GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 42,244: 533 0 565 40,768 41,494 41,866 42,059: 378 185
Old : 42,244: 533 0 565 40,768 41,494 41,866 42,059: 378 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -11: 245 0 55 -311 -54 -11 1: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.3 96.5 98.2 99.1 99.6: 0.9 0.4
Old : 100.0: 1.3 0.0 1.3 96.5 98.2 99.1 99.6: 0.9 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 : 55: 1 0 1 38 47 39 48:
Old : 55: 1 0 1 38 47 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 36.7 70.9 54.5 22.3 17.1 30.4 26.1
Old : 50.7 36.7 70.9 54.5 22.3 17.1 30.4 26.1
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,004: 0 0 0 26,837 26,982 26,837 26,982: 167 22
Old : 27,004: 0 0 0 26,837 26,982 26,837 26,982: 167 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,686: 0 0 0 1,686 1,686 1,686 1,686: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.9 99.4 99.9: 0.6 0.1
Old : 100.0: 0.0 0.0 0.0 99.4 99.9 99.4 99.9: 0.6 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 : 35: 0 0 0 21 32 21 32:
Old : 35: 0 0 0 21 32 21 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 : 53.5 48.2 78.8 80.9 12.0 10.3 17.6 15.4
Old : 53.5 48.2 78.8 80.9 12.0 10.3 17.6 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,751: 67 263 354 9,372 9,124 9,793 9,741: 958 1,010
Old : 10,751: 67 263 354 9,372 9,124 9,793 9,741: 958 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 430: 67 7 -167 450 516 350 356: 80 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.4 3.3 87.2 84.9 91.1 90.6: 8.9 9.4
Old : 100.0: 0.6 2.4 3.3 87.2 84.9 91.1 90.6: 8.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 2 37 41 39 44:
Old : 44: 1 1 2 37 41 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 24.7 45.7 40.9 14.5 8.0 18.6 12.5
Old : 27.4 24.7 45.7 40.9 14.5 8.0 18.6 12.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,112: 529 245 237 5,675 6,066 6,441 6,548: 671 564
Old : 7,112: 529 245 237 5,675 6,066 6,441 6,548: 671 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 207: 20 65 -3 304 314 321 376: -114 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.4 3.3 79.8 85.3 90.6 92.1: 9.4 7.9
Old : 100.0: 7.4 3.4 3.3 79.8 85.3 90.6 92.1: 9.4 7.9
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 4 49 49 55 56:
Old : 62: 4 4 4 49 49 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 20.7 39.3 33.2 17.3 15.3 23.7 22.3
Old : 25.4 20.7 39.3 33.2 17.3 15.3 23.7 22.3
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,704: 130 15 174 1,520 2,161 1,824 2,350: 880 354
Old : 2,704: 130 15 174 1,520 2,161 1,824 2,350: 880 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 220: 77 -202 130 0 262 207 190: 13 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 6.4 56.2 79.9 67.5 86.9: 32.5 13.1
Old : 100.0: 4.8 0.6 6.4 56.2 79.9 67.5 86.9: 32.5 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 17 22 19:
Old : 25: 2 1 2 19 17 22 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 : 28.5 40.5 44.6 60.7 19.7 30.0 26.6 42.7
Old : 28.5 40.5 44.6 60.7 19.7 30.0 26.6 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,561: 175 0 51 2,086 2,198 2,312 2,249: 249 312
Old : 2,561: 175 0 51 2,086 2,198 2,312 2,249: 249 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 104: 13 0 -1 100 148 112 147: -8 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 2.0 81.5 85.8 90.3 87.8: 9.7 12.2
Old : 100.0: 6.8 0.0 2.0 81.5 85.8 90.3 87.8: 9.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 17 17 19 19:
Old : 23: 2 0 2 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.4 79.7 75.4 67.9 54.3 77.0 72.5
Old : 68.1 54.4 79.7 75.4 67.9 54.3 77.0 72.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,973: 0 0 0 9,787 9,847 9,787 9,847: 186 126
Old : 9,973: 0 0 0 9,787 9,847 9,787 9,847: 186 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 220: 0 0 0 220 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 98.7 98.1 98.7: 1.9 1.3
Old : 100.0: 0.0 0.0 0.0 98.1 98.7 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 16 18 16 18:
Old : 25: 0 0 0 16 18 16 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 : 60.4 74.3 85.5 89.9 57.7 67.7 76.5 79.8
Old : 60.4 74.3 85.5 89.9 57.7 67.7 76.5 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 8,637: 0 176 0 8,247 8,048 8,247 8,224: 390 413
Old : 8,637: 0 176 0 8,247 8,048 8,247 8,224: 390 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -124: 0 0 0 -124 -124 -124 -124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 95.5 93.2 95.5 95.2: 4.5 4.8
Old : 100.0: 0.0 2.0 0.0 95.5 93.2 95.5 95.2: 4.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 15 14 15 15:
Old : 20: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 60.6 86.4 81.4 56.3 48.0 68.0 61.8
Old : 68.8 60.6 86.4 81.4 56.3 48.0 68.0 61.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,504: 0 1,638 212 25,292 23,654 25,504 25,504: 0 0
Old : 25,504: 0 1,638 212 25,292 23,654 25,504 25,504: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 823: 0 1,080 -31 854 -226 823 823: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.8 99.2 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.4 0.8 99.2 92.7 100.0 100.0: 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 : 34: 0 1 1 29 26 30 27:
