100.0: 7.9 0.2 14.7 74.0 81.9 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 2 11 37 39 48 50:
Old : 50: 9 2 11 37 39 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 : 32.2 23.2 51.8 42.4 9.6 8.6 14.7 13.7
Old : 32.2 23.2 51.8 42.4 9.6 8.6 14.7 13.7
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, May 4, 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 : 48,221: 195 350 80 47,628 47,473 47,903 47,903: 318 318
Old : 48,221: 195 350 80 47,628 47,473 47,903 47,903: 318 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -7,276: -75 -212 -25 -7,044 -6,957 -7,144 -7,194: -132 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.7 0.2 98.8 98.4 99.3 99.3: 0.7 0.7
Old : 100.0: 0.4 0.7 0.2 98.8 98.4 99.3 99.3: 0.7 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 : 55: 3 3 1 43 43 46 47:
Old : 55: 3 3 1 43 43 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 31.2 63.3 52.4 29.1 22.0 39.4 32.2
Old : 45.5 31.2 63.3 52.4 29.1 22.0 39.4 32.2
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, May 4, 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 : 132,829: 14,706 38,024 8,670 102,494 79,558 125,870 126,252: 6,959 6,577
Old : 132,829: 14,706 38,024 8,670 102,494 79,558 125,870 126,252: 6,959 6,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 660: 97 -218 795 -306 -313 586 264: 74 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.6 6.5 77.2 59.9 94.8 95.0: 5.2 5.0
Old : 100.0: 11.1 28.6 6.5 77.2 59.9 94.8 95.0: 5.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 12 13 24 23 41 39:
Old : 44: 7 12 13 24 23 41 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 : 43.1 32.8 59.3 50.8 29.1 24.4 37.7 34.0
Old : 43.1 32.8 59.3 50.8 29.1 24.4 37.7 34.0
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, May 4, 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 : 38,968: 846 3,984 8,144 26,578 24,863 35,568 36,991: 3,400 1,977
Old : 38,968: 846 3,984 8,144 26,578 24,863 35,568 36,991: 3,400 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 622: 7 -540 96 24 639 127 195: 495 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.2 20.9 68.2 63.8 91.3 94.9: 8.7 5.1
Old : 100.0: 2.2 10.2 20.9 68.2 63.8 91.3 94.9: 8.7 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 : 26: 1 7 5 15 15 21 23:
Old : 26: 1 7 5 15 15 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 43.5 64.1 62.2 13.3 13.7 21.0 20.8
Old : 41.4 43.5 64.1 62.2 13.3 13.7 21.0 20.8
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, May 4, 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 : 24,510: 2,024 1,150 75 22,135 23,285 24,234 24,510: 276 0
Old : 24,510: 2,024 1,150 75 22,135 23,285 24,234 24,510: 276 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,665: -71 25 -189 -3,390 -3,465 -3,650 -3,629: -15 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.7 0.3 90.3 95.0 98.9 100.0: 1.1 0.0
Old : 100.0: 8.3 4.7 0.3 90.3 95.0 98.9 100.0: 1.1 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 : 46: 3 4 1 29 31 33 35:
Old : 46: 3 4 1 29 31 33 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 : 52.0 37.2 68.7 57.7 42.1 34.1 55.5 49.2
Old : 52.0 37.2 68.7 57.7 42.1 34.1 55.5 49.2
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 23,682: 17,604 3,203 361 2,471 19,321 20,436 22,885: 3,246 797
Old : 23,682: 17,604 3,203 361 2,471 19,321 20,436 22,885: 3,246 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -355: 248 264 -19 -500 -633 -271 -388: -84 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 13.5 1.5 10.4 81.6 86.3 96.6: 13.7 3.4
Old : 100.0: 74.3 13.5 1.5 10.4 81.6 86.3 96.6: 13.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 80 26 7 22 30 107 60:
Old : 152: 80 26 7 22 30 107 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 : 32.6 36.8 43.9 54.4 32.6 36.8 43.9 53.2
Old : 32.6 36.8 43.9 54.4 32.6 36.8 43.9 53.2
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 36,691: 25,296 1,830 417 5,785 33,333 31,498 35,580: 5,193 1,111
