IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders - Futures Only, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 EUA) :
: : :
All : 95,474: 130 2,152 2,876 92,468 90,446 95,474 95,474: 0 0
Old : 95,474: 130 2,152 2,876 92,468 90,446 95,474 95,474: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 768: 0 175 -175 943 768 768 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.3 3.0 96.9 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 2.3 3.0 96.9 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 3 10 13 16 17:
Old : 21: 3 4 3 10 13 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 83.1 96.8 94.8 39.0 37.3 40.3 39.8
Old : 79.0 83.1 96.8 94.8 39.0 37.3 40.3 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 2, 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 : 40,021: 0 1,435 988 38,646 37,548 39,634 39,971: 387 50
Old : 40,021: 0 1,435 988 38,646 37,548 39,634 39,971: 387 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -7,116: -699 690 -542 -5,810 -7,211 -7,051 -7,063: -65 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 2.5 96.6 93.8 99.0 99.9: 1.0 0.1
Old : 100.0: 0.0 3.6 2.5 96.6 93.8 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 0 3 2 36 37 38 40:
Old : 50: 0 3 2 36 37 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 37.5 64.3 55.3 22.1 15.4 31.4 24.2
Old : 42.5 37.5 64.3 55.3 22.1 15.4 31.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 2, 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 : 6,866: 0 80 0 6,669 6,566 6,669 6,646: 197 220
Old : 6,866: 0 80 0 6,669 6,566 6,669 6,646: 197 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,386: 0 80 0 -3,336 -3,620 -3,336 -3,540: -50 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 97.1 95.6 97.1 96.8: 2.9 3.2
Old : 100.0: 0.0 1.2 0.0 97.1 95.6 97.1 96.8: 2.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 20 23 20 24:
Old : 31: 0 1 0 20 23 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 46.1 79.1 73.9 59.3 38.6 71.8 63.4
Old : 62.0 46.1 79.1 73.9 59.3 38.6 71.8 63.4
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, October 2, 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 : 13,687: 383 205 651 11,521 11,918 12,555 12,774: 1,132 913
Old : 13,687: 383 205 651 11,521 11,918 12,555 12,774: 1,132 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,887: -165 -154 37 -1,597 -1,595 -1,725 -1,712: -162 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 4.8 84.2 87.1 91.7 93.3: 8.3 6.7
Old : 100.0: 2.8 1.5 4.8 84.2 87.1 91.7 93.3: 8.3 6.7
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 : 47: 2 1 4 36 40 40 45:
Old : 47: 2 1 4 36 40 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 31.1 51.1 48.7 16.6 18.1 24.6 25.2
Old : 32.3 31.1 51.1 48.7 16.6 18.1 24.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, October 2, 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 : 6,338: 323 175 356 5,025 5,059 5,704 5,590: 634 748
Old : 6,338: 323 175 356 5,025 5,059 5,704 5,590: 634 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,174: -126 95 -120 -847 -1,085 -1,093 -1,110: -81 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.8 5.6 79.3 79.8 90.0 88.2: 10.0 11.8
Old : 100.0: 5.1 2.8 5.6 79.3 79.8 90.0 88.2: 10.0 11.8
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 : 53: 5 4 5 40 44 46 52:
Old : 53: 5 4 5 40 44 46 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 : 27.4 25.4 44.4 39.4 19.5 16.0 25.5 22.1
Old : 27.4 25.4 44.4 39.4 19.5 16.0 25.5 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, October 2, 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 : 5,850: 0 0 0 5,362 5,382 5,362 5,382: 488 468
Old : 5,850: 0 0 0 5,362 5,382 5,362 5,382: 488 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -774: 0 -50 -5 -757 -646 -762 -701: -12 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 92.0 91.7 92.0: 8.3 8.0
Old : 100.0: 0.0 0.0 0.0 91.7 92.0 91.7 92.0: 8.3 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 : 21: 0 0 0 18 20 18 20:
Old : 21: 0 0 0 18 20 18 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 : 53.7 53.6 74.1 72.7 17.6 19.6 25.2 26.3
Old : 53.7 53.6 74.1 72.7 17.6 19.6 25.2 26.3
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, October 2, 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 : 6,155: 105 658 19 5,337 5,200 5,461 5,877: 694 278
Old : 6,155: 105 658 19 5,337 5,200 5,461 5,877: 694 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,157: 0 72 -271 -871 -972 -1,142 -1,171: -15 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.7 0.3 86.7 84.5 88.7 95.5: 11.3 4.5
Old : 100.0: 1.7 10.7 0.3 86.7 84.5 88.7 95.5: 11.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 21 26 23 28:
Old : 30: 1 2 1 21 26 23 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 : 39.8 35.5 59.4 55.8 17.4 22.0 25.0 31.5
Old : 39.8 35.5 59.4 55.8 17.4 22.0 25.0 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, October 2, 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 : 1,826: 180 57 43 1,258 1,427 1,481 1,527: 345 299
Old : 1,826: 180 57 43 1,258 1,427 1,481 1,527: 345 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -830: 45 5 -45 -754 -730 -754 -770: -76 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.1 2.4 68.9 78.1 81.1 83.6: 18.9 16.4
Old : 100.0: 9.9 3.1 2.4 68.9 78.1 81.1 83.6: 18.9 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 17 17 20 20:
Old : 25: 2 1 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 46.7 54.0 64.9 34.3 42.3 47.8 54.4
Old : 34.5 46.7 54.0 64.9 34.3 42.3 47.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, October 2, 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 : 5,725: 0 0 0 5,548 5,695 5,548 5,695: 177 30
Old : 5,725: 0 0 0 5,548 5,695 5,548 5,695: 177 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,103: 0 0 0 -3,211 -3,103 -3,211 -3,103: 108 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 99.5 96.9 99.5: 3.1 0.5
Old : 100.0: 0.0 0.0 0.0 96.9 99.5 96.9 99.5: 3.1 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 : 23: 0 0 0 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 62.9 85.6 87.0 44.0 53.9 63.4 64.9
Old : 59.8 62.9 85.6 87.0 44.0 53.9 63.4 64.9
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, October 2, 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 : 9,163: 0 231 150 8,652 8,745 8,802 9,126: 361 37
