GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 6, 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 : 39,592: 394 0 12 39,076 39,293 39,482 39,305: 110 287
Old : 39,592: 394 0 12 39,076 39,293 39,482 39,305: 110 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -8,601: -11 0 -238 -8,348 -8,304 -8,597 -8,542: -4 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 98.7 99.2 99.7 99.3: 0.3 0.7
Old : 100.0: 1.0 0.0 0.0 98.7 99.2 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 0 1 39 50 41 51:
Old : 61: 2 0 1 39 50 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 33.7 61.2 53.3 16.2 12.1 23.8 20.5
Old : 36.7 33.7 61.2 53.3 16.2 12.1 23.8 20.5
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, December 6, 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 : 13,829: 0 0 0 13,680 13,745 13,680 13,745: 149 84
Old : 13,829: 0 0 0 13,680 13,745 13,680 13,745: 149 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,268: 0 0 0 -1,279 -1,252 -1,279 -1,252: 11 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.4 98.9 99.4: 1.1 0.6
Old : 100.0: 0.0 0.0 0.0 98.9 99.4 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 23 29 23 29:
Old : 32: 0 0 0 23 29 23 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 : 49.5 50.0 70.9 70.8 16.0 18.4 23.8 24.7
Old : 49.5 50.0 70.9 70.8 16.0 18.4 23.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, December 6, 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 : 10,160: 112 318 165 8,854 8,730 9,131 9,213: 1,029 947
Old : 10,160: 112 318 165 8,854 8,730 9,131 9,213: 1,029 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,054: 60 -30 -88 -1,026 -875 -1,054 -993: 0 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.1 1.6 87.1 85.9 89.9 90.7: 10.1 9.3
Old : 100.0: 1.1 3.1 1.6 87.1 85.9 89.9 90.7: 10.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 3 32 37 36 40:
Old : 41: 2 2 3 32 37 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 27.7 52.7 44.0 14.7 8.1 17.5 14.0
Old : 32.6 27.7 52.7 44.0 14.7 8.1 17.5 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 6, 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 : 5,937: 355 71 322 4,716 4,762 5,393 5,155: 544 782
Old : 5,937: 355 71 322 4,716 4,762 5,393 5,155: 544 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,525: -234 -5 -4 -1,341 -1,543 -1,579 -1,552: 54 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.2 5.4 79.4 80.2 90.8 86.8: 9.2 13.2
Old : 100.0: 6.0 1.2 5.4 79.4 80.2 90.8 86.8: 9.2 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 : 54: 3 2 3 41 41 45 46:
Old : 54: 3 2 3 41 41 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 31.5 47.2 46.9 22.2 28.9 33.1 36.4
Old : 31.9 31.5 47.2 46.9 22.2 28.9 33.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, December 6, 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 : 2,895: 95 493 96 1,833 1,985 2,024 2,574: 871 321
Old : 2,895: 95 493 96 1,833 1,985 2,024 2,574: 871 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -379: -95 -90 0 -494 -385 -589 -475: 210 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 17.0 3.3 63.3 68.6 69.9 88.9: 30.1 11.1
Old : 100.0: 3.3 17.0 3.3 63.3 68.6 69.9 88.9: 30.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 18 17 21 20:
Old : 25: 1 2 2 18 17 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 : 22.0 43.2 38.4 65.1 18.0 34.3 28.1 46.2
Old : 22.0 43.2 38.4 65.1 18.0 34.3 28.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, December 6, 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 : 8,640: 0 0 0 8,469 8,509 8,469 8,509: 171 131
Old : 8,640: 0 0 0 8,469 8,509 8,469 8,509: 171 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -910: 0 0 0 -1,051 -754 -1,051 -754: 141 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 98.5 98.0 98.5: 2.0 1.5
Old : 100.0: 0.0 0.0 0.0 98.0 98.5 98.0 98.5: 2.0 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: 0 0 0 20 17 20 17:
Old : 29: 0 0 0 20 17 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 : 48.9 75.5 78.5 89.4 46.9 64.0 69.5 70.9
Old : 48.9 75.5 78.5 89.4 46.9 64.0 69.5 70.9
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, December 6, 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 : 22,384: 0 448 126 22,258 21,810 22,384 22,384: 0 0
Old : 22,384: 0 448 126 22,258 21,810 22,384 22,384: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -4,510: 0 -75 -100 -4,410 -4,335 -4,510 -4,510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.6 99.4 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.0 0.6 99.4 97.4 100.0 100.0: 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 : 34: 0 2 1 26 26 27 28:
Old : 34: 0 2 1 26 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 45.7 68.8 70.4 29.2 30.0 41.9 42.4
Old : 48.2 45.7 68.8 70.4 29.2 30.0 41.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 6, 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 : 273,933: 50,769 35,691 25,414 156,886 188,933 233,069 250,038: 40,864 23,895
Old : 273,933: 50,769 35,691 25,414 156,886 188,933 233,069 250,038: 40,864 23,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,734: -2,222 1,870 -1,116 7,119 3,687 3,781 4,441: -1,047 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.0 9.3 57.3 69.0 85.1 91.3: 14.9 8.7
Old : 100.0: 18.5 13.0 9.3 57.3 69.0 85.1 91.3: 14.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 40 18 32 79 81 135 120:
Old : 158: 40 18 32 79 81 135 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 25.8 22.4 38.6 10.3 17.5 18.6 24.9
Old : 12.7 25.8 22.4 38.6 10.3 17.5 18.6 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, December 6, 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 : 11,235: 500 821 150 10,585 10,164 11,235 11,135: 0 100
