GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 44,386: 402 506 1,433 42,257 42,419 44,092 44,358: 294 28
Old : 44,386: 402 506 1,433 42,257 42,419 44,092 44,358: 294 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,331: 90 -55 -40 1,281 1,426 1,331 1,331: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 3.2 95.2 95.6 99.3 99.9: 0.7 0.1
Old : 100.0: 0.9 1.1 3.2 95.2 95.6 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 2 2 44 44 46 47:
Old : 56: 1 2 2 44 44 46 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 : 43.6 35.9 64.9 55.2 26.9 21.7 35.9 33.1
Old : 43.6 35.9 64.9 55.2 26.9 21.7 35.9 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,460: 0 0 0 10,279 10,281 10,279 10,281: 181 179
Old : 10,460: 0 0 0 10,279 10,281 10,279 10,281: 181 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,080: 0 0 0 1,112 1,091 1,112 1,091: -32 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 98.3 98.3 98.3: 1.7 1.7
Old : 100.0: 0.0 0.0 0.0 98.3 98.3 98.3 98.3: 1.7 1.7
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 : 32: 0 0 0 29 23 29 23:
Old : 32: 0 0 0 29 23 29 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 : 63.1 45.7 77.0 74.6 38.6 32.1 43.6 43.1
Old : 63.1 45.7 77.0 74.6 38.6 32.1 43.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 15,379: 440 434 764 13,066 13,208 14,270 14,406: 1,109 973
Old : 15,379: 440 434 764 13,066 13,208 14,270 14,406: 1,109 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -166: 59 119 -62 316 237 313 294: -479 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.8 5.0 85.0 85.9 92.8 93.7: 7.2 6.3
Old : 100.0: 2.9 2.8 5.0 85.0 85.9 92.8 93.7: 7.2 6.3
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 : 54: 2 3 5 46 47 51 53:
Old : 54: 2 3 5 46 47 51 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 : 33.5 28.9 50.5 44.0 18.6 12.9 24.1 20.9
Old : 33.5 28.9 50.5 44.0 18.6 12.9 24.1 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 7,805: 243 118 483 6,356 6,439 7,082 7,040: 723 765
Old : 7,805: 243 118 483 6,356 6,439 7,082 7,040: 723 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 438: -50 -10 20 422 401 392 411: 46 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.5 6.2 81.4 82.5 90.7 90.2: 9.3 9.8
Old : 100.0: 3.1 1.5 6.2 81.4 82.5 90.7 90.2: 9.3 9.8
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 : 60: 5 3 5 45 51 51 58:
Old : 60: 5 3 5 45 51 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 19.6 41.4 36.0 12.2 14.8 17.5 21.3
Old : 25.1 19.6 41.4 36.0 12.2 14.8 17.5 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,219: 0 0 75 5,631 5,762 5,706 5,837: 513 382
Old : 6,219: 0 0 75 5,631 5,762 5,706 5,837: 513 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 203: 0 0 0 285 209 285 209: -82 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.2 90.5 92.7 91.8 93.9: 8.2 6.1
Old : 100.0: 0.0 0.0 1.2 90.5 92.7 91.8 93.9: 8.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 1 21 22 22 23:
Old : 24: 0 0 1 21 22 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 47.9 67.1 68.1 25.5 23.3 34.6 32.6
Old : 45.9 47.9 67.1 68.1 25.5 23.3 34.6 32.6
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, November 13, 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 : 8,033: 140 327 674 6,594 6,729 7,408 7,730: 625 303
Old : 8,033: 140 327 674 6,594 6,729 7,408 7,730: 625 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 115: 70 -55 108 -12 99 166 152: -51 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.1 8.4 82.1 83.8 92.2 96.2: 7.8 3.8
Old : 100.0: 1.7 4.1 8.4 82.1 83.8 92.2 96.2: 7.8 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 : 37: 2 2 2 30 29 33 32:
Old : 37: 2 2 2 30 29 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 33.1 49.0 56.4 16.3 23.6 24.6 32.1
Old : 31.7 33.1 49.0 56.4 16.3 23.6 24.6 32.1
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, November 13, 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 : 3,046: 35 95 30 2,660 2,219 2,725 2,344: 321 702
Old : 3,046: 35 95 30 2,660 2,219 2,725 2,344: 321 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 190: 0 0 0 232 150 232 150: -42 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.1 1.0 87.3 72.8 89.5 77.0: 10.5 23.0
Old : 100.0: 1.1 3.1 1.0 87.3 72.8 89.5 77.0: 10.5 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 20 20 22 22:
Old : 30: 1 2 1 20 20 22 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 : 45.8 38.7 66.1 54.7 30.5 23.8 43.2 33.4
Old : 45.8 38.7 66.1 54.7 30.5 23.8 43.2 33.4
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, November 13, 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 : 2,106: 69 74 116 1,490 1,473 1,675 1,663: 431 443
Old : 2,106: 69 74 116 1,490 1,473 1,675 1,663: 431 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 245: -13 0 38 173 118 198 156: 47 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.5 5.5 70.8 69.9 79.5 79.0: 20.5 21.0
Old : 100.0: 3.3 3.5 5.5 70.8 69.9 79.5 79.0: 20.5 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 23 21 26 25:
Old : 29: 2 2 3 23 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 31.0 43.6 46.8 21.7 19.8 31.8 28.0
Old : 27.7 31.0 43.6 46.8 21.7 19.8 31.8 28.0
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, November 13, 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 : 8,971: 0 0 0 8,841 8,941 8,841 8,941: 130 30
Old : 8,971: 0 0 0 8,841 8,941 8,841 8,941: 130 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,538: 0 0 0 1,538 1,538 1,538 1,538: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.7 98.6 99.7: 1.4 0.3
Old : 100.0: 0.0 0.0 0.0 98.6 99.7 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 71.8 71.9 88.4 30.0 61.2 44.6 66.1
Old : 49.6 71.8 71.9 88.4 30.0 61.2 44.6 66.1
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 9,147: 0 214 240 8,581 8,648 8,821 9,102: 326 45
Old : 9,147: 0 214 240 8,581 8,648 8,821 9,102: 326 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 174: 0 0 0 174 174 174 174: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 2.6 93.8 94.5 96.4 99.5: 3.6 0.5
Old : 100.0: 0.0 2.3 2.6 93.8 94.5 96.4 99.5: 3.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 18 21 19 23:
Old : 25: 0 1 1 18 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 51.2 78.8 72.3 56.1 41.2 61.1 57.0
Old : 64.0 51.2 78.8 72.3 56.1 41.2 61.1 57.0
