GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 25, 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 : 49,172: 786 0 503 47,785 48,327 49,074 48,830: 98 342
Old : 49,172: 786 0 503 47,785 48,327 49,074 48,830: 98 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,094: -32 0 32 6,105 6,073 6,105 6,105: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.0 97.2 98.3 99.8 99.3: 0.2 0.7
Old : 100.0: 1.6 0.0 1.0 97.2 98.3 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 0 1 45 44 47 45:
Old : 55: 2 0 1 45 44 47 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 : 37.5 30.0 57.1 50.7 20.7 17.4 27.5 26.5
Old : 37.5 30.0 57.1 50.7 20.7 17.4 27.5 26.5
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, October 25, 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 : 12,396: 0 0 0 12,233 12,281 12,233 12,281: 163 115
Old : 12,396: 0 0 0 12,233 12,281 12,233 12,281: 163 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 99: 0 0 0 99 99 99 99: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 99.1 98.7 99.1: 1.3 0.9
Old : 100.0: 0.0 0.0 0.0 98.7 99.1 98.7 99.1: 1.3 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 : 38: 0 0 0 29 28 29 28:
Old : 38: 0 0 0 29 28 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 45.1 60.7 66.6 22.6 25.7 37.4 36.1
Old : 35.5 45.1 60.7 66.6 22.6 25.7 37.4 36.1
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, October 25, 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 : 10,781: 102 352 201 9,444 8,966 9,747 9,519: 1,034 1,262
Old : 10,781: 102 352 201 9,444 8,966 9,747 9,519: 1,034 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -57: -3 5 10 -38 -100 -31 -85: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 1.9 87.6 83.2 90.4 88.3: 9.6 11.7
Old : 100.0: 0.9 3.3 1.9 87.6 83.2 90.4 88.3: 9.6 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 : 45: 1 3 3 34 41 38 44:
Old : 45: 1 3 3 34 41 38 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 : 39.0 24.4 59.7 41.1 22.0 10.5 27.4 16.9
Old : 39.0 24.4 59.7 41.1 22.0 10.5 27.4 16.9
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, October 25, 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 : 7,339: 793 43 67 6,009 6,262 6,869 6,372: 470 967
Old : 7,339: 793 43 67 6,009 6,262 6,869 6,372: 470 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 670: 57 -40 -40 624 722 641 642: 29 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.6 0.9 81.9 85.3 93.6 86.8: 6.4 13.2
Old : 100.0: 10.8 0.6 0.9 81.9 85.3 93.6 86.8: 6.4 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 : 61: 4 1 3 47 52 52 55:
Old : 61: 4 1 3 47 52 52 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 : 29.8 32.7 45.6 43.4 25.4 29.6 37.9 37.2
Old : 29.8 32.7 45.6 43.4 25.4 29.6 37.9 37.2
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, October 25, 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 : 3,961: 0 0 0 3,049 2,424 3,049 2,424: 912 1,537
Old : 3,961: 0 0 0 3,049 2,424 3,049 2,424: 912 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 61: 0 0 0 61 42 61 42: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.0 61.2 77.0 61.2: 23.0 38.8
Old : 100.0: 0.0 0.0 0.0 77.0 61.2 77.0 61.2: 23.0 38.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 19 17 19:
Old : 20: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 27.2 66.7 40.8 42.5 17.6 44.6 24.0
Old : 54.0 27.2 66.7 40.8 42.5 17.6 44.6 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, October 25, 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 : 3,147: 360 494 90 2,133 2,321 2,583 2,905: 564 242
Old : 3,147: 360 494 90 2,133 2,321 2,583 2,905: 564 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 54: 0 95 0 49 -25 49 70: 5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.7 2.9 67.8 73.8 82.1 92.3: 17.9 7.7
Old : 100.0: 11.4 15.7 2.9 67.8 73.8 82.1 92.3: 17.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 21 19 24 21:
Old : 30: 2 1 1 21 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 43.0 44.0 64.7 19.7 33.5 30.9 46.0
Old : 28.8 43.0 44.0 64.7 19.7 33.5 30.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, October 25, 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 : 2,206: 0 140 101 1,637 1,686 1,738 1,927: 468 279
Old : 2,206: 0 140 101 1,637 1,686 1,738 1,927: 468 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 81: 0 -30 20 70 89 90 79: -9 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 4.6 74.2 76.4 78.8 87.4: 21.2 12.6
Old : 100.0: 0.0 6.3 4.6 74.2 76.4 78.8 87.4: 21.2 12.6
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 : 27: 0 2 2 21 21 23 23:
Old : 27: 0 2 2 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 47.8 48.5 60.5 27.6 37.7 36.9 45.8
Old : 34.5 47.8 48.5 60.5 27.6 37.7 36.9 45.8
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, October 25, 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 : 8,993: 0 0 0 8,948 8,706 8,948 8,706: 45 287
Old : 8,993: 0 0 0 8,948 8,706 8,948 8,706: 45 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 809: 0 0 0 809 804 809 804: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 96.8 99.5 96.8: 0.5 3.2
Old : 100.0: 0.0 0.0 0.0 99.5 96.8 99.5 96.8: 0.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 24 18 24 18:
Old : 30: 0 0 0 24 18 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 63.5 73.8 85.9 45.9 62.8 63.5 74.9
Old : 52.3 63.5 73.8 85.9 45.9 62.8 63.5 74.9
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, October 25, 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 : 20,887: 0 917 436 20,451 19,534 20,887 20,887: 0 0
Old : 20,887: 0 917 436 20,451 19,534 20,887 20,887: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 595: 0 -32 0 595 627 595 595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 2.1 97.9 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 2.1 97.9 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 26 27 27 28:
Old : 35: 0 1 1 26 27 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 45.5 71.7 70.0 33.4 30.7 47.3 43.8
