GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,383: 1,490 1,249 0 30,665 31,074 32,155 32,323: 228 60
Old : 32,383: 1,490 1,249 0 30,665 31,074 32,155 32,323: 228 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -4,681: -133 363 -50 -4,468 -4,984 -4,651 -4,671: -30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 3.9 0.0 94.7 96.0 99.3 99.8: 0.7 0.2
Old : 100.0: 4.6 3.9 0.0 94.7 96.0 99.3 99.8: 0.7 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 : 49: 1 4 0 33 40 34 44:
Old : 49: 1 4 0 33 40 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 38.4 67.7 59.2 37.5 26.1 52.1 38.6
Old : 42.3 38.4 67.7 59.2 37.5 26.1 52.1 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,257: 0 0 0 21,066 21,007 21,066 21,007: 191 250
Old : 21,257: 0 0 0 21,066 21,007 21,066 21,007: 191 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,773: 0 0 0 -1,713 -1,743 -1,713 -1,743: -60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 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 : 33: 0 0 0 26 27 26 27:
Old : 33: 0 0 0 26 27 26 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 : 57.1 71.6 80.0 85.1 37.9 46.2 45.9 49.6
Old : 57.1 71.6 80.0 85.1 37.9 46.2 45.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,631: 128 216 91 4,760 5,112 4,979 5,419: 1,652 1,212
Old : 6,631: 128 216 91 4,760 5,112 4,979 5,419: 1,652 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -241: 19 0 -19 -374 -234 -374 -253: 133 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.3 1.4 71.8 77.1 75.1 81.7: 24.9 18.3
Old : 100.0: 1.9 3.3 1.4 71.8 77.1 75.1 81.7: 24.9 18.3
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 : 22: 1 1 1 19 16 20 18:
Old : 22: 1 1 1 19 16 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 : 39.2 51.0 56.6 68.6 33.5 38.0 42.7 48.0
Old : 39.2 51.0 56.6 68.6 33.5 38.0 42.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,311: 409 351 55 6,953 7,698 7,417 8,104: 1,894 1,207
Old : 9,311: 409 351 55 6,953 7,698 7,417 8,104: 1,894 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -979: 27 98 0 -1,387 -1,003 -1,360 -905: 381 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.8 0.6 74.7 82.7 79.7 87.0: 20.3 13.0
Old : 100.0: 4.4 3.8 0.6 74.7 82.7 79.7 87.0: 20.3 13.0
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 : 47: 2 3 2 38 42 41 46:
Old : 47: 2 3 2 38 42 41 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 29.4 37.8 42.2 17.9 19.1 25.5 26.0
Old : 24.9 29.4 37.8 42.2 17.9 19.1 25.5 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,728: 392 491 89 6,711 6,597 7,192 7,177: 536 551
Old : 7,728: 392 491 89 6,711 6,597 7,192 7,177: 536 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,695: -49 -42 36 -1,384 -1,467 -1,397 -1,473: -298 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.4 1.2 86.8 85.4 93.1 92.9: 6.9 7.1
Old : 100.0: 5.1 6.4 1.2 86.8 85.4 93.1 92.9: 6.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 4 3 3 46 52 52 56:
Old : 63: 4 3 3 46 52 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 21.2 46.3 36.5 24.5 14.9 31.2 25.9
Old : 32.6 21.2 46.3 36.5 24.5 14.9 31.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,172: 315 0 20 2,097 2,577 2,432 2,597: 740 575
Old : 3,172: 315 0 20 2,097 2,577 2,432 2,597: 740 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -557: -80 0 0 -403 -583 -483 -583: -74 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.6 66.1 81.2 76.7 81.9: 23.3 18.1
Old : 100.0: 9.9 0.0 0.6 66.1 81.2 76.7 81.9: 23.3 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 17 21 19 22:
Old : 25: 2 0 1 17 21 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 : 41.4 39.7 62.9 56.3 27.8 30.5 38.7 41.0
Old : 41.4 39.7 62.9 56.3 27.8 30.5 38.7 41.0
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 - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,311: 0 91 0 1,837 1,899 1,837 1,990: 474 321
Old : 2,311: 0 91 0 1,837 1,899 1,837 1,990: 474 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -223: 0 21 0 -187 -135 -187 -114: -36 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 79.5 82.2 79.5 86.1: 20.5 13.9
Old : 100.0: 0.0 3.9 0.0 79.5 82.2 79.5 86.1: 20.5 13.9
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 : 29: 0 2 0 19 18 19 20:
Old : 29: 0 2 0 19 18 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 : 46.9 44.3 64.8 61.0 43.1 33.0 52.4 44.4
Old : 46.9 44.3 64.8 61.0 43.1 33.0 52.4 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,024: 0 0 0 16,989 16,929 16,989 16,929: 35 95
Old : 17,024: 0 0 0 16,989 16,929 16,989 16,929: 35 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,525: 0 0 0 -1,540 -1,515 -1,540 -1,515: 15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 0.6
Old : 100.0: 0.0 0.0 0.0 99.8 99.4 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 19 16 19:
Old : 24: 0 0 0 16 19 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 65.0 89.5 82.7 78.7 57.8 81.1 69.7
Old : 79.7 65.0 89.5 82.7 78.7 57.8 81.1 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,863: 37,428 23,619 31,842 207,766 227,088 277,036 282,549: 36,827 31,314
Old : 313,863: 37,428 23,619 31,842 207,766 227,088 277,036 282,549: 36,827 31,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 19,341: -12 -2,330 537 18,497 19,741 19,022 17,948: 319 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.5 10.1 66.2 72.4 88.3 90.0: 11.7 10.0
Old : 100.0: 11.9 7.5 10.1 66.2 72.4 88.3 90.0: 11.7 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 : 145: 29 23 38 74 81 122 126:
Old : 145: 29 23 38 74 81 122 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 23.5 29.8 35.4 14.2 18.1 24.0 24.7