Old : 34: 0 1 1 29 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 49.5 71.9 72.2 30.6 32.9 40.1 44.6
Old : 52.1 49.5 71.9 72.2 30.6 32.9 40.1 44.6
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 291,410: 73,042 39,801 30,765 137,282 194,518 241,089 265,084: 50,321 26,326
Old : 291,410: 73,042 39,801 30,765 137,282 194,518 241,089 265,084: 50,321 26,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 5,673: 277 -996 -1,339 7,035 7,344 5,973 5,009: -300 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.7 10.6 47.1 66.8 82.7 91.0: 17.3 9.0
Old : 100.0: 25.1 13.7 10.6 47.1 66.8 82.7 91.0: 17.3 9.0
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 : 168: 53 24 40 75 78 146 125:
Old : 168: 53 24 40 75 78 146 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 27.1 20.1 42.1 8.9 21.0 16.7 31.4
Old : 11.1 27.1 20.1 42.1 8.9 21.0 16.7 31.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 15,128: 0 3,436 92 15,001 11,496 15,093 15,024: 35 104
Old : 15,128: 0 3,436 92 15,001 11,496 15,093 15,024: 35 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,114: 0 -78 -58 1,172 1,208 1,114 1,072: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.7 0.6 99.2 76.0 99.8 99.3: 0.2 0.7
Old : 100.0: 0.0 22.7 0.6 99.2 76.0 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 0 7 2 40 44 42 52:
Old : 63: 0 7 2 40 44 42 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 36.9 48.9 50.9 26.1 30.1 41.4 41.1
Old : 28.4 36.9 48.9 50.9 26.1 30.1 41.4 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,583: 758 50 0 9,771 10,533 10,529 10,583: 54 0
Old : 10,583: 758 50 0 9,771 10,533 10,529 10,583: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 625: 0 0 0 625 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.5 0.0 92.3 99.5 99.5 100.0: 0.5 0.0
Old : 100.0: 7.2 0.5 0.0 92.3 99.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 1 0 23 28 27 29:
Old : 42: 4 1 0 23 28 27 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 : 49.1 33.5 66.8 53.1 43.7 29.1 59.0 45.5
Old : 49.1 33.5 66.8 53.1 43.7 29.1 59.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 14,133: 5,382 0 543 8,208 13,590 14,133 14,133: 0 0
Old : 14,133: 5,382 0 543 8,208 13,590 14,133 14,133: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 0.0 3.8 58.1 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 38.1 0.0 3.8 58.1 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 2 8 15 11 17:
Old : 20: 3 0 2 8 15 11 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 : 88.7 67.1 97.5 84.8 77.3 58.9 78.9 74.0
Old : 88.7 67.1 97.5 84.8 77.3 58.9 78.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,392: 0 0 0 1,092 1,392 1,092 1,392: 300 0
Old : 1,392: 0 0 0 1,092 1,392 1,092 1,392: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 375: -50 0 0 375 375 325 375: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.4 100.0 78.4 100.0: 21.6 0.0
Old : 100.0: 0.0 0.0 0.0 78.4 100.0 78.4 100.0: 21.6 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 : 22: 0 0 0 13 14 13 14:
Old : 22: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Old : 43.1 46.7 62.9 79.0 26.9 43.1 41.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,320: 0 0 0 1,295 1,270 1,295 1,270: 25 50
Old : 1,320: 0 0 0 1,295 1,270 1,295 1,270: 25 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 96.2 98.1 96.2: 1.9 3.8
Old : 100.0: 0.0 0.0 0.0 98.1 96.2 98.1 96.2: 1.9 3.8
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: 0 0 0 12 12 12 12:
Old : 21: 0 0 0 12 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
Old : 62.5 66.3 86.7 88.6 60.6 61.0 81.1 79.2
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 1,238,679: 264,283 397,583 426,863 469,797 361,101 1,160,943 1,185,547: 77,736 53,132
Old : 1,238,679: 264,283 397,583 426,863 469,797 361,101 1,160,943 1,185,547: 77,736 53,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 6,790: 6,377 1,708 -1,530 4,195 7,038 9,042 7,216: -2,252 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.1 34.5 37.9 29.2 93.7 95.7: 6.3 4.3
Old : 100.0: 21.3 32.1 34.5 37.9 29.2 93.7 95.7: 6.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 124 119 138 75 70 273 265:
Old : 335: 124 119 138 75 70 273 265:
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 : 17.0 25.1 29.4 37.5 11.6 18.2 18.9 23.6
Old : 17.0 25.1 29.4 37.5 11.6 18.2 18.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,108: 621 14,218 882 51,717 37,529 53,220 52,629: 5,888 6,479
Old : 59,108: 621 14,218 882 51,717 37,529 53,220 52,629: 5,888 6,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 24.1 1.5 87.5 63.5 90.0 89.0: 10.0 11.0
Old : 100.0: 1.1 24.1 1.5 87.5 63.5 90.0 89.0: 10.0 11.0
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: 1 3 2 10 12 12 16:
Old : 21: 1 3 2 10 12 12 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 : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
Old : 74.5 47.5 87.4 73.2 74.4 46.4 84.7 72.0
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,745: 18,217 18,358 33,814 54,867 55,859 106,898 108,031: 1,847 714
Old : 108,745: 18,217 18,358 33,814 54,867 55,859 106,898 108,031: 1,847 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 4,678: -561 -661 5,291 -102 48 4,628 4,678: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.9 31.1 50.5 51.4 98.3 99.3: 1.7 0.7