Old : 50.8 45.5 71.7 70.0 33.4 30.7 47.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 25, 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 : 298,497: 53,171 34,026 34,745 165,764 202,232 253,680 271,003: 44,817 27,494
Old : 298,497: 53,171 34,026 34,745 165,764 202,232 253,680 271,003: 44,817 27,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -397: 5,711 1,295 -3,518 -7,505 1,185 -5,312 -1,038: 4,915 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.4 11.6 55.5 67.8 85.0 90.8: 15.0 9.2
Old : 100.0: 17.8 11.4 11.6 55.5 67.8 85.0 90.8: 15.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 37 26 43 83 84 147 132:
Old : 163: 37 26 43 83 84 147 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 23.7 24.8 33.8 11.6 15.5 20.0 22.8
Old : 14.5 23.7 24.8 33.8 11.6 15.5 20.0 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, October 25, 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 : 15,331: 385 405 115 14,831 14,704 15,331 15,224: 0 107
Old : 15,331: 385 405 115 14,831 14,704 15,331 15,224: 0 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,452: 50 100 0 1,402 1,252 1,452 1,352: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.6 0.8 96.7 95.9 100.0 99.3: 0.0 0.7
Old : 100.0: 2.5 2.6 0.8 96.7 95.9 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 2 3 43 45 48 49:
Old : 62: 3 2 3 43 45 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.0 47.0 50.8 26.3 31.3 37.8 41.6
Old : 30.4 34.0 47.0 50.8 26.3 31.3 37.8 41.6
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, October 25, 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 : 7,911: 1,011 615 200 6,590 6,986 7,801 7,801: 110 110
Old : 7,911: 1,011 615 200 6,590 6,986 7,801 7,801: 110 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 935: 600 -300 200 85 985 885 885: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.8 2.5 83.3 88.3 98.6 98.6: 1.4 1.4
Old : 100.0: 12.8 7.8 2.5 83.3 88.3 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 3 1 21 21 26 25:
Old : 38: 5 3 1 21 21 26 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 : 37.5 44.6 59.2 63.5 28.4 42.7 45.4 55.5
Old : 37.5 44.6 59.2 63.5 28.4 42.7 45.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, October 25, 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 : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0
Old : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 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 96.9 100.0 96.9 100.0: 3.1 0.0
Old : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 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 : 25: 0 0 0 16 12 16 12:
Old : 25: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 25, 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 : 977,327: 141,160 310,600 354,489 418,265 267,816 913,914 932,905: 63,413 44,422
Old : 977,327: 141,160 310,600 354,489 418,265 267,816 913,914 932,905: 63,413 44,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -19,506: -8,870 -8,073 3,925 -9,701 -8,923 -14,646 -13,071: -4,860 -6,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 31.8 36.3 42.8 27.4 93.5 95.5: 6.5 4.5
Old : 100.0: 14.4 31.8 36.3 42.8 27.4 93.5 95.5: 6.5 4.5
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 : 317: 76 127 130 95 80 257 264:
Old : 317: 76 127 130 95 80 257 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.9 33.9 33.7 13.5 12.3 19.8 18.2
Old : 21.1 21.9 33.9 33.7 13.5 12.3 19.8 18.2
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, October 25, 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 : 64,031: 1,098 9,424 2,718 57,321 46,491 61,137 58,633: 2,894 5,398
Old : 64,031: 1,098 9,424 2,718 57,321 46,491 61,137 58,633: 2,894 5,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 458: -304 0 0 0 0 -304 0: 762 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.7 4.2 89.5 72.6 95.5 91.6: 4.5 8.4
Old : 100.0: 1.7 14.7 4.2 89.5 72.6 95.5 91.6: 4.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 13 18 16 21:
Old : 23: 1 2 3 13 18 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 51.5 78.0 73.9 48.3 44.5 63.3 60.8
Old : 49.8 51.5 78.0 73.9 48.3 44.5 63.3 60.8
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, October 25, 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 : 60,750: 3,739 3,564 681 48,868 48,458 53,288 52,703: 7,462 8,047
Old : 60,750: 3,739 3,564 681 48,868 48,458 53,288 52,703: 7,462 8,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -226: 0 -480 0 -418 254 -418 -226: 192 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.9 1.1 80.4 79.8 87.7 86.8: 12.3 13.2
Old : 100.0: 6.2 5.9 1.1 80.4 79.8 87.7 86.8: 12.3 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 : 59.0 49.3 76.8 70.7 51.5 48.1 61.5 60.2
Old : 59.0 49.3 76.8 70.7 51.5 48.1 61.5 60.2
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, October 25, 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 : 98,296: 4,283 0 2,811 80,411 90,698 87,505 93,509: 10,791 4,787
Old : 98,296: 4,283 0 2,811 80,411 90,698 87,505 93,509: 10,791 4,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -165: 142 0 -165 -142 0 -165 -165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 2.9 81.8 92.3 89.0 95.1: 11.0 4.9
Old : 100.0: 4.4 0.0 2.9 81.8 92.3 89.0 95.1: 11.0 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 : 29: 3 0 3 19 22 22 25:
Old : 29: 3 0 3 19 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 : 40.8 40.6 62.3 63.8 30.9 37.4 46.9 55.4
Old : 40.8 40.6 62.3 63.8 30.9 37.4 46.9 55.4
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, October 25, 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 : 2,490,081: 464,122 145,985 686,438 1,306,358 1,637,128 2,456,918 2,469,551: 33,163 20,530
Old : 2,490,081: 464,122 145,985 686,438 1,306,358 1,637,128 2,456,918 2,469,551: 33,163 20,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 26,942: -1,720 5,820 -10,502 38,361 35,542 26,139 30,860: 803 -3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.9 27.6 52.5 65.7 98.7 99.2: 1.3 0.8
Old : 100.0: 18.6 5.9 27.6 52.5 65.7 98.7 99.2: 1.3 0.8