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,119: 0 1,808 312 21,807 19,999 22,119 22,119: 0 0
Old : 22,119: 0 1,808 312 21,807 19,999 22,119 22,119: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,139: 0 10 100 1,039 1,029 1,139 1,139: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 1.4 98.6 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.2 1.4 98.6 90.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 23 27 24 28:
Old : 35: 0 1 1 23 27 24 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 : 44.1 48.2 66.9 78.2 34.9 37.7 51.8 56.9
Old : 44.1 48.2 66.9 78.2 34.9 37.7 51.8 56.9
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, November 13, 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 : 331,375: 48,165 24,347 68,629 175,631 210,930 292,424 303,906: 38,951 27,470
Old : 331,375: 48,165 24,347 68,629 175,631 210,930 292,424 303,906: 38,951 27,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -5,181: -1,101 4,217 -4,299 3,058 -6,612 -2,342 -6,694: -2,840 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.3 20.7 53.0 63.7 88.2 91.7: 11.8 8.3
Old : 100.0: 14.5 7.3 20.7 53.0 63.7 88.2 91.7: 11.8 8.3
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 : 162: 42 29 45 76 77 145 129:
Old : 162: 42 29 45 76 77 145 129:
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 : 13.6 21.1 22.9 34.9 8.2 11.8 14.1 18.0
Old : 13.6 21.1 22.9 34.9 8.2 11.8 14.1 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,194,136: 238,539 319,328 462,817 410,325 369,222 1,111,681 1,151,366: 82,456 42,770
Old : 1,194,136: 238,539 319,328 462,817 410,325 369,222 1,111,681 1,151,366: 82,456 42,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -20,880: -26,631 -7,738 13,260 -5,548 -26,169 -18,919 -20,647: -1,961 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.7 38.8 34.4 30.9 93.1 96.4: 6.9 3.6
Old : 100.0: 20.0 26.7 38.8 34.4 30.9 93.1 96.4: 6.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 115 96 153 80 76 289 248:
Old : 313: 115 96 153 80 76 289 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 27.3 28.3 40.3 10.3 19.9 17.3 26.5
Old : 16.5 27.3 28.3 40.3 10.3 19.9 17.3 26.5
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, November 13, 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 : 1,501,192: 96,696 34,739 496,764 902,083 967,071 1,495,543 1,498,574: 5,649 2,618
Old : 1,501,192: 96,696 34,739 496,764 902,083 967,071 1,495,543 1,498,574: 5,649 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 11,989: -74 1,048 8,196 4,088 4,235 12,210 13,478: -221 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.3 33.1 60.1 64.4 99.6 99.8: 0.4 0.2
Old : 100.0: 6.4 2.3 33.1 60.1 64.4 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 41 29 58 66 63 132 125:
Old : 140: 41 29 58 66 63 132 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 39.1 58.4 60.4 4.5 5.5 6.6 7.5
Old : 36.5 39.1 58.4 60.4 4.5 5.5 6.6 7.5
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, November 13, 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 : 118,159: 31,318 46,293 26,594 56,696 42,619 114,607 115,506: 3,551 2,653
Old : 118,159: 31,318 46,293 26,594 56,696 42,619 114,607 115,506: 3,551 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,560: -174 -9,071 4,550 -3,062 5,937 1,314 1,416: 246 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 39.2 22.5 48.0 36.1 97.0 97.8: 3.0 2.2
Old : 100.0: 26.5 39.2 22.5 48.0 36.1 97.0 97.8: 3.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 10 16 23 23 42 41:
Old : 45: 10 10 16 23 23 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.5 56.7 69.2 33.6 36.9 43.6 46.8
Old : 41.2 48.5 56.7 69.2 33.6 36.9 43.6 46.8
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, November 13, 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 : 46,517: 20,090 16,236 16,318 9,765 13,387 46,174 45,941: 343 576
Old : 46,517: 20,090 16,236 16,318 9,765 13,387 46,174 45,941: 343 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 402: 843 1,017 173 -681 -937 335 252: 67 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 34.9 35.1 21.0 28.8 99.3 98.8: 0.7 1.2
Old : 100.0: 43.2 34.9 35.1 21.0 28.8 99.3 98.8: 0.7 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 : 37: 6 14 10 10 16 22 34:
Old : 37: 6 14 10 10 16 22 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 : 74.8 47.0 89.7 69.4 40.8 23.6 45.3 34.2
Old : 74.8 47.0 89.7 69.4 40.8 23.6 45.3 34.2
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, November 13, 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 : 2,548,367: 576,805 52,635 698,599 1,242,250 1,778,971 2,517,654 2,530,205: 30,713 18,162
Old : 2,548,367: 576,805 52,635 698,599 1,242,250 1,778,971 2,517,654 2,530,205: 30,713 18,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 26,029: 15,166 948 18,497 -5,971 7,019 27,692 26,464: -1,663 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.1 27.4 48.7 69.8 98.8 99.3: 1.2 0.7
Old : 100.0: 22.6 2.1 27.4 48.7 69.8 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 37 14 41 89 84 139 129:
Old : 150: 37 14 41 89 84 139 129:
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 : 24.1 26.4 37.7 44.0 12.5 18.0 21.3 27.5
Old : 24.1 26.4 37.7 44.0 12.5 18.0 21.3 27.5
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, November 13, 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 : 995,032: 96,141 227,257 222,444 668,991 537,456 987,576 987,157: 7,456 7,875
Old : 995,032: 96,141 227,257 222,444 668,991 537,456 987,576 987,157: 7,456 7,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,485: -6,728 -5,556 11,106 -380 -2,331 3,998 3,219: -513 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 22.8 22.4 67.2 54.0 99.3 99.2: 0.7 0.8
Old : 100.0: 9.7 22.8 22.4 67.2 54.0 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 20 24 33 38 34 75 74:
Old : 86: 20 24 33 38 34 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 32.3 60.6 56.5 22.4 22.3 31.0 33.6
Old : 42.0 32.3 60.6 56.5 22.4 22.3 31.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,920: 1,749 0 183 5,445 7,200 7,377 7,383: 543 537
Old : 7,920: 1,749 0 183 5,445 7,200 7,377 7,383: 543 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 120: 15 0 15 150 245 180 260: -60 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 0.0 2.3 68.8 90.9 93.1 93.2: 6.9 6.8
Old : 100.0: 22.1 0.0 2.3 68.8 90.9 93.1 93.2: 6.9 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 : 23: 6 0 4 13 16 19 20:
Old : 23: 6 0 4 13 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 45.7 75.0 75.7 38.1 40.0 53.6 56.4
Old : 54.2 45.7 75.0 75.7 38.1 40.0 53.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 TONS) :
: : :
All : 8,548: 1,200 647 120 7,117 7,422 8,437 8,189: 111 359
Old : 8,548: 1,200 647 120 7,117 7,422 8,437 8,189: 111 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -5: 120 -60 0 -125 45 -5 -15: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.6 1.4 83.3 86.8 98.7 95.8: 1.3 4.2
Old : 100.0: 14.0 7.6 1.4 83.3 86.8 98.7 95.8: 1.3 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 : 20: 1 2 1 15 13 16 16:
Old : 20: 1 2 1 15 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 65.6 85.8 84.2 52.1 53.6 68.5 69.1
Old : 59.4 65.6 85.8 84.2 52.1 53.6 68.5 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 24,585: 8,074 9,430 4,993 11,105 8,817 24,172 23,240: 413 1,345
Old : 24,585: 8,074 9,430 4,993 11,105 8,817 24,172 23,240: 413 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,777: -396 277 46 1,919 709 1,569 1,032: 208 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 38.4 20.3 45.2 35.9 98.3 94.5: 1.7 5.5
Old : 100.0: 32.8 38.4 20.3 45.2 35.9 98.3 94.5: 1.7 5.5
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 : 35: 10 12 19 13 12 33 33:
Old : 35: 10 12 19 13 12 33 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 : 49.3 37.6 64.1 57.8 44.4 29.2 54.7 42.5
Old : 49.3 37.6 64.1 57.8 44.4 29.2 54.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,955: 4,620 4,460 2,295 3,995 3,845 10,910 10,600: 45 355
Old : 10,955: 4,620 4,460 2,295 3,995 3,845 10,910 10,600: 45 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 800: 185 500 250 365 -15 800 735: 0 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 40.7 20.9 36.5 35.1 99.6 96.8: 0.4 3.2
Old : 100.0: 42.2 40.7 20.9 36.5 35.1 99.6 96.8: 0.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 13 16 10 11 29 28:
Old : 31: 7 13 16 10 11 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 : 59.4 51.2 76.9 69.3 44.9 40.6 54.9 48.3
Old : 59.4 51.2 76.9 69.3 44.9 40.6 54.9 48.3
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, November 13, 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 : 21,708: 1,677 2,543 871 18,855 17,760 21,403 21,174: 306 535
Old : 21,708: 1,677 2,543 871 18,855 17,760 21,403 21,174: 306 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,066: 129 13 1 923 936 1,054 950: 13 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 11.7 4.0 86.9 81.8 98.6 97.5: 1.4 2.5
Old : 100.0: 7.7 11.7 4.0 86.9 81.8 98.6 97.5: 1.4 2.5
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 : 59: 6 6 7 30 40 42 49:
Old : 59: 6 6 7 30 40 42 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.0 58.2 56.9 17.4 27.6 32.1 34.2
Old : 38.7 37.0 58.2 56.9 17.4 27.6 32.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 3,074: 219 0 35 2,157 2,447 2,411 2,482: 663 592
Old : 3,074: 219 0 35 2,157 2,447 2,411 2,482: 663 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -699: -180 0 -9 -486 -632 -675 -641: -24 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 1.1 70.2 79.6 78.4 80.7: 21.6 19.3
Old : 100.0: 7.1 0.0 1.1 70.2 79.6 78.4 80.7: 21.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 17 16 18 17:
Old : 20: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 53.2 57.9 68.2 26.6 40.4 36.7 42.0
Old : 38.9 53.2 57.9 68.2 26.6 40.4 36.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,177: 91 499 20 1,670 1,316 1,781 1,835: 396 342
Old : 2,177: 91 499 20 1,670 1,316 1,781 1,835: 396 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 116: 22 0 0 154 70 176 70: -60 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 22.9 0.9 76.7 60.5 81.8 84.3: 18.2 15.7
Old : 100.0: 4.2 22.9 0.9 76.7 60.5 81.8 84.3: 18.2 15.7
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 : 28: 1 2 1 23 22 25 24:
Old : 28: 1 2 1 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 42.0 45.8 60.2 22.2 33.9 33.4 41.1
Old : 27.6 42.0 45.8 60.2 22.2 33.9 33.4 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 123,760: 3,476 3,656 12,181 106,251 106,476 121,908 122,312: 1,852 1,448
Old : 123,760: 3,476 3,656 12,181 106,251 106,476 121,908 122,312: 1,852 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,592: -4 187 -146 1,834 1,586 1,684 1,627: -92 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.0 9.8 85.9 86.0 98.5 98.8: 1.5 1.2
Old : 100.0: 2.8 3.0 9.8 85.9 86.0 98.5 98.8: 1.5 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 : 41: 3 4 5 32 32 39 37:
Old : 41: 3 4 5 32 32 39 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 : 38.9 44.6 63.5 68.0 16.2 17.9 22.0 24.4
Old : 38.9 44.6 63.5 68.0 16.2 17.9 22.0 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 21,018: 2,142 242 1,788 15,890 18,326 19,820 20,356: 1,198 662
Old : 21,018: 2,142 242 1,788 15,890 18,326 19,820 20,356: 1,198 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 8: -262 0 71 99 -51 -92 20: 100 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.2 8.5 75.6 87.2 94.3 96.9: 5.7 3.1
Old : 100.0: 10.2 1.2 8.5 75.6 87.2 94.3 96.9: 5.7 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 : 27: 2 1 3 21 17 24 20:
Old : 27: 2 1 3 21 17 24 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 : 41.1 57.3 65.1 76.7 30.7 37.2 42.2 44.4
Old : 41.1 57.3 65.1 76.7 30.7 37.2 42.2 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 7,824: 0 1,330 124 6,137 5,103 6,261 6,557: 1,563 1,267
Old : 7,824: 0 1,330 124 6,137 5,103 6,261 6,557: 1,563 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -114: 0 -120 0 -480 -48 -480 -168: 366 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 1.6 78.4 65.2 80.0 83.8: 20.0 16.2
Old : 100.0: 0.0 17.0 1.6 78.4 65.2 80.0 83.8: 20.0 16.2
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 : 22: 0 2 1 18 14 19 16:
Old : 22: 0 2 1 18 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 45.4 60.5 68.3 27.1 35.2 40.5 48.7
Old : 41.3 45.4 60.5 68.3 27.1 35.2 40.5 48.7
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, November 13, 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 : 11,849: 2,176 401 600 8,176 10,418 10,952 11,419: 897 430
Old : 11,849: 2,176 401 600 8,176 10,418 10,952 11,419: 897 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 206: -138 0 72 240 72 174 144: 32 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.4 5.1 69.0 87.9 92.4 96.4: 7.6 3.6