Old : 18.6 23.5 29.8 35.4 14.2 18.1 24.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 12,018: 600 643 327 10,941 10,873 11,868 11,843: 150 175
Old : 12,018: 600 643 327 10,941 10,873 11,868 11,843: 150 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -6,746: -300 -257 -50 -5,728 -6,362 -6,078 -6,669: -668 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.4 2.7 91.0 90.5 98.8 98.5: 1.2 1.5
Old : 100.0: 5.0 5.4 2.7 91.0 90.5 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 5 2 40 42 44 47:
Old : 62: 2 5 2 40 42 44 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 : 37.1 29.2 56.1 44.3 30.4 26.1 42.9 37.0
Old : 37.1 29.2 56.1 44.3 30.4 26.1 42.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,284: 1,272 475 400 13,213 13,919 14,885 14,794: 399 490
Old : 15,284: 1,272 475 400 13,213 13,919 14,885 14,794: 399 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 75: 75 75 0 0 0 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.1 2.6 86.4 91.1 97.4 96.8: 2.6 3.2
Old : 100.0: 8.3 3.1 2.6 86.4 91.1 97.4 96.8: 2.6 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 : 42: 4 2 2 28 29 33 32:
Old : 42: 4 2 2 28 29 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 49.6 61.2 72.8 29.3 37.3 42.9 51.9
Old : 40.6 49.6 61.2 72.8 29.3 37.3 42.9 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,872: 3,008 0 662 6,850 9,780 10,520 10,442: 352 430
Old : 10,872: 3,008 0 662 6,850 9,780 10,520 10,442: 352 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 150: 300 0 -150 0 300 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 6.1 63.0 90.0 96.8 96.0: 3.2 4.0
Old : 100.0: 27.7 0.0 6.1 63.0 90.0 96.8 96.0: 3.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 2 8 17 11 19:
Old : 21: 3 0 2 8 17 11 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 : 76.1 56.2 93.4 74.7 59.3 54.5 69.6 65.1
Old : 76.1 56.2 93.4 74.7 59.3 54.5 69.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 4,423: 801 104 93 2,347 2,667 3,241 2,864: 1,182 1,559
Old : 4,423: 801 104 93 2,347 2,667 3,241 2,864: 1,182 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -426: -252 -8 -32 -225 -432 -509 -472: 83 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.4 2.1 53.1 60.3 73.3 64.8: 26.7 35.2
Old : 100.0: 18.1 2.4 2.1 53.1 60.3 73.3 64.8: 26.7 35.2
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: 2 1 2 16 17 18 20:
Old : 20: 2 1 2 16 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 27.0 58.1 46.0 32.0 23.2 44.5 37.1
Old : 38.1 27.0 58.1 46.0 32.0 23.2 44.5 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 828,729: 114,306 269,056 294,964 343,972 223,694 753,242 787,714: 75,487 41,015
Old : 828,729: 114,306 269,056 294,964 343,972 223,694 753,242 787,714: 75,487 41,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -13,282: 17,441 -2,057 -11,140 -13,256 12,559 -6,955 -638: -6,327 -12,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 32.5 35.6 41.5 27.0 90.9 95.1: 9.1 4.9
Old : 100.0: 13.8 32.5 35.6 41.5 27.0 90.9 95.1: 9.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 73 92 105 85 74 231 209:
Old : 266: 73 92 105 85 74 231 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 33.6 29.1 44.8 12.7 21.9 19.1 27.2
Old : 17.5 33.6 29.1 44.8 12.7 21.9 19.1 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,066: 787 189 1,858 47,403 47,317 50,048 49,364: 8,018 8,702
Old : 58,066: 787 189 1,858 47,403 47,317 50,048 49,364: 8,018 8,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 437: 0 -714 485 2,919 1,945 3,404 1,716: -2,967 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 3.2 81.6 81.5 86.2 85.0: 13.8 15.0
Old : 100.0: 1.4 0.3 3.2 81.6 81.5 86.2 85.0: 13.8 15.0
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: 1 1 2 22 19 24 21:
Old : 25: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 46.9 63.3 67.2 37.8 39.5 49.7 49.7
Old : 45.5 46.9 63.3 67.2 37.8 39.5 49.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,128: 194 756 2,783 29,104 24,806 32,081 28,345: 5,047 8,783
Old : 37,128: 194 756 2,783 29,104 24,806 32,081 28,345: 5,047 8,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 430: 0 0 0 62 430 62 430: 368 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 7.5 78.4 66.8 86.4 76.3: 13.6 23.7
Old : 100.0: 0.5 2.0 7.5 78.4 66.8 86.4 76.3: 13.6 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 12 15 14 17:
Old : 20: 1 1 2 12 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 37.1 73.6 55.9 37.4 31.0 50.7 40.9
Old : 49.5 37.1 73.6 55.9 37.4 31.0 50.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,038: 0 0 0 58,624 54,580 58,624 54,580: 8,414 12,458
Old : 67,038: 0 0 0 58,624 54,580 58,624 54,580: 8,414 12,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 87.4 81.4 87.4 81.4: 12.6 18.6
Old : 100.0: 0.0 0.0 0.0 87.4 81.4 87.4 81.4: 12.6 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 : 25: 0 0 0 18 21 18 21:
Old : 25: 0 0 0 18 21 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 47.6 61.1 62.0 35.1 42.6 49.4 52.8
Old : 41.0 47.6 61.1 62.0 35.1 42.6 49.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,138: 0 0 0 62,417 70,075 62,417 70,075: 11,721 4,063
Old : 74,138: 0 0 0 62,417 70,075 62,417 70,075: 11,721 4,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -903: 0 0 0 -29 -821 -29 -821: -874 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.2 94.5 84.2 94.5: 15.8 5.5
Old : 100.0: 0.0 0.0 0.0 84.2 94.5 84.2 94.5: 15.8 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 : 22: 0 0 0 17 18 17 18:
Old : 22: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3
Old : 45.4 51.5 64.1 75.9 40.7 47.3 56.1 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,928: 488 3,006 6,814 67,939 64,726 75,241 74,546: 7,687 8,382
Old : 82,928: 488 3,006 6,814 67,939 64,726 75,241 74,546: 7,687 8,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -7,073: -1,270 -855 768 -7,025 -10,465 -7,527 -10,552: 454 3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.6 8.2 81.9 78.1 90.7 89.9: 9.3 10.1
Old : 100.0: 0.6 3.6 8.2 81.9 78.1 90.7 89.9: 9.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 4 19 23 23 28:
Old : 32: 1 4 4 19 23 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 42.2 65.5 60.6 43.8 40.0 59.6 53.2
Old : 45.9 42.2 65.5 60.6 43.8 40.0 59.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 77,856: 984 8,473 2,114 68,010 54,465 71,108 65,052: 6,748 12,804
Old : 77,856: 984 8,473 2,114 68,010 54,465 71,108 65,052: 6,748 12,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -5,113: -240 -268 -821 -4,152 -4,436 -5,213 -5,525: 100 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 10.9 2.7 87.4 70.0 91.3 83.6: 8.7 16.4
Old : 100.0: 1.3 10.9 2.7 87.4 70.0 91.3 83.6: 8.7 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 12 19 15 21:
Old : 25: 1 2 2 12 19 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 41.0 80.2 60.0 57.6 40.0 70.4 55.4
Old : 61.0 41.0 80.2 60.0 57.6 40.0 70.4 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 77,807: 4,853 2,100 4,221 55,820 64,731 64,894 71,052: 12,913 6,755
Old : 77,807: 4,853 2,100 4,221 55,820 64,731 64,894 71,052: 12,913 6,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -4,295: -1,529 234 -149 -720 -5,292 -2,398 -5,207: -1,897 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.7 5.4 71.7 83.2 83.4 91.3: 16.6 8.7
Old : 100.0: 6.2 2.7 5.4 71.7 83.2 83.4 91.3: 16.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 3 17 21 21 24:
Old : 29: 3 1 3 17 21 21 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 : 35.7 47.4 60.3 65.7 31.3 47.1 48.3 62.8
Old : 35.7 47.4 60.3 65.7 31.3 47.1 48.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,666: 0 0 0 68,986 67,852 68,986 67,852: 1,680 2,814
Old : 70,666: 0 0 0 68,986 67,852 68,986 67,852: 1,680 2,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -31: 0 0 0 -31 -31 -31 -31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 96.0 97.6 96.0: 2.4 4.0
Old : 100.0: 0.0 0.0 0.0 97.6 96.0 97.6 96.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 17 16 17:
Old : 23: 0 0 0 16 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0
Old : 69.4 54.5 85.5 78.2 58.3 50.9 69.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,986: 4,099 8,107 4,069 146,930 143,637 155,098 155,813: 5,888 5,173
Old : 160,986: 4,099 8,107 4,069 146,930 143,637 155,098 155,813: 5,888 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,442: 458 0 177 871 1,329 1,506 1,506: -64 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.0 2.5 91.3 89.2 96.3 96.8: 3.7 3.2
Old : 100.0: 2.5 5.0 2.5 91.3 89.2 96.3 96.8: 3.7 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 : 46: 4 1 4 36 37 41 41:
Old : 46: 4 1 4 36 37 41 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 : 33.5 41.2 51.9 60.3 29.4 39.6 42.9 51.0
Old : 33.5 41.2 51.9 60.3 29.4 39.6 42.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,372: 1,550 1,335 1,932 109,134 113,365 112,616 116,632: 10,756 6,740
Old : 123,372: 1,550 1,335 1,932 109,134 113,365 112,616 116,632: 10,756 6,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 49: 0 60 -60 -377 -259 -437 -259: 486 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.1 1.6 88.5 91.9 91.3 94.5: 8.7 5.5
Old : 100.0: 1.3 1.1 1.6 88.5 91.9 91.3 94.5: 8.7 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 : 31: 1 1 1 24 22 26 23:
Old : 31: 1 1 1 24 22 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 50.1 66.7 74.9 43.3 49.7 53.5 69.6
Old : 52.8 50.1 66.7 74.9 43.3 49.7 53.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 215,841: 5,910 360 9,609 185,841 200,375 201,360 210,344: 14,481 5,497
Old : 215,841: 5,910 360 9,609 185,841 200,375 201,360 210,344: 14,481 5,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 2,784: 210 0 -629 3,074 3,421 2,655 2,792: 129 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.2 4.5 86.1 92.8 93.3 97.5: 6.7 2.5
Old : 100.0: 2.7 0.2 4.5 86.1 92.8 93.3 97.5: 6.7 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 : 46: 2 1 3 36 39 39 42:
Old : 46: 2 1 3 36 39 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 29.3 53.1 50.4 25.8 24.5 37.2 40.7
Old : 34.4 29.3 53.1 50.4 25.8 24.5 37.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,819,384: 676,044 146,802 860,777 1,256,162 1,796,405 2,792,983 2,803,984: 26,401 15,400
Old : 2,819,384: 676,044 146,802 860,777 1,256,162 1,796,405 2,792,983 2,803,984: 26,401 15,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 22,399: 5,962 -8,192 355 23,493 35,842 29,810 28,005: -7,411 -5,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.2 30.5 44.6 63.7 99.1 99.5: 0.9 0.5
Old : 100.0: 24.0 5.2 30.5 44.6 63.7 99.1 99.5: 0.9 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 : 179: 37 28 58 109 99 174 158:
Old : 179: 37 28 58 109 99 174 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 32.7 45.5 45.2 19.7 22.6 25.7 30.2
Old : 35.0 32.7 45.5 45.2 19.7 22.6 25.7 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 945,664: 132,651 212,636 139,802 669,979 589,137 942,432 941,575: 3,232 4,089