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 : 176: 40 22 51 105 95 167 149:
Old : 176: 40 22 51 105 95 167 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 27.5 34.8 45.6 12.2 18.8 20.4 28.2
Old : 22.1 27.5 34.8 45.6 12.2 18.8 20.4 28.2
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, October 25, 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 : 1,107,239: 190,224 87,655 233,694 678,469 774,553 1,102,387 1,095,902: 4,852 11,337
Old : 1,107,239: 190,224 87,655 233,694 678,469 774,553 1,102,387 1,095,902: 4,852 11,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 43,377: -5,703 -5,345 30,436 19,002 11,661 43,735 36,752: -358 6,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.9 21.1 61.3 70.0 99.6 99.0: 0.4 1.0
Old : 100.0: 17.2 7.9 21.1 61.3 70.0 99.6 99.0: 0.4 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 : 92: 23 20 37 42 40 82 80:
Old : 92: 23 20 37 42 40 82 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.4 51.7 56.4 13.7 20.7 22.3 32.1
Old : 34.2 33.4 51.7 56.4 13.7 20.7 22.3 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 6,655: 0 45 105 6,045 6,200 6,150 6,350: 505 305
Old : 6,655: 0 45 105 6,045 6,200 6,150 6,350: 505 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.6 90.8 93.2 92.4 95.4: 7.6 4.6
Old : 100.0: 0.0 0.7 1.6 90.8 93.2 92.4 95.4: 7.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 17 16 18 17:
Old : 20: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 57.7 75.3 81.1 58.4 49.0 63.3 64.0
Old : 60.5 57.7 75.3 81.1 58.4 49.0 63.3 64.0
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, October 25, 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 : 19,708: 421 1,599 134 18,803 17,709 19,358 19,442: 350 266
Old : 19,708: 421 1,599 134 18,803 17,709 19,358 19,442: 350 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,573: 124 390 -5 -1,701 -1,971 -1,582 -1,586: 9 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.1 0.7 95.4 89.9 98.2 98.7: 1.8 1.3
Old : 100.0: 2.1 8.1 0.7 95.4 89.9 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 5 5 4 39 43 45 51:
Old : 62: 5 5 4 39 43 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 36.9 48.4 55.9 22.3 29.5 35.2 40.3
Old : 30.2 36.9 48.4 55.9 22.3 29.5 35.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, October 25, 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 : 2,342: 0 285 78 1,380 981 1,458 1,344: 884 998
Old : 2,342: 0 285 78 1,380 981 1,458 1,344: 884 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 172: 0 -28 6 -40 68 -34 46: 206 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 3.3 58.9 41.9 62.3 57.4: 37.7 42.6
Old : 100.0: 0.0 12.2 3.3 58.9 41.9 62.3 57.4: 37.7 42.6
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 : 20: 0 3 1 17 16 18 19:
Old : 20: 0 3 1 17 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 25.6 45.9 41.1 26.0 16.7 34.0 27.5
Old : 30.8 25.6 45.9 41.1 26.0 16.7 34.0 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, October 25, 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 : 1,415: 80 48 101 728 797 909 946: 506 469
Old : 1,415: 80 48 101 728 797 909 946: 506 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 56: 31 0 -16 21 33 36 17: 20 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.4 7.1 51.4 56.3 64.2 66.9: 35.8 33.1
Old : 100.0: 5.7 3.4 7.1 51.4 56.3 64.2 66.9: 35.8 33.1
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: 2 1 3 16 18 19 21:
Old : 24: 2 1 3 16 18 19 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 : 22.5 24.7 39.7 41.3 19.4 20.7 30.6 33.6
Old : 22.5 24.7 39.7 41.3 19.4 20.7 30.6 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 25, 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 : 54,803: 21,702 340 2,754 28,672 50,984 53,128 54,078: 1,675 725
Old : 54,803: 21,702 340 2,754 28,672 50,984 53,128 54,078: 1,675 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 292: 396 -40 0 -344 332 52 292: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.6 5.0 52.3 93.0 96.9 98.7: 3.1 1.3
Old : 100.0: 39.6 0.6 5.0 52.3 93.0 96.9 98.7: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 2 4 34 29 39 35:
Old : 43: 5 2 4 34 29 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 70.4 68.6 82.3 49.5 62.7 59.1 70.9
Old : 53.7 70.4 68.6 82.3 49.5 62.7 59.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 25, 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 : 15,625: 182 1,078 670 13,497 13,115 14,349 14,863: 1,276 762
Old : 15,625: 182 1,078 670 13,497 13,115 14,349 14,863: 1,276 762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 136: 0 -244 6 206 266 212 28: -76 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.9 4.3 86.4 83.9 91.8 95.1: 8.2 4.9
Old : 100.0: 1.2 6.9 4.3 86.4 83.9 91.8 95.1: 8.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 3 22 21 25 25:
Old : 30: 1 3 3 22 21 25 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 : 52.6 48.0 71.2 64.9 51.4 40.8 61.1 54.4
Old : 52.6 48.0 71.2 64.9 51.4 40.8 61.1 54.4
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, October 25, 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 : 10,078: 535 738 290 6,994 7,835 7,819 8,863: 2,259 1,215
Old : 10,078: 535 738 290 6,994 7,835 7,819 8,863: 2,259 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 282: -12 18 12 530 158 530 188: -248 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.3 2.9 69.4 77.7 77.6 87.9: 22.4 12.1
Old : 100.0: 5.3 7.3 2.9 69.4 77.7 77.6 87.9: 22.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 14 18 17:
Old : 20: 1 2 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 54.6 56.4 76.9 28.8 43.3 43.7 57.2
Old : 34.0 54.6 56.4 76.9 28.8 43.3 43.7 57.2
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, October 25, 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 : 27,145: 2,222 2,800 314 22,095 22,385 24,631 25,499: 2,514 1,646
Old : 27,145: 2,222 2,800 314 22,095 22,385 24,631 25,499: 2,514 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 544: 512 0 0 114 690 626 690: -82 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.3 1.2 81.4 82.5 90.7 93.9: 9.3 6.1