Old : 11,235: 500 821 150 10,585 10,164 11,235 11,135: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -4,063: -550 -195 -350 -3,139 -3,518 -4,039 -4,063: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.3 1.3 94.2 90.5 100.0 99.1: 0.0 0.9
Old : 100.0: 4.5 7.3 1.3 94.2 90.5 100.0 99.1: 0.0 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 : 62: 4 4 1 40 38 44 43:
Old : 62: 4 4 1 40 38 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 28.8 41.6 44.4 22.8 21.4 36.1 34.3
Old : 24.1 28.8 41.6 44.4 22.8 21.4 36.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,107: 1,020 205 0 6,929 7,757 7,949 7,962: 158 145
Old : 8,107: 1,020 205 0 6,929 7,757 7,949 7,962: 158 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -392: 167 -205 -100 -431 -67 -364 -372: -28 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.5 0.0 85.5 95.7 98.1 98.2: 1.9 1.8
Old : 100.0: 12.6 2.5 0.0 85.5 95.7 98.1 98.2: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 0 25 22 31 25:
Old : 40: 6 3 0 25 22 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 41.9 63.6 64.5 33.4 39.7 46.9 56.3
Old : 47.3 41.9 63.6 64.5 33.4 39.7 46.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, December 6, 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 : 943,649: 167,830 334,318 307,696 403,549 254,924 879,075 896,938: 64,574 46,711
Old : 943,649: 167,830 334,318 307,696 403,549 254,924 879,075 896,938: 64,574 46,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -11,446: -89 -4,113 -10,019 -4,739 971 -14,847 -13,161: 3,401 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 35.4 32.6 42.8 27.0 93.2 95.0: 6.8 5.0
Old : 100.0: 17.8 35.4 32.6 42.8 27.0 93.2 95.0: 6.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 85 125 128 81 66 251 247:
Old : 311: 85 125 128 81 66 251 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 20.4 29.7 31.1 13.4 16.6 20.1 21.8
Old : 16.7 20.4 29.7 31.1 13.4 16.6 20.1 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders - Futures Only, December 6, 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 : 22,026: 10,506 11,386 5,869 4,659 4,309 21,034 21,564: 992 462
Old : 22,026: 10,506 11,386 5,869 4,659 4,309 21,034 21,564: 992 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 3,544: -11 489 2,730 975 475 3,694 3,694: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 51.7 26.6 21.2 19.6 95.5 97.9: 4.5 2.1
Old : 100.0: 47.7 51.7 26.6 21.2 19.6 95.5 97.9: 4.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 7 10 5 6 17 18:
Old : 21: 6 7 10 5 6 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 64.2 80.5 83.3 45.4 48.8 50.6 53.6
Old : 68.1 64.2 80.5 83.3 45.4 48.8 50.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, December 6, 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 : 55,087: 0 9,982 1,852 49,643 33,725 51,495 45,559: 3,592 9,528
Old : 55,087: 0 9,982 1,852 49,643 33,725 51,495 45,559: 3,592 9,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,697: 0 591 -1,076 -5,506 -10,235 -6,582 -10,720: 885 5,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 3.4 90.1 61.2 93.5 82.7: 6.5 17.3
Old : 100.0: 0.0 18.1 3.4 90.1 61.2 93.5 82.7: 6.5 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 11 14 14 17:
Old : 20: 0 3 3 11 14 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 55.5 80.0 72.1 50.7 47.9 69.1 59.3
Old : 52.4 55.5 80.0 72.1 50.7 47.9 69.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, December 6, 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 : 87,434: 2,224 16 2,998 72,342 74,385 77,564 77,399: 9,870 10,035
Old : 87,434: 2,224 16 2,998 72,342 74,385 77,564 77,399: 9,870 10,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,896: -562 -483 100 -5,387 -10,809 -5,849 -11,192: -47 5,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 3.4 82.7 85.1 88.7 88.5: 11.3 11.5
Old : 100.0: 2.5 0.0 3.4 82.7 85.1 88.7 88.5: 11.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 15 16 18 19:
Old : 24: 2 1 3 15 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 : 43.9 41.7 66.3 65.8 32.5 37.6 51.7 58.0
Old : 43.9 41.7 66.3 65.8 32.5 37.6 51.7 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, December 6, 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 : 2,494,503: 466,806 184,523 707,793 1,285,120 1,581,008 2,459,719 2,473,324: 34,784 21,179
Old : 2,494,503: 466,806 184,523 707,793 1,285,120 1,581,008 2,459,719 2,473,324: 34,784 21,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -9,271: 21,482 21,183 -30,322 -700 -1,220 -9,540 -10,359: 269 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.4 28.4 51.5 63.4 98.6 99.2: 1.4 0.8
Old : 100.0: 18.7 7.4 28.4 51.5 63.4 98.6 99.2: 1.4 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 : 156: 29 28 46 95 86 151 134:
Old : 156: 29 28 46 95 86 151 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 27.3 36.4 44.8 12.6 17.0 19.7 26.2
Old : 22.9 27.3 36.4 44.8 12.6 17.0 19.7 26.2
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, December 6, 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 : 1,061,770: 195,492 115,234 199,637 662,132 743,933 1,057,261 1,058,804: 4,509 2,966
Old : 1,061,770: 195,492 115,234 199,637 662,132 743,933 1,057,261 1,058,804: 4,509 2,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,801: 9,211 34 8,279 -3,810 5,139 13,680 13,452: -879 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.9 18.8 62.4 70.1 99.6 99.7: 0.4 0.3
Old : 100.0: 18.4 10.9 18.8 62.4 70.1 99.6 99.7: 0.4 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 : 85: 22 15 33 42 40 78 74:
Old : 85: 22 15 33 42 40 78 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 34.5 55.1 57.4 20.9 22.6 29.5 34.5
Old : 37.3 34.5 55.1 57.4 20.9 22.6 29.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, December 6, 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 : 14,049: 193 1,178 120 13,579 12,640 13,892 13,938: 157 111