Old : 100.0: 18.4 3.4 5.1 69.0 87.9 92.4 96.4: 7.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 3 17 20 20 23:
Old : 27: 2 1 3 17 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 36.6 68.9 58.9 37.4 32.9 54.3 48.6
Old : 43.8 36.6 68.9 58.9 37.4 32.9 54.3 48.6
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, November 13, 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 : 19,874: 202 1,292 616 17,228 17,012 18,046 18,920: 1,828 954
Old : 19,874: 202 1,292 616 17,228 17,012 18,046 18,920: 1,828 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 110: 0 0 0 62 -100 62 -100: 48 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.5 3.1 86.7 85.6 90.8 95.2: 9.2 4.8
Old : 100.0: 1.0 6.5 3.1 86.7 85.6 90.8 95.2: 9.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 3 27 25 30 28:
Old : 32: 1 2 3 27 25 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 : 34.6 40.7 54.4 64.1 28.7 36.2 40.4 45.4
Old : 34.6 40.7 54.4 64.1 28.7 36.2 40.4 45.4
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 8,294: 1,130 0 120 5,158 6,632 6,408 6,752: 1,886 1,542
Old : 8,294: 1,130 0 120 5,158 6,632 6,408 6,752: 1,886 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 1.4 62.2 80.0 77.3 81.4: 22.7 18.6
Old : 100.0: 13.6 0.0 1.4 62.2 80.0 77.3 81.4: 22.7 18.6
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 16 19 17:
Old : 22: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.3 53.7 58.3 27.5 32.0 43.3 47.8
Old : 34.6 38.3 53.7 58.3 27.5 32.0 43.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,627: 1,026 1,650 1,630 7,502 7,623 10,158 10,903: 1,469 724
Old : 11,627: 1,026 1,650 1,630 7,502 7,623 10,158 10,903: 1,469 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 54: -2 0 -28 120 64 90 36: -36 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.2 14.0 64.5 65.6 87.4 93.8: 12.6 6.2
Old : 100.0: 8.8 14.2 14.0 64.5 65.6 87.4 93.8: 12.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 3 17 17 20 20:
Old : 22: 1 2 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 43.6 73.0 69.1 30.1 29.6 37.5 40.1
Old : 55.4 43.6 73.0 69.1 30.1 29.6 37.5 40.1
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,034: 208 2,028 756 8,346 7,852 9,310 10,636: 1,724 398
Old : 11,034: 208 2,028 756 8,346 7,852 9,310 10,636: 1,724 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 18.4 6.9 75.6 71.2 84.4 96.4: 15.6 3.6
Old : 100.0: 1.9 18.4 6.9 75.6 71.2 84.4 96.4: 15.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
Old : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
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, November 13, 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 : 52,964: 0 0 0 52,964 52,924 52,964 52,924: 0 40
Old : 52,964: 0 0 0 52,964 52,924 52,964 52,924: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 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 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 21 17 21 17:
Old : 29: 0 0 0 21 17 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 : 70.8 75.5 87.5 91.6 70.8 69.8 85.8 85.5
Old : 70.8 75.5 87.5 91.6 70.8 69.8 85.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 875,069: 0 0 0 875,069 875,069 875,069 875,069: 0 0
Old : 875,069: 0 0 0 875,069 875,069 875,069 875,069: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 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 : 27: 0 0 0 19 19 19 19:
Old : 27: 0 0 0 19 19 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 : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
Old : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
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, November 13, 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 : 72,748: 40 0 0 72,453 72,600 72,493 72,600: 255 148
Old : 72,748: 40 0 0 72,453 72,600 72,493 72,600: 255 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 551: 40 0 0 511 551 551 551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.6 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 0.1 0.0 0.0 99.6 99.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 16 28 17 28:
Old : 37: 1 0 0 16 28 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 43.6 91.0 69.8 75.4 43.6 87.7 66.7
Old : 76.0 43.6 91.0 69.8 75.4 43.6 87.7 66.7
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, November 13, 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 : 982,906: 848 0 0 982,058 982,906 982,906 982,906: 0 0
Old : 982,906: 848 0 0 982,058 982,906 982,906 982,906: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 10,192: 848 0 0 9,344 10,192 10,192 10,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 0 0 19 23 20 23:
Old : 36: 1 0 0 19 23 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 43.3 88.1 67.6 67.3 43.3 79.9 63.8
Old : 69.4 43.3 88.1 67.6 67.3 43.3 79.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 57,091: 5,635 0 3,520 47,681 53,571 56,836 57,091: 255 0
Old : 57,091: 5,635 0 3,520 47,681 53,571 56,836 57,091: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 6.2 83.5 93.8 99.6 100.0: 0.4 0.0
Old : 100.0: 9.9 0.0 6.2 83.5 93.8 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 27 22 30 24:
Old : 35: 3 0 2 27 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
Old : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
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, November 13, 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 : 1,155,948: 36,357 101,690 10,635 1,108,956 1,043,623 1,155,948 1,155,948: 0 0
Old : 1,155,948: 36,357 101,690 10,635 1,108,956 1,043,623 1,155,948 1,155,948: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.8 0.9 95.9 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 8.8 0.9 95.9 90.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 1 29 26 33 29:
Old : 41: 4 2 1 29 26 33 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 : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
Old : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
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, November 13, 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 : 42,264: 0 3,562 0 42,223 38,192 42,223 41,754: 41 510
Old : 42,264: 0 3,562 0 42,223 38,192 42,223 41,754: 41 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 99.9 90.4 99.9 98.8: 0.1 1.2
