GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,097: 1,822 75 156 42,087 43,476 44,065 43,707: 32 390
Old : 44,097: 1,822 75 156 42,087 43,476 44,065 43,707: 32 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,975: 56 0 -19 2,938 2,984 2,975 2,965: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.2 0.4 95.4 98.6 99.9 99.1: 0.1 0.9
Old : 100.0: 4.1 0.2 0.4 95.4 98.6 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 1 1 47 44 49 46:
Old : 58: 2 1 1 47 44 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 29.4 55.3 49.0 16.9 14.9 26.5 24.3
Old : 35.2 29.4 55.3 49.0 16.9 14.9 26.5 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,674: 0 0 0 9,484 9,507 9,484 9,507: 190 167
Old : 9,674: 0 0 0 9,484 9,507 9,484 9,507: 190 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,130: 0 0 0 1,130 1,130 1,130 1,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 98.3 98.0 98.3: 2.0 1.7
Old : 100.0: 0.0 0.0 0.0 98.0 98.3 98.0 98.3: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 28 31 28 31:
Old : 38: 0 0 0 28 31 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 42.3 67.3 66.4 37.1 38.4 58.1 57.7
Old : 41.5 42.3 67.3 66.4 37.1 38.4 58.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,964: 0 335 209 8,476 8,053 8,685 8,597: 1,279 1,367
Old : 9,964: 0 335 209 8,476 8,053 8,685 8,597: 1,279 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 62: -121 31 -11 55 -103 -77 -83: 139 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.1 85.1 80.8 87.2 86.3: 12.8 13.7
Old : 100.0: 0.0 3.4 2.1 85.1 80.8 87.2 86.3: 12.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 3 3 35 38 38 41:
Old : 42: 0 3 3 35 38 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 24.0 55.6 38.9 19.9 9.0 26.0 15.3
Old : 36.2 24.0 55.6 38.9 19.9 9.0 26.0 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,304: 613 143 76 6,003 6,232 6,692 6,451: 612 853
Old : 7,304: 613 143 76 6,003 6,232 6,692 6,451: 612 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 487: 88 48 -18 464 417 534 447: -47 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.0 1.0 82.2 85.3 91.6 88.3: 8.4 11.7
Old : 100.0: 8.4 2.0 1.0 82.2 85.3 91.6 88.3: 8.4 11.7
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 : 64: 4 4 5 45 52 52 58:
Old : 64: 4 4 5 45 52 52 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 : 29.6 26.8 44.9 40.4 21.9 26.0 35.5 35.8
Old : 29.6 26.8 44.9 40.4 21.9 26.0 35.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,852: 15 0 48 2,942 2,410 3,005 2,458: 847 1,394
Old : 3,852: 15 0 48 2,942 2,410 3,005 2,458: 847 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 120: 0 0 0 115 155 115 155: 5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.2 76.4 62.6 78.0 63.8: 22.0 36.2
Old : 100.0: 0.4 0.0 1.2 76.4 62.6 78.0 63.8: 22.0 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 20 18 21:
Old : 21: 1 0 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 24.3 60.2 39.6 31.2 15.3 36.8 21.5
Old : 43.9 24.3 60.2 39.6 31.2 15.3 36.8 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,635: 289 235 4 1,786 2,165 2,079 2,404: 556 231
Old : 2,635: 289 235 4 1,786 2,165 2,079 2,404: 556 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 225: -36 180 -30 262 95 196 245: 29 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.9 0.2 67.8 82.2 78.9 91.2: 21.1 8.8
Old : 100.0: 11.0 8.9 0.2 67.8 82.2 78.9 91.2: 21.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 37.7 44.1 58.3 71.8 24.4 32.0 30.2 44.5
Old : 37.7 44.1 58.3 71.8 24.4 32.0 30.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,133: 0 90 20 1,680 1,770 1,700 1,880: 433 253
Old : 2,133: 0 90 20 1,680 1,770 1,700 1,880: 433 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 139: 0 0 0 78 116 78 116: 61 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.9 78.8 83.0 79.7 88.1: 20.3 11.9
Old : 100.0: 0.0 4.2 0.9 78.8 83.0 79.7 88.1: 20.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 19 19 20 20:
Old : 23: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 52.9 54.7 69.5 33.0 44.8 40.9 52.1
Old : 38.1 52.9 54.7 69.5 33.0 44.8 40.9 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,238: 0 0 0 8,158 7,946 8,158 7,946: 80 292
Old : 8,238: 0 0 0 8,158 7,946 8,158 7,946: 80 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 392: 0 0 0 392 392 392 392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 96.5 99.0 96.5: 1.0 3.5
Old : 100.0: 0.0 0.0 0.0 99.0 96.5 99.0 96.5: 1.0 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 : 30: 0 0 0 26 18 26 18:
Old : 30: 0 0 0 26 18 26 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 : 52.1 68.1 76.8 83.0 46.5 64.8 65.9 72.9
Old : 52.1 68.1 76.8 83.0 46.5 64.8 65.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,871: 0 2,177 90 20,781 18,604 20,871 20,871: 0 0
Old : 20,871: 0 2,177 90 20,781 18,604 20,871 20,871: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,247: 0 406 80 1,167 761 1,247 1,247: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.4 99.6 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.4 0.4 99.6 89.1 100.0 100.0: 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 : 34: 0 1 1 30 25 31 26:
Old : 34: 0 1 1 30 25 31 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 : 45.0 45.3 65.1 70.9 26.1 31.3 34.3 43.2