Old : 100.0: 8.2 10.3 1.2 81.4 82.5 90.7 93.9: 9.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 21 19 24 22:
Old : 25: 3 1 2 21 19 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 : 39.9 56.4 58.2 77.6 21.4 49.4 35.9 53.9
Old : 39.9 56.4 58.2 77.6 21.4 49.4 35.9 53.9
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, October 25, 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 : 11,949: 0 1,594 544 10,628 8,999 11,172 11,137: 777 812
Old : 11,949: 0 1,594 544 10,628 8,999 11,172 11,137: 777 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 846: 0 640 224 526 226 750 1,090: 96 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.3 4.6 88.9 75.3 93.5 93.2: 6.5 6.8
Old : 100.0: 0.0 13.3 4.6 88.9 75.3 93.5 93.2: 6.5 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 : 26: 0 4 2 21 15 23 19:
Old : 26: 0 4 2 21 15 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 : 45.3 43.2 65.4 66.6 43.4 34.1 61.1 52.9
Old : 45.3 43.2 65.4 66.6 43.4 34.1 61.1 52.9
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, October 25, 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 : 54,655: 2,151 0 399 52,042 54,235 54,592 54,634: 63 21
Old : 54,655: 2,151 0 399 52,042 54,235 54,592 54,634: 63 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 22: -84 0 84 22 -62 22 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.7 95.2 99.2 99.9 100.0: 0.1 0.0
Old : 100.0: 3.9 0.0 0.7 95.2 99.2 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 : 27: 1 0 1 18 14 19 15:
Old : 27: 1 0 1 18 14 19 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 : 66.7 84.0 83.2 96.3 66.7 78.9 80.4 89.5
Old : 66.7 84.0 83.2 96.3 66.7 78.9 80.4 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, October 25, 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 : 927,847: 32,918 0 0 894,929 927,847 927,847 927,847: 0 0
Old : 927,847: 32,918 0 0 894,929 927,847 927,847 927,847: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 360: 0 0 0 360 360 360 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 17 14 18 14:
Old : 28: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 83.9 86.6 96.2 68.5 76.1 82.7 87.4
Old : 69.6 83.9 86.6 96.2 68.5 76.1 82.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, October 25, 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 : 23,188: 750 0 510 21,695 22,678 22,955 23,188: 233 0
Old : 23,188: 750 0 510 21,695 22,678 22,955 23,188: 233 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.2 93.6 97.8 99.0 100.0: 1.0 0.0
Old : 100.0: 3.2 0.0 2.2 93.6 97.8 99.0 100.0: 1.0 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 0 1 11 11 12 12:
Old : 20: 1 0 1 11 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 72.0 95.5 93.5 62.8 66.9 82.3 83.8
Old : 73.8 72.0 95.5 93.5 62.8 66.9 82.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, October 25, 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 : 373,980: 16,652 0 9,408 347,920 364,572 373,980 373,980: 0 0
Old : 373,980: 16,652 0 9,408 347,920 364,572 373,980 373,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 2.5 93.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 0.0 2.5 93.0 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 10 12 12 13:
Old : 23: 2 0 1 10 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 67.4 94.8 93.6 56.8 61.9 79.7 83.1
Old : 69.4 67.4 94.8 93.6 56.8 61.9 79.7 83.1
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, October 25, 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 : 42,501: 0 0 0 42,501 42,501 42,501 42,501: 0 0
Old : 42,501: 0 0 0 42,501 42,501 42,501 42,501: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 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 12 14 12:
Old : 23: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 76.3 87.6 95.2 61.2 76.3 83.0 88.9
Old : 61.2 76.3 87.6 95.2 61.2 76.3 83.0 88.9
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, October 25, 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 : 791,682: 0 0 0 791,682 791,682 791,682 791,682: 0 0
Old : 791,682: 0 0 0 791,682 791,682 791,682 791,682: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 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 : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 75.4 88.7 96.3 59.3 75.4 82.5 87.0
Old : 59.3 75.4 88.7 96.3 59.3 75.4 82.5 87.0
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, October 25, 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 : 135,315: 1,501 0 1,113 132,446 134,202 135,060 135,315: 255 0
Old : 135,315: 1,501 0 1,113 132,446 134,202 135,060 135,315: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,550: 0 0 0 2,550 2,550 2,550 2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.8 97.9 99.2 99.8 100.0: 0.2 0.0
Old : 100.0: 1.1 0.0 0.8 97.9 99.2 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 : 38: 2 0 1 18 27 20 28:
Old : 38: 2 0 1 18 27 20 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 : 63.9 49.7 85.5 71.6 63.6 49.7 81.3 71.6
Old : 63.9 49.7 85.5 71.6 63.6 49.7 81.3 71.6
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, October 25, 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 : 2,356,538: 7,930 30,405 14,886 2,333,722 2,311,247 2,356,538 2,356,538: 0 0
Old : 2,356,538: 7,930 30,405 14,886 2,333,722 2,311,247 2,356,538 2,356,538: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 45,123: 0 3,080 0 45,123 42,043 45,123 45,123: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.3 0.6 99.0 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.3 0.6 99.0 98.1 100.0 100.0: 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 : 41: 1 1 1 19 28 21 29:
Old : 41: 1 1 1 19 28 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 53.1 87.4 75.1 65.0 53.1 84.8 75.1
Old : 66.4 53.1 87.4 75.1 65.0 53.1 84.8 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, October 25, 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 : 44,746: 3,889 1,538 1,203 39,654 42,005 44,746 44,746: 0 0