Old : 100.0: 16.8 16.9 31.1 50.5 51.4 98.3 99.3: 1.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 6 16 9 9 25 25:
Old : 25: 9 6 16 9 9 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 72.4 84.2 90.8 16.6 15.4 19.7 20.1
Old : 69.9 72.4 84.2 90.8 16.6 15.4 19.7 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,687: 0 1,737 1,827 67,527 64,214 69,354 67,778: 8,333 9,909
Old : 77,687: 0 1,737 1,827 67,527 64,214 69,354 67,778: 8,333 9,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 23: 0 -367 402 -379 -12 23 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.4 86.9 82.7 89.3 87.2: 10.7 12.8
Old : 100.0: 0.0 2.2 2.4 86.9 82.7 89.3 87.2: 10.7 12.8
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 : 23: 0 2 2 16 16 18 18:
Old : 23: 0 2 2 16 16 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 : 45.5 39.5 70.5 64.3 33.7 33.6 54.3 54.6
Old : 45.5 39.5 70.5 64.3 33.7 33.6 54.3 54.6
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,778,807: 489,708 308,335 755,253 1,500,663 1,694,604 2,745,624 2,758,192: 33,183 20,615
Old : 2,778,807: 489,708 308,335 755,253 1,500,663 1,694,604 2,745,624 2,758,192: 33,183 20,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 10,630: 6,511 39,360 -16,250 22,443 -10,995 12,704 12,115: -2,074 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.1 27.2 54.0 61.0 98.8 99.3: 1.2 0.7
Old : 100.0: 17.6 11.1 27.2 54.0 61.0 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 30 25 43 92 85 146 131:
Old : 155: 30 25 43 92 85 146 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 24.7 44.6 42.7 21.7 15.5 27.9 25.7
Old : 31.5 24.7 44.6 42.7 21.7 15.5 27.9 25.7
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,515,551: 286,534 273,776 364,269 860,034 875,302 1,510,837 1,513,347: 4,714 2,204
Old : 1,515,551: 286,534 273,776 364,269 860,034 875,302 1,510,837 1,513,347: 4,714 2,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 57,567: -29,340 8,359 26,559 60,358 22,871 57,577 57,789: -10 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.1 24.0 56.7 57.8 99.7 99.9: 0.3 0.1
Old : 100.0: 18.9 18.1 24.0 56.7 57.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 23 20 34 41 38 81 75:
Old : 88: 23 20 34 41 38 81 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 : 37.8 43.2 61.7 59.9 20.3 29.8 31.2 39.4
Old : 37.8 43.2 61.7 59.9 20.3 29.8 31.2 39.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,131: 255 325 343 17,120 17,174 17,718 17,842: 413 289
Old : 18,131: 255 325 343 17,120 17,174 17,718 17,842: 413 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,345: 123 -245 -64 1,188 1,567 1,247 1,258: 98 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.8 1.9 94.4 94.7 97.7 98.4: 2.3 1.6
Old : 100.0: 1.4 1.8 1.9 94.4 94.7 97.7 98.4: 2.3 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 : 51: 3 2 4 34 36 39 41:
Old : 51: 3 2 4 34 36 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 38.1 60.7 59.5 38.3 34.9 49.9 46.8
Old : 41.7 38.1 60.7 59.5 38.3 34.9 49.9 46.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,376: 134 0 111 1,696 1,743 1,941 1,854: 435 522
Old : 2,376: 134 0 111 1,696 1,743 1,941 1,854: 435 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 165: -15 0 -21 204 226 168 205: -3 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 4.7 71.4 73.4 81.7 78.0: 18.3 22.0
Old : 100.0: 5.6 0.0 4.7 71.4 73.4 81.7 78.0: 18.3 22.0
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: 1 0 1 18 19 19 20:
Old : 21: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 27.4 54.3 48.7 22.3 19.3 31.2 26.8
Old : 35.6 27.4 54.3 48.7 22.3 19.3 31.2 26.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,576: 8 279 144 1,217 776 1,369 1,199: 207 377
Old : 1,576: 8 279 144 1,217 776 1,369 1,199: 207 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 215: 8 26 97 108 -5 213 118: 2 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 17.7 9.1 77.2 49.2 86.9 76.1: 13.1 23.9
Old : 100.0: 0.5 17.7 9.1 77.2 49.2 86.9 76.1: 13.1 23.9
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 : 26: 1 2 2 19 16 21 19:
Old : 26: 1 2 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 39.5 62.9 58.1 38.6 34.4 48.9 46.1
Old : 45.0 39.5 62.9 58.1 38.6 34.4 48.9 46.1
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,973: 21,220 538 2,203 47,351 69,056 70,774 71,797: 2,199 1,176
Old : 72,973: 21,220 538 2,203 47,351 69,056 70,774 71,797: 2,199 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -443: -270 -1,680 0 -207 1,237 -477 -443: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.7 3.0 64.9 94.6 97.0 98.4: 3.0 1.6
Old : 100.0: 29.1 0.7 3.0 64.9 94.6 97.0 98.4: 3.0 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 : 38: 4 2 3 29 27 34 31:
Old : 38: 4 2 3 29 27 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 58.2 71.8 80.8 44.9 45.2 56.2 61.4
Old : 50.8 58.2 71.8 80.8 44.9 45.2 56.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,289: 0 650 1,936 12,941 13,217 14,877 15,803: 1,412 486
Old : 16,289: 0 650 1,936 12,941 13,217 14,877 15,803: 1,412 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 314: 0 -360 448 -230 226 218 314: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 11.9 79.4 81.1 91.3 97.0: 8.7 3.0
Old : 100.0: 0.0 4.0 11.9 79.4 81.1 91.3 97.0: 8.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 3 20 20 23 23:
Old : 26: 0 3 3 20 20 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 : 47.4 42.9 68.2 62.7 45.6 36.0 50.6 49.5
Old : 47.4 42.9 68.2 62.7 45.6 36.0 50.6 49.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,491: 424 680 340 6,895 7,328 7,659 8,348: 1,832 1,143
Old : 9,491: 424 680 340 6,895 7,328 7,659 8,348: 1,832 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 24 0 -24 0 0 0 -24: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.2 3.6 72.6 77.2 80.7 88.0: 19.3 12.0
Old : 100.0: 4.5 7.2 3.6 72.6 77.2 80.7 88.0: 19.3 12.0
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: 2 1 2 16 13 18 16:
Old : 20: 2 1 2 16 13 18 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 : 41.2 51.3 61.2 73.6 28.6 33.5 42.5 51.0
Old : 41.2 51.3 61.2 73.6 28.6 33.5 42.5 51.0
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,366: 3,622 1,386 172 8,918 11,492 12,712 13,050: 654 316
Old : 13,366: 3,622 1,386 172 8,918 11,492 12,712 13,050: 654 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 98: -90 0 0 188 98 98 98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.4 1.3 66.7 86.0 95.1 97.6: 4.9 2.4
Old : 100.0: 27.1 10.4 1.3 66.7 86.0 95.1 97.6: 4.9 2.4
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 2 16 16 19 18:
Old : 24: 1 2 2 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 39.6 76.4 64.5 51.0 30.2 56.5 46.5
Old : 57.2 39.6 76.4 64.5 51.0 30.2 56.5 46.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,785: 1,548 3,420 360 24,750 24,016 26,658 27,796: 2,127 989
Old : 28,785: 1,548 3,420 360 24,750 24,016 26,658 27,796: 2,127 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -16: -72 -10 0 72 -36 0 -46: -16 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 11.9 1.3 86.0 83.4 92.6 96.6: 7.4 3.4
Old : 100.0: 5.4 11.9 1.3 86.0 83.4 92.6 96.6: 7.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 24 23 26 26:
Old : 30: 2 1 2 24 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 51.2 57.9 74.7 25.5 46.5 40.7 59.1
Old : 36.7 51.2 57.9 74.7 25.5 46.5 40.7 59.1
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,331: 1,202 0 240 7,458 7,885 8,900 8,125: 1,431 2,206
Old : 10,331: 1,202 0 240 7,458 7,885 8,900 8,125: 1,431 2,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 142: 0 0 0 -68 90 -68 90: 210 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 2.3 72.2 76.3 86.1 78.6: 13.9 21.4
Old : 100.0: 11.6 0.0 2.3 72.2 76.3 86.1 78.6: 13.9 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 15 19 16:
Old : 22: 1 0 1 18 15 19 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 : 41.6 35.3 63.3 58.1 32.7 31.6 46.3 43.2
Old : 41.6 35.3 63.3 58.1 32.7 31.6 46.3 43.2
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,412: 0 2,238 744 11,650 9,482 12,394 12,464: 1,018 948
Old : 13,412: 0 2,238 744 11,650 9,482 12,394 12,464: 1,018 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 584: 0 -220 344 674 580 1,018 704: -434 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 5.5 86.9 70.7 92.4 92.9: 7.6 7.1
Old : 100.0: 0.0 16.7 5.5 86.9 70.7 92.4 92.9: 7.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 19 16 21 19:
Old : 25: 0 3 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 39.4 71.3 63.7 43.8 25.3 53.7 45.0
Old : 48.8 39.4 71.3 63.7 43.8 25.3 53.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,730: 0 0 0 66,730 66,730 66,730 66,730: 0 0
Old : 66,730: 0 0 0 66,730 66,730 66,730 66,730: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 166: 0 0 0 166 166 166 166: 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 : 26: 0 0 0 19 16 19 16:
Old : 26: 0 0 0 19 16 19 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 : 70.0 83.4 84.6 97.0 70.0 79.6 83.9 91.7
Old : 70.0 83.4 84.6 97.0 70.0 79.6 83.9 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,046,984: 0 0 0 1,046,984 1,046,984 1,046,984 1,046,984: 0 0
Old : 1,046,984: 0 0 0 1,046,984 1,046,984 1,046,984 1,046,984: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 17 15 17 15:
Old : 24: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 84.6 91.7 94.1 72.1 80.2 87.7 87.1
Old : 72.8 84.6 91.7 94.1 72.1 80.2 87.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,215: 0 0 0 35,215 35,215 35,215 35,215: 0 0
Old : 35,215: 0 0 0 35,215 35,215 35,215 35,215: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 15 15 15 15:
Old : 25: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
Old : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 634,289: 0 0 0 634,289 634,289 634,289 634,289: 0 0
Old : 634,289: 0 0 0 634,289 634,289 634,289 634,289: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 13 14 13:
Old : 23: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
Old : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,812: 0 0 0 127,812 127,812 127,812 127,812: 0 0
Old : 127,812: 0 0 0 127,812 127,812 127,812 127,812: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 17 28 17 28:
Old : 38: 0 0 0 17 28 17 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 : 67.2 38.8 86.8 58.5 67.2 38.8 84.2 58.5
Old : 67.2 38.8 86.8 58.5 67.2 38.8 84.2 58.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,825,150: 0 0 0 1,825,150 1,825,150 1,825,150 1,825,150: 0 0
Old : 1,825,150: 0 0 0 1,825,150 1,825,150 1,825,150 1,825,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 15 26 15 26:
Old : 36: 0 0 0 15 26 15 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 : 64.4 41.0 88.9 62.3 64.4 41.0 85.7 61.8
Old : 64.4 41.0 88.9 62.3 64.4 41.0 85.7 61.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,269: 4,952 3,525 8,125 55,192 56,364 68,269 68,014: 0 255
Old : 68,269: 4,952 3,525 8,125 55,192 56,364 68,269 68,014: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.2 11.9 80.8 82.6 100.0 99.6: 0.0 0.4
Old : 100.0: 7.3 5.2 11.9 80.8 82.6 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 3 25 19 29 22:
Old : 34: 3 1 3 25 19 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
Old : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,215,461: 63,933 135,211 23,325 1,128,203 1,056,925 1,215,461 1,215,461: 0 0
Old : 1,215,461: 63,933 135,211 23,325 1,128,203 1,056,925 1,215,461 1,215,461: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 11.1 1.9 92.8 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 11.1 1.9 92.8 87.0 100.0 100.0: 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 : 40: 3 3 1 28 24 32 27:
Old : 40: 3 3 1 28 24 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 48.6 58.7 73.0 33.4 43.0 52.8 62.1
Old : 35.6 48.6 58.7 73.0 33.4 43.0 52.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,606: 0 2,059 320 48,987 47,227 49,307 49,606: 299 0
Old : 49,606: 0 2,059 320 48,987 47,227 49,307 49,606: 299 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,115: 0 840 0 2,115 1,275 2,115 2,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.6 98.8 95.2 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 4.2 0.6 98.8 95.2 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 : 29: 0 4 2 19 15 21 19:
Old : 29: 0 4 2 19 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 69.7 74.2 84.6 50.7 60.4 66.9 73.8
Old : 53.3 69.7 74.2 84.6 50.7 60.4 66.9 73.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,112: 2,130 2,550 0 48,388 47,968 50,518 50,518: 594 594
Old : 51,112: 2,130 2,550 0 48,388 47,968 50,518 50,518: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.0 0.0 94.7 93.8 98.8 98.8: 1.2 1.2
Old : 100.0: 4.2 5.0 0.0 94.7 93.8 98.8 98.8: 1.2 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 : 26: 1 1 0 13 16 14 17:
Old : 26: 1 1 0 13 16 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 : 75.1 55.3 92.7 75.6 54.7 40.0 65.8 58.3
Old : 75.1 55.3 92.7 75.6 54.7 40.0 65.8 58.3
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,749: 683 0 132 12,933 14,191 13,748 14,323: 1,001 426
Old : 14,749: 683 0 132 12,933 14,191 13,748 14,323: 1,001 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.9 87.7 96.2 93.2 97.1: 6.8 2.9
Old : 100.0: 4.6 0.0 0.9 87.7 96.2 93.2 97.1: 6.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 14 15 16 16:
Old : 24: 2 0 1 14 15 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 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Old : 54.5 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,179: 341 1,325 0 12,412 11,492 12,753 12,817: 426 362
Old : 13,179: 341 1,325 0 12,412 11,492 12,753 12,817: 426 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 510: 0 0 0 510 510 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.1 0.0 94.2 87.2 96.8 97.3: 3.2 2.7
Old : 100.0: 2.6 10.1 0.0 94.2 87.2 96.8 97.3: 3.2 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 : 20: 1 2 0 15 8 16 10:
Old : 20: 1 2 0 15 8 16 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 : 51.6 71.8 73.8 96.1 50.6 64.9 68.4 78.4
Old : 51.6 71.8 73.8 96.1 50.6 64.9 68.4 78.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 826,860: 24,168 36,071 0 802,692 790,789 826,860 826,860: 0 0
Old : 826,860: 24,168 36,071 0 802,692 790,789 826,860 826,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 17,475: 0 -5,925 0 17,475 23,400 17,475 17,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.4 0.0 97.1 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 4.4 0.0 97.1 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 18 16 20 17:
Old : 27: 2 1 0 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 : 57.8 75.6 76.2 92.9 43.9 61.6 58.5 73.1
Old : 57.8 75.6 76.2 92.9 43.9 61.6 58.5 73.1
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 892,754: 60,850 0 17,645 814,259 875,109 892,754 892,754: 0 0
Old : 892,754: 60,850 0 17,645 814,259 875,109 892,754 892,754: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 2.0 91.2 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 0.0 2.0 91.2 98.0 100.0 100.0: 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 : 21: 2 0 1 12 15 14 16:
Old : 21: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 76.9 93.0 92.1 57.9 58.3 66.9 67.6
Old : 72.1 76.9 93.0 92.1 57.9 58.3 66.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,579: 830 249 35 20,418 20,492 21,283 20,776: 296 803
Old : 21,579: 830 249 35 20,418 20,492 21,283 20,776: 296 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,519: 50 85 35 1,429 1,394 1,514 1,514: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.2 0.2 94.6 95.0 98.6 96.3: 1.4 3.7
Old : 100.0: 3.8 1.2 0.2 94.6 95.0 98.6 96.3: 1.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 2 1 32 31 35 33:
Old : 41: 2 2 1 32 31 35 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 : 52.8 37.6 67.3 60.4 50.9 35.5 61.3 54.9
