GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,583: 1,026 60 583 51,872 52,507 53,481 53,150: 102 433
Old : 53,583: 1,026 60 583 51,872 52,507 53,481 53,150: 102 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 4,411: 240 60 80 4,087 4,180 4,407 4,320: 4 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 1.1 96.8 98.0 99.8 99.2: 0.2 0.8
Old : 100.0: 1.9 0.1 1.1 96.8 98.0 99.8 99.2: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 1 1 45 45 48 47:
Old : 57: 3 1 1 45 45 48 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 : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3
Old : 34.3 32.3 54.3 52.1 20.0 17.2 26.6 26.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,689: 0 0 0 12,476 12,574 12,476 12,574: 213 115
Old : 12,689: 0 0 0 12,476 12,574 12,476 12,574: 213 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 293: 0 0 0 243 293 243 293: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 99.1 98.3 99.1: 1.7 0.9
Old : 100.0: 0.0 0.0 0.0 98.3 99.1 98.3 99.1: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 28 30 28 30:
Old : 38: 0 0 0 28 30 28 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 : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3
Old : 33.2 47.1 57.5 68.0 23.0 26.0 37.7 35.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,015: 132 364 193 9,618 9,194 9,943 9,751: 1,072 1,264
Old : 11,015: 132 364 193 9,618 9,194 9,943 9,751: 1,072 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 234: 30 12 -8 174 228 196 232: 38 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.3 1.8 87.3 83.5 90.3 88.5: 9.7 11.5
Old : 100.0: 1.2 3.3 1.8 87.3 83.5 90.3 88.5: 9.7 11.5
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 3 5 34 40 39 45:
Old : 46: 2 3 5 34 40 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9
Old : 38.3 25.6 60.0 41.8 21.6 9.8 26.4 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,051: 911 63 97 6,670 7,039 7,678 7,199: 373 852
Old : 8,051: 911 63 97 6,670 7,039 7,678 7,199: 373 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 712: 118 20 30 661 777 809 827: -97 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.8 1.2 82.8 87.4 95.4 89.4: 4.6 10.6
Old : 100.0: 11.3 0.8 1.2 82.8 87.4 95.4 89.4: 4.6 10.6
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 : 67: 5 2 2 54 56 60 59:
Old : 67: 5 2 2 54 56 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4
Old : 28.4 34.5 43.9 44.7 24.8 30.0 36.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,086: 0 0 0 3,258 2,527 3,258 2,527: 828 1,559
Old : 4,086: 0 0 0 3,258 2,527 3,258 2,527: 828 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 125: 0 0 0 209 103 209 103: -84 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 79.7 61.8 79.7 61.8: 20.3 38.2
Old : 100.0: 0.0 0.0 0.0 79.7 61.8 79.7 61.8: 20.3 38.2
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 : 21: 0 0 0 18 20 18 20:
Old : 21: 0 0 0 18 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0
Old : 55.0 26.8 67.7 41.3 41.3 15.8 44.9 22.0
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,378: 390 599 90 2,417 2,522 2,897 3,211: 481 167
Old : 3,378: 390 599 90 2,417 2,522 2,897 3,211: 481 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 231: 30 105 0 284 201 314 306: -83 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.7 2.7 71.6 74.7 85.8 95.1: 14.2 4.9
Old : 100.0: 11.5 17.7 2.7 71.6 74.7 85.8 95.1: 14.2 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 : 32: 3 1 1 22 20 26 22:
Old : 32: 3 1 1 22 20 26 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 : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0
Old : 29.8 43.3 45.3 65.2 19.2 34.3 30.3 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,214: 0 140 101 1,628 1,698 1,729 1,939: 485 275
Old : 2,214: 0 140 101 1,628 1,698 1,729 1,939: 485 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 8: 0 0 0 -9 12 -9 12: 17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 4.6 73.5 76.7 78.1 87.6: 21.9 12.4
Old : 100.0: 0.0 6.3 4.6 73.5 76.7 78.1 87.6: 21.9 12.4
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 : 27: 0 2 2 21 22 23 24:
Old : 27: 0 2 2 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0
Old : 34.4 47.7 48.4 60.3 27.5 37.5 36.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 10,641: 0 0 0 10,596 10,354 10,596 10,354: 45 287
Old : 10,641: 0 0 0 10,596 10,354 10,596 10,354: 45 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,648: 0 0 0 1,648 1,648 1,648 1,648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 97.3 99.6 97.3: 0.4 2.7
Old : 100.0: 0.0 0.0 0.0 99.6 97.3 99.6 97.3: 0.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 26 18 26 18:
Old : 30: 0 0 0 26 18 26 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 : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0
Old : 45.6 66.9 69.6 86.4 40.8 64.3 58.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,970: 0 1,247 436 22,534 21,287 22,970 22,970: 0 0
Old : 22,970: 0 1,247 436 22,534 21,287 22,970 22,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,083: 0 330 0 2,083 1,753 2,083 2,083: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 1.9 98.1 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.4 1.9 98.1 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 1 27 29 28 31:
Old : 36: 0 2 1 27 29 28 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 : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5
Old : 46.1 47.3 69.4 71.9 31.7 32.5 45.9 46.5
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,818: 58,114 38,299 33,707 163,526 203,149 255,347 275,155: 41,471 21,663
Old : 296,818: 58,114 38,299 33,707 163,526 203,149 255,347 275,155: 41,471 21,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,679: 4,943 4,273 -1,038 -2,238 917 1,667 4,152: -3,346 -5,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 12.9 11.4 55.1 68.4 86.0 92.7: 14.0 7.3
Old : 100.0: 19.6 12.9 11.4 55.1 68.4 86.0 92.7: 14.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 40 25 41 82 87 146 132:
Old : 167: 40 25 41 82 87 146 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 25.3 24.0 36.5 11.1 17.4 19.6 24.3
Old : 13.7 25.3 24.0 36.5 11.1 17.4 19.6 24.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,132: 435 205 765 15,932 16,155 17,132 17,125: 0 7
Old : 17,132: 435 205 765 15,932 16,155 17,132 17,125: 0 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,801: 50 -200 650 1,101 1,451 1,801 1,901: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.2 4.5 93.0 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.2 4.5 93.0 94.3 100.0 100.0: 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 : 64: 4 1 5 44 47 50 53:
Old : 64: 4 1 5 44 47 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0
Old : 30.9 34.1 45.2 50.0 27.6 30.6 37.3 40.0
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,314: 1,224 410 100 5,900 6,714 7,224 7,224: 90 90
Old : 7,314: 1,224 410 100 5,900 6,714 7,224 7,224: 90 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -597: 213 -205 -100 -690 -272 -577 -577: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.6 1.4 80.7 91.8 98.8 98.8: 1.2 1.2
Old : 100.0: 16.7 5.6 1.4 80.7 91.8 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 1 22 21 28 25:
Old : 40: 6 3 1 22 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0
Old : 38.7 45.0 57.0 65.1 27.1 43.7 43.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0
Old : 1,610: 0 0 0 1,560 1,610 1,560 1,610: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 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 96.9 100.0 96.9 100.0: 3.1 0.0
Old : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Old : 46.2 56.8 71.1 89.4 46.2 56.8 68.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 960,199: 140,665 303,224 346,404 408,797 263,622 895,866 913,250: 64,333 46,949
Old : 960,199: 140,665 303,224 346,404 408,797 263,622 895,866 913,250: 64,333 46,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -17,128: -495 -7,376 -8,085 -9,468 -4,194 -18,048 -19,655: 920 2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.6 36.1 42.6 27.5 93.3 95.1: 6.7 4.9
