GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 44,930: 1,215 0 415 43,007 44,321 44,637 44,736: 293 194
Old : 44,930: 1,215 0 415 43,007 44,321 44,637 44,736: 293 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,020: 297 0 -81 819 1,101 1,035 1,020: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.9 95.7 98.6 99.3 99.6: 0.7 0.4
Old : 100.0: 2.7 0.0 0.9 95.7 98.6 99.3 99.6: 0.7 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 : 54: 1 0 1 37 46 38 47:
Old : 54: 1 0 1 37 46 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 38.0 69.7 59.5 24.1 22.6 35.3 32.7
Old : 51.1 38.0 69.7 59.5 24.1 22.6 35.3 32.7
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,285: 0 0 0 27,156 27,273 27,156 27,273: 129 12
Old : 27,285: 0 0 0 27,156 27,273 27,156 27,273: 129 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 795: 0 0 0 789 795 789 795: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 23 35 23 35:
Old : 36: 0 0 0 23 35 23 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 : 54.9 45.2 77.2 76.2 20.7 24.9 29.5 29.4
Old : 54.9 45.2 77.2 76.2 20.7 24.9 29.5 29.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 11,944: 329 436 282 9,870 9,643 10,481 10,361: 1,463 1,583
Old : 11,944: 329 436 282 9,870 9,643 10,481 10,361: 1,463 1,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,131: 169 91 87 618 765 874 943: 257 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.7 2.4 82.6 80.7 87.8 86.7: 12.2 13.3
Old : 100.0: 2.8 3.7 2.4 82.6 80.7 87.8 86.7: 12.2 13.3
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 : 45: 2 2 3 38 40 41 44:
Old : 45: 2 2 3 38 40 41 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 : 25.8 21.9 44.2 39.7 16.5 12.3 20.0 17.2
Old : 25.8 21.9 44.2 39.7 16.5 12.3 20.0 17.2
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,480: 246 82 348 6,062 6,502 6,656 6,932: 824 548
Old : 7,480: 246 82 348 6,062 6,502 6,656 6,932: 824 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 774: -85 -13 150 686 661 751 798: 23 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.1 4.7 81.0 86.9 89.0 92.7: 11.0 7.3
Old : 100.0: 3.3 1.1 4.7 81.0 86.9 89.0 92.7: 11.0 7.3
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 : 59: 2 3 2 49 52 53 55:
Old : 59: 2 3 2 49 52 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 23.5 39.9 38.2 13.6 15.1 19.6 22.8
Old : 26.7 23.5 39.9 38.2 13.6 15.1 19.6 22.8
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 3,632: 857 25 214 1,870 2,938 2,941 3,177: 691 455
Old : 3,632: 857 25 214 1,870 2,938 2,941 3,177: 691 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 443: 203 25 55 218 388 476 468: -33 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.7 5.9 51.5 80.9 81.0 87.5: 19.0 12.5
Old : 100.0: 23.6 0.7 5.9 51.5 80.9 81.0 87.5: 19.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 19 23 23 25:
Old : 30: 3 1 2 19 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 33.7 59.9 54.2 33.6 28.7 42.5 41.1
Old : 41.4 33.7 59.9 54.2 33.6 28.7 42.5 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,186: 75 289 0 1,825 1,551 1,900 1,840: 286 346
Old : 2,186: 75 289 0 1,825 1,551 1,900 1,840: 286 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 140: 0 10 0 152 147 152 157: -12 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.2 0.0 83.5 71.0 86.9 84.2: 13.1 15.8
Old : 100.0: 3.4 13.2 0.0 83.5 71.0 86.9 84.2: 13.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 0 18 16 19 19:
Old : 24: 1 3 0 18 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 : 45.7 32.7 64.2 56.9 34.9 24.3 46.0 37.3
Old : 45.7 32.7 64.2 56.9 34.9 24.3 46.0 37.3
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,680: 6 0 110 2,255 2,280 2,371 2,390: 309 290
Old : 2,680: 6 0 110 2,255 2,280 2,371 2,390: 309 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 20: 0 -30 0 15 47 15 17: 5 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 4.1 84.1 85.1 88.5 89.2: 11.5 10.8
Old : 100.0: 0.2 0.0 4.1 84.1 85.1 88.5 89.2: 11.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 14 16 16 18:
Old : 22: 2 0 2 14 16 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 : 71.6 54.1 80.6 75.8 69.1 54.1 73.9 72.0
Old : 71.6 54.1 80.6 75.8 69.1 54.1 73.9 72.0
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 10,661: 0 300 0 10,430 10,140 10,430 10,440: 231 221
Old : 10,661: 0 300 0 10,430 10,140 10,430 10,440: 231 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,747: 0 300 0 1,747 1,432 1,747 1,732: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 97.8 95.1 97.8 97.9: 2.2 2.1
Old : 100.0: 0.0 2.8 0.0 97.8 95.1 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 16 18 16 19:
Old : 27: 0 1 0 16 18 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 : 58.5 61.4 82.6 89.5 57.6 56.6 76.8 81.4
Old : 58.5 61.4 82.6 89.5 57.6 56.6 76.8 81.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 7,613: 0 189 0 7,275 7,088 7,275 7,277: 338 336
Old : 7,613: 0 189 0 7,275 7,088 7,275 7,277: 338 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 128: 0 102 0 128 26 128 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 95.6 93.1 95.6 95.6: 4.4 4.4
Old : 100.0: 0.0 2.5 0.0 95.6 93.1 95.6 95.6: 4.4 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 : 20: 0 1 0 16 15 16 16:
Old : 20: 0 1 0 16 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 55.8 85.4 78.7 54.1 41.3 63.3 56.4
Old : 67.8 55.8 85.4 78.7 54.1 41.3 63.3 56.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 24,919: 0 2,607 63 24,676 22,249 24,739 24,919: 180 0
Old : 24,919: 0 2,607 63 24,676 22,249 24,739 24,919: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 840: 0 293 63 777 484 840 840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.3 99.0 89.3 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 10.5 0.3 99.0 89.3 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 27 24 28 25:
Old : 35: 0 1 1 27 24 28 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 : 49.0 54.2 69.3 73.4 30.5 35.8 43.2 46.4