Old : 100.0: 0.0 8.4 0.0 99.9 90.4 99.9 98.8: 0.1 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: 0 2 0 19 13 19 15:
Old : 26: 0 2 0 19 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 : 59.7 76.2 82.5 90.1 57.3 65.7 72.6 77.4
Old : 59.7 76.2 82.5 90.1 57.3 65.7 72.6 77.4
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 38,022: 410 5,305 0 37,102 32,717 37,512 38,022: 510 0
Old : 38,022: 410 5,305 0 37,102 32,717 37,512 38,022: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.0 0.0 97.6 86.0 98.7 100.0: 1.3 0.0
Old : 100.0: 1.1 14.0 0.0 97.6 86.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 15 19 16 20:
Old : 29: 1 1 0 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 62.4 87.5 83.0 51.4 45.1 64.8 61.5
Old : 65.0 62.4 87.5 83.0 51.4 45.1 64.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 20,861: 4,791 0 2,025 14,045 18,836 20,861 20,861: 0 0
Old : 20,861: 4,791 0 2,025 14,045 18,836 20,861 20,861: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 0.0 9.7 67.3 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 23.0 0.0 9.7 67.3 90.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 11 16 13 18:
Old : 22: 2 0 2 11 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
Old : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 16,005: 123 1,891 0 15,053 14,073 15,176 15,964: 829 41
Old : 16,005: 123 1,891 0 15,053 14,073 15,176 15,964: 829 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,952: 0 121 0 1,952 1,872 1,952 1,993: 0 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 11.8 0.0 94.1 87.9 94.8 99.7: 5.2 0.3
Old : 100.0: 0.8 11.8 0.0 94.1 87.9 94.8 99.7: 5.2 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 : 27: 1 2 0 19 14 20 16:
Old : 27: 1 2 0 19 14 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 : 50.3 65.9 76.1 88.8 47.3 59.8 67.0 76.6
Old : 50.3 65.9 76.1 88.8 47.3 59.8 67.0 76.6
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, November 13, 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 : 677,008: 0 26,353 23,400 653,608 627,255 677,008 677,008: 0 0
Old : 677,008: 0 26,353 23,400 653,608 627,255 677,008 677,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 23,400: 0 0 0 23,400 23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 3.5 96.5 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.9 3.5 96.5 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 : 26: 0 2 1 20 13 21 15:
Old : 26: 0 2 1 20 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 76.0 80.6 90.6 49.7 56.2 62.1 65.5
Old : 56.4 76.0 80.6 90.6 49.7 56.2 62.1 65.5
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 913,444: 8,090 123,210 0 905,354 790,234 913,444 913,444: 0 0
Old : 913,444: 8,090 123,210 0 905,354 790,234 913,444 913,444: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -4,680: 0 0 0 -4,680 -4,680 -4,680 -4,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 13.5 0.0 99.1 86.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 13.5 0.0 99.1 86.5 100.0 100.0: 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 : 29: 1 1 0 19 21 20 22:
Old : 29: 1 1 0 19 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 70.6 85.9 83.9 42.0 51.6 60.3 61.2
Old : 60.8 70.6 85.9 83.9 42.0 51.6 60.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 479,927: 81,552 31,578 55,860 342,515 392,489 479,927 479,927: 0 0
Old : 479,927: 81,552 31,578 55,860 342,515 392,489 479,927 479,927: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 23,400: 0 0 0 23,400 23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.6 11.6 71.4 81.8 100.0 100.0: 0.0 0.0
Old : 100.0: 17.0 6.6 11.6 71.4 81.8 100.0 100.0: 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 : 25: 2 1 3 16 15 19 18:
Old : 25: 2 1 3 16 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 58.4 79.1 86.8 37.8 41.0 50.3 55.2
Old : 57.5 58.4 79.1 86.8 37.8 41.0 50.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 186,074: 0 4,680 0 186,074 181,394 186,074 186,074: 0 0
Old : 186,074: 0 4,680 0 186,074 181,394 186,074 186,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 28,080: 0 0 0 28,080 28,080 28,080 28,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 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 : 57.3 73.2 88.8 92.0 45.2 55.6 68.7 72.5
Old : 57.3 73.2 88.8 92.0 45.2 55.6 68.7 72.5
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, November 13, 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 : 9,902: 398 209 150 9,334 9,538 9,882 9,898: 20 5
Old : 9,902: 398 209 150 9,334 9,538 9,882 9,898: 20 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 331: 29 27 -5 318 317 342 339: -10 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.1 1.5 94.3 96.3 99.8 100.0: 0.2 0.0
Old : 100.0: 4.0 2.1 1.5 94.3 96.3 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 : 23: 2 1 3 18 20 21 23:
Old : 23: 2 1 3 18 20 21 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 : 46.3 49.1 75.5 70.8 21.0 26.4 30.5 31.3
Old : 46.3 49.1 75.5 70.8 21.0 26.4 30.5 31.3
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, November 13, 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 : 31,875: 2,175 0 0 29,183 31,535 31,358 31,535: 517 340
Old : 31,875: 2,175 0 0 29,183 31,535 31,358 31,535: 517 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,008: 0 0 0 3,068 2,988 3,068 2,988: -60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 91.6 98.9 98.4 98.9: 1.6 1.1
Old : 100.0: 6.8 0.0 0.0 91.6 98.9 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 0 35 37 37 37:
Old : 44: 2 0 0 35 37 37 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 : 42.4 54.2 60.2 69.3 39.0 47.2 49.9 57.1
Old : 42.4 54.2 60.2 69.3 39.0 47.2 49.9 57.1
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, November 13, 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 : 8,352: 117 950 66 7,891 6,976 8,074 7,992: 278 360
Old : 8,352: 117 950 66 7,891 6,976 8,074 7,992: 278 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 27: 0 100 0 40 -85 40 15: -13 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 11.4 0.8 94.5 83.5 96.7 95.7: 3.3 4.3
Old : 100.0: 1.4 11.4 0.8 94.5 83.5 96.7 95.7: 3.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 1 26 25 28 28:
Old : 34: 2 2 1 26 25 28 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 : 53.8 51.8 69.0 70.0 51.3 50.1 64.8 63.3