Old : 100.0: 14.6 31.6 36.1 42.6 27.5 93.3 95.1: 6.7 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 : 313: 70 131 123 94 79 249 258:
Old : 313: 70 131 123 94 79 249 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 22.5 33.8 34.1 13.1 12.6 19.6 18.6
Old : 21.2 22.5 33.8 34.1 13.1 12.6 19.6 18.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 59,223: 618 8,256 2,538 53,693 43,676 56,849 54,470: 2,374 4,753
Old : 59,223: 618 8,256 2,538 53,693 43,676 56,849 54,470: 2,374 4,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,808: -480 -1,168 -180 -3,628 -2,815 -4,288 -4,163: -520 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 13.9 4.3 90.7 73.7 96.0 92.0: 4.0 8.0
Old : 100.0: 1.0 13.9 4.3 90.7 73.7 96.0 92.0: 4.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 13 18 16 21:
Old : 23: 1 2 3 13 18 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
Old : 51.0 52.8 79.5 73.7 49.7 44.3 66.3 62.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,550: 3,723 3,564 581 45,910 45,645 50,214 49,790: 7,336 7,760
Old : 57,550: 3,723 3,564 581 45,910 45,645 50,214 49,790: 7,336 7,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,200: -16 0 -100 -2,958 -2,813 -3,074 -2,913: -126 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.2 1.0 79.8 79.3 87.3 86.5: 12.7 13.5
Old : 100.0: 6.5 6.2 1.0 79.8 79.3 87.3 86.5: 12.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 14 16 15 18:
Old : 20: 1 1 1 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 : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6
Old : 59.0 49.9 76.8 70.8 53.3 47.2 61.4 59.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,989: 3,859 0 2,635 76,557 86,114 83,051 88,749: 9,938 4,240
Old : 92,989: 3,859 0 2,635 76,557 86,114 83,051 88,749: 9,938 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -5,307: -424 0 -176 -3,854 -4,584 -4,454 -4,760: -853 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 2.8 82.3 92.6 89.3 95.4: 10.7 4.6
Old : 100.0: 4.1 0.0 2.8 82.3 92.6 89.3 95.4: 10.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 3 18 22 21 25:
Old : 29: 3 0 3 18 22 21 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 : 42.0 41.3 63.9 64.6 31.2 37.7 48.4 56.4
Old : 42.0 41.3 63.9 64.6 31.2 37.7 48.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,388,800: 460,683 161,405 652,115 1,242,320 1,554,215 2,355,118 2,367,735: 33,682 21,065
Old : 2,388,800: 460,683 161,405 652,115 1,242,320 1,554,215 2,355,118 2,367,735: 33,682 21,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -101,281: -3,439 15,420 -34,323 -64,038 -82,913 -101,800 -101,816: 519 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.8 27.3 52.0 65.1 98.6 99.1: 1.4 0.9
Old : 100.0: 19.3 6.8 27.3 52.0 65.1 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 37 22 49 99 90 159 141:
Old : 166: 37 22 49 99 90 159 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3
Old : 22.6 27.5 35.6 45.8 13.0 18.2 21.4 28.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,050,908: 154,042 86,137 216,037 675,841 744,055 1,045,920 1,046,229: 4,988 4,679
Old : 1,050,908: 154,042 86,137 216,037 675,841 744,055 1,045,920 1,046,229: 4,988 4,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -56,331: -36,182 -1,518 -17,657 -2,628 -30,498 -56,467 -49,673: 136 -6,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.2 20.6 64.3 70.8 99.5 99.6: 0.5 0.4
Old : 100.0: 14.7 8.2 20.6 64.3 70.8 99.5 99.6: 0.5 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 : 84: 19 18 32 40 40 75 74:
Old : 84: 19 18 32 40 40 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7
Old : 35.7 35.4 54.5 58.5 17.0 21.5 25.7 33.7
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,140: 116 1,321 160 16,570 15,436 16,846 16,917: 294 223
Old : 17,140: 116 1,321 160 16,570 15,436 16,846 16,917: 294 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,568: -305 -278 26 -2,233 -2,273 -2,512 -2,525: -56 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.7 0.9 96.7 90.1 98.3 98.7: 1.7 1.3
Old : 100.0: 0.7 7.7 0.9 96.7 90.1 98.3 98.7: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 6 4 38 45 43 52:
Old : 61: 2 6 4 38 45 43 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 34.0 54.7 54.6 25.2 31.1 36.7 40.8
Old : 33.8 34.0 54.7 54.6 25.2 31.1 36.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,491: 0 333 112 1,481 1,195 1,593 1,640: 898 851
Old : 2,491: 0 333 112 1,481 1,195 1,593 1,640: 898 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 149: 0 48 34 101 214 135 296: 14 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 4.5 59.5 48.0 64.0 65.8: 36.0 34.2
Old : 100.0: 0.0 13.4 4.5 59.5 48.0 64.0 65.8: 36.0 34.2
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 : 24: 0 5 3 19 19 22 24:
Old : 24: 0 5 3 19 19 22 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 : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5
Old : 29.9 25.7 44.0 42.4 23.9 17.0 31.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,513: 52 48 41 947 1,052 1,040 1,141: 473 372
Old : 1,513: 52 48 41 947 1,052 1,040 1,141: 473 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 98: -28 0 -60 219 255 131 195: -33 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.2 2.7 62.6 69.5 68.7 75.4: 31.3 24.6
Old : 100.0: 3.4 3.2 2.7 62.6 69.5 68.7 75.4: 31.3 24.6
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 : 26: 1 1 2 20 24 22 26:
Old : 26: 1 1 2 20 24 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2
Old : 21.7 23.6 38.7 39.4 18.6 19.0 28.3 32.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,488: 21,470 180 2,296 28,111 49,943 51,877 52,419: 1,611 1,069
Old : 53,488: 21,470 180 2,296 28,111 49,943 51,877 52,419: 1,611 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,315: -232 -160 -458 -561 -1,041 -1,251 -1,659: -64 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.3 4.3 52.6 93.4 97.0 98.0: 3.0 2.0
Old : 100.0: 40.1 0.3 4.3 52.6 93.4 97.0 98.0: 3.0 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 : 42: 4 1 3 35 28 39 32:
Old : 42: 4 1 3 35 28 39 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 : 55.4 70.9 70.5 82.4 51.4 64.0 62.2 72.4
Old : 55.4 70.9 70.5 82.4 51.4 64.0 62.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,124: 184 1,512 684 13,028 12,268 13,896 14,464: 1,228 660
Old : 15,124: 184 1,512 684 13,028 12,268 13,896 14,464: 1,228 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -501: 2 434 14 -469 -847 -453 -399: -48 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.0 4.5 86.1 81.1 91.9 95.6: 8.1 4.4
Old : 100.0: 1.2 10.0 4.5 86.1 81.1 91.9 95.6: 8.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 3 22 21 25 25:
Old : 30: 1 3 3 22 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 45.8 72.5 65.1 52.1 39.5 61.8 53.3
Old : 53.4 45.8 72.5 65.1 52.1 39.5 61.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 9,987: 510 858 290 7,096 7,496 7,896 8,644: 2,091 1,343
Old : 9,987: 510 858 290 7,096 7,496 7,896 8,644: 2,091 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -91: -25 120 0 102 -339 77 -219: -168 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.6 2.9 71.1 75.1 79.1 86.6: 20.9 13.4
Old : 100.0: 5.1 8.6 2.9 71.1 75.1 79.1 86.6: 20.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 14 18 17:
Old : 20: 1 2 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 52.1 57.6 75.2 30.3 40.6 45.4 54.9
Old : 35.8 52.1 57.6 75.2 30.3 40.6 45.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,310: 2,962 232 88 7,414 9,688 10,464 10,008: 846 1,302
Old : 11,310: 2,962 232 88 7,414 9,688 10,464 10,008: 846 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 16: 1,720 -434 2 -1,605 638 117 206: -101 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.1 0.8 65.6 85.7 92.5 88.5: 7.5 11.5
Old : 100.0: 26.2 2.1 0.8 65.6 85.7 92.5 88.5: 7.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 12 15 15 16:
Old : 20: 2 1 1 12 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 : 54.2 42.6 80.7 69.5 50.0 32.5 62.7 50.7
Old : 54.2 42.6 80.7 69.5 50.0 32.5 62.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,278: 2,550 3,190 228 22,299 22,394 25,077 25,812: 2,201 1,466