Old : 49.0 54.2 69.3 73.4 30.5 35.8 43.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 347,550: 59,881 41,103 56,016 184,091 219,976 299,988 317,095: 47,562 30,455
Old : 347,550: 59,881 41,103 56,016 184,091 219,976 299,988 317,095: 47,562 30,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 15,229: -427 898 5,009 8,438 7,347 13,021 13,254: 2,208 1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.8 16.1 53.0 63.3 86.3 91.2: 13.7 8.8
Old : 100.0: 17.2 11.8 16.1 53.0 63.3 86.3 91.2: 13.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 45 30 33 66 75 128 122:
Old : 156: 45 30 33 66 75 128 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 19.4 25.4 34.0 11.3 14.4 17.1 21.9
Old : 16.4 19.4 25.4 34.0 11.3 14.4 17.1 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 48,440: 0 9,237 15,621 30,643 22,491 46,264 47,349: 2,176 1,091
Old : 48,440: 0 9,237 15,621 30,643 22,491 46,264 47,349: 2,176 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 58: 0 -300 336 -308 -54 28 -17: 29 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.1 32.2 63.3 46.4 95.5 97.7: 4.5 2.3
Old : 100.0: 0.0 19.1 32.2 63.3 46.4 95.5 97.7: 4.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 5 5 16 16 21 21:
Old : 21: 0 5 5 16 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 50.1 66.4 73.0 16.3 18.7 19.8 21.5
Old : 44.2 50.1 66.4 73.0 16.3 18.7 19.8 21.5
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 16,154: 642 3,479 242 15,168 12,294 16,052 16,015: 102 139
Old : 16,154: 642 3,479 242 15,168 12,294 16,052 16,015: 102 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 732: 150 0 -21 603 753 732 732: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.5 1.5 93.9 76.1 99.4 99.1: 0.6 0.9
Old : 100.0: 4.0 21.5 1.5 93.9 76.1 99.4 99.1: 0.6 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 : 65: 5 3 2 45 48 50 53:
Old : 65: 5 3 2 45 48 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 36.3 53.5 49.7 26.9 32.2 40.2 44.0
Old : 32.8 36.3 53.5 49.7 26.9 32.2 40.2 44.0
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 11,221: 983 0 0 10,184 11,221 11,167 11,221: 54 0
Old : 11,221: 983 0 0 10,184 11,221 11,167 11,221: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 515: 0 0 0 515 515 515 515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 90.8 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 8.8 0.0 0.0 90.8 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 0 0 22 32 26 32:
Old : 44: 4 0 0 22 32 26 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 : 47.8 29.6 67.1 48.6 41.4 24.5 55.2 40.6
Old : 47.8 29.6 67.1 48.6 41.4 24.5 55.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 14,225: 4,900 480 150 9,175 13,595 14,225 14,225: 0 0
Old : 14,225: 4,900 480 150 9,175 13,595 14,225 14,225: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,005: 0 300 0 1,005 705 1,005 1,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.4 1.1 64.5 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 34.4 3.4 1.1 64.5 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 8 14 11 15:
Old : 20: 2 1 1 8 14 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.3 71.3 97.2 89.8 80.2 67.9 84.4 79.2
Old : 86.3 71.3 97.2 89.8 80.2 67.9 84.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,334,113: 282,805 401,129 498,264 477,007 380,064 1,258,075 1,279,456: 76,038 54,657
Old : 1,334,113: 282,805 401,129 498,264 477,007 380,064 1,258,075 1,279,456: 76,038 54,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -23,406: -12,772 -19,389 -7,613 -87 1,789 -20,472 -25,212: -2,934 1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 30.1 37.3 35.8 28.5 94.3 95.9: 5.7 4.1
Old : 100.0: 21.2 30.1 37.3 35.8 28.5 94.3 95.9: 5.7 4.1
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 : 374: 127 155 162 75 74 303 301:
Old : 374: 127 155 162 75 74 303 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 23.8 30.1 35.8 10.0 17.1 17.2 21.2
Old : 18.4 23.8 30.1 35.8 10.0 17.1 17.2 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 52,716: 623 12,287 588 46,337 33,612 47,548 46,487: 5,168 6,229
Old : 52,716: 623 12,287 588 46,337 33,612 47,548 46,487: 5,168 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -292: 0 0 -292 0 0 -292 -292: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 23.3 1.1 87.9 63.8 90.2 88.2: 9.8 11.8
Old : 100.0: 1.2 23.3 1.1 87.9 63.8 90.2 88.2: 9.8 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 : 21: 1 3 2 10 12 12 16:
Old : 21: 1 3 2 10 12 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Old : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,611,232: 163,512 123,337 1,095,268 1,347,099 1,385,511 2,605,879 2,604,116: 5,353 7,115
Old : 2,611,232: 163,512 123,337 1,095,268 1,347,099 1,385,511 2,605,879 2,604,116: 5,353 7,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 31,422: 2,226 4,264 16,785 12,414 10,753 31,426 31,803: -3 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.7 41.9 51.6 53.1 99.8 99.7: 0.2 0.3
Old : 100.0: 6.3 4.7 41.9 51.6 53.1 99.8 99.7: 0.2 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 : 142: 40 36 60 62 61 133 126:
Old : 142: 40 36 60 62 61 133 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.8 53.6 56.3 4.7 5.3 6.7 6.6
Old : 33.5 34.8 53.6 56.3 4.7 5.3 6.7 6.6
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 108,927: 20,257 26,621 31,095 55,362 49,636 106,714 107,352: 2,213 1,575
Old : 108,927: 20,257 26,621 31,095 55,362 49,636 106,714 107,352: 2,213 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,044: -1,534 -301 -519 868 233 -1,185 -587: 142 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 24.4 28.5 50.8 45.6 98.0 98.6: 2.0 1.4
Old : 100.0: 18.6 24.4 28.5 50.8 45.6 98.0 98.6: 2.0 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 : 34: 10 7 15 13 16 28 34:
Old : 34: 10 7 15 13 16 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 64.2 80.6 82.4 25.3 21.8 31.2 31.6
Old : 63.1 64.2 80.6 82.4 25.3 21.8 31.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 102,694: 42,656 34,062 40,179 19,667 28,011 102,501 102,251: 193 443