Old : 45.0 45.3 65.1 70.9 26.1 31.3 34.3 43.2
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 327,640: 48,950 33,662 38,354 199,984 226,414 287,288 298,430: 40,352 29,210
Old : 327,640: 48,950 33,662 38,354 199,984 226,414 287,288 298,430: 40,352 29,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,438: 1,735 -4,848 -1,269 3,093 8,134 3,559 2,017: -121 1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.3 11.7 61.0 69.1 87.7 91.1: 12.3 8.9
Old : 100.0: 14.9 10.3 11.7 61.0 69.1 87.7 91.1: 12.3 8.9
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 : 166: 39 27 40 78 87 141 134:
Old : 166: 39 27 40 78 87 141 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 22.7 27.6 35.3 11.3 11.0 18.7 18.3
Old : 16.5 22.7 27.6 35.3 11.3 11.0 18.7 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,965: 305 474 140 12,370 12,074 12,815 12,688: 150 277
Old : 12,965: 305 474 140 12,370 12,074 12,815 12,688: 150 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 727: -50 -50 0 827 707 777 657: -50 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.7 1.1 95.4 93.1 98.8 97.9: 1.2 2.1
Old : 100.0: 2.4 3.7 1.1 95.4 93.1 98.8 97.9: 1.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 3 3 40 39 44 43:
Old : 58: 2 3 3 40 39 44 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 : 28.6 39.9 48.6 61.6 27.1 31.5 39.6 44.5
Old : 28.6 39.9 48.6 61.6 27.1 31.5 39.6 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,052: 486 886 164 6,315 5,942 6,965 6,992: 87 60
Old : 7,052: 486 886 164 6,315 5,942 6,965 6,992: 87 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -265: -150 -300 0 -195 50 -345 -250: 80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.6 2.3 89.5 84.3 98.8 99.1: 1.2 0.9
Old : 100.0: 6.9 12.6 2.3 89.5 84.3 98.8 99.1: 1.2 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 : 42: 4 4 2 25 19 31 23:
Old : 42: 4 4 2 25 19 31 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 : 35.5 44.7 56.4 65.3 31.9 42.5 49.7 56.9
Old : 35.5 44.7 56.4 65.3 31.9 42.5 49.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,847: 96 336 0 2,883 2,889 2,979 3,225: 868 622
Old : 3,847: 96 336 0 2,883 2,889 2,979 3,225: 868 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -21: 0 -84 0 -21 63 -21 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.7 0.0 74.9 75.1 77.4 83.8: 22.6 16.2
Old : 100.0: 2.5 8.7 0.0 74.9 75.1 77.4 83.8: 22.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 15 14 16 15:
Old : 20: 1 1 0 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 53.6 60.9 70.4 37.7 42.3 50.4 53.9
Old : 42.4 53.6 60.9 70.4 37.7 42.3 50.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 953,117: 147,731 339,421 295,230 432,488 271,397 875,449 906,048: 77,668 47,069
Old : 953,117: 147,731 339,421 295,230 432,488 271,397 875,449 906,048: 77,668 47,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 443: 4,631 12,621 -2,256 -1,015 -12,550 1,360 -2,185: -917 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 35.6 31.0 45.4 28.5 91.9 95.1: 8.1 4.9
Old : 100.0: 15.5 35.6 31.0 45.4 28.5 91.9 95.1: 8.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 83 128 125 85 75 249 257:
Old : 313: 83 128 125 85 75 249 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 18.4 29.2 30.6 14.5 11.3 21.5 18.2
Old : 16.8 18.4 29.2 30.6 14.5 11.3 21.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,664: 0 768 0 27,094 31,583 27,094 32,351: 8,570 3,313
Old : 35,664: 0 768 0 27,094 31,583 27,094 32,351: 8,570 3,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 76.0 88.6 76.0 90.7: 24.0 9.3
Old : 100.0: 0.0 2.2 0.0 76.0 88.6 76.0 90.7: 24.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 14 14 15:
Old : 21: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
Old : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,742: 2,059 174 1,446 25,416 24,930 28,921 26,550: 3,821 6,192
Old : 32,742: 2,059 174 1,446 25,416 24,930 28,921 26,550: 3,821 6,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 214: 0 0 0 0 0 0 0: 214 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.5 4.4 77.6 76.1 88.3 81.1: 11.7 18.9
Old : 100.0: 6.3 0.5 4.4 77.6 76.1 88.3 81.1: 11.7 18.9
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 : 22: 2 1 3 14 15 17 18:
Old : 22: 2 1 3 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 45.7 73.8 66.4 52.1 44.0 62.9 58.1
Old : 53.6 45.7 73.8 66.4 52.1 44.0 62.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,980: 1,216 9,099 3,260 61,589 52,241 66,065 64,600: 2,915 4,380
Old : 68,980: 1,216 9,099 3,260 61,589 52,241 66,065 64,600: 2,915 4,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,417: 1,216 1,216 1,201 0 -62 2,417 2,355: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.2 4.7 89.3 75.7 95.8 93.7: 4.2 6.3
Old : 100.0: 1.8 13.2 4.7 89.3 75.7 95.8 93.7: 4.2 6.3
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 : 30: 1 2 3 15 23 18 26:
Old : 30: 1 2 3 15 23 18 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 : 49.0 48.9 76.2 70.7 47.1 42.5 61.6 57.2
Old : 49.0 48.9 76.2 70.7 47.1 42.5 61.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 64,565: 4,131 4,043 632 50,284 51,379 55,047 56,054: 9,518 8,511