Old : 945,664: 132,651 212,636 139,802 669,979 589,137 942,432 941,575: 3,232 4,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 21,167: 24,435 19,315 -8,696 6,492 11,712 22,231 22,331: -1,064 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 22.5 14.8 70.8 62.3 99.7 99.6: 0.3 0.4
Old : 100.0: 14.0 22.5 14.8 70.8 62.3 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 26 22 41 47 42 92 86:
Old : 96: 26 22 41 47 42 92 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 42.0 48.5 59.4 24.3 36.8 36.2 44.3
Old : 34.1 42.0 48.5 59.4 24.3 36.8 36.2 44.3
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 - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,376: 30 1,510 0 4,025 2,721 4,055 4,231: 321 145
Old : 4,376: 30 1,510 0 4,025 2,721 4,055 4,231: 321 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 169: 0 77 0 206 142 206 219: -37 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 34.5 0.0 92.0 62.2 92.7 96.7: 7.3 3.3
Old : 100.0: 0.7 34.5 0.0 92.0 62.2 92.7 96.7: 7.3 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 : 23: 1 2 0 14 16 15 18:
Old : 23: 1 2 0 14 16 15 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 : 62.0 57.5 84.4 82.1 60.1 57.2 70.8 75.4
Old : 62.0 57.5 84.4 82.1 60.1 57.2 70.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,505: 2,482 1,180 1,158 35,268 38,941 38,908 41,279: 2,597 226
Old : 41,505: 2,482 1,180 1,158 35,268 38,941 38,908 41,279: 2,597 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 144: 124 -42 -52 72 238 144 144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.8 2.8 85.0 93.8 93.7 99.5: 6.3 0.5
Old : 100.0: 6.0 2.8 2.8 85.0 93.8 93.7 99.5: 6.3 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 : 41: 3 2 3 33 26 37 30:
Old : 41: 3 2 3 33 26 37 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 : 30.1 46.1 49.7 69.0 22.4 32.3 32.8 49.3
Old : 30.1 46.1 49.7 69.0 22.4 32.3 32.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,988: 0 862 220 15,653 14,795 15,873 15,877: 1,115 1,111
Old : 16,988: 0 862 220 15,653 14,795 15,873 15,877: 1,115 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 164: 0 -240 0 164 284 164 44: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 1.3 92.1 87.1 93.4 93.5: 6.6 6.5
Old : 100.0: 0.0 5.1 1.3 92.1 87.1 93.4 93.5: 6.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 22 22 25:
Old : 29: 0 3 1 21 22 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 43.4 64.9 65.0 35.8 30.5 50.5 47.3
Old : 41.9 43.4 64.9 65.0 35.8 30.5 50.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,793: 0 2,410 200 26,919 26,289 27,119 28,899: 2,674 894
Old : 29,793: 0 2,410 200 26,919 26,289 27,119 28,899: 2,674 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -114: 0 0 0 -114 -114 -114 -114: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.7 90.4 88.2 91.0 97.0: 9.0 3.0
Old : 100.0: 0.0 8.1 0.7 90.4 88.2 91.0 97.0: 9.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 25 21 27 23:
Old : 28: 0 2 2 25 21 27 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 : 40.4 43.3 58.7 69.8 25.0 30.1 36.4 41.5
Old : 40.4 43.3 58.7 69.8 25.0 30.1 36.4 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,457: 530 0 260 10,021 10,966 10,811 11,226: 1,646 1,231
Old : 12,457: 530 0 260 10,021 10,966 10,811 11,226: 1,646 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 208: 8 0 80 120 128 208 208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 2.1 80.4 88.0 86.8 90.1: 13.2 9.9
Old : 100.0: 4.3 0.0 2.1 80.4 88.0 86.8 90.1: 13.2 9.9
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 : 21: 2 0 1 17 15 19 16:
Old : 21: 2 0 1 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 45.9 59.1 72.1 36.6 41.7 50.5 55.4
Old : 39.2 45.9 59.1 72.1 36.6 41.7 50.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,237: 0 3,555 0 31,982 28,639 31,982 32,194: 255 43
Old : 32,237: 0 3,555 0 31,982 28,639 31,982 32,194: 255 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 11.0 0.0 99.2 88.8 99.2 99.9: 0.8 0.1
Old : 100.0: 0.0 11.0 0.0 99.2 88.8 99.2 99.9: 0.8 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 : 20: 0 1 0 13 8 13 9:
Old : 20: 0 1 0 13 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 64.4 84.2 95.9 45.2 52.4 69.1 76.9
Old : 51.7 64.4 84.2 95.9 45.2 52.4 69.1 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,347: 760 0 0 15,644 16,469 16,404 16,469: 943 878
Old : 17,347: 760 0 0 15,644 16,469 16,404 16,469: 943 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 100: 0 0 0 176 172 176 172: -76 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 90.2 94.9 94.6 94.9: 5.4 5.1
Old : 100.0: 4.4 0.0 0.0 90.2 94.9 94.6 94.9: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 24 20 25 20:
Old : 27: 1 0 0 24 20 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 58.0 64.9 77.8 45.3 50.2 59.9 66.6
Old : 47.2 58.0 64.9 77.8 45.3 50.2 59.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,350: 0 0 0 9,156 9,404 9,156 9,404: 1,194 946
Old : 10,350: 0 0 0 9,156 9,404 9,156 9,404: 1,194 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 82: 0 0 0 82 82 82 82: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 90.9 88.5 90.9: 11.5 9.1
Old : 100.0: 0.0 0.0 0.0 88.5 90.9 88.5 90.9: 11.5 9.1
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 : 22: 0 0 0 21 17 21 17:
Old : 22: 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 : 37.7 62.9 60.4 77.8 32.0 55.1 49.8 61.6
Old : 37.7 62.9 60.4 77.8 32.0 55.1 49.8 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,661: 0 0 0 55,404 55,575 55,404 55,575: 257 86