Old : 102,694: 42,656 34,062 40,179 19,667 28,011 102,501 102,251: 193 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,739: -1,225 -1,025 -376 -1,133 -1,739 -2,734 -3,140: -5 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 33.2 39.1 19.2 27.3 99.8 99.6: 0.2 0.4
Old : 100.0: 41.5 33.2 39.1 19.2 27.3 99.8 99.6: 0.2 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 : 41: 7 13 17 14 21 32 40:
Old : 41: 7 13 17 14 21 32 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 : 79.0 48.4 90.5 77.7 41.3 30.1 44.6 39.6
Old : 79.0 48.4 90.5 77.7 41.3 30.1 44.6 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 75,313: 0 1,509 1,680 65,958 62,627 67,638 65,816: 7,675 9,497
Old : 75,313: 0 1,509 1,680 65,958 62,627 67,638 65,816: 7,675 9,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 746: 0 -433 221 525 958 746 746: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 2.2 87.6 83.2 89.8 87.4: 10.2 12.6
Old : 100.0: 0.0 2.0 2.2 87.6 83.2 89.8 87.4: 10.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 16 17 18 19:
Old : 24: 0 2 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 39.1 71.0 62.9 33.9 33.4 55.4 52.4
Old : 46.7 39.1 71.0 62.9 33.9 33.4 55.4 52.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,848,236: 506,514 250,254 808,131 1,501,804 1,765,582 2,816,449 2,823,967: 31,787 24,269
Old : 2,848,236: 506,514 250,254 808,131 1,501,804 1,765,582 2,816,449 2,823,967: 31,787 24,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 87,848: -16,013 9,186 29,973 76,365 44,584 90,325 83,743: -2,477 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.8 28.4 52.7 62.0 98.9 99.1: 1.1 0.9
Old : 100.0: 17.8 8.8 28.4 52.7 62.0 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 30 22 44 99 84 152 129:
Old : 159: 30 22 44 99 84 152 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
Old : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,501,980: 288,948 302,528 370,859 837,908 826,472 1,497,715 1,499,859: 4,265 2,121
Old : 1,501,980: 288,948 302,528 370,859 837,908 826,472 1,497,715 1,499,859: 4,265 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 39,142: 6,166 9,203 26,201 8,480 3,658 40,847 39,062: -1,705 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.1 24.7 55.8 55.0 99.7 99.9: 0.3 0.1
Old : 100.0: 19.2 20.1 24.7 55.8 55.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 18 35 39 38 79 77:
Old : 87: 26 18 35 39 38 79 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Old : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 21,864: 71 843 413 21,009 20,253 21,493 21,509: 371 355
Old : 21,864: 71 843 413 21,009 20,253 21,493 21,509: 371 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,634: 54 -74 43 1,627 1,697 1,724 1,666: -90 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.9 1.9 96.1 92.6 98.3 98.4: 1.7 1.6
Old : 100.0: 0.3 3.9 1.9 96.1 92.6 98.3 98.4: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 4 4 40 42 45 48:
Old : 58: 3 4 4 40 42 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 43.0 63.1 61.3 38.8 38.4 50.1 47.3
Old : 42.6 43.0 63.1 61.3 38.8 38.4 50.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 226,146: 15,502 367 31,479 177,010 192,762 223,990 224,608: 2,156 1,538
Old : 226,146: 15,502 367 31,479 177,010 192,762 223,990 224,608: 2,156 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,689: -505 -11 311 3,313 2,684 3,119 2,985: -430 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.2 13.9 78.3 85.2 99.0 99.3: 1.0 0.7
Old : 100.0: 6.9 0.2 13.9 78.3 85.2 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 1 6 31 31 38 37:
Old : 40: 6 1 6 31 31 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 39.2 66.0 70.7 12.2 13.3 16.4 16.6
Old : 37.3 39.2 66.0 70.7 12.2 13.3 16.4 16.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 36,466: 4,678 570 3,972 26,459 31,233 35,110 35,776: 1,356 690
Old : 36,466: 4,678 570 3,972 26,459 31,233 35,110 35,776: 1,356 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 150: 13 -20 3 134 167 150 150: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.6 10.9 72.6 85.7 96.3 98.1: 3.7 1.9
Old : 100.0: 12.8 1.6 10.9 72.6 85.7 96.3 98.1: 3.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 3 21 19 24 22:
Old : 27: 1 2 3 21 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 55.1 73.8 77.3 30.4 27.4 34.2 33.2
Old : 50.1 55.1 73.8 77.3 30.4 27.4 34.2 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 9,278: 372 690 328 6,610 7,101 7,310 8,119: 1,968 1,159
Old : 9,278: 372 690 328 6,610 7,101 7,310 8,119: 1,968 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 80: 0 20 0 80 60 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.4 3.5 71.2 76.5 78.8 87.5: 21.2 12.5
Old : 100.0: 4.0 7.4 3.5 71.2 76.5 78.8 87.5: 21.2 12.5
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 : 20: 1 2 2 16 14 18 17:
Old : 20: 1 2 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 51.0 60.7 72.0 26.2 32.7 40.0 49.4
Old : 40.3 51.0 60.7 72.0 26.2 32.7 40.0 49.4
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,524: 3,460 940 594 8,423 11,572 12,477 13,106: 1,048 418
Old : 13,524: 3,460 940 594 8,423 11,572 12,477 13,106: 1,048 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 45: -120 -20 0 -182 65 -301 45: 347 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 7.0 4.4 62.3 85.6 92.3 96.9: 7.7 3.1
Old : 100.0: 25.6 7.0 4.4 62.3 85.6 92.3 96.9: 7.7 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 : 25: 1 2 2 16 19 19 21:
Old : 25: 1 2 2 16 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 37.9 73.3 64.1 48.8 28.6 53.4 43.7
Old : 54.4 37.9 73.3 64.1 48.8 28.6 53.4 43.7
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 27,474: 756 3,010 500 24,117 22,815 25,373 26,325: 2,101 1,149
Old : 27,474: 756 3,010 500 24,117 22,815 25,373 26,325: 2,101 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -33: 0 0 0 -60 -33 -60 -33: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.0 1.8 87.8 83.0 92.4 95.8: 7.6 4.2