Old : 14,049: 193 1,178 120 13,579 12,640 13,892 13,938: 157 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -5,109: -263 -371 12 -4,917 -4,546 -5,168 -4,905: 59 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.4 0.9 96.7 90.0 98.9 99.2: 1.1 0.8
Old : 100.0: 1.4 8.4 0.9 96.7 90.0 98.9 99.2: 1.1 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 : 57: 1 8 5 36 42 42 50:
Old : 57: 1 8 5 36 42 42 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 : 34.3 30.6 53.4 50.4 23.1 25.6 36.8 35.7
Old : 34.3 30.6 53.4 50.4 23.1 25.6 36.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, December 6, 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 : 2,498: 44 123 174 1,641 1,635 1,859 1,932: 639 566
Old : 2,498: 44 123 174 1,641 1,635 1,859 1,932: 639 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -374: 14 -20 -46 -243 -136 -275 -202: -99 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.9 7.0 65.7 65.5 74.4 77.3: 25.6 22.7
Old : 100.0: 1.8 4.9 7.0 65.7 65.5 74.4 77.3: 25.6 22.7
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 : 25: 2 2 2 19 20 22 24:
Old : 25: 2 2 2 19 20 22 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 : 26.7 30.7 43.9 44.2 16.2 18.7 21.7 24.4
Old : 26.7 30.7 43.9 44.2 16.2 18.7 21.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, December 6, 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 : 1,491: 46 182 0 1,040 1,046 1,086 1,228: 405 263
Old : 1,491: 46 182 0 1,040 1,046 1,086 1,228: 405 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -367: -58 50 0 -337 -397 -395 -347: 28 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 12.2 0.0 69.8 70.2 72.8 82.4: 27.2 17.6
Old : 100.0: 3.1 12.2 0.0 69.8 70.2 72.8 82.4: 27.2 17.6
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 : 26: 1 1 0 15 19 16 20:
Old : 26: 1 1 0 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.4 53.5 54.9 28.3 31.5 43.7 45.3
Old : 30.2 35.4 53.5 54.9 28.3 31.5 43.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, December 6, 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 : 58,718: 22,730 260 2,914 31,101 54,633 56,745 57,807: 1,973 911
Old : 58,718: 22,730 260 2,914 31,101 54,633 56,745 57,807: 1,973 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -568: -1,440 -80 252 1,717 421 529 593: -1,097 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 0.4 5.0 53.0 93.0 96.6 98.4: 3.4 1.6
Old : 100.0: 38.7 0.4 5.0 53.0 93.0 96.6 98.4: 3.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 4 33 29 37 35:
Old : 42: 4 2 4 33 29 37 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 : 55.5 65.8 68.9 79.0 50.6 55.7 59.0 63.7
Old : 55.5 65.8 68.9 79.0 50.6 55.7 59.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, December 6, 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 : 15,384: 200 1,082 1,226 12,814 12,670 14,240 14,978: 1,144 406
Old : 15,384: 200 1,082 1,226 12,814 12,670 14,240 14,978: 1,144 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -508: 120 20 -24 -569 -345 -473 -349: -35 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.0 8.0 83.3 82.4 92.6 97.4: 7.4 2.6
Old : 100.0: 1.3 7.0 8.0 83.3 82.4 92.6 97.4: 7.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 3 21 22 24 26:
Old : 31: 1 3 3 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 43.7 74.5 62.2 50.6 37.3 61.2 51.2
Old : 52.0 43.7 74.5 62.2 50.6 37.3 61.2 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 6, 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 : 10,622: 707 720 428 7,100 8,689 8,235 9,837: 2,387 785
Old : 10,622: 707 720 428 7,100 8,689 8,235 9,837: 2,387 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -285: -155 0 120 -400 -481 -435 -361: 150 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.8 4.0 66.8 81.8 77.5 92.6: 22.5 7.4
Old : 100.0: 6.7 6.8 4.0 66.8 81.8 77.5 92.6: 22.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 16 18 19:
Old : 22: 2 1 2 16 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 : 34.9 49.6 56.9 74.8 28.1 38.9 41.0 57.0
Old : 34.9 49.6 56.9 74.8 28.1 38.9 41.0 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, December 6, 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 : 11,946: 3,400 438 88 7,589 10,602 11,077 11,128: 869 818
Old : 11,946: 3,400 438 88 7,589 10,602 11,077 11,128: 869 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -187: -54 90 0 -83 -14 -137 76: -50 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.7 0.7 63.5 88.7 92.7 93.2: 7.3 6.8
Old : 100.0: 28.5 3.7 0.7 63.5 88.7 92.7 93.2: 7.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 13 16 16 17:
Old : 22: 2 1 1 13 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.7 81.0 68.4 50.1 32.9 63.5 52.3
Old : 56.8 44.7 81.0 68.4 50.1 32.9 63.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, December 6, 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 : 28,037: 2,954 3,180 142 22,422 22,329 25,518 25,651: 2,519 2,386
Old : 28,037: 2,954 3,180 142 22,422 22,329 25,518 25,651: 2,519 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -347: 306 -10 -98 -601 -47 -393 -155: 46 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.3 0.5 80.0 79.6 91.0 91.5: 9.0 8.5
Old : 100.0: 10.5 11.3 0.5 80.0 79.6 91.0 91.5: 9.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 24 22 26 24:
Old : 27: 2 1 1 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 56.0 59.1 76.4 25.5 49.7 40.6 56.6
Old : 39.1 56.0 59.1 76.4 25.5 49.7 40.6 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, December 6, 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 : 10,999: 4,770 0 638 4,377 8,620 9,785 9,258: 1,214 1,741