Old : 36,691: 25,296 1,830 417 5,785 33,333 31,498 35,580: 5,193 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -970: -450 -213 -49 -250 -540 -748 -802: -222 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 5.0 1.1 15.8 90.8 85.8 97.0: 14.2 3.0
Old : 100.0: 68.9 5.0 1.1 15.8 90.8 85.8 97.0: 14.2 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 : 150: 88 16 2 21 33 110 51:
Old : 150: 88 16 2 21 33 110 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 31.1 31.6 51.0 19.3 31.0 31.6 50.6
Old : 19.3 31.1 31.6 51.0 19.3 31.0 31.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 343,281: 91,420 10,553 53,905 169,666 262,854 314,991 327,311: 28,291 15,970
Old : 343,281: 91,420 10,553 53,905 169,666 262,854 314,991 327,311: 28,291 15,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,274: 1,589 -4,733 2,037 -10,197 -1,561 -6,571 -4,258: 297 -2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.1 15.7 49.4 76.6 91.8 95.3: 8.2 4.7
Old : 100.0: 26.6 3.1 15.7 49.4 76.6 91.8 95.3: 8.2 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 : 211: 73 26 55 79 89 181 153:
Old : 211: 73 26 55 79 89 181 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 22.8 25.9 35.7 10.5 15.5 18.1 22.8
Old : 15.8 22.8 25.9 35.7 10.5 15.5 18.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 27,676: 7,400 4 1,015 13,703 19,728 22,118 20,747: 5,558 6,929
Old : 27,676: 7,400 4 1,015 13,703 19,728 22,118 20,747: 5,558 6,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,727: -569 4 253 -1,191 -2,006 -1,507 -1,749: -1,220 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 3.7 49.5 71.3 79.9 75.0: 20.1 25.0
Old : 100.0: 26.7 0.0 3.7 49.5 71.3 79.9 75.0: 20.1 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 14 21 19 24:
Old : 28: 4 1 3 14 21 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 34.8 68.3 52.2 49.8 31.5 60.8 47.3
Old : 53.5 34.8 68.3 52.2 49.8 31.5 60.8 47.3
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, May 4, 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 : 8,044: 450 0 350 6,944 7,394 7,744 7,744: 300 300
Old : 8,044: 450 0 350 6,944 7,394 7,744 7,744: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,479: -100 -150 0 -1,379 -1,329 -1,479 -1,479: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 4.4 86.3 91.9 96.3 96.3: 3.7 3.7
Old : 100.0: 5.6 0.0 4.4 86.3 91.9 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 4 31 36 36 40:
Old : 44: 2 0 4 31 36 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 : 43.4 36.8 57.3 52.9 30.9 31.7 41.0 41.7
Old : 43.4 36.8 57.3 52.9 30.9 31.7 41.0 41.7
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, May 4, 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 : 75,965: 3,510 1,199 1,671 69,508 72,539 74,689 75,409: 1,276 556
Old : 75,965: 3,510 1,199 1,671 69,508 72,539 74,689 75,409: 1,276 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -4,821: -30 -638 -25 -4,655 -4,158 -4,710 -4,821: -111 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.6 2.2 91.5 95.5 98.3 99.3: 1.7 0.7
Old : 100.0: 4.6 1.6 2.2 91.5 95.5 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 : 49: 4 2 2 32 36 37 39:
Old : 49: 4 2 2 32 36 37 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 : 56.3 52.6 70.9 70.6 20.8 19.5 27.2 26.7
Old : 56.3 52.6 70.9 70.6 20.8 19.5 27.2 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 22,401: 1,600 0 0 20,775 21,986 22,375 21,986: 26 415
Old : 22,401: 1,600 0 0 20,775 21,986 22,375 21,986: 26 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,463: -200 0 0 -2,250 -2,413 -2,450 -2,413: -13 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 0.0 92.7 98.1 99.9 98.1: 0.1 1.9
Old : 100.0: 7.1 0.0 0.0 92.7 98.1 99.9 98.1: 0.1 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 23 16 24 16:
Old : 29: 1 0 0 23 16 24 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 : 59.4 84.9 80.8 93.3 56.1 79.0 73.6 81.9