Old : 64,565: 4,131 4,043 632 50,284 51,379 55,047 56,054: 9,518 8,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.3 1.0 77.9 79.6 85.3 86.8: 14.7 13.2
Old : 100.0: 6.4 6.3 1.0 77.9 79.6 85.3 86.8: 14.7 13.2
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: 1 1 1 14 16 15 18:
Old : 20: 1 1 1 14 16 15 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 : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Old : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,345: 4,491 0 3,840 86,001 96,121 94,332 99,961: 10,013 4,384
Old : 104,345: 4,491 0 3,840 86,001 96,121 94,332 99,961: 10,013 4,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 356: 208 0 44 104 312 356 356: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 3.7 82.4 92.1 90.4 95.8: 9.6 4.2
Old : 100.0: 4.3 0.0 3.7 82.4 92.1 90.4 95.8: 9.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 0 3 22 23 26 26:
Old : 34: 4 0 3 22 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 39.8 60.3 61.5 29.6 37.3 44.9 52.2
Old : 38.7 39.8 60.3 61.5 29.6 37.3 44.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,473,972: 520,220 140,799 639,267 1,279,203 1,664,837 2,438,690 2,444,903: 35,282 29,069
Old : 2,473,972: 520,220 140,799 639,267 1,279,203 1,664,837 2,438,690 2,444,903: 35,282 29,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 77,532: 8,141 34,185 21,864 44,839 20,386 74,844 76,435: 2,688 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.7 25.8 51.7 67.3 98.6 98.8: 1.4 1.2
Old : 100.0: 21.0 5.7 25.8 51.7 67.3 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 40 24 50 96 88 158 141:
Old : 166: 40 24 50 96 88 158 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.8 33.4 47.4 12.1 20.9 20.6 29.9
Old : 21.5 29.8 33.4 47.4 12.1 20.9 20.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,044,895: 163,969 122,824 191,943 683,232 724,724 1,039,144 1,039,491: 5,751 5,404
Old : 1,044,895: 163,969 122,824 191,943 683,232 724,724 1,039,144 1,039,491: 5,751 5,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 47,158: -7,427 15,294 15,962 37,316 15,733 45,851 46,989: 1,307 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.8 18.4 65.4 69.4 99.4 99.5: 0.6 0.5
Old : 100.0: 15.7 11.8 18.4 65.4 69.4 99.4 99.5: 0.6 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 : 101: 21 27 36 46 43 88 85:
Old : 101: 21 27 36 46 43 88 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 35.1 50.1 59.0 14.0 25.1 24.3 36.5
Old : 31.5 35.1 50.1 59.0 14.0 25.1 24.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,199: 345 570 150 15,444 15,144 15,939 15,864: 260 335
Old : 16,199: 345 570 150 15,444 15,144 15,939 15,864: 260 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 404: 50 -516 85 272 811 407 380: -3 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.5 0.9 95.3 93.5 98.4 97.9: 1.6 2.1
Old : 100.0: 2.1 3.5 0.9 95.3 93.5 98.4 97.9: 1.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 4 3 37 40 42 45:
Old : 57: 3 4 3 37 40 42 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 : 23.9 46.0 44.8 62.0 23.0 38.7 41.0 47.3
Old : 23.9 46.0 44.8 62.0 23.0 38.7 41.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,450: 21,032 422 1,940 30,826 52,518 53,798 54,880: 1,652 570
Old : 55,450: 21,032 422 1,940 30,826 52,518 53,798 54,880: 1,652 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,152: 40 0 0 2,224 2,202 2,264 2,202: -112 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 0.8 3.5 55.6 94.7 97.0 99.0: 3.0 1.0
Old : 100.0: 37.9 0.8 3.5 55.6 94.7 97.0 99.0: 3.0 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 : 39: 3 3 4 31 27 36 32:
Old : 39: 3 3 4 31 27 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 68.1 67.3 83.8 46.4 59.8 57.8 70.0
Old : 51.0 68.1 67.3 83.8 46.4 59.8 57.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,398: 0 1,404 400 13,356 12,554 13,756 14,358: 1,642 1,040
Old : 15,398: 0 1,404 400 13,356 12,554 13,756 14,358: 1,642 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 16: 0 -6 0 -6 450 -6 444: 22 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 2.6 86.7 81.5 89.3 93.2: 10.7 6.8
Old : 100.0: 0.0 9.1 2.6 86.7 81.5 89.3 93.2: 10.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 22 22 25:
Old : 29: 0 3 1 21 22 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 47.3 70.0 65.3 49.7 39.2 60.9 54.0
Old : 51.1 47.3 70.0 65.3 49.7 39.2 60.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,190: 657 848 194 7,375 8,222 8,226 9,264: 1,964 926
Old : 10,190: 657 848 194 7,375 8,222 8,226 9,264: 1,964 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 99: 0 -10 6 141 79 147 75: -48 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.3 1.9 72.4 80.7 80.7 90.9: 19.3 9.1
Old : 100.0: 6.4 8.3 1.9 72.4 80.7 80.7 90.9: 19.3 9.1
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: 2 2 3 17 14 20 18:
Old : 23: 2 2 3 17 14 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 57.9 50.7 76.3 26.9 47.4 41.1 58.4
Old : 31.3 57.9 50.7 76.3 26.9 47.4 41.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,942: 1,912 3,050 386 21,956 21,878 24,254 25,314: 2,688 1,628
Old : 26,942: 1,912 3,050 386 21,956 21,878 24,254 25,314: 2,688 1,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -240: 0 0 0 40 -120 40 -120: -280 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.3 1.4 81.5 81.2 90.0 94.0: 10.0 6.0