Old : 53.8 51.8 69.0 70.0 51.3 50.1 64.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,339: 850 0 60 8,969 9,843 9,879 9,903: 460 436
Old : 10,339: 850 0 60 8,969 9,843 9,879 9,903: 460 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -256: 0 0 0 -144 -151 -144 -151: -112 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.6 86.7 95.2 95.6 95.8: 4.4 4.2
Old : 100.0: 8.2 0.0 0.6 86.7 95.2 95.6 95.8: 4.4 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 : 28: 2 0 1 17 18 19 19:
Old : 28: 2 0 1 17 18 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 : 55.9 49.2 79.5 74.5 55.6 48.6 69.5 66.0
Old : 55.9 49.2 79.5 74.5 55.6 48.6 69.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,723: 138 25 0 4,154 4,528 4,292 4,553: 431 170
Old : 4,723: 138 25 0 4,154 4,528 4,292 4,553: 431 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2: 0 0 0 2 0 2 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.5 0.0 88.0 95.9 90.9 96.4: 9.1 3.6
Old : 100.0: 2.9 0.5 0.0 88.0 95.9 90.9 96.4: 9.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 15 16 16:
Old : 22: 1 1 0 15 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 : 76.7 56.2 85.9 84.6 76.7 55.0 83.7 80.3
Old : 76.7 56.2 85.9 84.6 76.7 55.0 83.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,184,139: 359,105 134,703 743,127 990,841 1,221,582 2,093,073 2,099,412: 91,066 84,728
Old : 2,184,139: 359,105 134,703 743,127 990,841 1,221,582 2,093,073 2,099,412: 91,066 84,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -371,383: -8,562 493 -159,996 -211,382 -213,004 -379,941 -372,506: 8,558 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.2 34.0 45.4 55.9 95.8 96.1: 4.2 3.9
Old : 100.0: 16.4 6.2 34.0 45.4 55.9 95.8 96.1: 4.2 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 : 351: 150 77 171 95 99 315 296:
Old : 351: 150 77 171 95 99 315 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.3 25.1 25.2 9.3 7.7 13.4 12.6
Old : 15.6 14.3 25.1 25.2 9.3 7.7 13.4 12.6
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, November 13, 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 : 153,294: 22,076 37,826 27,613 102,537 84,520 152,226 149,959: 1,068 3,335
Old : 153,294: 22,076 37,826 27,613 102,537 84,520 152,226 149,959: 1,068 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,875: -3,199 3,233 494 6,176 -1,104 3,470 2,623: -595 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.7 18.0 66.9 55.1 99.3 97.8: 0.7 2.2
Old : 100.0: 14.4 24.7 18.0 66.9 55.1 99.3 97.8: 0.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 9 13 24 26 39 41:
Old : 44: 8 9 13 24 26 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 42.7 79.4 67.1 38.5 32.2 50.4 43.6
Old : 57.1 42.7 79.4 67.1 38.5 32.2 50.4 43.6
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, November 13, 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 : 173,767: 58,035 14,734 642 72,337 106,890 131,014 122,266: 42,753 51,501
Old : 173,767: 58,035 14,734 642 72,337 106,890 131,014 122,266: 42,753 51,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,254: -1,480 366 254 2,155 192 929 812: 325 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.5 0.4 41.6 61.5 75.4 70.4: 24.6 29.6
Old : 100.0: 33.4 8.5 0.4 41.6 61.5 75.4 70.4: 24.6 29.6
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 : 29: 6 4 3 17 17 24 23:
Old : 29: 6 4 3 17 17 24 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 : 39.5 39.4 57.5 53.2 39.3 39.1 54.5 49.9
Old : 39.5 39.4 57.5 53.2 39.3 39.1 54.5 49.9
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, November 13, 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 : 35,585: 9,024 1,724 4,465 20,334 28,231 33,824 34,420: 1,761 1,165
Old : 35,585: 9,024 1,724 4,465 20,334 28,231 33,824 34,420: 1,761 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -29,346: -420 -134 -12,997 -15,326 -15,096 -28,742 -28,226: -604 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.8 12.5 57.1 79.3 95.1 96.7: 4.9 3.3
Old : 100.0: 25.4 4.8 12.5 57.1 79.3 95.1 96.7: 4.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 4 7 14 14 25 24:
Old : 30: 10 4 7 14 14 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 59.0 69.7 81.2 24.2 25.4 29.5 32.9
Old : 51.0 59.0 69.7 81.2 24.2 25.4 29.5 32.9
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, November 13, 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 : 321,635: 27,668 4,923 54,768 235,002 253,541 317,437 313,232: 4,198 8,403
Old : 321,635: 27,668 4,923 54,768 235,002 253,541 317,437 313,232: 4,198 8,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -708: 2,124 -2,027 -2,416 -419 3,634 -712 -809: 3 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.5 17.0 73.1 78.8 98.7 97.4: 1.3 2.6
Old : 100.0: 8.6 1.5 17.0 73.1 78.8 98.7 97.4: 1.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 3 14 33 33 47 47:
Old : 47: 11 3 14 33 33 47 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 : 36.0 28.0 55.4 47.2 11.8 10.4 17.4 16.1
Old : 36.0 28.0 55.4 47.2 11.8 10.4 17.4 16.1
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 86,907: 5,824 10,004 9,278 69,331 63,237 84,433 82,519: 2,474 4,388
Old : 86,907: 5,824 10,004 9,278 69,331 63,237 84,433 82,519: 2,474 4,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -3,567: 88 12 648 -3,898 -4,660 -3,162 -4,000: -405 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.5 10.7 79.8 72.8 97.2 95.0: 2.8 5.0
Old : 100.0: 6.7 11.5 10.7 79.8 72.8 97.2 95.0: 2.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 7 8 22 19 33 30:
Old : 36: 4 7 8 22 19 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 39.3 67.7 63.2 24.3 20.1 29.4 26.9
Old : 38.8 39.3 67.7 63.2 24.3 20.1 29.4 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 55,450: 2,130 4,098 10,029 40,668 39,446 52,827 53,573: 2,623 1,877
Old : 55,450: 2,130 4,098 10,029 40,668 39,446 52,827 53,573: 2,623 1,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,253: -773 75 1,919 1,057 509 2,203 2,503: 50 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 18.1 73.3 71.1 95.3 96.6: 4.7 3.4
Old : 100.0: 3.8 7.4 18.1 73.3 71.1 95.3 96.6: 4.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 4 15 14 19 22:
Old : 24: 1 4 4 15 14 19 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 : 46.9 47.7 71.5 73.7 15.6 18.6 21.4 24.0
Old : 46.9 47.7 71.5 73.7 15.6 18.6 21.4 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 56,936: 0 3,382 1,681 32,115 28,139 33,796 33,202: 23,140 23,734