Old : 9,163: 0 231 150 8,652 8,745 8,802 9,126: 361 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -266: 0 -73 0 -209 -198 -209 -271: -57 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 1.6 94.4 95.4 96.1 99.6: 3.9 0.4
Old : 100.0: 0.0 2.5 1.6 94.4 95.4 96.1 99.6: 3.9 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 : 23: 0 1 1 17 19 18 21:
Old : 23: 0 1 1 17 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 55.7 80.8 75.1 52.2 46.7 57.7 58.7
Old : 60.4 55.7 80.8 75.1 52.2 46.7 57.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, October 2, 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 : 22,883: 0 395 213 22,610 22,275 22,823 22,883: 60 0
Old : 22,883: 0 395 213 22,610 22,275 22,823 22,883: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,007: 0 -1,014 -1 -2,986 -1,992 -2,987 -3,007: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.9 98.8 97.3 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 1.7 0.9 98.8 97.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 26 25 27 26:
Old : 33: 0 1 1 26 25 27 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 : 47.5 47.0 70.1 76.8 44.2 37.4 61.7 58.3
Old : 47.5 47.0 70.1 76.8 44.2 37.4 61.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 2, 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 : 322,021: 53,870 29,073 55,702 171,192 215,471 280,764 300,246: 41,257 21,775
Old : 322,021: 53,870 29,073 55,702 171,192 215,471 280,764 300,246: 41,257 21,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -6,491: 3,889 -5,343 2,760 -11,051 -2,117 -4,402 -4,700: -2,089 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.0 17.3 53.2 66.9 87.2 93.2: 12.8 6.8
Old : 100.0: 16.7 9.0 17.3 53.2 66.9 87.2 93.2: 12.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 47 28 47 74 79 150 134:
Old : 173: 47 28 47 74 79 150 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 19.7 22.5 31.1 8.0 10.0 14.0 15.2
Old : 14.1 19.7 22.5 31.1 8.0 10.0 14.0 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, October 2, 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 : 10,743: 83 7,259 404 10,210 2,983 10,697 10,646: 46 97
Old : 10,743: 83 7,259 404 10,210 2,983 10,697 10,646: 46 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,874: 35 -142 25 -2,928 -2,710 -2,868 -2,827: -6 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 67.6 3.8 95.0 27.8 99.6 99.1: 0.4 0.9
Old : 100.0: 0.8 67.6 3.8 95.0 27.8 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 8 5 33 24 39 35:
Old : 52: 2 8 5 33 24 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 70.5 71.9 80.8 55.4 70.5 71.2 78.7
Old : 55.4 70.5 71.9 80.8 55.4 70.5 71.2 78.7
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, October 2, 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 : 15,680: 375 1,500 75 15,230 14,075 15,680 15,650: 0 30
Old : 15,680: 375 1,500 75 15,230 14,075 15,680 15,650: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,095: -130 0 0 -965 -1,095 -1,095 -1,095: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 9.6 0.5 97.1 89.8 100.0 99.8: 0.0 0.2
Old : 100.0: 2.4 9.6 0.5 97.1 89.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 21 22 23 24:
Old : 31: 1 1 1 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 44.1 80.2 69.7 43.0 34.0 55.4 48.7
Old : 59.9 44.1 80.2 69.7 43.0 34.0 55.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
Commitments of Traders - Futures Only, October 2, 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 : 18,841: 525 150 0 17,649 17,858 18,174 18,008: 667 833
Old : 18,841: 525 150 0 17,649 17,858 18,174 18,008: 667 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 146: 0 0 0 234 -178 234 -178: -88 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.8 0.0 93.7 94.8 96.5 95.6: 3.5 4.4
Old : 100.0: 2.8 0.8 0.0 93.7 94.8 96.5 95.6: 3.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 25 20 27 21:
Old : 31: 2 1 0 25 20 27 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 : 51.0 60.3 67.4 81.3 43.8 49.0 55.2 63.4
Old : 51.0 60.3 67.4 81.3 43.8 49.0 55.2 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 2, 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 : 1,147,792: 251,022 304,927 425,702 395,929 379,208 1,072,653 1,109,837: 75,139 37,955
Old : 1,147,792: 251,022 304,927 425,702 395,929 379,208 1,072,653 1,109,837: 75,139 37,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 80,716: 18,066 -21,572 53,761 5,780 49,179 77,607 81,368: 3,109 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 26.6 37.1 34.5 33.0 93.5 96.7: 6.5 3.3
Old : 100.0: 21.9 26.6 37.1 34.5 33.0 93.5 96.7: 6.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 128 106 144 78 66 300 242:
Old : 339: 128 106 144 78 66 300 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 24.9 27.9 37.8 10.7 17.2 18.2 24.8
Old : 16.1 24.9 27.9 37.8 10.7 17.2 18.2 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders - Futures Only, October 2, 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 : 99,487: 26,441 48,273 18,136 51,552 31,807 96,129 98,216: 3,358 1,271
Old : 99,487: 26,441 48,273 18,136 51,552 31,807 96,129 98,216: 3,358 1,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,416: 7,483 6,562 -12,482 -5,914 -3,818 -10,913 -9,738: 497 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 48.5 18.2 51.8 32.0 96.6 98.7: 3.4 1.3
Old : 100.0: 26.6 48.5 18.2 51.8 32.0 96.6 98.7: 3.4 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 : 37: 9 8 14 19 19 36 33:
Old : 37: 9 8 14 19 19 36 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 : 44.3 58.4 60.1 76.0 37.9 48.6 48.8 54.4
Old : 44.3 58.4 60.1 76.0 37.9 48.6 48.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 2, 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 : 2,490,757: 489,473 62,873 689,523 1,278,919 1,716,217 2,457,915 2,468,613: 32,842 22,144
Old : 2,490,757: 489,473 62,873 689,523 1,278,919 1,716,217 2,457,915 2,468,613: 32,842 22,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -96,350: -14,455 -60,864 -400 -86,277 -38,361 -101,132 -99,625: 4,782 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.5 27.7 51.3 68.9 98.7 99.1: 1.3 0.9
Old : 100.0: 19.7 2.5 27.7 51.3 68.9 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 34 17 41 89 83 137 128:
Old : 148: 34 17 41 89 83 137 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 27.2 40.4 43.9 13.8 16.7 22.2 26.2
Old : 25.2 27.2 40.4 43.9 13.8 16.7 22.2 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 2, 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 : 1,001,791: 73,175 167,518 232,705 687,706 596,765 993,586 996,988: 8,205 4,803
Old : 1,001,791: 73,175 167,518 232,705 687,706 596,765 993,586 996,988: 8,205 4,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -234,153: -89,095 18,923 -80,916 -69,088 -174,636 -239,099 -236,629: 4,946 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 16.7 23.2 68.6 59.6 99.2 99.5: 0.8 0.5
Old : 100.0: 7.3 16.7 23.2 68.6 59.6 99.2 99.5: 0.8 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 : 90: 25 21 32 40 38 82 74:
Old : 90: 25 21 32 40 38 82 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 35.2 58.5 60.2 17.9 19.8 25.0 29.1
Old : 39.6 35.2 58.5 60.2 17.9 19.8 25.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 6,895: 855 0 90 5,125 6,045 6,070 6,135: 825 760
Old : 6,895: 855 0 90 5,125 6,045 6,070 6,135: 825 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 195: 270 0 90 -120 110 240 200: -45 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 1.3 74.3 87.7 88.0 89.0: 12.0 11.0
Old : 100.0: 12.4 0.0 1.3 74.3 87.7 88.0 89.0: 12.0 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: 3 0 1 13 17 16 18:
Old : 21: 3 0 1 13 17 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 : 60.0 49.3 76.0 70.1 52.9 49.3 62.3 62.0
Old : 60.0 49.3 76.0 70.1 52.9 49.3 62.3 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Commitments of Traders - Futures Only, October 2, 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 TONS) :
: : :
All : 7,924: 410 630 70 7,303 7,011 7,783 7,711: 141 213
Old : 7,924: 410 630 70 7,303 7,011 7,783 7,711: 141 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.0 0.9 92.2 88.5 98.2 97.3: 1.8 2.7
Old : 100.0: 5.2 8.0 0.9 92.2 88.5 98.2 97.3: 1.8 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 2 14 14 16 17:
Old : 20: 1 2 2 14 14 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 65.4 85.0 87.2 64.3 59.5 78.7 76.9
Old : 67.0 65.4 85.0 87.2 64.3 59.5 78.7 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders - Futures Only, October 2, 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 : 17,711: 6,081 9,358 3,308 7,867 4,046 17,256 16,712: 455 999
Old : 17,711: 6,081 9,358 3,308 7,867 4,046 17,256 16,712: 455 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 418: -41 1,345 -338 702 -554 323 453: 95 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 52.8 18.7 44.4 22.8 97.4 94.4: 2.6 5.6
Old : 100.0: 34.3 52.8 18.7 44.4 22.8 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 15 19 10 9 30 32:
Old : 34: 9 15 19 10 9 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 42.1 67.2 59.9 47.2 38.7 62.4 50.5
Old : 49.2 42.1 67.2 59.9 47.2 38.7 62.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders - Futures Only, October 2, 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 : 9,170: 3,555 3,845 1,740 3,550 2,950 8,845 8,535: 325 635
Old : 9,170: 3,555 3,845 1,740 3,550 2,950 8,845 8,535: 325 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -15: 85 -735 90 -125 655 50 10: -65 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 41.9 19.0 38.7 32.2 96.5 93.1: 3.5 6.9
Old : 100.0: 38.8 41.9 19.0 38.7 32.2 96.5 93.1: 3.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 11 13 8 7 23 22:
Old : 26: 6 11 13 8 7 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 52.1 78.4 71.9 48.6 40.2 57.6 49.8
Old : 63.5 52.1 78.4 71.9 48.6 40.2 57.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, October 2, 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 : 14,831: 1,946 1,788 252 12,440 12,399 14,638 14,439: 193 392
Old : 14,831: 1,946 1,788 252 12,440 12,399 14,638 14,439: 193 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -5,496: 106 -222 -193 -5,480 -5,234 -5,567 -5,649: 71 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 12.1 1.7 83.9 83.6 98.7 97.4: 1.3 2.6
Old : 100.0: 13.1 12.1 1.7 83.9 83.6 98.7 97.4: 1.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 5 5 32 36 42 44:
Old : 56: 7 5 5 32 36 42 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 : 34.6 42.3 55.1 61.4 29.4 37.6 46.4 48.2
Old : 34.6 42.3 55.1 61.4 29.4 37.6 46.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, October 2, 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 : 2,940: 259 0 123 1,810 2,276 2,192 2,399: 748 541
Old : 2,940: 259 0 123 1,810 2,276 2,192 2,399: 748 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -346: 51 0 -27 -432 -304 -408 -331: 62 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 4.2 61.6 77.4 74.6 81.6: 25.4 18.4
Old : 100.0: 8.8 0.0 4.2 61.6 77.4 74.6 81.6: 25.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 15 16 16 17:
Old : 20: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 46.2 56.4 62.5 21.6 29.3 27.0 34.5
Old : 39.5 46.2 56.4 62.5 21.6 29.3 27.0 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, October 2, 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 : 1,666: 78 578 30 958 706 1,066 1,314: 600 352
Old : 1,666: 78 578 30 958 706 1,066 1,314: 600 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -180: 49 -8 4 -273 -123 -220 -127: 40 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 34.7 1.8 57.5 42.4 64.0 78.9: 36.0 21.1
Old : 100.0: 4.7 34.7 1.8 57.5 42.4 64.0 78.9: 36.0 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 19 14 22 16:
Old : 25: 2 1 1 19 14 22 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 : 32.3 52.4 42.7 66.9 27.2 51.9 36.9 59.5
Old : 32.3 52.4 42.7 66.9 27.2 51.9 36.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 2, 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 : 58,871: 2,531 747 5,444 49,662 51,375 57,637 57,566: 1,234 1,305
Old : 58,871: 2,531 747 5,444 49,662 51,375 57,637 57,566: 1,234 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,555: -2,368 75 90 66 -2,946 -2,212 -2,781: -343 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.3 9.2 84.4 87.3 97.9 97.8: 2.1 2.2
Old : 100.0: 4.3 1.3 9.2 84.4 87.3 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 2 3 32 30 38 33:
Old : 40: 4 2 3 32 30 38 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 : 45.7 52.6 69.2 74.8 35.7 44.7 46.4 55.3
Old : 45.7 52.6 69.2 74.8 35.7 44.7 46.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 2, 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 : 15,686: 1,194 56 1,980 11,330 13,052 14,504 15,088: 1,182 598
Old : 15,686: 1,194 56 1,980 11,330 13,052 14,504 15,088: 1,182 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -525: 160 56 -196 -549 -539 -585 -679: 60 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.4 12.6 72.2 83.2 92.5 96.2: 7.5 3.8
Old : 100.0: 7.6 0.4 12.6 72.2 83.2 92.5 96.2: 7.5 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 : 26: 2 1 3 20 17 23 20:
Old : 26: 2 1 3 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.3 75.0 72.4 39.4 43.1 54.6 56.6
Old : 47.7 48.3 75.0 72.4 39.4 43.1 54.6 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, October 2, 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 : 8,289: 0 1,506 128 6,796 5,362 6,924 6,996: 1,365 1,293
Old : 8,289: 0 1,506 128 6,796 5,362 6,924 6,996: 1,365 1,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -116: 0 348 -10 42 -500 32 -162: -148 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 1.5 82.0 64.7 83.5 84.4: 16.5 15.6
Old : 100.0: 0.0 18.2 1.5 82.0 64.7 83.5 84.4: 16.5 15.6
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 : 22: 0 2 1 18 15 19 17:
Old : 22: 0 2 1 18 15 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 : 39.7 46.1 59.6 67.8 26.2 33.9 40.5 45.3
Old : 39.7 46.1 59.6 67.8 26.2 33.9 40.5 45.3
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, October 2, 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 : 12,107: 3,390 440 310 7,693 10,989 11,393 11,739: 714 368
Old : 12,107: 3,390 440 310 7,693 10,989 11,393 11,739: 714 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -588: -102 0 0 -355 -583 -457 -583: -131 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.6 2.6 63.5 90.8 94.1 97.0: 5.9 3.0
Old : 100.0: 28.0 3.6 2.6 63.5 90.8 94.1 97.0: 5.9 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: 2 1 3 16 20 19 23:
Old : 26: 2 1 3 16 20 19 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 : 51.3 39.5 73.2 61.2 48.4 35.5 61.2 50.9
Old : 51.3 39.5 73.2 61.2 48.4 35.5 61.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 2, 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 : 20,461: 330 1,480 658 17,204 17,243 18,192 19,381: 2,269 1,080
Old : 20,461: 330 1,480 658 17,204 17,243 18,192 19,381: 2,269 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,452: -76 -200 0 -1,164 -1,210 -1,240 -1,410: -212 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.2 3.2 84.1 84.3 88.9 94.7: 11.1 5.3
Old : 100.0: 1.6 7.2 3.2 84.1 84.3 88.9 94.7: 11.1 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 : 30: 2 1 3 23 23 26 26:
Old : 30: 2 1 3 23 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 : 34.1 38.3 53.4 62.9 27.4 33.2 38.7 47.7
Old : 34.1 38.3 53.4 62.9 27.4 33.2 38.7 47.7
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, October 2, 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 : 8,554: 1,290 0 120 5,649 7,043 7,059 7,163: 1,495 1,391
Old : 8,554: 1,290 0 120 5,649 7,043 7,059 7,163: 1,495 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -375: 46 0 -66 -245 -328 -265 -394: -110 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 1.4 66.0 82.3 82.5 83.7: 17.5 16.3
Old : 100.0: 15.1 0.0 1.4 66.0 82.3 82.5 83.7: 17.5 16.3
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: 1 0 1 18 16 19 17:
Old : 23: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 37.2 54.6 56.7 29.0 30.8 42.8 47.9
Old : 35.9 37.2 54.6 56.7 29.0 30.8 42.8 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, October 2, 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 : 12,428: 1,186 2,144 1,690 7,805 7,653 10,681 11,487: 1,747 941
Old : 12,428: 1,186 2,144 1,690 7,805 7,653 10,681 11,487: 1,747 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 791: -1,502 -8 1,430 790 -572 718 850: 73 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 17.3 13.6 62.8 61.6 85.9 92.4: 14.1 7.6
Old : 100.0: 9.5 17.3 13.6 62.8 61.6 85.9 92.4: 14.1 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 : 21: 1 2 3 16 16 19 19:
Old : 21: 1 2 3 16 16 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 : 56.5 47.1 71.9 70.0 30.6 30.2 35.5 40.2
Old : 56.5 47.1 71.9 70.0 30.6 30.2 35.5 40.2
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, October 2, 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 : 11,896: 248 2,270 796 9,111 8,364 10,155 11,430: 1,741 466
Old : 11,896: 248 2,270 796 9,111 8,364 10,155 11,430: 1,741 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -434: 30 -288 -44 -397 -182 -411 -514: -23 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 19.1 6.7 76.6 70.3 85.4 96.1: 14.6 3.9
Old : 100.0: 2.1 19.1 6.7 76.6 70.3 85.4 96.1: 14.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 53.4 67.5 78.2 41.0 47.6 54.3 65.8
Old : 46.3 53.4 67.5 78.2 41.0 47.6 54.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, October 2, 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 : 55,250: 0 0 0 55,250 55,250 55,250 55,250: 0 0
Old : 55,250: 0 0 0 55,250 55,250 55,250 55,250: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,287: 0 0 0 -2,949 -3,287 -2,949 -3,287: -338 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 20 15 20 15:
Old : 28: 0 0 0 20 15 20 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 : 72.9 77.7 87.3 94.7 72.9 72.3 85.7 88.3
Old : 72.9 77.7 87.3 94.7 72.9 72.3 85.7 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, October 2, 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 : 906,113: 0 0 0 906,113 906,113 906,113 906,113: 0 0
Old : 906,113: 0 0 0 906,113 906,113 906,113 906,113: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -41,600: 0 0 0 -41,600 -41,600 -41,600 -41,600: 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 : 27: 0 0 0 17 20 17 20:
Old : 27: 0 0 0 17 20 17 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 : 70.3 80.2 88.5 93.7 69.2 74.0 86.2 87.5
Old : 70.3 80.2 88.5 93.7 69.2 74.0 86.2 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, October 2, 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 : 79,250: 0 0 0 78,995 79,079 78,995 79,079: 255 171