Old : 100.0: 2.8 11.0 1.8 87.8 83.0 92.4 95.8: 7.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 26 25 29 28:
Old : 31: 2 1 3 26 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 47.0 58.3 71.8 24.3 43.2 39.0 54.7
Old : 37.5 47.0 58.3 71.8 24.3 43.2 39.0 54.7
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 9,824: 1,176 0 230 7,062 7,469 8,468 7,699: 1,356 2,125
Old : 9,824: 1,176 0 230 7,062 7,469 8,468 7,699: 1,356 2,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 2.3 71.9 76.0 86.2 78.4: 13.8 21.6
Old : 100.0: 12.0 0.0 2.3 71.9 76.0 86.2 78.4: 13.8 21.6
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: 1 0 1 18 15 19 16:
Old : 22: 1 0 1 18 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 35.0 63.5 57.1 32.5 30.6 45.9 41.7
Old : 41.8 35.0 63.5 57.1 32.5 30.6 45.9 41.7
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,370: 18 1,952 874 11,535 9,780 12,427 12,606: 943 764
Old : 13,370: 18 1,952 874 11,535 9,780 12,427 12,606: 943 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 4: 18 -122 -18 178 144 178 4: -174 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 14.6 6.5 86.3 73.1 92.9 94.3: 7.1 5.7
Old : 100.0: 0.1 14.6 6.5 86.3 73.1 92.9 94.3: 7.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 20 16 22 19:
Old : 26: 1 2 2 20 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 40.6 69.5 65.6 42.6 28.5 52.6 48.8
Old : 47.9 40.6 69.5 65.6 42.6 28.5 52.6 48.8
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 66,185: 0 0 0 66,185 66,185 66,185 66,185: 0 0
Old : 66,185: 0 0 0 66,185 66,185 66,185 66,185: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 45: 0 0 0 45 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 16 18 16:
Old : 26: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 83.5 85.0 96.8 70.8 79.7 84.0 92.0
Old : 70.8 83.5 85.0 96.8 70.8 79.7 84.0 92.0
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,046,602: 0 0 0 1,046,602 1,046,602 1,046,602 1,046,602: 0 0
Old : 1,046,602: 0 0 0 1,046,602 1,046,602 1,046,602 1,046,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 5,481: 0 0 0 5,481 5,481 5,481 5,481: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 15 16 15:
Old : 24: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.7 90.6 94.2 71.7 79.3 87.2 87.6
Old : 72.3 83.7 90.6 94.2 71.7 79.3 87.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 31,445: 0 0 0 31,445 31,445 31,445 31,445: 0 0
Old : 31,445: 0 0 0 31,445 31,445 31,445 31,445: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 80: 0 0 0 80 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 14 15 14:
Old : 24: 0 0 0 15 14 15 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 : 60.2 87.8 87.3 97.0 57.5 85.9 77.9 88.9
Old : 60.2 87.8 87.3 97.0 57.5 85.9 77.9 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 565,473: 0 0 0 565,473 565,473 565,473 565,473: 0 0
Old : 565,473: 0 0 0 565,473 565,473 565,473 565,473: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
Old : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 119,008: 0 0 0 118,753 119,008 118,753 119,008: 255 0
Old : 119,008: 0 0 0 118,753 119,008 118,753 119,008: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,037: 0 0 0 1,037 1,037 1,037 1,037: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 18 29 18 29:
Old : 38: 0 0 0 18 29 18 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 : 67.8 38.6 86.0 60.6 67.4 37.7 83.2 59.5
Old : 67.8 38.6 86.0 60.6 67.4 37.7 83.2 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,696,814: 1,960 1,960 0 1,694,854 1,694,854 1,696,814 1,696,814: 0 0
Old : 1,696,814: 1,960 1,960 0 1,694,854 1,694,854 1,696,814 1,696,814: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 19,848: 0 0 0 19,848 19,848 19,848 19,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 0 17 27 18 28:
Old : 39: 1 1 0 17 27 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 40.7 88.2 61.8 63.9 40.7 83.5 61.6
Old : 65.1 40.7 88.2 61.8 63.9 40.7 83.5 61.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 65,775: 4,952 3,305 8,015 52,808 54,455 65,775 65,775: 0 0
Old : 65,775: 4,952 3,305 8,015 52,808 54,455 65,775 65,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 220: 0 0 0 220 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.0 12.2 80.3 82.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 5.0 12.2 80.3 82.8 100.0 100.0: 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 : 35: 3 1 3 26 20 30 23:
Old : 35: 3 1 3 26 20 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 48.2 56.2 77.7 27.3 41.7 42.9 56.9
Old : 35.0 48.2 56.2 77.7 27.3 41.7 42.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 1,186,119: 56,890 128,955 23,325 1,105,904 1,033,839 1,186,119 1,186,119: 0 0
Old : 1,186,119: 56,890 128,955 23,325 1,105,904 1,033,839 1,186,119 1,186,119: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,152: 0 0 0 1,152 1,152 1,152 1,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.9 2.0 93.2 87.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 10.9 2.0 93.2 87.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 1 31 23 34 26:
Old : 41: 2 3 1 31 23 34 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 : 34.3 48.4 58.2 72.3 31.8 43.1 50.6 61.8
Old : 34.3 48.4 58.2 72.3 31.8 43.1 50.6 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 46,393: 210 725 110 45,861 45,261 46,181 46,096: 212 297
Old : 46,393: 210 725 110 45,861 45,261 46,181 46,096: 212 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 0.2 98.9 97.6 99.5 99.4: 0.5 0.6
Old : 100.0: 0.5 1.6 0.2 98.9 97.6 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 17 13 19 15:
Old : 27: 1 2 1 17 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 74.7 77.4 89.6 53.8 67.2 70.7 81.5
Old : 57.4 74.7 77.4 89.6 53.8 67.2 70.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 50,847: 1,910 5,100 0 48,343 45,153 50,253 50,253: 594 594