Old : 100.0: 7.1 11.3 1.4 81.5 81.2 90.0 94.0: 10.0 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 : 25: 2 1 1 22 20 24 22:
Old : 25: 2 1 1 22 20 24 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 : 39.0 57.1 58.0 78.2 19.6 50.7 33.3 54.6
Old : 39.0 57.1 58.0 78.2 19.6 50.7 33.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,572: 362 0 48 10,178 10,100 10,588 10,148: 984 1,424
Old : 11,572: 362 0 48 10,178 10,100 10,588 10,148: 984 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 200: 126 0 0 80 200 206 200: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.4 88.0 87.3 91.5 87.7: 8.5 12.3
Old : 100.0: 3.1 0.0 0.4 88.0 87.3 91.5 87.7: 8.5 12.3
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: 2 0 1 15 15 17 16:
Old : 20: 2 0 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 64.9 74.9 81.6 41.6 43.3 52.9 52.5
Old : 52.2 64.9 74.9 81.6 41.6 43.3 52.9 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,190: 0 804 330 9,642 8,992 9,972 10,126: 1,218 1,064
Old : 11,190: 0 804 330 9,642 8,992 9,972 10,126: 1,218 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 52: 0 4 0 -16 48 -16 52: 68 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.9 86.2 80.4 89.1 90.5: 10.9 9.5
Old : 100.0: 0.0 7.2 2.9 86.2 80.4 89.1 90.5: 10.9 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 : 23: 0 2 1 20 16 21 18:
Old : 23: 0 2 1 20 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 45.7 67.3 70.6 44.6 38.1 63.4 58.9
Old : 46.3 45.7 67.3 70.6 44.6 38.1 63.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,517: 2,277 0 273 50,883 53,244 53,433 53,517: 84 0
Old : 53,517: 2,277 0 273 50,883 53,244 53,433 53,517: 84 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,166: -105 0 105 2,166 2,061 2,166 2,166: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.5 95.1 99.5 99.8 100.0: 0.2 0.0
Old : 100.0: 4.3 0.0 0.5 95.1 99.5 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 : 26: 1 0 1 16 14 17 15:
Old : 26: 1 0 1 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 82.5 86.3 96.1 69.3 77.8 83.3 89.5
Old : 69.3 82.5 86.3 96.1 69.3 77.8 83.3 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 784,988: 26,145 0 3,170 755,673 781,818 784,988 784,988: 0 0
Old : 784,988: 26,145 0 3,170 755,673 781,818 784,988 784,988: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 38,232: 0 0 0 38,232 38,232 38,232 38,232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.4 96.3 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.0 0.4 96.3 99.6 100.0 100.0: 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 : 25: 1 0 1 15 12 16 13:
Old : 25: 1 0 1 15 12 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 : 73.8 77.3 90.4 95.8 72.5 67.4 84.0 85.8
Old : 73.8 77.3 90.4 95.8 72.5 67.4 84.0 85.8
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 332,964: 26,252 0 9,408 297,304 323,556 332,964 332,964: 0 0
Old : 332,964: 26,252 0 9,408 297,304 323,556 332,964 332,964: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,072: 0 0 0 3,072 3,072 3,072 3,072: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 2.8 89.3 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 0.0 2.8 89.3 97.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 9 12 11 13:
Old : 22: 2 0 1 9 12 11 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 : 76.5 73.2 97.5 95.4 60.9 68.5 80.6 81.1
Old : 76.5 73.2 97.5 95.4 60.9 68.5 80.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,175: 0 0 0 43,175 43,175 43,175 43,175: 0 0
Old : 43,175: 0 0 0 43,175 43,175 43,175 43,175: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 23: 0 0 0 14 13 14 13:
Old : 23: 0 0 0 14 13 14 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 : 62.9 81.5 87.1 95.9 62.9 81.5 81.5 88.2
Old : 62.9 81.5 87.1 95.9 62.9 81.5 81.5 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 797,410: 0 0 0 797,410 797,410 797,410 797,410: 0 0
Old : 797,410: 0 0 0 797,410 797,410 797,410 797,410: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 7,680: 0 0 0 7,680 7,680 7,680 7,680: 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 15 11 15 11:
Old : 22: 0 0 0 15 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 80.7 87.4 97.6 61.8 79.2 81.6 86.7
Old : 61.8 80.7 87.4 97.6 61.8 79.2 81.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,705: 1,585 0 924 135,690 137,781 138,199 138,705: 506 0
Old : 138,705: 1,585 0 924 135,690 137,781 138,199 138,705: 506 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 575: 0 0 0 260 575 260 575: 315 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.7 97.8 99.3 99.6 100.0: 0.4 0.0
Old : 100.0: 1.1 0.0 0.7 97.8 99.3 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 0 1 19 24 20 25:
Old : 36: 1 0 1 19 24 20 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 : 66.6 50.0 89.6 71.3 66.6 50.0 85.8 71.2
Old : 66.6 50.0 89.6 71.3 66.6 50.0 85.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,403,829: 3,965 14,657 17,958 2,381,906 2,371,214 2,403,829 2,403,829: 0 0