Old : 27,278: 2,550 3,190 228 22,299 22,394 25,077 25,812: 2,201 1,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 133: 328 390 -86 204 9 446 313: -313 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.7 0.8 81.7 82.1 91.9 94.6: 8.1 5.4
Old : 100.0: 9.3 11.7 0.8 81.7 82.1 91.9 94.6: 8.1 5.4
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 : 26: 2 1 1 23 21 25 23:
Old : 26: 2 1 1 23 21 25 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 55.9 60.0 77.2 24.9 49.8 39.5 56.2
Old : 40.4 55.9 60.0 77.2 24.9 49.8 39.5 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,388: 3,528 0 0 4,249 8,040 7,777 8,040: 1,611 1,348
Old : 9,388: 3,528 0 0 4,249 8,040 7,777 8,040: 1,611 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -507: -322 0 -218 -318 18 -858 -200: 351 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 0.0 0.0 45.3 85.6 82.8 85.6: 17.2 14.4
Old : 100.0: 37.6 0.0 0.0 45.3 85.6 82.8 85.6: 17.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 17 15 18 15:
Old : 20: 1 0 0 17 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 49.9 71.7 70.7 58.2 48.0 69.4 64.4
Old : 58.6 49.9 71.7 70.7 58.2 48.0 69.4 64.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,662: 0 1,244 550 10,060 9,096 10,610 10,890: 1,052 772
Old : 11,662: 0 1,244 550 10,060 9,096 10,610 10,890: 1,052 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -287: 0 -350 6 -568 97 -562 -247: 275 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.7 4.7 86.3 78.0 91.0 93.4: 9.0 6.6
Old : 100.0: 0.0 10.7 4.7 86.3 78.0 91.0 93.4: 9.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 20 16 22 19:
Old : 25: 0 3 2 20 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 41.1 65.6 66.2 44.1 32.5 61.0 52.4
Old : 45.8 41.1 65.6 66.2 44.1 32.5 61.0 52.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 52,219: 0 0 0 52,177 52,219 52,177 52,219: 42 0
Old : 52,219: 0 0 0 52,177 52,219 52,177 52,219: 42 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,436: -2,151 0 -399 135 -2,016 -2,415 -2,415: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 14 17 14:
Old : 26: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 85.3 83.6 97.0 66.3 80.0 81.0 89.9
Old : 66.4 85.3 83.6 97.0 66.3 80.0 81.0 89.9
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 891,535: 0 0 0 891,535 891,535 891,535 891,535: 0 0
Old : 891,535: 0 0 0 891,535 891,535 891,535 891,535: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -36,312: -32,918 0 0 -3,394 -36,312 -36,312 -36,312: 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 : 28: 0 0 0 18 15 18 15:
Old : 28: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 84.7 86.8 96.3 68.0 77.2 82.7 86.5
Old : 69.1 84.7 86.8 96.3 68.0 77.2 82.7 86.5
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0
Old : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -31,008: -16,652 0 -9,408 -4,948 -21,600 -31,008 -31,008: 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 11 11 11 11:
Old : 20: 0 0 0 11 11 11 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 : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6
Old : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0
Old : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,192: 0 0 0 -3,192 -3,192 -3,192 -3,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 12 14 12:
Old : 23: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7
Old : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0
Old : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -64,056: 0 0 0 -64,056 -64,056 -64,056 -64,056: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5
Old : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,774: 210 0 0 125,309 125,774 125,519 125,774: 255 0
Old : 125,774: 210 0 0 125,309 125,774 125,519 125,774: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -9,541: -1,291 0 -1,113 -7,137 -8,428 -9,541 -9,541: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.6 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.2 0.0 0.0 99.6 100.0 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 : 37: 1 0 0 17 28 18 28:
Old : 37: 1 0 0 17 28 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 49.4 87.2 71.3 63.9 49.4 82.1 71.3