Old : 79,250: 0 0 0 78,995 79,079 78,995 79,079: 255 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -6,118: 0 0 0 -6,118 -6,099 -6,118 -6,099: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 16 28 16 28:
Old : 36: 0 0 0 16 28 16 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 : 74.8 43.2 91.0 68.3 74.2 43.2 87.3 64.8
Old : 74.8 43.2 91.0 68.3 74.2 43.2 87.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, October 2, 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 : 1,058,226: 0 0 0 1,058,226 1,058,226 1,058,226 1,058,226: 0 0
Old : 1,058,226: 0 0 0 1,058,226 1,058,226 1,058,226 1,058,226: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -115,232: 0 0 0 -115,232 -115,232 -115,232 -115,232: 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 : 34: 0 0 0 18 23 18 23:
Old : 34: 0 0 0 18 23 18 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 : 69.5 44.1 89.6 66.7 67.5 44.1 81.0 63.7
Old : 69.5 44.1 89.6 66.7 67.5 44.1 81.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, October 2, 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 : 60,297: 5,520 0 4,900 49,622 55,397 60,042 60,297: 255 0
Old : 60,297: 5,520 0 4,900 49,622 55,397 60,042 60,297: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,687: 1,575 0 -2,090 -2,172 -597 -2,687 -2,687: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 8.1 82.3 91.9 99.6 100.0: 0.4 0.0
Old : 100.0: 9.2 0.0 8.1 82.3 91.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 27 22 30 24:
Old : 35: 3 0 2 27 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 45.6 57.5 71.1 30.5 38.9 46.2 57.0
Old : 37.2 45.6 57.5 71.1 30.5 38.9 46.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, October 2, 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 : 1,161,406: 39,741 105,450 12,891 1,108,774 1,043,065 1,161,406 1,161,406: 0 0
Old : 1,161,406: 39,741 105,450 12,891 1,108,774 1,043,065 1,161,406 1,161,406: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -66,560: 936 -2,080 -2,496 -65,000 -61,984 -66,560 -66,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.1 1.1 95.5 89.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 9.1 1.1 95.5 89.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 2 1 28 25 32 28:
Old : 40: 4 2 1 28 25 32 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 : 40.9 43.0 59.7 68.7 38.0 41.5 52.4 59.6
Old : 40.9 43.0 59.7 68.7 38.0 41.5 52.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, October 2, 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 : 45,390: 0 3,593 0 45,326 41,287 45,326 44,880: 64 510
Old : 45,390: 0 3,593 0 45,326 41,287 45,326 44,880: 64 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,214: 0 -19 0 -3,195 -3,195 -3,195 -3,214: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 99.9 91.0 99.9 98.9: 0.1 1.1
Old : 100.0: 0.0 7.9 0.0 99.9 91.0 99.9 98.9: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 19 14 19 16:
Old : 27: 0 2 0 19 14 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 : 61.0 73.5 83.2 87.9 58.7 62.7 73.2 75.7
Old : 61.0 73.5 83.2 87.9 58.7 62.7 73.2 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders - Futures Only, October 2, 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 : 38,546: 640 5,420 0 37,396 33,126 38,036 38,546: 510 0
Old : 38,546: 640 5,420 0 37,396 33,126 38,036 38,546: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,442: -190 -95 0 -1,233 -1,347 -1,423 -1,442: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.1 0.0 97.0 85.9 98.7 100.0: 1.3 0.0
Old : 100.0: 1.7 14.1 0.0 97.0 85.9 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 15 19 16 20:
Old : 30: 1 1 0 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 60.9 87.5 80.6 48.1 42.4 60.6 57.3
Old : 63.6 60.9 87.5 80.6 48.1 42.4 60.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, October 2, 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 : 24,319: 7,104 0 1,805 15,410 22,514 24,319 24,319: 0 0
Old : 24,319: 7,104 0 1,805 15,410 22,514 24,319 24,319: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,812: -1,539 0 0 -1,273 -2,812 -2,812 -2,812: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.0 7.4 63.4 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 29.2 0.0 7.4 63.4 92.6 100.0 100.0: 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 : 22: 2 0 2 11 16 13 18:
Old : 22: 2 0 2 11 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 58.4 92.5 82.2 48.9 49.9 62.0 61.2
Old : 68.1 58.4 92.5 82.2 48.9 49.9 62.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, October 2, 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 : 14,464: 192 1,759 0 13,420 12,577 13,612 14,336: 852 128
Old : 14,464: 192 1,759 0 13,420 12,577 13,612 14,336: 852 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -608: -57 19 -19 -513 -570 -589 -570: -19 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 12.2 0.0 92.8 87.0 94.1 99.1: 5.9 0.9
Old : 100.0: 1.3 12.2 0.0 92.8 87.0 94.1 99.1: 5.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 16 13 17 14:
Old : 24: 1 1 0 16 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 66.4 77.8 91.8 48.4 58.4 69.5 77.0
Old : 51.7 66.4 77.8 91.8 48.4 58.4 69.5 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, October 2, 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 : 722,049: 0 37,633 23,400 698,649 661,016 722,049 722,049: 0 0
Old : 722,049: 0 37,633 23,400 698,649 661,016 722,049 722,049: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -69,171: 0 -9,152 0 -69,171 -60,019 -69,171 -69,171: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 3.2 96.8 91.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 3.2 96.8 91.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 19 13 20 15:
Old : 26: 0 2 1 19 13 20 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 : 56.6 74.5 82.4 90.1 50.2 56.8 62.3 65.6
Old : 56.6 74.5 82.4 90.1 50.2 56.8 62.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, October 2, 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 : 913,873: 11,850 126,970 0 902,023 786,903 913,873 913,873: 0 0