Old : 52.8 37.6 67.3 60.4 50.9 35.5 61.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,527: 1,260 0 0 7,634 9,024 8,894 9,024: 633 503
Old : 9,527: 1,260 0 0 7,634 9,024 8,894 9,024: 633 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 195: 660 0 0 -555 195 105 195: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 0.0 80.1 94.7 93.4 94.7: 6.6 5.3
Old : 100.0: 13.2 0.0 0.0 80.1 94.7 93.4 94.7: 6.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 16 17 19 17:
Old : 23: 3 0 0 16 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 : 49.7 62.5 69.4 83.7 46.9 57.5 61.2 71.0
Old : 49.7 62.5 69.4 83.7 46.9 57.5 61.2 71.0
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,509: 0 625 15 6,179 5,310 6,194 5,950: 315 559
Old : 6,509: 0 625 15 6,179 5,310 6,194 5,950: 315 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 220: 0 120 0 220 100 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.2 94.9 81.6 95.2 91.4: 4.8 8.6
Old : 100.0: 0.0 9.6 0.2 94.9 81.6 95.2 91.4: 4.8 8.6
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 : 21: 0 2 1 17 14 18 16:
Old : 21: 0 2 1 17 14 18 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 : 56.1 51.9 81.2 75.7 50.4 40.0 62.0 56.3
Old : 56.1 51.9 81.2 75.7 50.4 40.0 62.0 56.3
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,098: 710 0 25 7,512 8,426 8,247 8,451: 851 647
Old : 9,098: 710 0 25 7,512 8,426 8,247 8,451: 851 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 632: 145 -15 15 452 517 612 517: 20 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.3 82.6 92.6 90.6 92.9: 9.4 7.1
Old : 100.0: 7.8 0.0 0.3 82.6 92.6 90.6 92.9: 9.4 7.1
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: 2 0 1 19 16 21 17:
Old : 25: 2 0 1 19 16 21 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 : 52.9 54.8 75.2 78.4 48.2 52.0 70.4 71.7
Old : 52.9 54.8 75.2 78.4 48.2 52.0 70.4 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,558,284: 394,918 160,326 459,794 606,909 876,458 1,461,621 1,496,578: 96,663 61,706
Old : 1,558,284: 394,918 160,326 459,794 606,909 876,458 1,461,621 1,496,578: 96,663 61,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -20,776: -14,034 -5,452 -5,763 886 -8,182 -18,911 -19,397: -1,865 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.3 29.5 38.9 56.2 93.8 96.0: 6.2 4.0
Old : 100.0: 25.3 10.3 29.5 38.9 56.2 93.8 96.0: 6.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 129 81 158 85 92 296 269:
Old : 330: 129 81 158 85 92 296 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.6 28.2 24.2 12.4 9.6 17.9 15.3
Old : 18.3 14.6 28.2 24.2 12.4 9.6 17.9 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 203,130: 57,931 12,672 2,739 95,687 125,326 156,357 140,737: 46,773 62,393
Old : 203,130: 57,931 12,672 2,739 95,687 125,326 156,357 140,737: 46,773 62,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,863: 6,051 -281 494 1,101 1,169 7,646 1,382: -5,783 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.2 1.3 47.1 61.7 77.0 69.3: 23.0 30.7
Old : 100.0: 28.5 6.2 1.3 47.1 61.7 77.0 69.3: 23.0 30.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 4 5 15 19 23 25:
Old : 29: 5 4 5 15 19 23 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 : 44.8 32.1 60.3 47.9 44.8 29.6 55.9 42.0
Old : 44.8 32.1 60.3 47.9 44.8 29.6 55.9 42.0
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,277: 969 1,163 290 17,008 16,814 18,267 18,267: 10 10
Old : 18,277: 969 1,163 290 17,008 16,814 18,267 18,267: 10 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,138: 144 288 90 894 750 1,128 1,128: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.4 1.6 93.1 92.0 99.9 99.9: 0.1 0.1
Old : 100.0: 5.3 6.4 1.6 93.1 92.0 99.9 99.9: 0.1 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 : 40: 3 3 2 25 22 29 27:
Old : 40: 3 3 2 25 22 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 61.4 76.2 78.4 61.8 59.2 72.6 74.4
Old : 64.2 61.4 76.2 78.4 61.8 59.2 72.6 74.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,862: 4,966 12,776 8,810 61,590 51,304 75,366 72,890: 3,496 5,972
Old : 78,862: 4,966 12,776 8,810 61,590 51,304 75,366 72,890: 3,496 5,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,271: -127 6 994 -1,962 -2,078 -1,095 -1,078: -176 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 16.2 11.2 78.1 65.1 95.6 92.4: 4.4 7.6
Old : 100.0: 6.3 16.2 11.2 78.1 65.1 95.6 92.4: 4.4 7.6
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 : 34: 3 6 9 23 18 34 27:
Old : 34: 3 6 9 23 18 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 38.6 70.3 63.4 32.4 32.0 43.0 40.2
Old : 47.9 38.6 70.3 63.4 32.4 32.0 43.0 40.2
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,292: 2,945 2,286 2,650 28,911 28,990 34,506 33,926: 2,786 3,366
Old : 37,292: 2,945 2,286 2,650 28,911 28,990 34,506 33,926: 2,786 3,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,265: -596 -85 -506 -1,585 -1,972 -2,687 -2,563: 422 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.1 7.1 77.5 77.7 92.5 91.0: 7.5 9.0
Old : 100.0: 7.9 6.1 7.1 77.5 77.7 92.5 91.0: 7.5 9.0
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: 4 4 4 14 15 22 21:
Old : 25: 4 4 4 14 15 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 47.0 63.7 63.6 34.4 26.6 41.1 36.8