Old : 10,999: 4,770 0 638 4,377 8,620 9,785 9,258: 1,214 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 188: 522 -98 -22 -235 89 265 -31: -77 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 0.0 5.8 39.8 78.4 89.0 84.2: 11.0 15.8
Old : 100.0: 43.4 0.0 5.8 39.8 78.4 89.0 84.2: 11.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 18 16 20 17:
Old : 21: 2 0 1 18 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 : 62.1 46.1 75.3 67.3 59.6 41.9 67.0 57.6
Old : 62.1 46.1 75.3 67.3 59.6 41.9 67.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, December 6, 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 : 12,684: 0 1,878 586 11,114 9,639 11,700 12,103: 984 581
Old : 12,684: 0 1,878 586 11,114 9,639 11,700 12,103: 984 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -366: 0 34 -18 -216 -337 -234 -321: -132 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 4.6 87.6 76.0 92.2 95.4: 7.8 4.6
Old : 100.0: 0.0 14.8 4.6 87.6 76.0 92.2 95.4: 7.8 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 : 26: 0 3 2 21 16 23 19:
Old : 26: 0 3 2 21 16 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 : 47.8 43.4 67.9 69.1 43.5 30.1 58.4 49.1
Old : 47.8 43.4 67.9 69.1 43.5 30.1 58.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, December 6, 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 : 63,247: 0 0 0 63,226 63,247 63,226 63,247: 21 0
Old : 63,247: 0 0 0 63,226 63,247 63,226 63,247: 21 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,164: 0 0 0 -2,143 -2,164 -2,143 -2,164: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 19 17 19 17:
Old : 28: 0 0 0 19 17 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 : 67.0 80.1 83.2 96.3 66.7 75.8 82.1 90.8
Old : 67.0 80.1 83.2 96.3 66.7 75.8 82.1 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, December 6, 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 : 1,029,530: 0 0 0 1,029,530 1,029,530 1,029,530 1,029,530: 0 0
Old : 1,029,530: 0 0 0 1,029,530 1,029,530 1,029,530 1,029,530: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -23,950: 0 0 0 -23,950 -23,950 -23,950 -23,950: 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 : 28: 0 0 0 20 17 20 17:
Old : 28: 0 0 0 20 17 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 : 69.9 82.4 87.8 94.2 67.6 77.9 83.3 86.5
Old : 69.9 82.4 87.8 94.2 67.6 77.9 83.3 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, December 6, 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 : 315,637: 0 0 0 315,637 315,637 315,637 315,637: 0 0
Old : 315,637: 0 0 0 315,637 315,637 315,637 315,637: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -27,335: 0 0 0 -27,335 -27,335 -27,335 -27,335: 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 : 20: 0 0 0 11 11 11 11:
Old : 20: 0 0 0 11 11 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6
Old : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, December 6, 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 : 35,697: 0 0 0 35,697 35,697 35,697 35,697: 0 0
Old : 35,697: 0 0 0 35,697 35,697 35,697 35,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,612: 0 0 0 -3,612 -3,612 -3,612 -3,612: 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 : 60.6 75.6 88.0 95.1 60.6 75.6 84.0 89.6
Old : 60.6 75.6 88.0 95.1 60.6 75.6 84.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, December 6, 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 : 659,481: 0 0 0 659,481 659,481 659,481 659,481: 0 0
Old : 659,481: 0 0 0 659,481 659,481 659,481 659,481: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -68,145: 0 0 0 -68,145 -68,145 -68,145 -68,145: 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 : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8
Old : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, December 6, 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 : 119,139: 105 0 0 118,779 119,139 118,884 119,139: 255 0
Old : 119,139: 105 0 0 118,779 119,139 118,884 119,139: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -8,475: -105 0 0 -8,370 -8,475 -8,475 -8,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.7 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.1 0.0 0.0 99.7 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 16 29 17 29:
Old : 38: 1 0 0 16 29 17 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 : 61.7 40.8 85.1 62.6 61.1 40.8 79.8 62.0
Old : 61.7 40.8 85.1 62.6 61.1 40.8 79.8 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, December 6, 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 : 2,006,078: 4,080 0 0 2,001,998 2,006,078 2,006,078 2,006,078: 0 0
Old : 2,006,078: 4,080 0 0 2,001,998 2,006,078 2,006,078 2,006,078: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -164,745: -3,850 0 0 -160,895 -164,745 -164,745 -164,745: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 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 : 39: 1 0 0 17 28 18 28:
Old : 39: 1 0 0 17 28 18 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 : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7
Old : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, December 6, 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 : 49,104: 1,579 824 3,018 44,507 45,262 49,104 49,104: 0 0
Old : 49,104: 1,579 824 3,018 44,507 45,262 49,104 49,104: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,289: 304 -1,580 971 -3,564 -1,680 -2,289 -2,289: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.7 6.1 90.6 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 1.7 6.1 90.6 92.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 2 27 22 30 26:
Old : 36: 2 3 2 27 22 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 50.8 63.4 73.4 41.3 49.2 60.3 69.7