Old : 50,847: 1,910 5,100 0 48,343 45,153 50,253 50,253: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,550: 0 2,550 0 2,550 0 2,550 2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.0 0.0 95.1 88.8 98.8 98.8: 1.2 1.2
Old : 100.0: 3.8 10.0 0.0 95.1 88.8 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 14 15 15 16:
Old : 26: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 57.1 90.8 78.0 53.8 39.8 64.6 57.5
Old : 74.6 57.1 90.8 78.0 53.8 39.8 64.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 14,404: 573 80 176 12,676 13,766 13,425 14,022: 979 382
Old : 14,404: 573 80 176 12,676 13,766 13,425 14,022: 979 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1: 0 0 0 -1 -1 -1 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.6 1.2 88.0 95.6 93.2 97.3: 6.8 2.7
Old : 100.0: 4.0 0.6 1.2 88.0 95.6 93.2 97.3: 6.8 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 : 24: 1 1 1 16 15 18 16:
Old : 24: 1 1 1 16 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 54.5 71.2 77.5 40.0 50.8 57.4 68.9
Old : 53.1 54.5 71.2 77.5 40.0 50.8 57.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 13,926: 319 1,259 0 13,416 12,327 13,735 13,586: 191 340
Old : 13,926: 319 1,259 0 13,416 12,327 13,735 13,586: 191 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 510: 0 0 0 701 510 701 510: -191 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.0 0.0 96.3 88.5 98.6 97.6: 1.4 2.4
Old : 100.0: 2.3 9.0 0.0 96.3 88.5 98.6 97.6: 1.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 16 10 17 12:
Old : 21: 1 2 0 16 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 66.6 73.7 89.1 52.0 60.2 67.4 74.6
Old : 52.9 66.6 73.7 89.1 52.0 60.2 67.4 74.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 808,093: 24,168 44,447 0 783,925 763,646 808,093 808,093: 0 0
Old : 808,093: 24,168 44,447 0 783,925 763,646 808,093 808,093: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 15,805: 0 15,805 0 15,805 0 15,805 15,805: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.5 0.0 97.0 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.5 0.0 97.0 94.5 100.0 100.0: 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 : 27: 2 1 0 19 16 21 17:
Old : 27: 2 1 0 19 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 75.2 74.5 93.0 42.3 60.1 56.6 71.4
Old : 57.1 75.2 74.5 93.0 42.3 60.1 56.6 71.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 888,844: 35,450 35,085 29,360 824,034 824,399 888,844 888,844: 0 0
Old : 888,844: 35,450 35,085 29,360 824,034 824,399 888,844 888,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 23,400: -11,715 35,085 11,715 23,400 -23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.9 3.3 92.7 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 3.9 3.3 92.7 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 12 15 14 16:
Old : 20: 1 1 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 74.3 93.7 91.0 54.9 51.8 64.6 64.4
Old : 74.3 74.3 93.7 91.0 54.9 51.8 64.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 8,174: 293 0 351 7,511 7,824 8,154 8,174: 20 -0
Old : 8,174: 293 0 351 7,511 7,824 8,154 8,174: 20 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 74: 18 0 4 44 78 66 82: 8 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 4.3 91.9 95.7 99.8 100.0: 0.2 -0.0
Old : 100.0: 3.6 0.0 4.3 91.9 95.7 99.8 100.0: 0.2 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 4 16 20 20 24:
Old : 24: 4 0 4 16 20 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 : 43.3 47.0 73.7 71.3 16.0 16.6 20.9 20.7
Old : 43.3 47.0 73.7 71.3 16.0 16.6 20.9 20.7
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,913: 2,043 0 0 20,613 22,108 22,656 22,108: 257 805
Old : 22,913: 2,043 0 0 20,613 22,108 22,656 22,108: 257 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 270: 62 0 0 183 258 245 258: 25 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 90.0 96.5 98.9 96.5: 1.1 3.5
Old : 100.0: 8.9 0.0 0.0 90.0 96.5 98.9 96.5: 1.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 0 0 28 31 31 31:
Old : 40: 3 0 0 28 31 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
Old : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 8,915: 1,200 0 0 7,198 8,384 8,398 8,384: 517 531
Old : 8,915: 1,200 0 0 7,198 8,384 8,398 8,384: 517 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 80.7 94.0 94.2 94.0: 5.8 6.0
Old : 100.0: 13.5 0.0 0.0 80.7 94.0 94.2 94.0: 5.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 15 13 18 13:
Old : 22: 3 0 0 15 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
Old : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 7,296: 130 1,490 0 6,762 5,318 6,892 6,808: 404 488
Old : 7,296: 130 1,490 0 6,762 5,318 6,892 6,808: 404 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 238: 130 0 0 103 233 233 233: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 20.4 0.0 92.7 72.9 94.5 93.3: 5.5 6.7
Old : 100.0: 1.8 20.4 0.0 92.7 72.9 94.5 93.3: 5.5 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 : 22: 1 2 0 16 14 17 16:
Old : 22: 1 2 0 16 14 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 : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
Old : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 9,815: 815 0 5 8,086 9,155 8,906 9,160: 909 655
Old : 9,815: 815 0 5 8,086 9,155 8,906 9,160: 909 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 301: 0 0 0 349 301 349 301: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.1 82.4 93.3 90.7 93.3: 9.3 6.7
Old : 100.0: 8.3 0.0 0.1 82.4 93.3 90.7 93.3: 9.3 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 : 29: 2 0 1 21 18 23 19:
Old : 29: 2 0 1 21 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
Old : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,446,824: 374,185 93,639 848,098 1,132,032 1,433,875 2,354,315 2,375,612: 92,509 71,212
Old : 2,446,824: 374,185 93,639 848,098 1,132,032 1,433,875 2,354,315 2,375,612: 92,509 71,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -35,393: -11,506 -3,659 1,876 -24,844 -29,874 -34,473 -31,657: -920 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.8 34.7 46.3 58.6 96.2 97.1: 3.8 2.9