Old : 64.2 49.4 87.2 71.3 63.9 49.4 82.1 71.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,169,599: 7,930 0 0 2,161,669 2,169,599 2,169,599 2,169,599: 0 0
Old : 2,169,599: 7,930 0 0 2,161,669 2,169,599 2,169,599 2,169,599: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -186,939: 0 -30,405 -14,886 -172,053 -141,648 -186,939 -186,939: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 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 : 40: 1 0 0 19 29 20 29:
Old : 40: 1 0 0 19 29 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 53.2 88.2 75.4 65.2 53.2 83.9 75.4
Old : 67.2 53.2 88.2 75.4 65.2 53.2 83.9 75.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 45,736: 2,004 1,223 678 43,054 43,835 45,736 45,736: 0 0
Old : 45,736: 2,004 1,223 678 43,054 43,835 45,736 45,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 990: -1,885 -315 -525 3,400 1,830 990 990: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.7 1.5 94.1 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 2.7 1.5 94.1 95.8 100.0 100.0: 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 : 38: 2 3 2 28 23 31 27:
Old : 38: 2 3 2 28 23 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 51.3 60.9 70.8 39.1 50.9 59.1 66.5
Old : 39.6 51.3 60.9 70.8 39.1 50.9 59.1 66.5
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,101,438: 46,920 55,450 9,285 1,045,233 1,036,703 1,101,438 1,101,438: 0 0
Old : 1,101,438: 46,920 55,450 9,285 1,045,233 1,036,703 1,101,438 1,101,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,119: -12,900 45,408 -3,875 23,894 -34,414 7,119 7,119: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.0 0.8 94.9 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 5.0 0.8 94.9 94.1 100.0 100.0: 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 : 38: 2 3 1 27 22 30 25:
Old : 38: 2 3 1 27 22 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 57.1 61.4 78.2 39.8 53.8 58.4 74.2
Old : 40.7 57.1 61.4 78.2 39.8 53.8 58.4 74.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 51,854: 0 612 0 51,812 50,987 51,812 51,599: 42 255
Old : 51,854: 0 612 0 51,812 50,987 51,812 51,599: 42 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -888: 0 -1,086 -105 -762 303 -867 -888: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 99.9 98.3 99.9 99.5: 0.1 0.5
Old : 100.0: 0.0 1.2 0.0 99.9 98.3 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 20 18 20 20:
Old : 27: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 63.3 78.6 83.4 51.4 55.2 68.0 73.9
Old : 56.8 63.3 78.6 83.4 51.4 55.2 68.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,396: 0 5,226 0 17,396 12,170 17,396 17,396: 0 0
Old : 17,396: 0 5,226 0 17,396 12,170 17,396 17,396: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -630: 0 -751 -211 -419 332 -630 -630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.0 0.0 100.0 70.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 30.0 0.0 100.0 70.0 100.0 100.0: 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 2 0 13 7 13 9:
Old : 20: 0 2 0 13 7 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 : 76.7 85.0 93.7 99.3 76.7 82.0 93.0 95.1
Old : 76.7 85.0 93.7 99.3 76.7 82.0 93.0 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0
Old : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,593: 0 0 0 -1,593 -1,572 -1,593 -1,572: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 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: 1 0 0 10 15 11 15:
Old : 21: 1 0 0 10 15 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8
Old : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,866: 0 855 420 43,320 42,549 43,740 43,824: 126 42
Old : 43,866: 0 855 420 43,320 42,549 43,740 43,824: 126 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,575: 0 -2,703 -357 -1,197 1,506 -1,554 -1,554: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 1.0 98.8 97.0 99.7 99.9: 0.3 0.1
Old : 100.0: 0.0 1.9 1.0 98.8 97.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 15 16 16 17:
Old : 26: 0 1 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 55.7 93.0 78.9 65.6 38.2 76.8 61.1