Old : 44,746: 3,889 1,538 1,203 39,654 42,005 44,746 44,746: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 231: 510 0 0 -279 231 231 231: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.4 2.7 88.6 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.7 3.4 2.7 88.6 93.9 100.0 100.0: 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 22 30 27:
Old : 37: 3 3 3 26 22 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 55.8 64.7 73.5 41.6 55.1 59.1 67.5
Old : 42.7 55.8 64.7 73.5 41.6 55.1 59.1 67.5
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, October 25, 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 : 1,094,319: 59,820 10,042 13,160 1,021,339 1,071,117 1,094,319 1,094,319: 0 0
Old : 1,094,319: 59,820 10,042 13,160 1,021,339 1,071,117 1,094,319 1,094,319: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 15,040: 5,005 0 0 10,035 15,040 15,040 15,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.9 1.2 93.3 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 0.9 1.2 93.3 97.9 100.0 100.0: 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 : 36: 3 2 2 25 21 29 24:
Old : 36: 3 2 2 25 21 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 59.8 63.5 81.5 42.0 56.5 60.8 77.1
Old : 42.9 59.8 63.5 81.5 42.0 56.5 60.8 77.1
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, October 25, 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 : 52,742: 0 1,698 105 52,574 50,684 52,679 52,487: 63 255
Old : 52,742: 0 1,698 105 52,574 50,684 52,679 52,487: 63 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 42: 0 42 0 42 0 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.2 99.7 96.1 99.9 99.5: 0.1 0.5
Old : 100.0: 0.0 3.2 0.2 99.7 96.1 99.9 99.5: 0.1 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 3 1 20 18 21 21:
Old : 28: 0 3 1 20 18 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 : 55.1 63.2 76.6 84.0 48.5 54.7 64.9 72.8
Old : 55.1 63.2 76.6 84.0 48.5 54.7 64.9 72.8
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, October 25, 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 : 18,026: 0 5,977 211 17,815 11,838 18,026 18,026: 0 0
Old : 18,026: 0 5,977 211 17,815 11,838 18,026 18,026: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,055: -650 625 -405 0 -1,275 -1,055 -1,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.2 1.2 98.8 65.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 33.2 1.2 98.8 65.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 13 7 14 10:
Old : 21: 0 3 1 13 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 84.2 92.2 99.1 74.4 81.4 91.2 95.1
Old : 74.6 84.2 92.2 99.1 74.4 81.4 91.2 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
Commitments of Traders - Futures Only, October 25, 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 : 24,223: 126 0 0 24,097 24,202 24,223 24,202: 0 21
Old : 24,223: 126 0 0 24,097 24,202 24,223 24,202: 0 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.5 0.0 0.0 99.5 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 10 15 11 15:
Old : 21: 1 0 0 10 15 11 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 : 65.4 67.0 97.1 85.6 57.1 65.8 81.1 80.7
Old : 65.4 67.0 97.1 85.6 57.1 65.8 81.1 80.7
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, October 25, 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 : 45,441: 0 3,558 777 44,517 41,043 45,294 45,378: 147 63
Old : 45,441: 0 3,558 777 44,517 41,043 45,294 45,378: 147 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,275: 0 -765 0 -1,275 -510 -1,275 -1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 1.7 98.0 90.3 99.7 99.9: 0.3 0.1
Old : 100.0: 0.0 7.8 1.7 98.0 90.3 99.7 99.9: 0.3 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 : 26: 0 2 2 14 15 16 17:
Old : 26: 0 2 2 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 56.2 92.0 78.6 64.4 38.6 75.8 61.0
Old : 76.3 56.2 92.0 78.6 64.4 38.6 75.8 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, October 25, 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 : 34,451: 19,048 0 4,147 11,001 30,304 34,196 34,451: 255 0
Old : 34,451: 19,048 0 4,147 11,001 30,304 34,196 34,451: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 0.0 12.0 31.9 88.0 99.3 100.0: 0.7 0.0
Old : 100.0: 55.3 0.0 12.0 31.9 88.0 99.3 100.0: 0.7 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: 3 0 3 9 14 12 17:
Old : 20: 3 0 3 9 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 75.0 95.1 89.3 65.2 71.9 78.4 78.7
Old : 74.8 75.0 95.1 89.3 65.2 71.9 78.4 78.7
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, October 25, 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 : 19,737: 933 88 0 18,741 19,394 19,674 19,482: 63 255
Old : 19,737: 933 88 0 18,741 19,394 19,674 19,482: 63 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 255: 0 0 0 192 0 192 0: 63 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 0.0 95.0 98.3 99.7 98.7: 0.3 1.3
Old : 100.0: 4.7 0.4 0.0 95.0 98.3 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 15 14 17 15:
Old : 24: 2 1 0 15 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 : 52.5 61.5 77.0 84.7 43.3 54.7 62.9 70.0
Old : 52.5 61.5 77.0 84.7 43.3 54.7 62.9 70.0
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, October 25, 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 : 975,806: 23,400 42,136 3,984 948,422 929,686 975,806 975,806: 0 0
Old : 975,806: 23,400 42,136 3,984 948,422 929,686 975,806 975,806: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 385: -1,536 3,854 1,151 770 -4,620 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.3 0.4 97.2 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 4.3 0.4 97.2 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 2 22 21 25 24:
Old : 33: 1 3 2 22 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 66.7 79.5 84.8 39.4 47.2 55.6 59.3
Old : 57.5 66.7 79.5 84.8 39.4 47.2 55.6 59.3
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, October 25, 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 : 914,933: 110,988 225 26,037 777,908 888,671 914,933 914,933: 0 0