Old : 41.6 50.8 63.4 73.4 41.3 49.2 60.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, December 6, 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 : 1,182,422: 37,512 44,995 13,965 1,130,945 1,123,462 1,182,422 1,182,422: 0 0
Old : 1,182,422: 37,512 44,995 13,965 1,130,945 1,123,462 1,182,422 1,182,422: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -34,875: -9,408 -10,455 4,680 -30,147 -29,100 -34,875 -34,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.8 1.2 95.6 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 3.8 1.2 95.6 95.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 1 27 22 30 25:
Old : 37: 2 3 1 27 22 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 56.9 60.8 77.2 39.6 49.8 57.4 69.2
Old : 40.4 56.9 60.8 77.2 39.6 49.8 57.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, December 6, 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 : 51,399: 0 790 0 51,378 50,354 51,378 51,144: 21 255
Old : 51,399: 0 790 0 51,378 50,354 51,378 51,144: 21 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,090: 0 178 0 -2,069 -2,268 -2,069 -2,090: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 100.0 98.0 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 1.5 0.0 100.0 98.0 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 20 18 20 20:
Old : 27: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4
Old : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4
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, December 6, 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 : 24,962: 0 4,806 294 24,668 19,862 24,962 24,962: 0 0
Old : 24,962: 0 4,806 294 24,668 19,862 24,962 24,962: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 6,957: 0 -126 0 6,957 7,083 6,957 6,957: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.3 1.2 98.8 79.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 19.3 1.2 98.8 79.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 9 14 10:
Old : 20: 0 1 1 13 9 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 : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3
Old : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3
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, December 6, 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 : 48,771: 2,550 2,340 210 45,906 46,221 48,666 48,771: 105 0
Old : 48,771: 2,550 2,340 210 45,906 46,221 48,666 48,771: 105 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -216: 0 1,485 -210 15 -1,491 -195 -216: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.8 0.4 94.1 94.8 99.8 100.0: 0.2 0.0
Old : 100.0: 5.2 4.8 0.4 94.1 94.8 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 : 30: 1 1 1 16 20 18 21:
Old : 30: 1 1 1 16 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 47.9 91.8 68.8 56.5 31.3 70.0 52.2
Old : 74.8 47.9 91.8 68.8 56.5 31.3 70.0 52.2
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, December 6, 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 : 41,446: 18,515 0 2,770 19,906 38,676 41,191 41,446: 255 0
Old : 41,446: 18,515 0 2,770 19,906 38,676 41,191 41,446: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 6,218: -68 0 -147 6,433 6,365 6,218 6,218: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 0.0 6.7 48.0 93.3 99.4 100.0: 0.6 0.0
Old : 100.0: 44.7 0.0 6.7 48.0 93.3 99.4 100.0: 0.6 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: 2 0 2 10 15 12 17:
Old : 21: 2 0 2 10 15 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 : 80.9 84.2 97.4 94.3 75.6 81.2 85.3 86.5
Old : 80.9 84.2 97.4 94.3 75.6 81.2 85.3 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, December 6, 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 : 17,713: 765 1,267 21 16,140 16,170 16,926 17,458: 787 255
Old : 17,713: 765 1,267 21 16,140 16,170 16,926 17,458: 787 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,121: 0 1,071 -126 -1,764 -2,016 -1,890 -1,071: -231 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.2 0.1 91.1 91.3 95.6 98.6: 4.4 1.4
Old : 100.0: 4.3 7.2 0.1 91.1 91.3 95.6 98.6: 4.4 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 : 24: 1 2 1 14 14 16 16:
Old : 24: 1 2 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9
Old : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, December 6, 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 : 915,333: 23,400 35,926 1,224 890,709 878,183 915,333 915,333: 0 0
Old : 915,333: 23,400 35,926 1,224 890,709 878,183 915,333 915,333: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -55,390: 0 -5,015 0 -55,390 -50,375 -55,390 -55,390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.9 0.1 97.3 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 3.9 0.1 97.3 95.9 100.0 100.0: 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 : 31: 1 2 1 21 21 23 23:
Old : 31: 1 2 1 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 : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0
Old : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, December 6, 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 : 977,452: 95,735 0 0 881,717 977,452 977,452 977,452: 0 0
Old : 977,452: 95,735 0 0 881,717 977,452 977,452 977,452: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -8,522: 0 0 0 -8,522 -8,522 -8,522 -8,522: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.0 90.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.8 0.0 0.0 90.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 16 18 18 18:
Old : 26: 2 0 0 16 18 18 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 : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8
Old : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8
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, December 6, 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 : 119,845: 0 2,040 0 119,845 117,805 119,845 119,845: 0 0