Old : 55,661: 0 0 0 55,404 55,575 55,404 55,575: 257 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 84: 0 0 0 84 84 84 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 0.0 0.0 0.0 99.5 99.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 11 10 11 10:
Old : 20: 0 0 0 11 10 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 84.1 96.4 98.9 85.1 84.1 96.4 98.0
Old : 85.1 84.1 96.4 98.9 85.1 84.1 96.4 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 817,310: 0 0 0 817,310 817,310 817,310 817,310: 0 0
Old : 817,310: 0 0 0 817,310 817,310 817,310 817,310: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 : 20: 0 0 0 12 9 12 9:
Old : 20: 0 0 0 12 9 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 87.3 95.4 99.4 82.5 87.3 95.4 99.4
Old : 82.5 87.3 95.4 99.4 82.5 87.3 95.4 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,095: 0 0 0 39,754 39,944 39,754 39,944: 341 151
Old : 40,095: 0 0 0 39,754 39,944 39,754 39,944: 341 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 172: 0 0 0 172 172 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.6 99.1 99.6: 0.9 0.4
Old : 100.0: 0.0 0.0 0.0 99.1 99.6 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 11 14 11:
Old : 23: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 74.1 91.6 94.5 59.5 70.5 77.3 84.3
Old : 73.7 74.1 91.6 94.5 59.5 70.5 77.3 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 587,003: 0 0 0 587,003 587,003 587,003 587,003: 0 0
Old : 587,003: 0 0 0 587,003 587,003 587,003 587,003: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 : 21: 0 0 0 12 12 12 12:
Old : 21: 0 0 0 12 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 72.0 95.9 95.0 58.5 66.6 75.6 79.2
Old : 77.3 72.0 95.9 95.0 58.5 66.6 75.6 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,260: 0 0 0 82,109 82,260 82,109 82,260: 151 0
Old : 82,260: 0 0 0 82,109 82,260 82,109 82,260: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 430: 0 0 0 430 430 430 430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 15 14 15 14:
Old : 26: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 67.3 87.7 92.5 68.2 67.3 86.9 92.5
Old : 68.2 67.3 87.7 92.5 68.2 67.3 86.9 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,384,573: 0 0 0 1,384,573 1,384,573 1,384,573 1,384,573: 0 0
Old : 1,384,573: 0 0 0 1,384,573 1,384,573 1,384,573 1,384,573: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 16 12 16 12:
Old : 25: 0 0 0 16 12 16 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 : 69.8 61.4 86.3 89.5 69.8 60.6 86.3 87.2
Old : 69.8 61.4 86.3 89.5 69.8 60.6 86.3 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 - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,101: 1,940 220 0 165,161 166,881 167,101 167,101: 0 0
Old : 167,101: 1,940 220 0 165,161 166,881 167,101 167,101: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -777: 1,720 0 0 -2,497 -777 -777 -777: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 0.0 98.8 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.1 0.0 98.8 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 0 25 29 26 30:
Old : 42: 1 1 0 25 29 26 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 : 58.8 55.9 83.3 75.5 58.8 54.0 82.9 73.0
Old : 58.8 55.9 83.3 75.5 58.8 54.0 82.9 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,742,848: 0 0 0 2,742,848 2,742,848 2,742,848 2,742,848: 0 0
Old : 2,742,848: 0 0 0 2,742,848 2,742,848 2,742,848 2,742,848: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -46,880: 0 0 0 -46,880 -46,880 -46,880 -46,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 23 22 23 22:
Old : 36: 0 0 0 23 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 62.7 85.0 80.5 62.3 61.3 85.0 79.0
Old : 62.3 62.7 85.0 80.5 62.3 61.3 85.0 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,975: 0 2,565 0 59,975 57,410 59,975 59,975: 0 0
Old : 59,975: 0 2,565 0 59,975 57,410 59,975 59,975: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 530: 0 0 0 530 530 530 530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 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 : 30: 0 1 0 24 18 24 19:
Old : 30: 0 1 0 24 18 24 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 : 44.5 59.0 67.7 80.5 40.3 56.1 56.1 64.2
Old : 44.5 59.0 67.7 80.5 40.3 56.1 56.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,012,849: 0 70,200 0 1,012,849 942,649 1,012,849 1,012,849: 0 0
Old : 1,012,849: 0 70,200 0 1,012,849 942,649 1,012,849 1,012,849: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 21 19 21 20:
Old : 28: 0 1 0 21 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 56.7 73.8 75.6 44.5 54.5 63.0 68.3
Old : 50.6 56.7 73.8 75.6 44.5 54.5 63.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,165: 4,416 110 0 51,749 56,055 56,165 56,165: 0 0
Old : 56,165: 4,416 110 0 51,749 56,055 56,165 56,165: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 278: 407 0 0 -129 278 278 278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.2 0.0 92.1 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 0.2 0.0 92.1 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 0 21 27 23 28:
Old : 35: 2 1 0 21 27 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 43.7 67.7 65.2 36.4 28.0 49.6 42.5
Old : 44.7 43.7 67.7 65.2 36.4 28.0 49.6 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,267: 258 0 0 10,792 10,732 11,050 10,732: 217 535
Old : 11,267: 258 0 0 10,792 10,732 11,050 10,732: 217 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 95.8 95.3 98.1 95.3: 1.9 4.7
Old : 100.0: 2.3 0.0 0.0 95.8 95.3 98.1 95.3: 1.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 16 13 17 13:
Old : 22: 1 0 0 16 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 59.6 75.9 84.5 47.0 57.1 59.5 64.4