Old : 914,933: 110,988 225 26,037 777,908 888,671 914,933 914,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 23,475: 0 225 11,625 11,850 11,625 23,475 23,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 2.8 85.0 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 12.1 0.0 2.8 85.0 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 16 13 19 15:
Old : 26: 2 1 2 16 13 19 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 : 74.1 80.0 89.8 91.8 59.6 63.1 67.7 70.4
Old : 74.1 80.0 89.8 91.8 59.6 63.1 67.7 70.4
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, October 25, 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 : 131,724: 0 6,005 0 131,724 125,719 131,724 131,724: 0 0
Old : 131,724: 0 6,005 0 131,724 125,719 131,724 131,724: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 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 4.6 0.0 100.0 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.6 0.0 100.0 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 74.5 75.6 95.1 94.8 74.5 69.8 90.8 89.0
Old : 74.5 75.6 95.1 94.8 74.5 69.8 90.8 89.0
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, October 25, 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 : 24,694: 195 66 177 24,114 24,238 24,486 24,481: 208 213
Old : 24,694: 195 66 177 24,114 24,238 24,486 24,481: 208 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 442: 0 0 0 447 442 447 442: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.7 97.7 98.2 99.2 99.1: 0.8 0.9
Old : 100.0: 0.8 0.3 0.7 97.7 98.2 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 1 4 41 39 45 43:
Old : 54: 3 1 4 41 39 45 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 : 36.2 38.4 56.6 62.7 23.8 34.6 37.8 48.4
Old : 36.2 38.4 56.6 62.7 23.8 34.6 37.8 48.4
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, October 25, 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 : 10,669: 135 35 130 10,275 10,256 10,540 10,421: 129 248
Old : 10,669: 135 35 130 10,275 10,256 10,540 10,421: 129 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -3: 0 0 0 45 30 45 30: -48 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 1.2 96.3 96.1 98.8 97.7: 1.2 2.3
Old : 100.0: 1.3 0.3 1.2 96.3 96.1 98.8 97.7: 1.2 2.3
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 : 27: 1 1 2 19 19 21 21:
Old : 27: 1 1 2 19 19 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 : 55.0 62.7 76.8 82.9 46.4 60.7 60.9 67.6
Old : 55.0 62.7 76.8 82.9 46.4 60.7 60.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, October 25, 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 : 7,550: 0 80 0 7,116 7,001 7,116 7,081: 434 469
Old : 7,550: 0 80 0 7,116 7,001 7,116 7,081: 434 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 195: 0 0 0 165 165 165 165: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 94.3 92.7 94.3 93.8: 5.7 6.2
Old : 100.0: 0.0 1.1 0.0 94.3 92.7 94.3 93.8: 5.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 25 20 25 21:
Old : 30: 0 1 0 25 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 55.9 75.2 77.8 53.5 51.6 70.1 71.8
Old : 57.0 55.9 75.2 77.8 53.5 51.6 70.1 71.8
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, October 25, 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 : 11,729: 0 0 0 10,504 10,563 10,504 10,563: 1,225 1,166
Old : 11,729: 0 0 0 10,504 10,563 10,504 10,563: 1,225 1,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 357: 0 0 0 499 367 499 367: -142 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.6 90.1 89.6 90.1: 10.4 9.9
Old : 100.0: 0.0 0.0 0.0 89.6 90.1 89.6 90.1: 10.4 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 22 21 22 21:
Old : 30: 0 0 0 22 21 22 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 : 64.6 51.1 75.9 71.1 55.7 51.1 63.9 65.3
Old : 64.6 51.1 75.9 71.1 55.7 51.1 63.9 65.3
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, October 25, 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 : 1,388,897: 335,212 175,494 345,231 645,467 802,858 1,325,910 1,323,583: 62,987 65,314
Old : 1,388,897: 335,212 175,494 345,231 645,467 802,858 1,325,910 1,323,583: 62,987 65,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -42,666: 11,988 -3,359 -20,138 -39,529 -14,407 -47,679 -37,904: 5,013 -4,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.6 24.9 46.5 57.8 95.5 95.3: 4.5 4.7
Old : 100.0: 24.1 12.6 24.9 46.5 57.8 95.5 95.3: 4.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 123 96 155 89 97 290 284:
Old : 338: 123 96 155 89 97 290 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 12.5 28.5 22.5 13.3 10.9 19.0 16.5
Old : 18.3 12.5 28.5 22.5 13.3 10.9 19.0 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, October 25, 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 : 209,881: 48,287 21,024 5,379 118,183 143,224 171,849 169,627: 38,032 40,254
Old : 209,881: 48,287 21,024 5,379 118,183 143,224 171,849 169,627: 38,032 40,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,729: -279 2,549 -266 1,261 -710 716 1,573: 1,013 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.0 2.6 56.3 68.2 81.9 80.8: 18.1 19.2
Old : 100.0: 23.0 10.0 2.6 56.3 68.2 81.9 80.8: 18.1 19.2
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 : 37: 6 7 9 18 23 29 34:
Old : 37: 6 7 9 18 23 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 30.4 56.5 48.6 38.1 27.4 51.8 41.6
Old : 40.1 30.4 56.5 48.6 38.1 27.4 51.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, October 25, 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 : 16,227: 500 1,049 350 15,355 14,828 16,205 16,227: 22 0
Old : 16,227: 500 1,049 350 15,355 14,828 16,205 16,227: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 424: 0 0 0 422 424 422 424: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.5 2.2 94.6 91.4 99.9 100.0: 0.1 0.0
Old : 100.0: 3.1 6.5 2.2 94.6 91.4 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 : 47: 3 4 3 32 30 36 36:
Old : 47: 3 4 3 32 30 36 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 : 37.9 33.3 57.0 52.4 28.0 29.2 38.2 42.5