Old : 56,936: 0 3,382 1,681 32,115 28,139 33,796 33,202: 23,140 23,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 131: 0 250 -246 74 5 -172 9: 303 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 3.0 56.4 49.4 59.4 58.3: 40.6 41.7
Old : 100.0: 0.0 5.9 3.0 56.4 49.4 59.4 58.3: 40.6 41.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 5 4 15 18 19 23:
Old : 23: 0 5 4 15 18 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 30.7 50.4 40.4 25.8 20.7 32.3 26.7
Old : 36.3 30.7 50.4 40.4 25.8 20.7 32.3 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 34,892: 6,017 5,560 10,063 16,022 14,877 32,102 30,500: 2,790 4,392
Old : 34,892: 6,017 5,560 10,063 16,022 14,877 32,102 30,500: 2,790 4,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,698: 438 -187 -1,880 -64 -613 -1,506 -2,680: -192 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.9 28.8 45.9 42.6 92.0 87.4: 8.0 12.6
Old : 100.0: 17.2 15.9 28.8 45.9 42.6 92.0 87.4: 8.0 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 : 31: 9 6 10 14 15 27 28:
Old : 31: 9 6 10 14 15 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 33.9 58.5 55.6 20.4 21.4 29.4 28.1
Old : 40.6 33.9 58.5 55.6 20.4 21.4 29.4 28.1
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, November 13, 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 : 5,870: 2,172 814 0 3,045 4,591 5,217 5,405: 652 465
Old : 5,870: 2,172 814 0 3,045 4,591 5,217 5,405: 652 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -796: -654 28 -56 -104 -701 -814 -729: 18 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 13.9 0.0 51.9 78.2 88.9 92.1: 11.1 7.9
Old : 100.0: 37.0 13.9 0.0 51.9 78.2 88.9 92.1: 11.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 0 10 10 18 14:
Old : 22: 8 4 0 10 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 69.0 73.2 83.7 40.6 46.4 53.2 55.4
Old : 52.6 69.0 73.2 83.7 40.6 46.4 53.2 55.4
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, November 13, 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 : 93,243: 3,506 485 5,666 76,369 77,739 85,540 83,890: 7,703 9,353
Old : 93,243: 3,506 485 5,666 76,369 77,739 85,540 83,890: 7,703 9,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,569: -141 93 92 -1,615 -1,940 -1,663 -1,755: 94 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 6.1 81.9 83.4 91.7 90.0: 8.3 10.0
Old : 100.0: 3.8 0.5 6.1 81.9 83.4 91.7 90.0: 8.3 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 : 30: 5 2 7 23 22 30 29:
Old : 30: 5 2 7 23 22 30 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 : 36.8 39.0 57.0 60.4 10.3 12.1 16.3 17.2
Old : 36.8 39.0 57.0 60.4 10.3 12.1 16.3 17.2
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, November 13, 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 : 25,529: 14,715 4,107 1,431 7,634 18,654 23,780 24,192: 1,749 1,337
Old : 25,529: 14,715 4,107 1,431 7,634 18,654 23,780 24,192: 1,749 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,271: 391 -388 311 399 1,339 1,101 1,262: 170 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 16.1 5.6 29.9 73.1 93.1 94.8: 6.9 5.2
Old : 100.0: 57.6 16.1 5.6 29.9 73.1 93.1 94.8: 6.9 5.2
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 : 154: 72 28 17 31 39 111 80:
Old : 154: 72 28 17 31 39 111 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.1 43.2 40.8 28.9 24.7 39.0 36.4
Old : 30.4 26.1 43.2 40.8 28.9 24.7 39.0 36.4
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, November 13, 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 : 65,754: 42,736 6,979 3,133 12,217 53,918 58,087 64,030: 7,668 1,725
Old : 65,754: 42,736 6,979 3,133 12,217 53,918 58,087 64,030: 7,668 1,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 317: -862 339 73 393 -21 -396 391: 713 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 10.6 4.8 18.6 82.0 88.3 97.4: 11.7 2.6
Old : 100.0: 65.0 10.6 4.8 18.6 82.0 88.3 97.4: 11.7 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 : 189: 107 30 25 34 37 151 84:
Old : 189: 107 30 25 34 37 151 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 39.1 31.9 55.9 21.6 36.3 30.4 52.3
Old : 22.2 39.1 31.9 55.9 21.6 36.3 30.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 292,572: 95,233 34,030 42,840 131,818 201,535 269,891 278,405: 22,682 14,168
Old : 292,572: 95,233 34,030 42,840 131,818 201,535 269,891 278,405: 22,682 14,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 13,643: -3,646 -751 1,889 14,367 10,751 12,610 11,889: 1,033 1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.6 14.6 45.1 68.9 92.2 95.2: 7.8 4.8
Old : 100.0: 32.6 11.6 14.6 45.1 68.9 92.2 95.2: 7.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 76 27 56 83 93 183 159:
Old : 213: 76 27 56 83 93 183 159:
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 : 16.6 18.9 26.4 30.0 11.6 11.9 17.9 20.0
Old : 16.6 18.9 26.4 30.0 11.6 11.9 17.9 20.0
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, November 13, 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 : 16,986: 4,630 129 1,003 9,574 12,092 15,207 13,224: 1,779 3,762
Old : 16,986: 4,630 129 1,003 9,574 12,092 15,207 13,224: 1,779 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 261: 133 -150 59 -21 69 171 -22: 90 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 0.8 5.9 56.4 71.2 89.5 77.9: 10.5 22.1
Old : 100.0: 27.3 0.8 5.9 56.4 71.2 89.5 77.9: 10.5 22.1
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: 4 1 3 17 18 22 21:
Old : 29: 4 1 3 17 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 37.0 70.6 56.2 50.9 35.9 62.5 52.3
Old : 54.2 37.0 70.6 56.2 50.9 35.9 62.5 52.3
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, November 13, 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 : 19,540: 6,558 800 1,092 10,608 14,907 18,258 16,799: 1,282 2,741
Old : 19,540: 6,558 800 1,092 10,608 14,907 18,258 16,799: 1,282 2,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 566: 17 0 300 249 149 566 449: 0 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 4.1 5.6 54.3 76.3 93.4 86.0: 6.6 14.0
Old : 100.0: 33.6 4.1 5.6 54.3 76.3 93.4 86.0: 6.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 1 14 18 17 20:
Old : 23: 3 1 1 14 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 41.6 85.5 57.8 56.6 39.9 68.2 52.7
Old : 66.1 41.6 85.5 57.8 56.6 39.9 68.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 8,978: 660 465 135 7,897 8,318 8,692 8,918: 286 60