Old : 2,403,829: 3,965 14,657 17,958 2,381,906 2,371,214 2,403,829 2,403,829: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 9,002: 3,965 -2,040 0 5,037 11,042 9,002 9,002: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.7 99.1 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.6 0.7 99.1 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 18 28 20 29:
Old : 41: 1 1 1 18 28 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 52.4 92.3 75.1 68.5 52.4 89.8 75.1
Old : 69.5 52.4 92.3 75.1 68.5 52.4 89.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,186: 3,232 1,727 1,350 38,604 40,109 43,186 43,186: 0 0
Old : 43,186: 3,232 1,727 1,350 38,604 40,109 43,186 43,186: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 195: 0 0 0 195 195 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.0 3.1 89.4 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 4.0 3.1 89.4 92.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 3 26 20 30 25:
Old : 37: 3 3 3 26 20 30 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 : 47.3 59.7 67.7 76.8 45.0 58.7 58.8 69.9
Old : 47.3 59.7 67.7 76.8 45.0 58.7 58.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,132,327: 47,130 34,733 15,080 1,070,117 1,082,514 1,132,327 1,132,327: 0 0
Old : 1,132,327: 47,130 34,733 15,080 1,070,117 1,082,514 1,132,327 1,132,327: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,501: 0 -47,040 0 3,501 50,541 3,501 3,501: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.1 1.3 94.5 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 3.1 1.3 94.5 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 : 36: 3 2 2 25 17 29 20:
Old : 36: 3 2 2 25 17 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 60.5 64.3 81.4 42.4 57.3 63.3 76.8
Old : 42.4 60.5 64.3 81.4 42.4 57.3 63.3 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,291: 0 1,191 189 50,018 48,656 50,207 50,036: 84 255
Old : 50,291: 0 1,191 189 50,018 48,656 50,207 50,036: 84 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 105: -105 0 105 105 0 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.4 99.5 96.7 99.8 99.5: 0.2 0.5
Old : 100.0: 0.0 2.4 0.4 99.5 96.7 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 19 19 20 21:
Old : 28: 0 1 1 19 19 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 : 57.6 54.5 77.4 78.9 50.3 45.2 65.9 66.9
Old : 57.6 54.5 77.4 78.9 50.3 45.2 65.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,529: 650 1,380 616 14,263 13,533 15,529 15,529: 0 0
Old : 15,529: 650 1,380 616 14,263 13,533 15,529 15,529: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.9 4.0 91.8 87.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 8.9 4.0 91.8 87.1 100.0 100.0: 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 : 20: 1 2 1 10 8 11 11:
Old : 20: 1 2 1 10 8 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 73.3 92.0 96.3 67.0 73.3 87.2 94.5
Old : 67.8 73.3 92.0 96.3 67.0 73.3 87.2 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,498: 0 4,386 714 38,616 34,314 39,330 39,414: 168 84
Old : 39,498: 0 4,386 714 38,616 34,314 39,330 39,414: 168 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,275: -630 645 630 1,275 0 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 1.8 97.8 86.9 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 11.1 1.8 97.8 86.9 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 14 13 16 15:
Old : 23: 0 2 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 66.0 91.6 88.6 66.2 49.3 74.2 70.6
Old : 76.1 66.0 91.6 88.6 66.2 49.3 74.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,645: 699 0 0 19,691 20,624 20,390 20,624: 255 21
Old : 20,645: 699 0 0 19,691 20,624 20,390 20,624: 255 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 95.4 99.9 98.8 99.9: 1.2 0.1
Old : 100.0: 3.4 0.0 0.0 95.4 99.9 98.8 99.9: 1.2 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 : 22: 2 0 0 14 14 16 14:
Old : 22: 2 0 0 14 14 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 : 54.9 64.1 80.8 86.3 42.0 58.9 62.3 73.2
Old : 54.9 64.1 80.8 86.3 42.0 58.9 62.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 938,509: 24,936 30,532 4,753 908,820 903,224 938,509 938,509: 0 0
Old : 938,509: 24,936 30,532 4,753 908,820 903,224 938,509 938,509: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 23,520: -913 22,607 913 23,520 0 23,520 23,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.3 0.5 96.8 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 3.3 0.5 96.8 96.2 100.0 100.0: 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 : 32: 2 2 1 20 20 23 22:
Old : 32: 2 2 1 20 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 61.2 77.9 81.6 37.4 38.9 52.3 53.3
Old : 55.5 61.2 77.9 81.6 37.4 38.9 52.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 874,461: 116,225 0 9,175 749,061 865,286 874,461 874,461: 0 0
Old : 874,461: 116,225 0 9,175 749,061 865,286 874,461 874,461: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -47,040: -47,040 0 0 0 -47,040 -47,040 -47,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 1.0 85.7 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 0.0 1.0 85.7 99.0 100.0 100.0: 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 : 23: 2 0 1 16 10 18 11:
Old : 23: 2 0 1 16 10 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 85.8 90.6 96.8 59.3 67.8 69.5 73.1