Old : 48.6 59.6 75.9 84.5 47.0 57.1 59.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 578,998: 0 64,345 0 578,998 514,653 578,998 578,998: 0 0
Old : 578,998: 0 64,345 0 578,998 514,653 578,998 578,998: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 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 11.1 0.0 100.0 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.1 0.0 100.0 88.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 9 14 10:
Old : 21: 0 1 0 14 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 65.5 84.8 94.0 45.1 49.8 69.3 74.6
Old : 51.9 65.5 84.8 94.0 45.1 49.8 69.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,111,448: 69,417 28,552 0 1,042,031 1,082,896 1,111,448 1,111,448: 0 0
Old : 1,111,448: 69,417 28,552 0 1,042,031 1,082,896 1,111,448 1,111,448: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 768: 768 0 0 0 768 768 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.6 0.0 93.8 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 2.6 0.0 93.8 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 0 25 23 27 25:
Old : 36: 2 2 0 25 23 27 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 : 43.1 47.5 65.8 67.8 28.4 27.7 41.7 38.3
Old : 43.1 47.5 65.8 67.8 28.4 27.7 41.7 38.3
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 - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 19,747: 95 28 197 18,652 19,447 18,944 19,672: 803 75
Old : 19,747: 95 28 197 18,652 19,447 18,944 19,672: 803 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,824: 25 -28 -25 -1,978 -1,556 -1,978 -1,609: 154 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.1 1.0 94.5 98.5 95.9 99.6: 4.1 0.4
Old : 100.0: 0.5 0.1 1.0 94.5 98.5 95.9 99.6: 4.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 1 2 36 35 39 37:
Old : 44: 2 1 2 36 35 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 : 39.7 44.3 59.3 66.2 33.8 41.0 46.6 50.4
Old : 39.7 44.3 59.3 66.2 33.8 41.0 46.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,574: 275 0 0 15,651 16,494 15,926 16,494: 648 80
Old : 16,574: 275 0 0 15,651 16,494 15,926 16,494: 648 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 15: 0 0 0 55 55 55 55: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 94.4 99.5 96.1 99.5: 3.9 0.5
Old : 100.0: 1.7 0.0 0.0 94.4 99.5 96.1 99.5: 3.9 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 : 24: 1 0 0 15 20 16 20:
Old : 24: 1 0 0 15 20 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 : 64.5 59.8 89.8 80.8 48.4 54.6 65.4 66.7
Old : 64.5 59.8 89.8 80.8 48.4 54.6 65.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,232: 0 7 23 9,897 10,172 9,920 10,202: 312 30
Old : 10,232: 0 7 23 9,897 10,172 9,920 10,202: 312 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 160: -8 7 -30 188 183 150 160: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.2 96.7 99.4 97.0 99.7: 3.0 0.3
Old : 100.0: 0.0 0.1 0.2 96.7 99.4 97.0 99.7: 3.0 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: 0 1 1 16 21 17 22:
Old : 27: 0 1 1 16 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 47.5 87.9 72.4 70.2 43.3 72.6 61.9
Old : 75.9 47.5 87.9 72.4 70.2 43.3 72.6 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,330: 0 0 0 9,985 9,707 9,985 9,707: 345 623
Old : 10,330: 0 0 0 9,985 9,707 9,985 9,707: 345 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 448: 0 0 0 418 450 418 450: 30 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 94.0 96.7 94.0: 3.3 6.0
Old : 100.0: 0.0 0.0 0.0 96.7 94.0 96.7 94.0: 3.3 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 : 30: 0 0 0 26 21 26 21:
Old : 30: 0 0 0 26 21 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 51.8 67.8 73.2 36.8 43.0 51.5 52.4
Old : 47.0 51.8 67.8 73.2 36.8 43.0 51.5 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,322,308: 255,375 237,918 333,916 659,634 682,691 1,248,925 1,254,525: 73,383 67,783
Old : 1,322,308: 255,375 237,918 333,916 659,634 682,691 1,248,925 1,254,525: 73,383 67,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -44,712: -3,780 3,638 8,131 -39,254 -45,831 -34,903 -34,062: -9,809 -10,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.0 25.3 49.9 51.6 94.5 94.9: 5.5 5.1
Old : 100.0: 19.3 18.0 25.3 49.9 51.6 94.5 94.9: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 100 102 145 90 95 278 268:
Old : 322: 100 102 145 90 95 278 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 14.3 31.1 23.6 18.4 10.2 25.0 15.9
Old : 21.0 14.3 31.1 23.6 18.4 10.2 25.0 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,329: 39,688 25,584 11,000 166,350 156,088 217,038 192,672: 24,291 48,657
Old : 241,329: 39,688 25,584 11,000 166,350 156,088 217,038 192,672: 24,291 48,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 7,246: 867 1,272 1,793 2,155 2,526 4,815 5,591: 2,431 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.6 4.6 68.9 64.7 89.9 79.8: 10.1 20.2
Old : 100.0: 16.4 10.6 4.6 68.9 64.7 89.9 79.8: 10.1 20.2
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 : 43: 5 5 5 30 27 38 34:
Old : 43: 5 5 5 30 27 38 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 : 28.9 28.9 47.5 45.2 28.9 23.6 44.1 36.2
Old : 28.9 28.9 47.5 45.2 28.9 23.6 44.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 50,912: 515 155 525 47,218 47,578 48,258 48,258: 2,654 2,654
Old : 50,912: 515 155 525 47,218 47,578 48,258 48,258: 2,654 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 4,047: -65 0 0 1,732 1,667 1,667 1,667: 2,380 2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 1.0 92.7 93.5 94.8 94.8: 5.2 5.2