Old : 77.3 55.7 93.0 78.9 65.6 38.2 76.8 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,428: 17,548 0 2,917 12,708 30,511 33,173 33,428: 255 0
Old : 33,428: 17,548 0 2,917 12,708 30,511 33,173 33,428: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,023: -1,500 0 -1,230 1,707 207 -1,023 -1,023: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 0.0 8.7 38.0 91.3 99.2 100.0: 0.8 0.0
Old : 100.0: 52.5 0.0 8.7 38.0 91.3 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 9 14 11 16:
Old : 20: 2 0 2 9 14 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 76.7 97.5 91.2 70.7 73.2 81.3 82.1
Old : 80.3 76.7 97.5 91.2 70.7 73.2 81.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,018: 765 238 147 17,064 17,378 17,976 17,763: 42 255
Old : 18,018: 765 238 147 17,064 17,378 17,976 17,763: 42 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,719: -168 150 147 -1,677 -2,016 -1,698 -1,719: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.3 0.8 94.7 96.4 99.8 98.6: 0.2 1.4
Old : 100.0: 4.2 1.3 0.8 94.7 96.4 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 15 14 17 16:
Old : 24: 1 2 1 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.0 75.9 82.3 45.8 49.7 65.8 71.8
Old : 54.3 57.0 75.9 82.3 45.8 49.7 65.8 71.8
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 942,499: 23,400 40,931 1,224 917,875 900,344 942,499 942,499: 0 0
Old : 942,499: 23,400 40,931 1,224 917,875 900,344 942,499 942,499: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -33,307: 0 -1,205 -2,760 -30,547 -29,342 -33,307 -33,307: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.3 0.1 97.4 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 4.3 0.1 97.4 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 22 22 24 24:
Old : 32: 1 2 1 22 22 24 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 : 58.8 66.4 78.5 86.0 42.6 49.1 57.0 63.4
Old : 58.8 66.4 78.5 86.0 42.6 49.1 57.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 919,931: 93,855 0 0 826,076 919,931 919,931 919,931: 0 0
Old : 919,931: 93,855 0 0 826,076 919,931 919,931 919,931: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 4,998: -17,133 -225 -26,037 48,168 31,260 4,998 4,998: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 89.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.2 0.0 0.0 89.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 17 14 19 14:
Old : 26: 2 0 0 17 14 19 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 : 73.2 82.7 91.1 94.2 59.2 65.9 69.3 72.8
Old : 73.2 82.7 91.1 94.2 59.2 65.9 69.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,185: 0 3,965 0 120,185 116,220 120,185 120,185: 0 0
Old : 120,185: 0 3,965 0 120,185 116,220 120,185 120,185: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -11,539: 0 -2,040 0 -11,539 -9,499 -11,539 -11,539: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.3 0.0 100.0 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 11 11 12:
Old : 20: 0 1 0 11 11 11 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 : 74.2 79.7 96.0 95.8 74.2 73.4 90.7 89.4
Old : 74.2 79.7 96.0 95.8 74.2 73.4 90.7 89.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,589: 185 66 207 23,989 24,120 24,381 24,393: 208 196
Old : 24,589: 185 66 207 23,989 24,120 24,381 24,393: 208 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -105: -10 0 30 -125 -118 -105 -88: 0 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.8 97.6 98.1 99.2 99.2: 0.8 0.8
Old : 100.0: 0.8 0.3 0.8 97.6 98.1 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 1 4 41 39 45 43:
Old : 54: 3 1 4 41 39 45 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 : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2
Old : 34.9 40.6 55.5 64.7 23.8 34.7 38.0 49.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,365: 120 0 0 9,032 9,016 9,152 9,016: 213 349
Old : 9,365: 120 0 0 9,032 9,016 9,152 9,016: 213 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,304: -15 -35 -130 -1,243 -1,240 -1,388 -1,405: 84 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 96.4 96.3 97.7 96.3: 2.3 3.7