Old : 100.0: 15.3 3.8 34.7 46.3 58.6 96.2 97.1: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 159 95 202 99 101 348 320:
Old : 375: 159 95 202 99 101 348 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 14.1 25.9 26.1 8.3 6.9 11.8 11.1
Old : 16.7 14.1 25.9 26.1 8.3 6.9 11.8 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 220,007: 75,262 22,785 51,836 91,569 141,968 218,668 216,589: 1,339 3,418
Old : 220,007: 75,262 22,785 51,836 91,569 141,968 218,668 216,589: 1,339 3,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,206: -2,621 -2,458 978 4,584 5,073 2,941 3,593: 264 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.4 23.6 41.6 64.5 99.4 98.4: 0.6 1.6
Old : 100.0: 34.2 10.4 23.6 41.6 64.5 99.4 98.4: 0.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 7 14 22 25 36 41:
Old : 43: 9 7 14 22 25 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 44.2 78.8 73.4 41.5 32.3 49.8 46.6
Old : 61.8 44.2 78.8 73.4 41.5 32.3 49.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 207,101: 66,407 13,104 2,031 99,168 128,581 167,606 143,716: 39,495 63,385
Old : 207,101: 66,407 13,104 2,031 99,168 128,581 167,606 143,716: 39,495 63,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,508: 1,348 200 246 564 437 2,158 883: -650 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.3 1.0 47.9 62.1 80.9 69.4: 19.1 30.6
Old : 100.0: 32.1 6.3 1.0 47.9 62.1 80.9 69.4: 19.1 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 3 5 17 20 26 26:
Old : 31: 7 3 5 17 20 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 : 43.6 33.3 59.9 48.0 43.1 31.5 54.1 43.0
Old : 43.6 33.3 59.9 48.0 43.1 31.5 54.1 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 85,065: 13,123 406 20,901 48,117 61,505 82,141 82,812: 2,925 2,253
Old : 85,065: 13,123 406 20,901 48,117 61,505 82,141 82,812: 2,925 2,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -3,506: -525 -39 -431 -2,435 -2,764 -3,392 -3,234: -114 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.5 24.6 56.6 72.3 96.6 97.4: 3.4 2.6
Old : 100.0: 15.4 0.5 24.6 56.6 72.3 96.6 97.4: 3.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 18 6 20 22 25 47 46:
Old : 51: 18 6 20 22 25 47 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 : 38.3 44.5 55.1 68.9 14.0 19.9 20.2 23.8
Old : 38.3 44.5 55.1 68.9 14.0 19.9 20.2 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 444,159: 30,587 3,277 74,341 326,782 350,210 431,710 427,828: 12,449 16,331
Old : 444,159: 30,587 3,277 74,341 326,782 350,210 431,710 427,828: 12,449 16,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -846: -1,857 254 4,441 -3,364 -5,305 -780 -609: -67 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.7 16.7 73.6 78.8 97.2 96.3: 2.8 3.7
Old : 100.0: 6.9 0.7 16.7 73.6 78.8 97.2 96.3: 2.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 3 12 31 31 43 43:
Old : 43: 9 3 12 31 31 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 24.3 52.5 41.9 12.1 7.2 17.3 12.6
Old : 31.7 24.3 52.5 41.9 12.1 7.2 17.3 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 24,280: 1,237 1,763 276 22,033 21,507 23,546 23,546: 734 734
Old : 24,280: 1,237 1,763 276 22,033 21,507 23,546 23,546: 734 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,098: 0 540 0 2,098 1,558 2,098 2,098: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.3 1.1 90.7 88.6 97.0 97.0: 3.0 3.0
Old : 100.0: 5.1 7.3 1.1 90.7 88.6 97.0 97.0: 3.0 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 : 39: 2 4 2 26 23 30 28:
Old : 39: 2 4 2 26 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 60.9 75.5 78.0 32.4 36.6 41.1 45.2
Old : 55.8 60.9 75.5 78.0 32.4 36.6 41.1 45.2
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 78,410: 4,994 8,975 7,921 61,610 56,190 74,525 73,086: 3,885 5,324
Old : 78,410: 4,994 8,975 7,921 61,610 56,190 74,525 73,086: 3,885 5,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -4,965: 1 -3,892 -8 -4,577 -813 -4,584 -4,713: -381 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.4 10.1 78.6 71.7 95.0 93.2: 5.0 6.8
Old : 100.0: 6.4 11.4 10.1 78.6 71.7 95.0 93.2: 5.0 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 : 32: 4 6 10 21 17 32 27:
Old : 32: 4 6 10 21 17 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 40.3 72.9 63.9 31.7 29.4 39.0 36.6
Old : 50.8 40.3 72.9 63.9 31.7 29.4 39.0 36.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 36,986: 2,842 2,419 2,820 28,127 27,465 33,789 32,704: 3,197 4,282
Old : 36,986: 2,842 2,419 2,820 28,127 27,465 33,789 32,704: 3,197 4,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 334: 5 0 220 -245 -445 -20 -225: 354 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.5 7.6 76.0 74.3 91.4 88.4: 8.6 11.6
Old : 100.0: 7.7 6.5 7.6 76.0 74.3 91.4 88.4: 8.6 11.6
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 : 23: 3 5 4 13 14 20 20:
Old : 23: 3 5 4 13 14 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 : 42.4 45.3 62.0 63.8 32.2 24.0 40.8 33.1
Old : 42.4 45.3 62.0 63.8 32.2 24.0 40.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 7,101: 2,950 767 0 4,121 6,280 7,071 7,047: 30 54
Old : 7,101: 2,950 767 0 4,121 6,280 7,071 7,047: 30 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -195: -250 0 0 55 -195 -195 -195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 10.8 0.0 58.0 88.4 99.6 99.2: 0.4 0.8
Old : 100.0: 41.5 10.8 0.0 58.0 88.4 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 13 15 16 16:
Old : 23: 3 1 0 13 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 49.2 77.5 72.4 50.0 42.8 61.2 58.0
Old : 52.1 49.2 77.5 72.4 50.0 42.8 61.2 58.0
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 32,602: 4,691 8,277 8,315 15,955 11,420 28,961 28,012: 3,641 4,589
Old : 32,602: 4,691 8,277 8,315 15,955 11,420 28,961 28,012: 3,641 4,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,215: 143 372 1,085 566 409 1,794 1,866: 421 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.4 25.5 48.9 35.0 88.8 85.9: 11.2 14.1