Old : 913,873: 11,850 126,970 0 902,023 786,903 913,873 913,873: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -37,232: -4,160 4,160 -4,160 -28,912 -37,232 -37,232 -37,232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 13.9 0.0 98.7 86.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 13.9 0.0 98.7 86.1 100.0 100.0: 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 : 27: 1 1 0 16 17 17 18:
Old : 27: 1 1 0 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.9 88.8 89.0 47.4 55.5 66.7 67.3
Old : 63.8 74.9 88.8 89.0 47.4 55.5 66.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders - Futures Only, October 2, 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 : 455,101: 72,490 461 82,950 299,661 371,690 455,101 455,101: 0 0
Old : 455,101: 72,490 461 82,950 299,661 371,690 455,101 455,101: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -48,672: -23,251 461 -4,621 -20,800 -44,512 -48,672 -48,672: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.1 18.2 65.8 81.7 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 0.1 18.2 65.8 81.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 14 13 16 15:
Old : 21: 1 1 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 61.4 81.9 90.3 37.5 41.1 49.9 52.9
Old : 60.4 61.4 81.9 90.3 37.5 41.1 49.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, October 2, 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 : 33,215: 2,175 0 0 30,549 32,865 32,724 32,865: 491 350
Old : 33,215: 2,175 0 0 30,549 32,865 32,724 32,865: 491 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 564: 0 0 0 521 578 521 578: 43 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 92.0 98.9 98.5 98.9: 1.5 1.1
Old : 100.0: 6.5 0.0 0.0 92.0 98.9 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 0 36 38 38 38:
Old : 44: 2 0 0 36 38 38 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 : 44.6 53.5 60.5 70.9 40.2 49.8 50.8 61.2
Old : 44.6 53.5 60.5 70.9 40.2 49.8 50.8 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, October 2, 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 : 9,395: 156 675 46 8,897 8,251 9,099 8,972: 296 423
Old : 9,395: 156 675 46 8,897 8,251 9,099 8,972: 296 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -669: -52 0 0 -608 -587 -660 -587: -9 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.2 0.5 94.7 87.8 96.8 95.5: 3.2 4.5
Old : 100.0: 1.7 7.2 0.5 94.7 87.8 96.8 95.5: 3.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 1 23 21 25 24:
Old : 31: 2 2 1 23 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 57.7 71.1 74.4 54.2 56.6 68.7 68.5
Old : 56.5 57.7 71.1 74.4 54.2 56.6 68.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, October 2, 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 : 11,295: 930 0 0 10,155 11,221 11,085 11,221: 210 74
Old : 11,295: 930 0 0 10,155 11,221 11,085 11,221: 210 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -532: -65 0 0 -589 -539 -654 -539: 122 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 89.9 99.3 98.1 99.3: 1.9 0.7
Old : 100.0: 8.2 0.0 0.0 89.9 99.3 98.1 99.3: 1.9 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 : 30: 1 0 0 19 20 20 20:
Old : 30: 1 0 0 19 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 48.0 82.4 71.1 56.6 48.0 75.0 64.2
Old : 59.1 48.0 82.4 71.1 56.6 48.0 75.0 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders - Futures Only, October 2, 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 : 4,865: 138 25 0 4,316 4,643 4,454 4,668: 411 197
Old : 4,865: 138 25 0 4,316 4,643 4,454 4,668: 411 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -467: 0 0 0 -531 -531 -531 -531: 64 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 0.0 88.7 95.4 91.6 96.0: 8.4 4.0
Old : 100.0: 2.8 0.5 0.0 88.7 95.4 91.6 96.0: 8.4 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 : 22: 1 1 0 16 15 17 16:
Old : 22: 1 1 0 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 60.5 86.4 84.5 74.8 59.0 81.5 79.5
Old : 75.1 60.5 86.4 84.5 74.8 59.0 81.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 2, 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 : 1,556,877: 366,395 150,515 448,318 665,573 889,358 1,480,286 1,488,191: 76,591 68,686
Old : 1,556,877: 366,395 150,515 448,318 665,573 889,358 1,480,286 1,488,191: 76,591 68,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,014: -8,267 7,150 7,864 1,730 -19,216 1,327 -4,202: -313 5,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.7 28.8 42.8 57.1 95.1 95.6: 4.9 4.4
Old : 100.0: 23.5 9.7 28.8 42.8 57.1 95.1 95.6: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 115 96 155 96 104 293 294:
Old : 344: 115 96 155 96 104 293 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 14.1 28.0 25.5 12.1 10.9 17.7 17.8
Old : 17.4 14.1 28.0 25.5 12.1 10.9 17.7 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, October 2, 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 : 176,949: 55,338 15,209 750 74,502 104,135 130,590 120,094: 46,359 56,855
Old : 176,949: 55,338 15,209 750 74,502 104,135 130,590 120,094: 46,359 56,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,017: -8,099 -2,249 -1,066 -5,680 -12,868 -14,845 -16,183: 4,828 6,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.6 0.4 42.1 58.9 73.8 67.9: 26.2 32.1
Old : 100.0: 31.3 8.6 0.4 42.1 58.9 73.8 67.9: 26.2 32.1
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 : 27: 5 4 4 16 16 22 23:
Old : 27: 5 4 4 16 16 22 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 : 42.7 38.2 59.1 51.6 42.5 37.8 55.4 48.0
Old : 42.7 38.2 59.1 51.6 42.5 37.8 55.4 48.0
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, October 2, 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 : 28,133: 2,440 100 775 24,843 27,183 28,058 28,058: 75 75
Old : 28,133: 2,440 100 775 24,843 27,183 28,058 28,058: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,182: 42 -30 -170 -1,029 -957 -1,157 -1,157: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.4 2.8 88.3 96.6 99.7 99.7: 0.3 0.3
Old : 100.0: 8.7 0.4 2.8 88.3 96.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 1 2 23 26 27 29:
Old : 39: 3 1 2 23 26 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 : 75.3 54.9 86.6 79.3 64.6 53.1 67.6 65.2
Old : 75.3 54.9 86.6 79.3 64.6 53.1 67.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, October 2, 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 : 86,542: 6,302 10,854 3,621 73,503 67,643 83,426 82,118: 3,116 4,424