Old : 72.6 85.8 90.6 96.8 59.3 67.8 69.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,556: 0 6,005 0 140,556 134,551 140,556 140,556: 0 0
Old : 140,556: 0 6,005 0 140,556 134,551 140,556 140,556: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 11 11 12:
Old : 20: 0 1 0 11 11 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 : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Old : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,106: 150 61 172 22,469 22,205 22,791 22,438: 315 668
Old : 23,106: 150 61 172 22,469 22,205 22,791 22,438: 315 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 435: 25 51 52 390 415 467 518: -32 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 0.7 97.2 96.1 98.6 97.1: 1.4 2.9
Old : 100.0: 0.6 0.3 0.7 97.2 96.1 98.6 97.1: 1.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 2 4 39 36 43 40:
Old : 49: 1 2 4 39 36 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 39.4 59.4 63.2 31.8 38.5 45.9 55.9
Old : 38.2 39.4 59.4 63.2 31.8 38.5 45.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,535: 245 45 145 11,075 11,142 11,465 11,332: 70 203
Old : 11,535: 245 45 145 11,075 11,142 11,465 11,332: 70 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 305: 0 32 57 362 347 419 436: -114 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 1.3 96.0 96.6 99.4 98.2: 0.6 1.8
Old : 100.0: 2.1 0.4 1.3 96.0 96.6 99.4 98.2: 0.6 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 : 30: 3 1 2 20 21 24 23:
Old : 30: 3 1 2 20 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 64.2 73.7 84.9 43.8 60.6 58.4 66.3
Old : 53.6 64.2 73.7 84.9 43.8 60.6 58.4 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,284: 5 95 30 7,940 7,676 7,975 7,801: 309 483
Old : 8,284: 5 95 30 7,940 7,676 7,975 7,801: 309 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 107: 5 0 30 199 143 234 173: -127 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 0.4 95.8 92.7 96.3 94.2: 3.7 5.8
Old : 100.0: 0.1 1.1 0.4 95.8 92.7 96.3 94.2: 3.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 25 22 26 24:
Old : 31: 1 1 1 25 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 53.1 73.9 74.3 50.9 48.9 67.0 67.9
Old : 54.9 53.1 73.9 74.3 50.9 48.9 67.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,320: 20 0 30 10,150 10,162 10,200 10,192: 1,120 1,128
Old : 11,320: 20 0 30 10,150 10,162 10,200 10,192: 1,120 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 89: 0 0 0 124 64 124 64: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.3 89.7 89.8 90.1 90.0: 9.9 10.0
Old : 100.0: 0.2 0.0 0.3 89.7 89.8 90.1 90.0: 9.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 20 20 21 21:
Old : 31: 1 0 1 20 20 21 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 : 64.5 54.8 77.1 72.7 58.8 54.8 70.3 70.7
Old : 64.5 54.8 77.1 72.7 58.8 54.8 70.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,365,197: 327,050 167,085 310,137 663,203 829,603 1,300,390 1,306,825: 64,807 58,372
Old : 1,365,197: 327,050 167,085 310,137 663,203 829,603 1,300,390 1,306,825: 64,807 58,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -97,010: -8,171 -2,741 -28,896 -51,554 -54,170 -88,621 -85,807: -8,389 -11,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 12.2 22.7 48.6 60.8 95.3 95.7: 4.7 4.3
Old : 100.0: 24.0 12.2 22.7 48.6 60.8 95.3 95.7: 4.7 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 : 332: 119 91 141 88 99 279 274:
Old : 332: 119 91 141 88 99 279 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 12.8 28.4 23.1 14.2 11.1 20.0 16.6
Old : 18.6 12.8 28.4 23.1 14.2 11.1 20.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 214,097: 55,299 23,528 4,741 123,306 146,418 183,346 174,687: 30,751 39,410
Old : 214,097: 55,299 23,528 4,741 123,306 146,418 183,346 174,687: 30,751 39,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,596: 597 1,571 -334 3,779 1,830 4,042 3,067: -1,446 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.0 2.2 57.6 68.4 85.6 81.6: 14.4 18.4
Old : 100.0: 25.8 11.0 2.2 57.6 68.4 85.6 81.6: 14.4 18.4
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 : 41: 7 8 11 20 25 33 38:
Old : 41: 7 8 11 20 25 33 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 : 39.2 32.4 54.2 50.4 37.3 29.1 51.5 43.7
Old : 39.2 32.4 54.2 50.4 37.3 29.1 51.5 43.7
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,008: 663 751 448 18,877 18,809 19,988 20,008: 20 0
Old : 20,008: 663 751 448 18,877 18,809 19,988 20,008: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,769: 175 25 200 1,574 1,544 1,949 1,769: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.8 2.2 94.3 94.0 99.9 100.0: 0.1 0.0
Old : 100.0: 3.3 3.8 2.2 94.3 94.0 99.9 100.0: 0.1 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 : 56: 4 5 5 39 37 45 45:
Old : 56: 4 5 5 39 37 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 32.2 52.6 48.8 26.6 24.8 40.1 34.2
Old : 36.4 32.2 52.6 48.8 26.6 24.8 40.1 34.2
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,318: 3,310 18,014 10,162 63,459 45,894 76,931 74,070: 2,387 5,248
Old : 79,318: 3,310 18,014 10,162 63,459 45,894 76,931 74,070: 2,387 5,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -1,001: 42 -192 -9 -1,098 -1,465 -1,065 -1,666: 64 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 22.7 12.8 80.0 57.9 97.0 93.4: 3.0 6.6