Old : 100.0: 14.4 25.4 25.5 48.9 35.0 88.8 85.9: 11.2 14.1
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: 8 8 12 13 13 27 27:
Old : 29: 8 8 12 13 13 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 47.9 63.0 66.6 28.1 25.2 33.4 29.9
Old : 45.0 47.9 63.0 66.6 28.1 25.2 33.4 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 14,790: 3,271 1,418 1,320 9,442 11,610 14,034 14,349: 756 441
Old : 14,790: 3,271 1,418 1,320 9,442 11,610 14,034 14,349: 756 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,532: -117 -74 -332 -1,008 -1,068 -1,456 -1,473: -75 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.6 8.9 63.8 78.5 94.9 97.0: 5.1 3.0
Old : 100.0: 22.1 9.6 8.9 63.8 78.5 94.9 97.0: 5.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 8 8 17 16 31 31:
Old : 39: 13 8 8 17 16 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 50.4 62.8 72.2 14.8 17.0 21.6 23.5
Old : 44.7 50.4 62.8 72.2 14.8 17.0 21.6 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 105,650: 4,269 787 13,903 79,102 81,104 97,273 95,794: 8,377 9,857
Old : 105,650: 4,269 787 13,903 79,102 81,104 97,273 95,794: 8,377 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 654: 30 137 -383 1,092 853 739 606: -85 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.7 13.2 74.9 76.8 92.1 90.7: 7.9 9.3
Old : 100.0: 4.0 0.7 13.2 74.9 76.8 92.1 90.7: 7.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 1 9 20 20 29 29:
Old : 29: 8 1 9 20 20 29 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 : 35.6 37.2 53.9 56.3 16.2 14.6 19.5 19.2
Old : 35.6 37.2 53.9 56.3 16.2 14.6 19.5 19.2
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 23,941: 11,953 4,754 1,784 8,675 16,450 22,411 22,987: 1,529 954
Old : 23,941: 11,953 4,754 1,784 8,675 16,450 22,411 22,987: 1,529 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 343: 137 -735 429 -140 985 425 679: -82 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 19.9 7.4 36.2 68.7 93.6 96.0: 6.4 4.0
Old : 100.0: 49.9 19.9 7.4 36.2 68.7 93.6 96.0: 6.4 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 : 153: 67 33 19 30 37 106 85:
Old : 153: 67 33 19 30 37 106 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 34.1 49.9 48.8 34.6 33.6 42.8 47.9
Old : 40.1 34.1 49.9 48.8 34.6 33.6 42.8 47.9
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 43,282: 25,291 10,281 1,022 11,109 29,136 37,422 40,438: 5,860 2,844
Old : 43,282: 25,291 10,281 1,022 11,109 29,136 37,422 40,438: 5,860 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -843: -563 2,331 49 -620 -3,363 -1,133 -983: 290 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 23.8 2.4 25.7 67.3 86.5 93.4: 13.5 6.6
Old : 100.0: 58.4 23.8 2.4 25.7 67.3 86.5 93.4: 13.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 68 41 9 31 36 102 83:
Old : 159: 68 41 9 31 36 102 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 40.4 37.3 54.0 24.7 37.5 36.6 50.4
Old : 24.7 40.4 37.3 54.0 24.7 37.5 36.6 50.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 372,332: 103,065 17,957 63,381 182,640 277,005 349,086 358,343: 23,246 13,989
Old : 372,332: 103,065 17,957 63,381 182,640 277,005 349,086 358,343: 23,246 13,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -20,418: -6,260 612 -5,700 -4,696 -15,014 -16,656 -20,101: -3,763 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.8 17.0 49.1 74.4 93.8 96.2: 6.2 3.8
Old : 100.0: 27.7 4.8 17.0 49.1 74.4 93.8 96.2: 6.2 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 : 217: 88 21 59 86 95 195 159:
Old : 217: 88 21 59 86 95 195 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 21.0 27.4 34.5 8.3 12.3 14.6 19.1
Old : 18.3 21.0 27.4 34.5 8.3 12.3 14.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 25,732: 10,540 0 575 8,685 18,955 19,800 19,530: 5,932 6,202
Old : 25,732: 10,540 0 575 8,685 18,955 19,800 19,530: 5,932 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 952: 294 0 0 216 690 510 690: 442 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 0.0 2.2 33.8 73.7 76.9 75.9: 23.1 24.1
Old : 100.0: 41.0 0.0 2.2 33.8 73.7 76.9 75.9: 23.1 24.1
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 : 32: 7 0 2 11 23 18 25:
Old : 32: 7 0 2 11 23 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 34.4 64.7 52.9 42.5 34.4 61.1 50.8
Old : 44.1 34.4 64.7 52.9 42.5 34.4 61.1 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 27,891: 0 0 0 27,212 27,605 27,212 27,605: 679 286
Old : 27,891: 0 0 0 27,212 27,605 27,212 27,605: 679 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 442: 0 0 0 897 515 897 515: -455 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 99.0 97.6 99.0: 2.4 1.0
Old : 100.0: 0.0 0.0 0.0 97.6 99.0 97.6 99.0: 2.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 14 18 14 18:
Old : 24: 0 0 0 14 18 14 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 : 82.6 64.0 92.6 83.9 82.6 64.0 89.4 83.9
Old : 82.6 64.0 92.6 83.9 82.6 64.0 89.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 7,796: 0 0 0 7,221 7,396 7,221 7,396: 575 400
Old : 7,796: 0 0 0 7,221 7,396 7,221 7,396: 575 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 647: 0 0 0 647 597 647 597: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.6 94.9 92.6 94.9: 7.4 5.1
Old : 100.0: 0.0 0.0 0.0 92.6 94.9 92.6 94.9: 7.4 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 : 24: 0 0 0 20 16 20 16:
Old : 24: 0 0 0 20 16 20 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 : 38.5 42.4 61.7 70.6 38.5 34.6 55.4 51.6
Old : 38.5 42.4 61.7 70.6 38.5 34.6 55.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 23,703: 0 2,021 4,954 16,762 13,617 21,716 20,592: 1,987 3,111
Old : 23,703: 0 2,021 4,954 16,762 13,617 21,716 20,592: 1,987 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 90: 0 76 -175 240 414 65 315: 25 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 20.9 70.7 57.4 91.6 86.9: 8.4 13.1