Old : 47.0 47.0 63.7 63.6 34.4 26.6 41.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,515: 4,016 0 0 4,405 8,470 8,421 8,470: 94 45
Old : 8,515: 4,016 0 0 4,405 8,470 8,421 8,470: 94 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -240: 0 0 -213 -15 -15 -228 -228: -12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.0 0.0 51.7 99.5 98.9 99.5: 1.1 0.5
Old : 100.0: 47.2 0.0 0.0 51.7 99.5 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 0 0 14 16 19 16:
Old : 26: 5 0 0 14 16 19 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 : 53.4 47.3 75.5 76.7 51.7 43.7 66.5 59.6
Old : 53.4 47.3 75.5 76.7 51.7 43.7 66.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,776: 5,265 6,224 5,482 9,416 8,402 20,163 20,108: 2,613 2,668
Old : 22,776: 5,265 6,224 5,482 9,416 8,402 20,163 20,108: 2,613 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,971: -430 595 -1,983 144 -630 -2,269 -2,018: 298 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.3 24.1 41.3 36.9 88.5 88.3: 11.5 11.7
Old : 100.0: 23.1 27.3 24.1 41.3 36.9 88.5 88.3: 11.5 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 : 23: 6 5 7 12 9 22 17:
Old : 23: 6 5 7 12 9 22 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 : 42.9 52.3 62.4 74.5 25.5 33.8 35.9 39.5
Old : 42.9 52.3 62.4 74.5 25.5 33.8 35.9 39.5
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,656: 13,375 2,618 641 5,745 17,762 19,761 21,021: 1,895 635
Old : 21,656: 13,375 2,618 641 5,745 17,762 19,761 21,021: 1,895 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 501: 30 225 59 458 203 547 487: -46 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 12.1 3.0 26.5 82.0 91.2 97.1: 8.8 2.9
Old : 100.0: 61.8 12.1 3.0 26.5 82.0 91.2 97.1: 8.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 67 20 10 21 35 95 60:
Old : 137: 67 20 10 21 35 95 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 41.8 52.1 58.7 40.1 41.4 52.1 58.3
Old : 40.2 41.8 52.1 58.7 40.1 41.4 52.1 58.3
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,502: 28,851 3,193 426 7,372 37,902 36,649 41,521: 6,853 1,981
Old : 43,502: 28,851 3,193 426 7,372 37,902 36,649 41,521: 6,853 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 234: -216 93 -24 693 297 453 366: -219 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 7.3 1.0 16.9 87.1 84.2 95.4: 15.8 4.6
Old : 100.0: 66.3 7.3 1.0 16.9 87.1 84.2 95.4: 15.8 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 : 155: 83 21 10 25 38 112 66:
Old : 155: 83 21 10 25 38 112 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 39.5 31.4 56.2 19.4 39.0 31.4 55.6
Old : 19.4 39.5 31.4 56.2 19.4 39.0 31.4 55.6
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 386,886: 108,031 17,562 50,360 201,228 304,768 359,619 372,690: 27,267 14,196
Old : 386,886: 108,031 17,562 50,360 201,228 304,768 359,619 372,690: 27,267 14,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 250: -7,036 -2,968 5,750 1,259 -2,849 -27 -67: 277 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.5 13.0 52.0 78.8 93.0 96.3: 7.0 3.7
Old : 100.0: 27.9 4.5 13.0 52.0 78.8 93.0 96.3: 7.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 97 21 62 87 100 207 170:
Old : 238: 97 21 62 87 100 207 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 24.9 28.6 37.0 7.2 11.0 12.5 18.1
Old : 21.1 24.9 28.6 37.0 7.2 11.0 12.5 18.1
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,203: 7,460 179 572 10,641 16,659 18,673 17,410: 4,530 5,793
Old : 23,203: 7,460 179 572 10,641 16,659 18,673 17,410: 4,530 5,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 160: 46 0 10 103 -3 159 7: 1 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 0.8 2.5 45.9 71.8 80.5 75.0: 19.5 25.0
Old : 100.0: 32.2 0.8 2.5 45.9 71.8 80.5 75.0: 19.5 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 4 13 19 20 23:
Old : 30: 6 1 4 13 19 20 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 : 47.7 38.8 63.8 58.6 46.9 38.8 59.4 58.6
Old : 47.7 38.8 63.8 58.6 46.9 38.8 59.4 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,913: 0 0 0 28,004 26,588 28,004 26,588: 909 2,325
Old : 28,913: 0 0 0 28,004 26,588 28,004 26,588: 909 2,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,625: 0 0 0 1,710 1,465 1,710 1,465: -85 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 92.0 96.9 92.0: 3.1 8.0
Old : 100.0: 0.0 0.0 0.0 96.9 92.0 96.9 92.0: 3.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 13 17 13 17:
Old : 24: 0 0 0 13 17 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 64.1 90.2 79.5 73.3 64.1 87.3 79.3
Old : 75.8 64.1 90.2 79.5 73.3 64.1 87.3 79.3
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,239: 104 2,593 304 8,636 6,292 9,044 9,189: 195 50
Old : 9,239: 104 2,593 304 8,636 6,292 9,044 9,189: 195 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 103: -42 78 0 145 25 103 103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 28.1 3.3 93.5 68.1 97.9 99.5: 2.1 0.5
Old : 100.0: 1.1 28.1 3.3 93.5 68.1 97.9 99.5: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 1 27 29 29 32:
Old : 38: 2 2 1 27 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 41.2 58.9 63.8 34.2 40.7 49.7 57.4
Old : 37.7 41.2 58.9 63.8 34.2 40.7 49.7 57.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,428: 1,555 50 125 52,087 53,951 53,767 54,126: 661 302