Old : 100.0: 4.2 22.7 12.8 80.0 57.9 97.0 93.4: 3.0 6.6
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 : 42: 5 9 15 25 22 41 37:
Old : 42: 5 9 15 25 22 41 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 : 48.4 35.0 69.1 56.3 37.8 29.6 51.8 42.4
Old : 48.4 35.0 69.1 56.3 37.8 29.6 51.8 42.4
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,905: 2,848 4,410 3,272 26,742 25,095 32,862 32,777: 3,043 3,128
Old : 35,905: 2,848 4,410 3,272 26,742 25,095 32,862 32,777: 3,043 3,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -1,909: -157 -250 200 -1,876 -1,943 -1,833 -1,993: -76 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.3 9.1 74.5 69.9 91.5 91.3: 8.5 8.7
Old : 100.0: 7.9 12.3 9.1 74.5 69.9 91.5 91.3: 8.5 8.7
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 : 26: 3 5 5 15 16 21 24:
Old : 26: 3 5 5 15 16 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 45.8 65.1 63.2 34.5 32.8 44.4 44.1
Old : 48.0 45.8 65.1 63.2 34.5 32.8 44.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,235: 3,850 150 0 11,385 15,010 15,235 15,160: 0 75
Old : 15,235: 3,850 150 0 11,385 15,010 15,235 15,160: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 600: 600 0 0 0 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.0 0.0 74.7 98.5 100.0 99.5: 0.0 0.5
Old : 100.0: 25.3 1.0 0.0 74.7 98.5 100.0 99.5: 0.0 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 : 30: 3 1 0 20 18 23 19:
Old : 30: 3 1 0 20 18 23 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 : 51.1 73.5 69.1 87.3 41.7 59.9 55.9 64.7
Old : 51.1 73.5 69.1 87.3 41.7 59.9 55.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,799: 12,608 2,612 150 5,250 15,760 18,008 18,522: 1,791 1,277
Old : 19,799: 12,608 2,612 150 5,250 15,760 18,008 18,522: 1,791 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 298: -660 -89 -7 1,179 151 512 55: -214 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 13.2 0.8 26.5 79.6 91.0 93.6: 9.0 6.4
Old : 100.0: 63.7 13.2 0.8 26.5 79.6 91.0 93.6: 9.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 61 31 5 23 30 88 63:
Old : 140: 61 31 5 23 30 88 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 47.8 56.3 60.1 45.8 47.8 56.2 60.1
Old : 45.8 47.8 56.3 60.1 45.8 47.8 56.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,408: 25,857 2,017 116 4,458 34,624 30,431 36,757: 7,977 1,651
Old : 38,408: 25,857 2,017 116 4,458 34,624 30,431 36,757: 7,977 1,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -2,890: -2,699 237 -308 392 -2,904 -2,615 -2,975: -275 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 5.3 0.3 11.6 90.1 79.2 95.7: 20.8 4.3
Old : 100.0: 67.3 5.3 0.3 11.6 90.1 79.2 95.7: 20.8 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 : 147: 86 17 4 16 36 104 55:
Old : 147: 86 17 4 16 36 104 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 : 19.9 40.3 29.8 58.3 19.9 39.2 29.8 57.2
Old : 19.9 40.3 29.8 58.3 19.9 39.2 29.8 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 276,096: 70,908 30,409 24,722 160,176 207,134 255,806 262,265: 20,290 13,831
Old : 276,096: 70,908 30,409 24,722 160,176 207,134 255,806 262,265: 20,290 13,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,474: -4,467 -1,124 2,556 7,627 932 5,716 2,364: -2,242 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 11.0 9.0 58.0 75.0 92.7 95.0: 7.3 5.0
Old : 100.0: 25.7 11.0 9.0 58.0 75.0 92.7 95.0: 7.3 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 : 194: 65 26 52 71 85 161 146:
Old : 194: 65 26 52 71 85 161 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 26.8 32.7 41.2 9.7 13.4 16.3 19.9
Old : 22.5 26.8 32.7 41.2 9.7 13.4 16.3 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,146: 9,598 280 148 7,950 20,065 17,696 20,493: 6,450 3,653
Old : 24,146: 9,598 280 148 7,950 20,065 17,696 20,493: 6,450 3,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 208: -1,018 0 69 401 204 -548 273: 756 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.2 0.6 32.9 83.1 73.3 84.9: 26.7 15.1
Old : 100.0: 39.7 1.2 0.6 32.9 83.1 73.3 84.9: 26.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 17 20 21 24:
Old : 28: 4 1 3 17 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 41.1 63.1 64.1 52.1 40.2 59.7 62.7
Old : 53.5 41.1 63.1 64.1 52.1 40.2 59.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,970: 0 0 0 26,508 25,895 26,508 25,895: 1,462 2,075
Old : 27,970: 0 0 0 26,508 25,895 26,508 25,895: 1,462 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,780: 0 0 0 1,810 700 1,810 700: -30 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 92.6 94.8 92.6: 5.2 7.4
Old : 100.0: 0.0 0.0 0.0 94.8 92.6 94.8 92.6: 5.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 15 15 15:
Old : 21: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 58.6 84.7 80.9 37.6 37.4 48.9 46.6
Old : 68.7 58.6 84.7 80.9 37.6 37.4 48.9 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,920: 214 250 0 5,663 5,544 5,877 5,794: 43 126
Old : 5,920: 214 250 0 5,663 5,544 5,877 5,794: 43 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,006: 0 0 0 1,048 880 1,048 880: -42 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.2 0.0 95.7 93.6 99.3 97.9: 0.7 2.1