Old : 119,845: 0 2,040 0 119,845 117,805 119,845 119,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -11,935: 0 -1,925 0 -11,935 -10,010 -11,935 -11,935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 0.0 100.0 98.3 100.0 100.0: 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 : 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 : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9
Old : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, December 6, 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 : 19,200: 230 36 77 18,790 18,908 19,097 19,021: 103 179
Old : 19,200: 230 36 77 18,790 18,908 19,097 19,021: 103 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,027: -65 -20 -35 -2,927 -3,001 -3,027 -3,056: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.2 0.4 97.9 98.5 99.5 99.1: 0.5 0.9
Old : 100.0: 1.2 0.2 0.4 97.9 98.5 99.5 99.1: 0.5 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: 4 1 3 40 37 45 40:
Old : 54: 4 1 3 40 37 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 43.5 59.5 66.2 32.4 40.3 44.2 56.0
Old : 38.7 43.5 59.5 66.2 32.4 40.3 44.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, December 6, 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 : 9,288: 145 90 0 8,858 8,744 9,003 8,834: 285 454
Old : 9,288: 145 90 0 8,858 8,744 9,003 8,834: 285 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,310: -5 0 0 -1,334 -1,265 -1,339 -1,265: 29 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.0 0.0 95.4 94.1 96.9 95.1: 3.1 4.9
Old : 100.0: 1.6 1.0 0.0 95.4 94.1 96.9 95.1: 3.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 18 20 19 21:
Old : 25: 1 1 0 18 20 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 : 61.0 64.4 77.8 81.6 49.8 63.7 64.4 69.2
Old : 61.0 64.4 77.8 81.6 49.8 63.7 64.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, December 6, 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 : 6,713: 0 45 25 6,508 6,400 6,533 6,470: 180 243
Old : 6,713: 0 45 25 6,508 6,400 6,533 6,470: 180 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -733: -5 -15 -5 -630 -736 -640 -756: -93 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.4 96.9 95.3 97.3 96.4: 2.7 3.6
Old : 100.0: 0.0 0.7 0.4 96.9 95.3 97.3 96.4: 2.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 21 23 22 25:
Old : 30: 0 2 1 21 23 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 : 56.2 54.3 76.0 78.9 52.5 46.5 64.7 61.7
Old : 56.2 54.3 76.0 78.9 52.5 46.5 64.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, December 6, 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 : 9,643: 0 0 0 8,355 8,511 8,355 8,511: 1,288 1,132
Old : 9,643: 0 0 0 8,355 8,511 8,355 8,511: 1,288 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -985: 0 0 0 -891 -925 -891 -925: -94 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.6 88.3 86.6 88.3: 13.4 11.7
Old : 100.0: 0.0 0.0 0.0 86.6 88.3 86.6 88.3: 13.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 24 21 24 21:
Old : 29: 0 0 0 24 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.2 71.3 74.6 51.4 50.3 64.7 68.6
Old : 53.6 51.2 71.3 74.6 51.4 50.3 64.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, December 6, 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 : 1,332,544: 308,190 152,386 365,043 573,061 756,902 1,246,294 1,274,331: 86,250 58,213
Old : 1,332,544: 308,190 152,386 365,043 573,061 756,902 1,246,294 1,274,331: 86,250 58,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 30,032: 185 860 28,979 -3,665 2,346 25,499 32,185: 4,533 -2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 11.4 27.4 43.0 56.8 93.5 95.6: 6.5 4.4
Old : 100.0: 23.1 11.4 27.4 43.0 56.8 93.5 95.6: 6.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 114 83 141 84 101 271 265:
Old : 317: 114 83 141 84 101 271 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 14.0 29.9 24.2 15.5 11.4 20.9 17.5
Old : 19.7 14.0 29.9 24.2 15.5 11.4 20.9 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, December 6, 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 : 196,946: 46,438 15,476 3,987 110,782 133,298 161,207 152,761: 35,739 44,185
Old : 196,946: 46,438 15,476 3,987 110,782 133,298 161,207 152,761: 35,739 44,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -11,301: -1,157 -3,330 -1,272 -7,430 -9,165 -9,859 -13,767: -1,442 2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.9 2.0 56.2 67.7 81.9 77.6: 18.1 22.4
Old : 100.0: 23.6 7.9 2.0 56.2 67.7 81.9 77.6: 18.1 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 7 8 21 23 31 33:
Old : 36: 5 7 8 21 23 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 31.1 58.7 49.2 38.9 27.7 53.3 41.3
Old : 40.7 31.1 58.7 49.2 38.9 27.7 53.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, December 6, 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 : 16,528: 200 1,175 575 15,732 14,777 16,507 16,527: 21 1
Old : 16,528: 200 1,175 575 15,732 14,777 16,507 16,527: 21 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,189: -75 17 200 -1,506 -1,598 -1,381 -1,381: -808 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.1 3.5 95.2 89.4 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 7.1 3.5 95.2 89.4 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 : 45: 1 5 3 32 29 36 34:
Old : 45: 1 5 3 32 29 36 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 : 31.8 43.2 53.5 64.3 29.4 36.0 41.1 47.2
Old : 31.8 43.2 53.5 64.3 29.4 36.0 41.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 6, 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 : 57,181: 4,006 12,105 2,030 47,635 36,721 53,671 50,856: 3,510 6,325
Old : 57,181: 4,006 12,105 2,030 47,635 36,721 53,671 50,856: 3,510 6,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 50: 183 0 -38 0 -212 145 -250: -95 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.2 3.6 83.3 64.2 93.9 88.9: 6.1 11.1