Old : 100.0: 1.0 0.3 1.0 92.7 93.5 94.8 94.8: 5.2 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 : 59: 3 2 2 45 42 50 46:
Old : 59: 3 2 2 45 42 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 27.5 61.7 47.5 25.9 17.0 33.1 26.2
Old : 45.1 27.5 61.7 47.5 25.9 17.0 33.1 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,166: 13,819 31,005 9,664 95,475 78,359 118,958 119,028: 5,208 5,138
Old : 124,166: 13,819 31,005 9,664 95,475 78,359 118,958 119,028: 5,208 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 694: -1,200 386 147 1,749 150 696 683: -2 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 25.0 7.8 76.9 63.1 95.8 95.9: 4.2 4.1
Old : 100.0: 11.1 25.0 7.8 76.9 63.1 95.8 95.9: 4.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 13 15 25 24 43 43:
Old : 47: 9 13 15 25 24 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 36.0 57.1 53.2 28.8 26.2 37.4 34.5
Old : 41.7 36.0 57.1 53.2 28.8 26.2 37.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,846: 628 3,574 9,592 25,519 22,537 35,739 35,703: 2,107 2,143
Old : 37,846: 628 3,574 9,592 25,519 22,537 35,739 35,703: 2,107 2,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 376: 628 -600 -45 -66 571 517 -74: -141 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 9.4 25.3 67.4 59.5 94.4 94.3: 5.6 5.7
Old : 100.0: 1.7 9.4 25.3 67.4 59.5 94.4 94.3: 5.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 4 15 16 20 23:
Old : 25: 1 4 4 15 16 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 : 41.5 45.9 66.5 64.7 17.5 16.0 25.1 23.3
Old : 41.5 45.9 66.5 64.7 17.5 16.0 25.1 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 80,298: 1,924 0 1,110 46,707 45,960 49,741 47,070: 30,557 33,228
Old : 80,298: 1,924 0 1,110 46,707 45,960 49,741 47,070: 30,557 33,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 1.4 58.2 57.2 61.9 58.6: 38.1 41.4
Old : 100.0: 2.4 0.0 1.4 58.2 57.2 61.9 58.6: 38.1 41.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 18 17 20 18:
Old : 20: 2 0 1 18 17 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 : 29.8 30.6 45.0 45.5 20.1 22.3 26.8 26.0
Old : 29.8 30.6 45.0 45.5 20.1 22.3 26.8 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,170: 3,544 450 300 17,020 20,420 20,864 21,170: 306 0
Old : 21,170: 3,544 450 300 17,020 20,420 20,864 21,170: 306 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 280: 300 0 300 -20 280 580 580: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 2.1 1.4 80.4 96.5 98.6 100.0: 1.4 0.0
Old : 100.0: 16.7 2.1 1.4 80.4 96.5 98.6 100.0: 1.4 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 : 39: 2 1 1 26 30 29 31:
Old : 39: 2 1 1 26 30 29 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 : 47.9 39.5 71.0 59.2 42.8 36.3 57.4 53.3
Old : 47.9 39.5 71.0 59.2 42.8 36.3 57.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 21,145: 15,823 2,626 130 3,199 17,649 19,152 20,405: 1,993 740
Old : 21,145: 15,823 2,626 130 3,199 17,649 19,152 20,405: 1,993 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -126: 91 166 -33 -195 -145 -137 -12: 11 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 12.4 0.6 15.1 83.5 90.6 96.5: 9.4 3.5
Old : 100.0: 74.8 12.4 0.6 15.1 83.5 90.6 96.5: 9.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 58 22 6 26 32 88 56:
Old : 127: 58 22 6 26 32 88 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 36.4 50.4 53.7 36.8 36.3 50.4 53.0
Old : 36.8 36.4 50.4 53.7 36.8 36.3 50.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,728: 17,714 2,240 288 7,350 25,641 25,352 28,169: 4,376 1,559
Old : 29,728: 17,714 2,240 288 7,350 25,641 25,352 28,169: 4,376 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -565: -351 -662 -23 227 656 -147 -29: -418 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 7.5 1.0 24.7 86.3 85.3 94.8: 14.7 5.2
Old : 100.0: 59.6 7.5 1.0 24.7 86.3 85.3 94.8: 14.7 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 : 107: 51 14 4 16 30 69 48:
Old : 107: 51 14 4 16 30 69 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 34.4 39.1 55.0 24.3 34.0 39.1 54.6
Old : 24.3 34.4 39.1 55.0 24.3 34.0 39.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 249,413: 53,365 26,265 24,672 155,087 183,174 233,124 234,111: 16,289 15,302
Old : 249,413: 53,365 26,265 24,672 155,087 183,174 233,124 234,111: 16,289 15,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 2,668: 199 -928 -1,529 4,525 5,869 3,195 3,412: -527 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.5 9.9 62.2 73.4 93.5 93.9: 6.5 6.1
Old : 100.0: 21.4 10.5 9.9 62.2 73.4 93.5 93.9: 6.5 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 : 181: 44 36 44 77 79 147 138:
Old : 181: 44 36 44 77 79 147 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 21.0 34.1 32.9 13.2 12.7 21.7 18.5
Old : 22.1 21.0 34.1 32.9 13.2 12.7 21.7 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 27,905: 5,978 130 1,555 14,902 21,690 22,435 23,375: 5,470 4,530
Old : 27,905: 5,978 130 1,555 14,902 21,690 22,435 23,375: 5,470 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 2,507: 401 0 -108 1,966 2,889 2,259 2,781: 248 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.5 5.6 53.4 77.7 80.4 83.8: 19.6 16.2
Old : 100.0: 21.4 0.5 5.6 53.4 77.7 80.4 83.8: 19.6 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 : 25: 5 1 6 12 18 18 24:
Old : 25: 5 1 6 12 18 18 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 : 47.9 48.1 67.9 62.6 43.2 45.4 60.0 58.2
Old : 47.9 48.1 67.9 62.6 43.2 45.4 60.0 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,897: 600 240 300 6,597 6,957 7,497 7,497: 400 400