Old : 100.0: 3.6 4.2 0.0 95.7 93.6 99.3 97.9: 0.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 0 29 27 30 28:
Old : 36: 1 1 0 29 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 41.3 54.7 58.6 29.1 29.5 41.9 39.9
Old : 34.2 41.3 54.7 58.6 29.1 29.5 41.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 53,200: 400 150 0 51,447 52,457 51,847 52,607: 1,353 593
Old : 53,200: 400 150 0 51,447 52,457 51,847 52,607: 1,353 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,783: 0 75 -75 2,858 2,783 2,783 2,783: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.0 96.7 98.6 97.5 98.9: 2.5 1.1
Old : 100.0: 0.8 0.3 0.0 96.7 98.6 97.5 98.9: 2.5 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 : 48: 1 1 0 40 35 41 36:
Old : 48: 1 1 0 40 35 41 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 : 55.9 53.2 66.8 70.5 39.9 37.5 47.3 48.4
Old : 55.9 53.2 66.8 70.5 39.9 37.5 47.3 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 18,207: 0 0 0 18,087 18,182 18,087 18,182: 120 25
Old : 18,207: 0 0 0 18,087 18,182 18,087 18,182: 120 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -75: 0 0 0 -75 -75 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 0.1
Old : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 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 : 28: 0 0 0 22 15 22 15:
Old : 28: 0 0 0 22 15 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 73.3 76.5 92.7 42.7 48.5 53.9 61.0
Old : 59.6 73.3 76.5 92.7 42.7 48.5 53.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,833: 25 2,633 25 4,783 2,175 4,833 4,833: 0 0
Old : 4,833: 25 2,633 25 4,783 2,175 4,833 4,833: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 395: 0 425 0 395 -30 395 395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 54.5 0.5 99.0 45.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 54.5 0.5 99.0 45.0 100.0 100.0: 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 : 37: 1 4 1 26 13 27 18:
Old : 37: 1 4 1 26 13 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 75.0 67.1 88.5 42.9 67.6 63.8 79.1
Old : 45.5 75.0 67.1 88.5 42.9 67.6 63.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,069: 802 210 38 6,977 7,578 7,817 7,826: 252 243
Old : 8,069: 802 210 38 6,977 7,578 7,817 7,826: 252 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 217: 260 210 -118 75 0 217 92: 0 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.6 0.5 86.5 93.9 96.9 97.0: 3.1 3.0
Old : 100.0: 9.9 2.6 0.5 86.5 93.9 96.9 97.0: 3.1 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 : 33: 3 1 1 22 18 25 20:
Old : 33: 3 1 1 22 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 50.9 70.3 73.8 31.0 25.9 41.5 39.3
Old : 50.7 50.9 70.3 73.8 31.0 25.9 41.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,874: 992 3,599 577 19,211 16,574 20,780 20,750: 94 124
Old : 20,874: 992 3,599 577 19,211 16,574 20,780 20,750: 94 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,194: 0 449 55 1,075 626 1,130 1,130: 64 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.2 2.8 92.0 79.4 99.5 99.4: 0.5 0.6
Old : 100.0: 4.8 17.2 2.8 92.0 79.4 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 4 6 4 43 43 50 50:
Old : 65: 4 6 4 43 43 50 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 : 37.6 31.9 55.7 51.3 28.5 29.4 42.0 43.4
Old : 37.6 31.9 55.7 51.3 28.5 29.4 42.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,816: 1,857 134 540 10,290 12,079 12,687 12,753: 129 63
Old : 12,816: 1,857 134 540 10,290 12,079 12,687 12,753: 129 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 561: -124 0 81 662 480 619 561: -58 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.0 4.2 80.3 94.2 99.0 99.5: 1.0 0.5
Old : 100.0: 14.5 1.0 4.2 80.3 94.2 99.0 99.5: 1.0 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 : 40: 3 2 2 27 30 31 33:
Old : 40: 3 2 2 27 30 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 49.1 61.2 68.9 31.7 45.7 52.5 61.3
Old : 35.1 49.1 61.2 68.9 31.7 45.7 52.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,058: 10,035 983 730 17,737 26,513 28,502 28,226: 556 832
Old : 29,058: 10,035 983 730 17,737 26,513 28,502 28,226: 556 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,872: 918 0 -25 979 1,897 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.4 2.5 61.0 91.2 98.1 97.1: 1.9 2.9
Old : 100.0: 34.5 3.4 2.5 61.0 91.2 98.1 97.1: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 4 6 30 34 39 44:
Old : 52: 9 4 6 30 34 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 54.9 64.0 67.4 44.2 52.1 61.2 61.9
Old : 45.7 54.9 64.0 67.4 44.2 52.1 61.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,154: 4,591 0 0 11,442 15,776 16,033 15,776: 2,121 2,378
Old : 18,154: 4,591 0 0 11,442 15,776 16,033 15,776: 2,121 2,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,161: 2,227 0 -84 879 3,485 3,022 3,401: 139 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 0.0 0.0 63.0 86.9 88.3 86.9: 11.7 13.1
Old : 100.0: 25.3 0.0 0.0 63.0 86.9 88.3 86.9: 11.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 0 18 21 21 21:
Old : 24: 3 0 0 18 21 21 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 : 57.7 46.6 74.9 64.7 51.9 46.3 67.2 59.2
Old : 57.7 46.6 74.9 64.7 51.9 46.3 67.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011