Old : 100.0: 7.0 21.2 3.6 83.3 64.2 93.9 88.9: 6.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 5 7 21 16 30 23:
Old : 30: 3 5 7 21 16 30 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 : 55.5 43.8 71.2 66.4 38.4 37.3 51.3 48.3
Old : 55.5 43.8 71.2 66.4 38.4 37.3 51.3 48.3
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, December 6, 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 : 28,974: 2,632 2,702 1,418 22,940 22,390 26,990 26,510: 1,984 2,464
Old : 28,974: 2,632 2,702 1,418 22,940 22,390 26,990 26,510: 1,984 2,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 11: 40 -1,708 818 -607 1,441 251 551: -240 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 9.3 4.9 79.2 77.3 93.2 91.5: 6.8 8.5
Old : 100.0: 9.1 9.3 4.9 79.2 77.3 93.2 91.5: 6.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 4 13 15 19 21:
Old : 23: 2 5 4 13 15 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 : 57.4 53.3 73.6 69.4 43.2 33.5 51.3 43.3
Old : 57.4 53.3 73.6 69.4 43.2 33.5 51.3 43.3
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, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,270: 2,227 50 0 6,965 9,195 9,192 9,245: 78 25
Old : 9,270: 2,227 50 0 6,965 9,195 9,192 9,245: 78 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,065: -400 -50 0 -1,695 -1,990 -2,095 -2,040: 30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.5 0.0 75.1 99.2 99.2 99.7: 0.8 0.3
Old : 100.0: 24.0 0.5 0.0 75.1 99.2 99.2 99.7: 0.8 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 : 30: 2 1 0 16 17 18 18:
Old : 30: 2 1 0 16 17 18 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 : 59.8 76.1 83.1 88.6 59.1 62.8 73.2 73.6
Old : 59.8 76.1 83.1 88.6 59.1 62.8 73.2 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 19,774: 11,201 4,832 134 7,386 13,438 18,721 18,404: 1,053 1,370
Old : 19,774: 11,201 4,832 134 7,386 13,438 18,721 18,404: 1,053 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -73: 198 -496 -26 -282 536 -110 14: 37 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 24.4 0.7 37.4 68.0 94.7 93.1: 5.3 6.9
Old : 100.0: 56.6 24.4 0.7 37.4 68.0 94.7 93.1: 5.3 6.9
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 : 130: 41 39 5 31 29 74 72:
Old : 130: 41 39 5 31 29 74 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 39.0 58.5 50.2 46.3 37.1 58.3 48.2
Old : 46.4 39.0 58.5 50.2 46.3 37.1 58.3 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, December 6, 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 : 41,893: 28,967 8,221 349 5,954 29,880 35,270 38,450: 6,623 3,443
Old : 41,893: 28,967 8,221 349 5,954 29,880 35,270 38,450: 6,623 3,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 3,073: 2,287 1,809 62 235 756 2,584 2,627: 489 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 19.6 0.8 14.2 71.3 84.2 91.8: 15.8 8.2
Old : 100.0: 69.1 19.6 0.8 14.2 71.3 84.2 91.8: 15.8 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 : 150: 70 36 7 22 33 93 75:
Old : 150: 70 36 7 22 33 93 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.1 37.7 52.1 26.2 35.6 37.7 51.6
Old : 26.2 36.1 37.7 52.1 26.2 35.6 37.7 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, December 6, 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 : 270,399: 77,708 23,494 26,857 146,395 207,230 250,960 257,581: 19,439 12,818
Old : 270,399: 77,708 23,494 26,857 146,395 207,230 250,960 257,581: 19,439 12,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 4,133: 3,356 -1,345 -2,636 -353 8,366 367 4,385: 3,766 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.7 9.9 54.1 76.6 92.8 95.3: 7.2 4.7
Old : 100.0: 28.7 8.7 9.9 54.1 76.6 92.8 95.3: 7.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 65 18 37 80 91 161 134:
Old : 189: 65 18 37 80 91 161 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 24.5 27.8 39.6 10.9 16.7 18.0 23.9
Old : 17.9 24.5 27.8 39.6 10.9 16.7 18.0 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, December 6, 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 : 19,280: 7,241 0 993 6,407 12,221 14,641 13,214: 4,639 6,066
Old : 19,280: 7,241 0 993 6,407 12,221 14,641 13,214: 4,639 6,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,842: -1,397 0 -75 -1,069 -3,750 -2,541 -3,825: -1,301 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 0.0 5.2 33.2 63.4 75.9 68.5: 24.1 31.5
Old : 100.0: 37.6 0.0 5.2 33.2 63.4 75.9 68.5: 24.1 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 0 3 11 14 16 17:
Old : 21: 5 0 3 11 14 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 : 53.6 40.4 68.7 58.0 49.2 37.8 61.3 51.5
Old : 53.6 40.4 68.7 58.0 49.2 37.8 61.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 8,497: 0 0 0 7,469 7,056 7,469 7,056: 1,028 1,441
Old : 8,497: 0 0 0 7,469 7,056 7,469 7,056: 1,028 1,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,049: 0 0 0 -865 -1,477 -865 -1,477: -184 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.9 83.0 87.9 83.0: 12.1 17.0
Old : 100.0: 0.0 0.0 0.0 87.9 83.0 87.9 83.0: 12.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 15 16 15:
Old : 20: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 48.6 63.0 71.4 36.5 37.8 54.4 51.3
Old : 40.3 48.6 63.0 71.4 36.5 37.8 54.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, December 6, 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 : 7,164: 400 633 200 6,544 6,311 7,144 7,144: 20 20
Old : 7,164: 400 633 200 6,544 6,311 7,144 7,144: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,340: 0 126 150 -1,490 -1,616 -1,340 -1,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.8 2.8 91.3 88.1 99.7 99.7: 0.3 0.3
Old : 100.0: 5.6 8.8 2.8 91.3 88.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 25 27 28 30:
Old : 39: 2 1 2 25 27 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 32.7 65.4 57.5 37.9 30.0 48.7 44.2
Old : 42.9 32.7 65.4 57.5 37.9 30.0 48.7 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, December 6, 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 : 51,315: 575 134 0 50,079 50,823 50,654 50,957: 661 358
Old : 51,315: 575 134 0 50,079 50,823 50,654 50,957: 661 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -8,431: 0 1 -2 -8,221 -8,340 -8,223 -8,341: -208 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.3 0.0 97.6 99.0 98.7 99.3: 1.3 0.7
Old : 100.0: 1.1 0.3 0.0 97.6 99.0 98.7 99.3: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 1 0 43 35 45 36:
Old : 54: 2 1 0 43 35 45 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 : 61.3 56.8 74.3 72.1 58.0 53.2 68.0 66.6
Old : 61.3 56.8 74.3 72.1 58.0 53.2 68.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, December 6, 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 : 13,076: 0 0 0 12,956 13,076 12,956 13,076: 120 0
Old : 13,076: 0 0 0 12,956 13,076 12,956 13,076: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,965: 0 0 0 -1,965 -1,965 -1,965 -1,965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 100.0 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 0.0 0.0 99.1 100.0 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 17 20 17:
Old : 25: 0 0 0 20 17 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 : 65.2 79.5 83.0 92.8 46.2 69.1 63.6 73.1
Old : 65.2 79.5 83.0 92.8 46.2 69.1 63.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, December 6, 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 : 6,015: 50 2,425 0 5,965 3,590 6,015 6,015: 0 0
Old : 6,015: 50 2,425 0 5,965 3,590 6,015 6,015: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -830: -500 -400 0 -330 -430 -830 -830: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 40.3 0.0 99.2 59.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 40.3 0.0 99.2 59.7 100.0 100.0: 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 : 38: 1 3 0 29 18 30 21:
Old : 38: 1 3 0 29 18 30 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 : 35.7 70.8 59.4 85.0 34.4 61.7 52.7 71.1
Old : 35.7 70.8 59.4 85.0 34.4 61.7 52.7 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, December 6, 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 : 3,845: 9 0 78 3,346 3,665 3,433 3,743: 412 102
Old : 3,845: 9 0 78 3,346 3,665 3,433 3,743: 412 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,426: 9 -76 -9 -1,375 -1,311 -1,375 -1,396: -51 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 2.0 87.0 95.3 89.3 97.3: 10.7 2.7
Old : 100.0: 0.2 0.0 2.0 87.0 95.3 89.3 97.3: 10.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 17 12 18 13:
Old : 22: 1 0 1 17 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 56.4 72.0 84.9 31.0 36.1 39.8 50.2
Old : 55.7 56.4 72.0 84.9 31.0 36.1 39.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, December 6, 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 : 23,494: 752 3,734 933 21,799 18,724 23,484 23,391: 10 103
Old : 23,494: 752 3,734 933 21,799 18,724 23,484 23,391: 10 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,797: 132 -335 -266 -2,653 -2,221 -2,787 -2,822: -10 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.9 4.0 92.8 79.7 100.0 99.6: 0.0 0.4
Old : 100.0: 3.2 15.9 4.0 92.8 79.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 5 4 38 39 42 46:
Old : 58: 2 5 4 38 39 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 40.3 53.7 56.8 27.9 38.4 44.4 51.4
Old : 33.4 40.3 53.7 56.8 27.9 38.4 44.4 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders - Futures Only, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,370: 264 2,026 0 4,074 2,190 4,338 4,216: 32 154
Old : 4,370: 264 2,026 0 4,074 2,190 4,338 4,216: 32 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,745: -1,644 156 0 -69 -1,831 -1,713 -1,675: -32 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 46.4 0.0 93.2 50.1 99.3 96.5: 0.7 3.5
Old : 100.0: 6.0 46.4 0.0 93.2 50.1 99.3 96.5: 0.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 8 13 9 16:
Old : 21: 1 3 0 8 13 9 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 : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9
Old : 86.0 60.1 98.5 84.0 76.5 60.0 84.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, December 6, 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 : 11,603: 1,814 749 612 9,126 10,227 11,552 11,588: 51 15
Old : 11,603: 1,814 749 612 9,126 10,227 11,552 11,588: 51 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,849: 96 257 -331 -1,566 -1,721 -1,801 -1,795: -48 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.5 5.3 78.7 88.1 99.6 99.9: 0.4 0.1
Old : 100.0: 15.6 6.5 5.3 78.7 88.1 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 3 2 28 29 33 32:
Old : 45: 3 3 2 28 29 33 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 : 49.6 45.2 69.8 69.7 49.6 39.7 65.9 58.8
Old : 49.6 45.2 69.8 69.7 49.6 39.7 65.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, December 6, 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 : 32,840: 10,796 2,276 816 21,018 29,345 32,630 32,437: 210 403
Old : 32,840: 10,796 2,276 816 21,018 29,345 32,630 32,437: 210 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,871: -433 126 -260 -2,146 -2,667 -2,839 -2,801: -32 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.9 2.5 64.0 89.4 99.4 98.8: 0.6 1.2
Old : 100.0: 32.9 6.9 2.5 64.0 89.4 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 4 5 28 37 35 45:
Old : 53: 6 4 5 28 37 35 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 49.4 73.7 64.7 59.7 48.1 68.3 59.4
Old : 62.7 49.4 73.7 64.7 59.7 48.1 68.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011