Old : 37.9 33.3 57.0 52.4 28.0 29.2 38.2 42.5
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, October 25, 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 : 74,302: 3,906 14,826 5,515 62,955 49,815 72,376 70,156: 1,926 4,146
Old : 74,302: 3,906 14,826 5,515 62,955 49,815 72,376 70,156: 1,926 4,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -6,845: 300 -2,431 -6,430 -542 2,152 -6,672 -6,709: -173 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.0 7.4 84.7 67.0 97.4 94.4: 2.6 5.6
Old : 100.0: 5.3 20.0 7.4 84.7 67.0 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 8 15 25 22 40 37:
Old : 41: 6 8 15 25 22 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 36.4 69.6 56.9 38.5 30.6 52.4 44.8
Old : 51.5 36.4 69.6 56.9 38.5 30.6 52.4 44.8
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, October 25, 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 : 36,032: 4,061 2,329 3,635 25,371 27,295 33,067 33,259: 2,965 2,773
Old : 36,032: 4,061 2,329 3,635 25,371 27,295 33,067 33,259: 2,965 2,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,834: 731 -1,624 -2,034 -1,775 710 -3,078 -2,948: 244 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 6.5 10.1 70.4 75.8 91.8 92.3: 8.2 7.7
Old : 100.0: 11.3 6.5 10.1 70.4 75.8 91.8 92.3: 8.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 5 5 16 17 24 25:
Old : 29: 5 5 5 16 17 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 47.6 62.6 63.8 30.7 34.1 38.3 42.3
Old : 46.9 47.6 62.6 63.8 30.7 34.1 38.3 42.3
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, October 25, 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 : 13,685: 3,327 150 0 10,210 13,330 13,537 13,480: 148 205
Old : 13,685: 3,327 150 0 10,210 13,330 13,537 13,480: 148 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 150: -648 0 0 750 150 102 150: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.1 0.0 74.6 97.4 98.9 98.5: 1.1 1.5
Old : 100.0: 24.3 1.1 0.0 74.6 97.4 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 17 16 19 17:
Old : 29: 2 1 0 17 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 78.2 78.4 89.3 48.3 63.8 64.3 71.7
Old : 59.0 78.2 78.4 89.3 48.3 63.8 64.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, October 25, 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 : 20,325: 4,884 1,395 6,231 7,016 9,472 18,131 17,098: 2,194 3,227
Old : 20,325: 4,884 1,395 6,231 7,016 9,472 18,131 17,098: 2,194 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,853: -35 503 489 1,319 515 1,773 1,507: 80 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 6.9 30.7 34.5 46.6 89.2 84.1: 10.8 15.9
Old : 100.0: 24.0 6.9 30.7 34.5 46.6 89.2 84.1: 10.8 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 9 9 9 18 19:
Old : 20: 7 3 9 9 9 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 40.8 68.1 66.2 18.6 16.5 26.1 20.8
Old : 47.5 40.8 68.1 66.2 18.6 16.5 26.1 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 25, 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 : 18,747: 10,770 4,128 475 6,357 12,790 17,602 17,393: 1,145 1,354
Old : 18,747: 10,770 4,128 475 6,357 12,790 17,602 17,393: 1,145 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -651: -846 -326 -15 271 11 -590 -330: -61 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 22.0 2.5 33.9 68.2 93.9 92.8: 6.1 7.2
Old : 100.0: 57.4 22.0 2.5 33.9 68.2 93.9 92.8: 6.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 43 43 7 22 30 70 78:
Old : 135: 43 43 7 22 30 70 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.0 64.2 54.9 55.4 41.9 64.1 54.8
Old : 55.5 42.0 64.2 54.9 55.4 41.9 64.1 54.8
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, October 25, 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 : 37,291: 25,360 5,648 237 6,067 28,342 31,664 34,227: 5,627 3,064
Old : 37,291: 25,360 5,648 237 6,067 28,342 31,664 34,227: 5,627 3,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -366: -399 69 -91 -123 -422 -613 -444: 247 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 15.1 0.6 16.3 76.0 84.9 91.8: 15.1 8.2
Old : 100.0: 68.0 15.1 0.6 16.3 76.0 84.9 91.8: 15.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 65 35 6 20 31 87 70:
Old : 143: 65 35 6 20 31 87 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 39.5 39.7 55.6 25.5 39.0 39.7 55.2
Old : 25.5 39.5 39.7 55.6 25.5 39.0 39.7 55.2
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, October 25, 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 : 280,564: 85,581 24,931 26,762 148,615 216,310 260,958 268,003: 19,606 12,561
Old : 280,564: 85,581 24,931 26,762 148,615 216,310 260,958 268,003: 19,606 12,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,214: 7,501 -1,149 -695 -4,634 2,010 2,172 166: 42 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.9 9.5 53.0 77.1 93.0 95.5: 7.0 4.5
Old : 100.0: 30.5 8.9 9.5 53.0 77.1 93.0 95.5: 7.0 4.5
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 : 202: 76 21 49 75 87 173 142:
Old : 202: 76 21 49 75 87 173 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 25.6 26.2 40.5 10.8 17.2 17.7 25.7
Old : 16.3 25.6 26.2 40.5 10.8 17.2 17.7 25.7
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, October 25, 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 : 24,186: 8,308 280 996 7,587 17,295 16,891 18,571: 7,295 5,615
Old : 24,186: 8,308 280 996 7,587 17,295 16,891 18,571: 7,295 5,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 256: -244 0 180 146 567 82 747: 174 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 1.2 4.1 31.4 71.5 69.8 76.8: 30.2 23.2
Old : 100.0: 34.4 1.2 4.1 31.4 71.5 69.8 76.8: 30.2 23.2
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 : 25: 4 1 3 11 17 15 21:
Old : 25: 4 1 3 11 17 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 37.1 66.2 56.3 52.0 36.3 60.7 55.2
Old : 56.4 37.1 66.2 56.3 52.0 36.3 60.7 55.2
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, October 25, 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 : 25,855: 0 0 0 25,375 24,265 25,375 24,265: 480 1,590