Old : 8,978: 660 465 135 7,897 8,318 8,692 8,918: 286 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 15: 0 0 0 -12 -45 -12 -45: 26 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.2 1.5 88.0 92.6 96.8 99.3: 3.2 0.7
Old : 100.0: 7.4 5.2 1.5 88.0 92.6 96.8 99.3: 3.2 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 : 21: 4 1 1 10 13 15 14:
Old : 21: 4 1 1 10 13 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 : 68.2 73.8 86.2 93.9 56.5 63.1 65.3 68.5
Old : 68.2 73.8 86.2 93.9 56.5 63.1 65.3 68.5
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, November 13, 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 : 11,507: 100 4,817 321 11,086 6,215 11,507 11,353: 0 154
Old : 11,507: 100 4,817 321 11,086 6,215 11,507 11,353: 0 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 281: 75 -100 0 206 381 281 281: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 41.9 2.8 96.3 54.0 100.0 98.7: 0.0 1.3
Old : 100.0: 0.9 41.9 2.8 96.3 54.0 100.0 98.7: 0.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 7 4 31 28 36 36:
Old : 44: 1 7 4 31 28 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 61.4 62.0 76.7 37.8 54.7 56.8 66.4
Old : 40.2 61.4 62.0 76.7 37.8 54.7 56.8 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 38,484: 1,896 0 0 36,262 38,422 38,158 38,422: 326 62
Old : 38,484: 1,896 0 0 36,262 38,422 38,158 38,422: 326 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -45: 0 -100 0 -45 51 -45 -49: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 94.2 99.8 99.2 99.8: 0.8 0.2
Old : 100.0: 4.9 0.0 0.0 94.2 99.8 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 0 0 44 28 50 28:
Old : 55: 6 0 0 44 28 50 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 : 49.3 49.3 63.2 76.6 39.8 42.7 50.3 63.3
Old : 49.3 49.3 63.2 76.6 39.8 42.7 50.3 63.3
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, November 13, 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 : 9,716: 238 150 0 9,245 9,566 9,483 9,716: 233 0
Old : 9,716: 238 150 0 9,245 9,566 9,483 9,716: 233 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 871: 0 0 0 961 871 961 871: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.5 0.0 95.2 98.5 97.6 100.0: 2.4 0.0
Old : 100.0: 2.4 1.5 0.0 95.2 98.5 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 0 22 15 24 16:
Old : 30: 2 1 0 22 15 24 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 : 46.2 70.2 66.0 88.9 41.2 58.5 55.9 68.6
Old : 46.2 70.2 66.0 88.9 41.2 58.5 55.9 68.6
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,630: 850 4,950 200 12,400 8,480 13,450 13,630: 180 0
Old : 13,630: 850 4,950 200 12,400 8,480 13,450 13,630: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 575: 0 500 0 575 75 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 36.3 1.5 91.0 62.2 98.7 100.0: 1.3 0.0
Old : 100.0: 6.2 36.3 1.5 91.0 62.2 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 3 3 27 21 31 26:
Old : 39: 3 3 3 27 21 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 62.9 77.8 82.6 59.8 60.7 69.8 77.1
Old : 64.6 62.9 77.8 82.6 59.8 60.7 69.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 7,289: 1,606 25 0 5,600 7,264 7,206 7,289: 83 0
Old : 7,289: 1,606 25 0 5,600 7,264 7,206 7,289: 83 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.3 0.0 76.8 99.7 98.9 100.0: 1.1 0.0
Old : 100.0: 22.0 0.3 0.0 76.8 99.7 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 11 12 12:
Old : 20: 2 1 0 10 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 84.3 92.5 96.5 75.2 80.4 88.1 89.1
Old : 75.9 84.3 92.5 96.5 75.2 80.4 88.1 89.1
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, November 13, 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 : 63,005: 3,114 3,471 11,855 47,856 47,619 62,825 62,945: 180 60
Old : 63,005: 3,114 3,471 11,855 47,856 47,619 62,825 62,945: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,840: 409 567 -38 1,501 1,388 1,872 1,917: -32 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.5 18.8 76.0 75.6 99.7 99.9: 0.3 0.1
Old : 100.0: 4.9 5.5 18.8 76.0 75.6 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 : 68: 8 6 6 44 46 55 55:
Old : 68: 8 6 6 44 46 55 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 : 36.9 44.7 56.3 63.5 13.9 18.3 22.1 25.4
Old : 36.9 44.7 56.3 63.5 13.9 18.3 22.1 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,305: 1,033 0 100 4,889 5,827 6,022 5,927: 283 378
Old : 6,305: 1,033 0 100 4,889 5,827 6,022 5,927: 283 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 228: 128 -100 100 0 0 228 0: 0 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.0 1.6 77.5 92.4 95.5 94.0: 4.5 6.0
Old : 100.0: 16.4 0.0 1.6 77.5 92.4 95.5 94.0: 4.5 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: 4 0 1 13 14 17 15:
Old : 22: 4 0 1 13 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 57.6 75.7 81.7 27.0 46.7 42.0 50.7
Old : 50.7 57.6 75.7 81.7 27.0 46.7 42.0 50.7
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,172: 1,199 4,823 2,542 16,281 12,439 20,022 19,804: 150 368
Old : 20,172: 1,199 4,823 2,542 16,281 12,439 20,022 19,804: 150 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 993: 107 286 306 607 428 1,020 1,020: -27 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 23.9 12.6 80.7 61.7 99.3 98.2: 0.7 1.8
Old : 100.0: 5.9 23.9 12.6 80.7 61.7 99.3 98.2: 0.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 4 21 25 26 31:
Old : 36: 3 4 4 21 25 26 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 : 43.7 48.0 72.1 70.3 33.7 32.6 46.9 48.4
Old : 43.7 48.0 72.1 70.3 33.7 32.6 46.9 48.4
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, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,541: 4,104 2,360 359 19,535 20,279 23,998 22,998: 2,543 3,543
Old : 26,541: 4,104 2,360 359 19,535 20,279 23,998 22,998: 2,543 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 997: -277 556 168 1,363 213 1,254 937: -257 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.9 1.4 73.6 76.4 90.4 86.7: 9.6 13.3
Old : 100.0: 15.5 8.9 1.4 73.6 76.4 90.4 86.7: 9.6 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 : 30: 3 2 1 16 24 19 27:
Old : 30: 3 2 1 16 24 19 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 : 55.4 31.8 70.9 53.2 53.6 30.6 65.6 51.6
Old : 55.4 31.8 70.9 53.2 53.6 30.6 65.6 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012