Old : 86,542: 6,302 10,854 3,621 73,503 67,643 83,426 82,118: 3,116 4,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,302: 236 907 -1,657 -1,459 -2,172 -2,880 -2,922: -422 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.5 4.2 84.9 78.2 96.4 94.9: 3.6 5.1
Old : 100.0: 7.3 12.5 4.2 84.9 78.2 96.4 94.9: 3.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 7 8 22 19 32 28:
Old : 33: 3 7 8 22 19 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 44.3 71.1 66.4 26.3 24.0 32.9 29.9
Old : 48.6 44.3 71.1 66.4 26.3 24.0 32.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, October 2, 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 : 41,018: 3,056 1,748 2,876 32,566 33,613 38,498 38,237: 2,520 2,781
Old : 41,018: 3,056 1,748 2,876 32,566 33,613 38,498 38,237: 2,520 2,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,685: -391 0 -1,474 155 -585 -1,710 -2,059: 25 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.3 7.0 79.4 81.9 93.9 93.2: 6.1 6.8
Old : 100.0: 7.5 4.3 7.0 79.4 81.9 93.9 93.2: 6.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 3 14 14 19 18:
Old : 21: 3 2 3 14 14 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 : 45.5 46.3 67.4 70.0 22.8 23.6 28.9 30.4
Old : 45.5 46.3 67.4 70.0 22.8 23.6 28.9 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, October 2, 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 : 60,953: 0 3,491 474 37,034 30,204 37,508 34,169: 23,445 26,784
Old : 60,953: 0 3,491 474 37,034 30,204 37,508 34,169: 23,445 26,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -5,518: -591 -952 0 -4,327 -2,978 -4,918 -3,930: -600 -1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.8 60.8 49.6 61.5 56.1: 38.5 43.9
Old : 100.0: 0.0 5.7 0.8 60.8 49.6 61.5 56.1: 38.5 43.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 2 14 16 16 19:
Old : 20: 0 3 2 14 16 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.1 52.5 44.3 26.5 22.9 35.1 30.3
Old : 34.8 30.1 52.5 44.3 26.5 22.9 35.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, October 2, 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 : 3,480: 750 640 150 2,535 2,690 3,435 3,480: 45 0
Old : 3,480: 750 640 150 2,535 2,690 3,435 3,480: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -579: -200 -59 0 -379 -520 -579 -579: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.4 4.3 72.8 77.3 98.7 100.0: 1.3 0.0
Old : 100.0: 21.6 18.4 4.3 72.8 77.3 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 10 11 12 14:
Old : 23: 2 2 1 10 11 12 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 : 56.0 65.1 86.2 86.6 49.6 52.2 68.5 64.9
Old : 56.0 65.1 86.2 86.6 49.6 52.2 68.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, October 2, 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 : 29,834: 3,029 6,170 8,682 13,458 11,421 25,169 26,273: 4,665 3,561
Old : 29,834: 3,029 6,170 8,682 13,458 11,421 25,169 26,273: 4,665 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -816: 152 -156 -575 -1,229 60 -1,652 -671: 836 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.7 29.1 45.1 38.3 84.4 88.1: 15.6 11.9
Old : 100.0: 10.2 20.7 29.1 45.1 38.3 84.4 88.1: 15.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 9 8 12 14 22 26:
Old : 28: 5 9 8 12 14 22 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 : 44.4 40.0 61.8 66.0 26.5 25.4 32.7 33.2
Old : 44.4 40.0 61.8 66.0 26.5 25.4 32.7 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 2, 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 : 20,458: 14,684 2,905 222 3,315 16,687 18,221 19,814: 2,237 644
Old : 20,458: 14,684 2,905 222 3,315 16,687 18,221 19,814: 2,237 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 401: -58 81 -13 421 285 350 353: 51 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 14.2 1.1 16.2 81.6 89.1 96.9: 10.9 3.1
Old : 100.0: 71.8 14.2 1.1 16.2 81.6 89.1 96.9: 10.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 74 18 6 21 35 99 57:
Old : 145: 74 18 6 21 35 99 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 34.2 42.9 51.6 32.7 34.1 42.4 51.6
Old : 32.7 34.2 42.9 51.6 32.7 34.1 42.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 2, 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 : 60,889: 48,002 5,882 667 5,345 52,426 54,014 58,975: 6,875 1,914
Old : 60,889: 48,002 5,882 667 5,345 52,426 54,014 58,975: 6,875 1,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,065: 3,229 -168 -368 -341 2,723 2,520 2,187: -455 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 9.7 1.1 8.8 86.1 88.7 96.9: 11.3 3.1
Old : 100.0: 78.8 9.7 1.1 8.8 86.1 88.7 96.9: 11.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 99 22 13 21 37 127 67:
Old : 172: 99 22 13 21 37 127 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 37.7 39.0 51.9 28.1 37.1 38.8 51.3
Old : 28.3 37.7 39.0 51.9 28.1 37.1 38.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, October 2, 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 : 277,184: 113,684 37,856 35,347 104,774 193,329 253,805 266,532: 23,379 10,652
Old : 277,184: 113,684 37,856 35,347 104,774 193,329 253,805 266,532: 23,379 10,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -13,930: 141 -1,390 2,488 -17,081 -13,286 -14,452 -12,188: 522 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 13.7 12.8 37.8 69.7 91.6 96.2: 8.4 3.8
Old : 100.0: 41.0 13.7 12.8 37.8 69.7 91.6 96.2: 8.4 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 : 212: 82 23 51 77 85 182 144:
Old : 212: 82 23 51 77 85 182 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 17.8 25.6 29.8 11.9 14.6 19.4 23.9
Old : 16.2 17.8 25.6 29.8 11.9 14.6 19.4 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, October 2, 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 : 20,398: 7,004 156 1,199 9,846 15,763 18,049 17,118: 2,349 3,280
Old : 20,398: 7,004 156 1,199 9,846 15,763 18,049 17,118: 2,349 3,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -722: -3,013 156 951 2,055 -1,512 -7 -405: -715 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 0.8 5.9 48.3 77.3 88.5 83.9: 11.5 16.1
Old : 100.0: 34.3 0.8 5.9 48.3 77.3 88.5 83.9: 11.5 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 13 19 17 22:
Old : 25: 3 1 3 13 19 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 40.1 76.3 60.1 56.3 39.1 67.5 54.8