Old : 100.0: 0.0 8.5 20.9 70.7 57.4 91.6 86.9: 8.4 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 : 21: 0 3 2 15 16 17 19:
Old : 21: 0 3 2 15 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 46.6 69.5 67.3 21.6 21.1 34.4 29.1
Old : 48.6 46.6 69.5 67.3 21.6 21.1 34.4 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,712: 74 3,043 250 9,164 6,360 9,488 9,653: 224 59
Old : 9,712: 74 3,043 250 9,164 6,360 9,488 9,653: 224 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 216: 0 0 0 324 177 324 177: -108 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 31.3 2.6 94.4 65.5 97.7 99.4: 2.3 0.6
Old : 100.0: 0.8 31.3 2.6 94.4 65.5 97.7 99.4: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 1 28 30 29 33:
Old : 39: 1 2 1 28 30 29 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 : 39.8 44.9 58.4 66.3 36.7 43.8 51.7 57.2
Old : 39.8 44.9 58.4 66.3 36.7 43.8 51.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 52,226: 2,850 200 201 48,550 51,615 51,601 52,016: 625 210
Old : 52,226: 2,850 200 201 48,550 51,615 51,601 52,016: 625 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,055: 460 -125 26 2,404 3,154 2,890 3,055: 165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.4 0.4 93.0 98.8 98.8 99.6: 1.2 0.4
Old : 100.0: 5.5 0.4 0.4 93.0 98.8 98.8 99.6: 1.2 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 : 60: 5 1 2 43 35 49 38:
Old : 60: 5 1 2 43 35 49 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 : 50.7 56.0 64.3 75.1 49.8 53.3 59.9 64.9
Old : 50.7 56.0 64.3 75.1 49.8 53.3 59.9 64.9
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,992: 412 0 0 21,580 21,992 21,992 21,992: 0 0
Old : 21,992: 412 0 0 21,580 21,992 21,992 21,992: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,361: -75 0 0 2,436 2,361 2,361 2,361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 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 : 30: 2 0 0 23 17 25 17:
Old : 30: 2 0 0 23 17 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 87.3 77.9 94.3 59.4 81.4 71.8 85.0
Old : 64.0 87.3 77.9 94.3 59.4 81.4 71.8 85.0
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,000: 200 3,832 0 8,800 5,105 9,000 8,937: 0 63
Old : 9,000: 200 3,832 0 8,800 5,105 9,000 8,937: 0 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 390: 0 250 0 390 140 390 390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 42.6 0.0 97.8 56.7 100.0 99.3: 0.0 0.7
Old : 100.0: 2.2 42.6 0.0 97.8 56.7 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 0 24 20 26 23:
Old : 37: 2 3 0 24 20 26 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 : 43.2 65.6 66.2 81.5 36.7 60.6 54.7 72.1
Old : 43.2 65.6 66.2 81.5 36.7 60.6 54.7 72.1
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 29,040: 2,980 642 2,725 23,275 25,460 28,980 28,827: 60 213
Old : 29,040: 2,980 642 2,725 23,275 25,460 28,980 28,827: 60 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,318: 789 0 6 1,510 2,331 2,305 2,337: 13 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.2 9.4 80.1 87.7 99.8 99.3: 0.2 0.7
Old : 100.0: 10.3 2.2 9.4 80.1 87.7 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 3 3 41 40 49 46:
Old : 63: 8 3 3 41 40 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.7 54.2 49.9 20.0 23.4 31.1 32.0
Old : 33.1 29.7 54.2 49.9 20.0 23.4 31.1 32.0
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 with Delta-adjusted Options and Futures Combined, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 9,951: 387 1,569 306 9,146 7,965 9,839 9,840: 112 111
Old : 9,951: 387 1,569 306 9,146 7,965 9,839 9,840: 112 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 529: 387 -134 0 187 579 574 445: -45 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.8 3.1 91.9 80.0 98.9 98.9: 1.1 1.1
Old : 100.0: 3.9 15.8 3.1 91.9 80.0 98.9 98.9: 1.1 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 : 37: 1 6 1 29 21 31 27:
Old : 37: 1 6 1 29 21 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 42.6 52.3 62.3 23.4 36.2 38.7 45.6
Old : 32.6 42.6 52.3 62.3 23.4 36.2 38.7 45.6
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 29,246: 10,895 1,513 882 16,932 25,696 28,709 28,091: 537 1,155
Old : 29,246: 10,895 1,513 882 16,932 25,696 28,709 28,091: 537 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,075: 411 525 318 2,526 2,352 3,255 3,195: -180 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 5.2 3.0 57.9 87.9 98.2 96.1: 1.8 3.9
Old : 100.0: 37.3 5.2 3.0 57.9 87.9 98.2 96.1: 1.8 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 : 50: 4 5 6 22 33 28 43:
Old : 50: 4 5 6 22 33 28 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 38.8 74.7 56.1 61.0 38.6 71.4 55.7
Old : 61.8 38.8 74.7 56.1 61.0 38.6 71.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 6,026: 1,150 210 425 4,331 5,299 5,906 5,934: 120 92
Old : 6,026: 1,150 210 425 4,331 5,299 5,906 5,934: 120 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.5 7.1 71.9 87.9 98.0 98.5: 2.0 1.5
Old : 100.0: 19.1 3.5 7.1 71.9 87.9 98.0 98.5: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 3 11 13 17 16:
Old : 20: 5 1 3 11 13 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 : 68.7 62.1 83.8 82.6 60.2 58.1 71.5 72.4
Old : 68.7 62.1 83.8 82.6 60.2 58.1 71.5 72.4
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 with Delta-adjusted Options and Futures Combined, April 24, 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 : 31,969: 4,480 547 122 24,741 28,106 29,343 28,775: 2,626 3,194
Old : 31,969: 4,480 547 122 24,741 28,106 29,343 28,775: 2,626 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 228: 180 -426 0 1,003 878 1,183 452: -955 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.7 0.4 77.4 87.9 91.8 90.0: 8.2 10.0
Old : 100.0: 14.0 1.7 0.4 77.4 87.9 91.8 90.0: 8.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 21 22 25 25:
Old : 32: 3 1 3 21 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 43.6 65.2 67.0 39.4 41.8 60.9 61.2
Old : 40.1 43.6 65.2 67.0 39.4 41.8 60.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012