Old : 59.4 84.9 80.8 93.3 56.1 79.0 73.6 81.9
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,062: 850 600 0 12,212 12,462 13,062 13,062: 0 0
Old : 13,062: 850 600 0 12,212 12,462 13,062 13,062: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,850: -50 -100 0 -1,800 -1,750 -1,850 -1,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.6 0.0 93.5 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 4.6 0.0 93.5 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 0 28 28 30 30:
Old : 44: 2 2 0 28 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 47.2 67.0 67.5 35.1 34.7 50.5 51.0
Old : 48.2 47.2 67.0 67.5 35.1 34.7 50.5 51.0
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, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,842: 269 0 45 1,640 1,685 1,954 1,730: 888 1,112
Old : 2,842: 269 0 45 1,640 1,685 1,954 1,730: 888 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -305: -13 0 0 -156 -227 -169 -227: -136 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 1.6 57.7 59.3 68.8 60.9: 31.2 39.1
Old : 100.0: 9.5 0.0 1.6 57.7 59.3 68.8 60.9: 31.2 39.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 33.4 33.5 56.6 50.0 31.7 33.5 51.2 46.6
Old : 33.4 33.5 56.6 50.0 31.7 33.5 51.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 22,047: 210 0 0 20,751 22,047 20,961 22,047: 1,086 0
Old : 22,047: 210 0 0 20,751 22,047 20,961 22,047: 1,086 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -192: -225 -800 0 63 631 -162 -169: -30 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 94.1 100.0 95.1 100.0: 4.9 0.0
Old : 100.0: 1.0 0.0 0.0 94.1 100.0 95.1 100.0: 4.9 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 : 29: 1 0 0 23 18 24 18:
Old : 29: 1 0 0 23 18 24 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 : 44.6 66.0 67.7 81.4 37.4 59.5 55.3 68.5
Old : 44.6 66.0 67.7 81.4 37.4 59.5 55.3 68.5
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, May 4, 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 : 21,045: 450 1,185 632 19,761 18,948 20,843 20,765: 202 280
Old : 21,045: 450 1,185 632 19,761 18,948 20,843 20,765: 202 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,368: -197 -125 125 -1,279 -1,333 -1,351 -1,333: -17 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.6 3.0 93.9 90.0 99.0 98.7: 1.0 1.3
Old : 100.0: 2.1 5.6 3.0 93.9 90.0 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 4 3 34 38 38 43:
Old : 51: 2 4 3 34 38 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 38.0 53.7 56.5 28.8 32.9 45.1 45.7
Old : 31.7 38.0 53.7 56.5 28.8 32.9 45.1 45.7
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, May 4, 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 : 9,878: 1,476 0 0 8,375 9,734 9,851 9,734: 27 144
Old : 9,878: 1,476 0 0 8,375 9,734 9,851 9,734: 27 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,934: 31 0 -36 -1,929 -1,997 -1,934 -2,033: 0 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 84.8 98.5 99.7 98.5: 0.3 1.5
Old : 100.0: 14.9 0.0 0.0 84.8 98.5 99.7 98.5: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 0 22 20 25 20:
Old : 29: 3 0 0 22 20 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 49.9 67.2 74.8 30.0 35.0 41.5 44.8
Old : 41.5 49.9 67.2 74.8 30.0 35.0 41.5 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,020: 2,750 1,492 1,655 32,297 35,492 36,702 38,639: 3,318 1,381
Old : 40,020: 2,750 1,492 1,655 32,297 35,492 36,702 38,639: 3,318 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,521: -262 -150 -20 -2,104 -2,244 -2,386 -2,414: -135 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.7 4.1 80.7 88.7 91.7 96.5: 8.3 3.5
Old : 100.0: 6.9 3.7 4.1 80.7 88.7 91.7 96.5: 8.3 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 : 53: 3 5 6 32 37 39 45:
Old : 53: 3 5 6 32 37 39 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 : 29.9 31.2 50.5 53.2 26.7 29.2 39.3 42.9
Old : 29.9 31.2 50.5 53.2 26.7 29.2 39.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010