Old : 25,855: 0 0 0 25,375 24,265 25,375 24,265: 480 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,070: 0 0 0 1,070 500 1,070 500: 0 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 93.9 98.1 93.9: 1.9 6.1
Old : 100.0: 0.0 0.0 0.0 98.1 93.9 98.1 93.9: 1.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 16 14 16:
Old : 21: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 53.1 88.9 78.4 58.6 52.1 68.6 65.1
Old : 72.2 53.1 88.9 78.4 58.6 52.1 68.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, October 25, 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 : 6,820: 100 0 0 6,687 6,800 6,787 6,800: 33 20
Old : 6,820: 100 0 0 6,687 6,800 6,787 6,800: 33 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 450: 0 0 0 450 450 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.0 99.7 99.5 99.7: 0.5 0.3
Old : 100.0: 1.5 0.0 0.0 98.0 99.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 0 33 31 34 31:
Old : 41: 1 0 0 33 31 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 44.0 52.9 66.0 29.0 40.7 41.3 48.9
Old : 34.2 44.0 52.9 66.0 29.0 40.7 41.3 48.9
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, October 25, 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 : 55,151: 300 342 27 54,090 54,303 54,417 54,672: 734 479
Old : 55,151: 300 342 27 54,090 54,303 54,417 54,672: 734 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,706: 0 -508 2 1,942 1,884 1,944 1,378: -238 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.6 0.0 98.1 98.5 98.7 99.1: 1.3 0.9
Old : 100.0: 0.5 0.6 0.0 98.1 98.5 98.7 99.1: 1.3 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 : 55: 1 3 2 43 33 46 36:
Old : 55: 1 3 2 43 33 46 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 : 58.6 52.3 72.2 70.0 46.0 43.5 54.1 55.2
Old : 58.6 52.3 72.2 70.0 46.0 43.5 54.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, October 25, 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 : 15,772: 0 300 0 15,652 15,447 15,652 15,747: 120 25
Old : 15,772: 0 300 0 15,652 15,447 15,652 15,747: 120 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 65: 0 0 0 65 65 65 65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 99.2 97.9 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 1.9 0.0 99.2 97.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 19 21 20:
Old : 27: 0 1 0 21 19 21 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 : 54.9 73.8 73.9 90.0 27.4 39.7 40.2 48.7
Old : 54.9 73.8 73.9 90.0 27.4 39.7 40.2 48.7
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, October 25, 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 : 6,445: 0 3,300 0 6,445 3,145 6,445 6,445: 0 0
Old : 6,445: 0 3,300 0 6,445 3,145 6,445 6,445: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,210: 0 300 0 1,255 910 1,255 1,210: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 51.2 0.0 100.0 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 51.2 0.0 100.0 48.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 5 0 29 15 29 20:
Old : 41: 0 5 0 29 15 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 : 44.1 77.3 68.6 87.8 44.1 74.4 64.3 82.9
Old : 44.1 77.3 68.6 87.8 44.1 74.4 64.3 82.9
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, October 25, 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 : 5,919: 164 0 68 5,378 5,761 5,610 5,829: 309 90
Old : 5,919: 164 0 68 5,378 5,761 5,610 5,829: 309 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -31: -30 0 30 -31 -61 -31 -31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 1.1 90.9 97.3 94.8 98.5: 5.2 1.5
Old : 100.0: 2.8 0.0 1.1 90.9 97.3 94.8 98.5: 5.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 19 16 20 17:
Old : 27: 1 0 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 55.6 75.3 85.1 34.2 32.9 45.6 49.9
Old : 54.4 55.6 75.3 85.1 34.2 32.9 45.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, October 25, 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 : 21,848: 816 2,436 776 20,251 18,601 21,843 21,813: 5 35
Old : 21,848: 816 2,436 776 20,251 18,601 21,843 21,813: 5 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 266: 93 0 -24 222 315 291 291: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 11.1 3.6 92.7 85.1 100.0 99.8: 0.0 0.2
Old : 100.0: 3.7 11.1 3.6 92.7 85.1 100.0 99.8: 0.0 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 : 64: 5 5 5 41 41 47 50:
Old : 64: 5 5 5 41 41 47 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 : 34.7 34.5 52.9 55.4 28.6 31.7 42.6 47.6
Old : 34.7 34.5 52.9 55.4 28.6 31.7 42.6 47.6
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, October 25, 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 : 13,586: 1,414 0 857 11,214 12,625 13,485 13,482: 101 104
Old : 13,586: 1,414 0 857 11,214 12,625 13,485 13,482: 101 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 354: 469 0 80 -204 265 345 345: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 6.3 82.5 92.9 99.3 99.2: 0.7 0.8
Old : 100.0: 10.4 0.0 6.3 82.5 92.9 99.3 99.2: 0.7 0.8
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 : 43: 4 0 2 33 30 37 32:
Old : 43: 4 0 2 33 30 37 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 : 37.2 40.0 60.4 57.8 36.7 38.0 51.6 51.3
Old : 37.2 40.0 60.4 57.8 36.7 38.0 51.6 51.3
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, October 25, 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 : 34,328: 11,211 865 733 22,112 32,079 34,056 33,677: 272 651
Old : 34,328: 11,211 865 733 22,112 32,079 34,056 33,677: 272 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 653: -330 0 0 983 653 653 653: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.5 2.1 64.4 93.4 99.2 98.1: 0.8 1.9
Old : 100.0: 32.7 2.5 2.1 64.4 93.4 99.2 98.1: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 3 5 27 36 34 44:
Old : 49: 7 3 5 27 36 34 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 : 55.1 49.2 69.4 64.6 52.6 47.2 66.0 57.1
Old : 55.1 49.2 69.4 64.6 52.6 47.2 66.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011