Old : 60.0 40.1 76.3 60.1 56.3 39.1 67.5 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders - Futures Only, October 2, 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 : 7,732: 500 465 135 7,067 7,132 7,702 7,732: 30 0
Old : 7,732: 500 465 135 7,067 7,132 7,702 7,732: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.0 1.7 91.4 92.2 99.6 100.0: 0.4 0.0
Old : 100.0: 6.5 6.0 1.7 91.4 92.2 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 1 10 10 15 11:
Old : 20: 4 1 1 10 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 76.3 90.5 96.6 57.4 64.6 68.1 71.8
Old : 69.3 76.3 90.5 96.6 57.4 64.6 68.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, October 2, 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 : 11,669: 102 6,389 289 11,278 4,826 11,669 11,504: 0 165
Old : 11,669: 102 6,389 289 11,278 4,826 11,669 11,504: 0 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,230: -54 -91 0 -2,056 -2,163 -2,110 -2,254: -120 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 54.8 2.5 96.6 41.4 100.0 98.6: 0.0 1.4
Old : 100.0: 0.9 54.8 2.5 96.6 41.4 100.0 98.6: 0.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 5 3 31 22 34 29:
Old : 41: 2 5 3 31 22 34 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 : 47.8 60.1 66.2 74.9 44.2 56.9 59.4 67.5
Old : 47.8 60.1 66.2 74.9 44.2 56.9 59.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, October 2, 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 : 44,536: 2,206 150 0 42,124 44,356 44,330 44,506: 206 30
Old : 44,536: 2,206 150 0 42,124 44,356 44,330 44,506: 206 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -8,255: -202 0 0 -7,991 -8,217 -8,193 -8,217: -62 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.3 0.0 94.6 99.6 99.5 99.9: 0.5 0.1
Old : 100.0: 5.0 0.3 0.0 94.6 99.6 99.5 99.9: 0.5 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 : 56: 5 1 0 46 28 51 29:
Old : 56: 5 1 0 46 28 51 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 : 51.7 58.2 65.1 77.7 32.2 42.8 42.2 54.2
Old : 51.7 58.2 65.1 77.7 32.2 42.8 42.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, October 2, 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 : 10,483: 338 0 0 9,935 10,483 10,273 10,483: 210 0
Old : 10,483: 338 0 0 9,935 10,483 10,273 10,483: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -6,535: -152 0 0 -6,373 -6,535 -6,525 -6,535: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 94.8 100.0 98.0 100.0: 2.0 0.0
Old : 100.0: 3.2 0.0 0.0 94.8 100.0 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 16 11 18 11:
Old : 23: 2 0 0 16 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 79.4 81.7 95.4 45.3 58.7 60.7 69.0
Old : 58.6 79.4 81.7 95.4 45.3 58.7 60.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, October 2, 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 : 11,460: 450 4,025 150 10,680 7,285 11,280 11,460: 180 0
Old : 11,460: 450 4,025 150 10,680 7,285 11,280 11,460: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,030: 0 -955 0 -2,030 -1,075 -2,030 -2,030: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 35.1 1.3 93.2 63.6 98.4 100.0: 1.6 0.0
Old : 100.0: 3.9 35.1 1.3 93.2 63.6 98.4 100.0: 1.6 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 : 36: 2 4 1 25 19 27 24:
Old : 36: 2 4 1 25 19 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 63.7 76.9 83.2 55.8 59.8 66.1 75.2
Old : 63.8 63.7 76.9 83.2 55.8 59.8 66.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, October 2, 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 : 50,430: 5,107 5,743 9,445 35,611 35,130 50,163 50,318: 267 112
Old : 50,430: 5,107 5,743 9,445 35,611 35,130 50,163 50,318: 267 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,276: 698 386 -973 -3,071 -2,742 -3,346 -3,329: 70 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.4 18.7 70.6 69.7 99.5 99.8: 0.5 0.2
Old : 100.0: 10.1 11.4 18.7 70.6 69.7 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 2 5 44 40 53 46:
Old : 59: 7 2 5 44 40 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.3 59.3 67.4 19.3 26.5 29.8 33.1
Old : 43.2 49.3 59.3 67.4 19.3 26.5 29.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, October 2, 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 : 13,596: 1,900 3,047 728 10,879 9,581 13,507 13,356: 89 240
Old : 13,596: 1,900 3,047 728 10,879 9,581 13,507 13,356: 89 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,630: 333 -513 163 -2,122 -1,229 -1,626 -1,579: -4 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.4 5.4 80.0 70.5 99.3 98.2: 0.7 1.8
Old : 100.0: 14.0 22.4 5.4 80.0 70.5 99.3 98.2: 0.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 4 3 23 20 29 25:
Old : 37: 4 4 3 23 20 29 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 : 49.9 53.9 68.7 74.2 47.2 44.6 58.4 59.3
Old : 49.9 53.9 68.7 74.2 47.2 44.6 58.4 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, October 2, 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 : 20,634: 7,804 1,216 584 11,247 17,922 19,635 19,722: 999 912
Old : 20,634: 7,804 1,216 584 11,247 17,922 19,635 19,722: 999 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,358: -1,176 -80 -232 -1,978 -3,398 -3,386 -3,710: 28 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 5.9 2.8 54.5 86.9 95.2 95.6: 4.8 4.4
Old : 100.0: 37.8 5.9 2.8 54.5 86.9 95.2 95.6: 4.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 4 4 25 27 32 33:
Old : 44: 5 4 4 25 27 32 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 : 58.6 40.4 72.2 62.2 56.7 37.9 66.8 57.2
Old : 58.6 40.4 72.2 62.2 56.7 37.9 66.8 57.2
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, October 2, 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 : 25,550: 4,390 2,724 201 20,016 19,288 24,607 22,213: 943 3,337
Old : 25,550: 4,390 2,724 201 20,016 19,288 24,607 22,213: 943 3,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -4,199: 60 75 -173 -3,724 -4,876 -3,837 -4,974: -362 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.7 0.8 78.3 75.5 96.3 86.9: 3.7 13.1
Old : 100.0: 17.2 10.7 0.8 78.3 75.5 96.3 86.9: 3.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 17 22 19 24:
Old : 29: 1 2 1 17 22 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 33.9 77.9 59.7 59.7 33.7 69.5 59.4
Old : 61.8 33.9 77.9 59.7 59.7 33.7 69.5 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012