Old : 7,897: 600 240 300 6,597 6,957 7,497 7,497: 400 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -2,030: -50 150 -200 -1,780 -1,980 -2,030 -2,030: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.0 3.8 83.5 88.1 94.9 94.9: 5.1 5.1
Old : 100.0: 7.6 3.0 3.8 83.5 88.1 94.9 94.9: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 3 3 30 34 35 38:
Old : 46: 3 3 3 30 34 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 31.1 53.1 46.0 28.0 29.3 37.9 37.6
Old : 36.2 31.1 53.1 46.0 28.0 29.3 37.9 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,008: 2,960 341 1,646 83,202 86,832 87,808 88,819: 1,200 189
Old : 89,008: 2,960 341 1,646 83,202 86,832 87,808 88,819: 1,200 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -492: -750 -753 0 281 547 -469 -206: -23 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 1.8 93.5 97.6 98.7 99.8: 1.3 0.2
Old : 100.0: 3.3 0.4 1.8 93.5 97.6 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 1 35 36 39 37:
Old : 48: 3 1 1 35 36 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 : 61.8 61.7 76.8 78.2 19.1 15.0 24.6 23.0
Old : 61.8 61.7 76.8 78.2 19.1 15.0 24.6 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,613: 1,400 0 0 21,200 22,248 22,600 22,248: 13 365
Old : 22,613: 1,400 0 0 21,200 22,248 22,600 22,248: 13 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -523: -200 0 0 -310 -473 -510 -473: -13 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 93.8 98.4 99.9 98.4: 0.1 1.6
Old : 100.0: 6.2 0.0 0.0 93.8 98.4 99.9 98.4: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 20 19 21 19:
Old : 30: 1 0 0 20 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 : 64.1 80.7 84.9 90.1 61.7 78.1 77.6 83.1
Old : 64.1 80.7 84.9 90.1 61.7 78.1 77.6 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,632: 200 550 0 11,432 11,082 11,632 11,632: 0 0
Old : 11,632: 200 550 0 11,432 11,082 11,632 11,632: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,830: -500 -350 0 -1,330 -1,480 -1,830 -1,830: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 4.7 0.0 98.3 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 4.7 0.0 98.3 95.3 100.0 100.0: 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 : 40: 1 3 0 26 28 27 31:
Old : 40: 1 3 0 26 28 27 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 : 52.6 51.2 71.4 69.1 38.1 34.9 49.8 48.6
Old : 52.6 51.2 71.4 69.1 38.1 34.9 49.8 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,294: 234 0 85 1,824 2,109 2,143 2,194: 1,151 1,100
Old : 3,294: 234 0 85 1,824 2,109 2,143 2,194: 1,151 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 76: 0 0 10 44 66 54 76: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 2.6 55.4 64.0 65.1 66.6: 34.9 33.4
Old : 100.0: 7.1 0.0 2.6 55.4 64.0 65.1 66.6: 34.9 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 13 15 15 16:
Old : 20: 2 0 1 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 33.2 52.8 51.8 34.6 30.6 49.1 46.9
Old : 34.9 33.2 52.8 51.8 34.6 30.6 49.1 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,619: 616 50 0 17,788 18,849 18,404 18,899: 1,215 720
Old : 19,619: 616 50 0 17,788 18,849 18,404 18,899: 1,215 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -3,646: 442 0 -51 -3,862 -3,595 -3,471 -3,646: -175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.3 0.0 90.7 96.1 93.8 96.3: 6.2 3.7
Old : 100.0: 3.1 0.3 0.0 90.7 96.1 93.8 96.3: 6.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 0 27 22 29 23:
Old : 33: 2 1 0 27 22 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 : 41.2 66.0 58.5 81.1 33.6 55.1 46.8 59.6
Old : 41.2 66.0 58.5 81.1 33.6 55.1 46.8 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,639: 1,238 2,193 37 19,104 18,164 20,379 20,394: 260 245
Old : 20,639: 1,238 2,193 37 19,104 18,164 20,379 20,394: 260 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 876: 48 876 0 834 -127 882 749: -6 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.6 0.2 92.6 88.0 98.7 98.8: 1.3 1.2
Old : 100.0: 6.0 10.6 0.2 92.6 88.0 98.7 98.8: 1.3 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 : 51: 3 3 2 36 38 40 42:
Old : 51: 3 3 2 36 38 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 42.4 56.6 61.6 30.1 40.0 48.8 53.2
Old : 33.4 42.4 56.6 61.6 30.1 40.0 48.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,065: 1,256 0 162 9,624 10,687 11,042 10,849: 23 216
Old : 11,065: 1,256 0 162 9,624 10,687 11,042 10,849: 23 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,210: 314 0 138 812 1,108 1,264 1,246: -54 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 1.5 87.0 96.6 99.8 98.0: 0.2 2.0
Old : 100.0: 11.4 0.0 1.5 87.0 96.6 99.8 98.0: 0.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 24 22 27 23:
Old : 32: 3 0 1 24 22 27 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 : 41.3 43.6 66.3 74.9 35.3 34.6 46.9 49.5
Old : 41.3 43.6 66.3 74.9 35.3 34.6 46.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 37,019: 2,345 941 1,240 29,002 32,767 32,587 34,948: 4,432 2,071
Old : 37,019: 2,345 941 1,240 29,002 32,767 32,587 34,948: 4,432 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -18: -36 -111 111 -78 204 -3 204: -15 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.5 3.3 78.3 88.5 88.0 94.4: 12.0 5.6
Old : 100.0: 6.3 2.5 3.3 78.3 88.5 88.0 94.4: 12.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 3 4 31 37 36 43:
Old : 51: 3 3 4 31 37 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 33.1 49.7 52.9 25.1 31.9 37.6 46.6
Old : 30.0 33.1 49.7 52.9 25.1 31.9 37.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010