Old : 54,428: 1,555 50 125 52,087 53,951 53,767 54,126: 661 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -476: 225 0 25 -751 -501 -501 -476: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.1 0.2 95.7 99.1 98.8 99.4: 1.2 0.6
Old : 100.0: 2.9 0.1 0.2 95.7 99.1 98.8 99.4: 1.2 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 : 56: 3 1 2 41 36 45 38:
Old : 56: 3 1 2 41 36 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 55.2 67.0 72.3 52.1 51.7 62.6 67.8
Old : 54.9 55.2 67.0 72.3 52.1 51.7 62.6 67.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,423: 0 0 0 22,306 22,423 22,306 22,423: 117 0
Old : 22,423: 0 0 0 22,306 22,423 22,306 22,423: 117 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 945: 0 0 0 945 945 945 945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 25 17 25 17:
Old : 30: 0 0 0 25 17 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 79.0 71.9 95.0 24.1 50.7 39.1 53.8
Old : 54.8 79.0 71.9 95.0 24.1 50.7 39.1 53.8
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,960: 0 3,845 0 8,960 5,115 8,960 8,960: 0 0
Old : 8,960: 0 3,845 0 8,960 5,115 8,960 8,960: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.9 0.0 100.0 57.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 42.9 0.0 100.0 57.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 25 20 25 22:
Old : 35: 0 2 0 25 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 69.1 68.2 82.0 39.9 63.3 59.7 73.6
Old : 44.0 69.1 68.2 82.0 39.9 63.3 59.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,226: 1,485 385 25 2,514 3,816 4,024 4,226: 202 0
Old : 4,226: 1,485 385 25 2,514 3,816 4,024 4,226: 202 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -299: 725 0 -74 -950 -225 -299 -299: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.1 0.6 59.5 90.3 95.2 100.0: 4.8 0.0
Old : 100.0: 35.1 9.1 0.6 59.5 90.3 95.2 100.0: 4.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 13 8 16 11:
Old : 20: 3 2 1 13 8 16 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 : 59.9 85.1 82.4 97.5 58.3 83.1 74.6 85.4
Old : 59.9 85.1 82.4 97.5 58.3 83.1 74.6 85.4
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,380: 1,324 1,758 2,979 21,047 20,565 25,350 25,302: 30 78
Old : 25,380: 1,324 1,758 2,979 21,047 20,565 25,350 25,302: 30 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 270: 168 -301 46 64 538 278 283: -8 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 11.7 82.9 81.0 99.9 99.7: 0.1 0.3
Old : 100.0: 5.2 6.9 11.7 82.9 81.0 99.9 99.7: 0.1 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 : 60: 5 4 3 38 42 45 47:
Old : 60: 5 4 3 38 42 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 31.1 49.8 53.2 21.6 26.5 32.9 39.9
Old : 32.3 31.1 49.8 53.2 21.6 26.5 32.9 39.9
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,185: 100 847 21 3,064 2,196 3,185 3,064: 0 121
Old : 3,185: 100 847 21 3,064 2,196 3,185 3,064: 0 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 95: 0 -99 0 95 215 95 116: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 26.6 0.7 96.2 68.9 100.0 96.2: 0.0 3.8
Old : 100.0: 3.1 26.6 0.7 96.2 68.9 100.0 96.2: 0.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 1 9 12 11 16:
Old : 22: 1 4 1 9 12 11 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 : 80.7 45.2 95.4 75.8 75.4 42.5 84.6 67.6
Old : 80.7 45.2 95.4 75.8 75.4 42.5 84.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,179: 359 2,062 415 9,377 7,675 10,151 10,152: 28 27
Old : 10,179: 359 2,062 415 9,377 7,675 10,151 10,152: 28 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 674: 50 -40 -50 674 737 674 647: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 20.3 4.1 92.1 75.4 99.7 99.7: 0.3 0.3
Old : 100.0: 3.5 20.3 4.1 92.1 75.4 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 : 46: 3 6 2 29 27 33 34:
Old : 46: 3 6 2 29 27 33 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 : 39.6 41.1 55.4 61.8 36.7 35.7 48.3 47.0
Old : 39.6 41.1 55.4 61.8 36.7 35.7 48.3 47.0
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, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,487: 11,307 1,454 323 14,438 23,985 26,068 25,762: 419 725
Old : 26,487: 11,307 1,454 323 14,438 23,985 26,068 25,762: 419 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 668: 91 -111 50 473 699 614 638: 54 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 5.5 1.2 54.5 90.6 98.4 97.3: 1.6 2.7
Old : 100.0: 42.7 5.5 1.2 54.5 90.6 98.4 97.3: 1.6 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 : 51: 7 6 4 23 32 30 42:
Old : 51: 7 6 4 23 32 30 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 48.4 75.9 63.5 61.2 48.2 72.2 62.3
Old : 62.7 48.4 75.9 63.5 61.2 48.2 72.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,990: 3,781 612 531 20,243 23,904 24,555 25,047: 5,435 4,943
Old : 29,990: 3,781 612 531 20,243 23,904 24,555 25,047: 5,435 4,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 1,820: 51 612 0 1,872 1,631 1,923 2,243: -103 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.0 1.8 67.5 79.7 81.9 83.5: 18.1 16.5
Old : 100.0: 12.6 2.0 1.8 67.5 79.7 81.9 83.5: 18.1 16.5
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 2 18 18 20 21:
Old : 27: 2 1 2 18 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 44.0 61.2 63.0 38.4 40.4 58.2 58.4
Old : 39.2 44.0 61.2 63.0 38.4 40.4 58.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012