Old : 100.0: 1.3 0.0 0.0 96.4 96.3 97.7 96.3: 2.3 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 : 25: 1 0 0 17 18 18 18:
Old : 25: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6
Old : 56.7 63.8 77.4 83.2 44.5 63.3 60.5 69.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,630: 40 70 0 6,306 6,285 6,346 6,355: 284 275
Old : 6,630: 40 70 0 6,306 6,285 6,346 6,355: 284 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -920: 40 -10 0 -810 -716 -770 -726: -150 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.1 0.0 95.1 94.8 95.7 95.9: 4.3 4.1
Old : 100.0: 0.6 1.1 0.0 95.1 94.8 95.7 95.9: 4.3 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 : 29: 1 1 0 23 20 24 21:
Old : 29: 1 1 0 23 20 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 : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0
Old : 59.8 57.7 77.4 79.7 58.3 52.9 71.0 71.0
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,534: 0 0 0 9,185 9,426 9,185 9,426: 1,349 1,108
Old : 10,534: 0 0 0 9,185 9,426 9,185 9,426: 1,349 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,195: 0 0 0 -1,319 -1,137 -1,319 -1,137: 124 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.2 89.5 87.2 89.5: 12.8 10.5
Old : 100.0: 0.0 0.0 0.0 87.2 89.5 87.2 89.5: 12.8 10.5
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 0 0 22 19 22 19:
Old : 29: 0 0 0 22 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3
Old : 63.5 51.3 75.8 73.5 56.1 51.3 61.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,345,024: 323,638 162,026 321,463 630,398 796,677 1,275,499 1,280,166: 69,525 64,858
Old : 1,345,024: 323,638 162,026 321,463 630,398 796,677 1,275,499 1,280,166: 69,525 64,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -43,873: -11,574 -13,468 -23,768 -15,069 -6,181 -50,411 -43,417: 6,538 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.0 23.9 46.9 59.2 94.8 95.2: 5.2 4.8
Old : 100.0: 24.1 12.0 23.9 46.9 59.2 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 121 91 148 92 100 289 276:
Old : 334: 121 91 148 92 100 289 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 12.4 28.3 22.7 13.5 11.1 19.0 17.0
Old : 18.0 12.4 28.3 22.7 13.5 11.1 19.0 17.0
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,190: 45,890 16,686 4,225 115,361 139,780 165,476 160,691: 33,714 38,499
Old : 199,190: 45,890 16,686 4,225 115,361 139,780 165,476 160,691: 33,714 38,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -10,691: -2,397 -4,338 -1,154 -2,822 -3,444 -6,373 -8,936: -4,318 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.4 2.1 57.9 70.2 83.1 80.7: 16.9 19.3
Old : 100.0: 23.0 8.4 2.1 57.9 70.2 83.1 80.7: 16.9 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 7 9 19 23 30 34:
Old : 37: 6 7 9 19 23 30 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 : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1
Old : 41.5 32.1 58.5 50.8 39.3 28.8 53.9 44.1
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,131: 525 1,216 125 11,459 10,790 12,109 12,131: 22 0
Old : 12,131: 525 1,216 125 11,459 10,790 12,109 12,131: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,096: 25 167 -225 -3,896 -4,038 -4,096 -4,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.0 1.0 94.5 88.9 99.8 100.0: 0.2 0.0
Old : 100.0: 4.3 10.0 1.0 94.5 88.9 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 : 42: 3 4 2 27 25 30 31:
Old : 42: 3 4 2 27 25 30 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 : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4
Old : 42.4 42.2 60.3 62.8 37.3 37.3 49.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,939: 4,003 15,061 4,823 64,025 50,085 72,851 69,969: 2,088 4,970
Old : 74,939: 4,003 15,061 4,823 64,025 50,085 72,851 69,969: 2,088 4,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 637: 97 235 -692 1,070 270 475 -187: 162 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.1 6.4 85.4 66.8 97.2 93.4: 2.8 6.6
Old : 100.0: 5.3 20.1 6.4 85.4 66.8 97.2 93.4: 2.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 8 13 25 22 39 35:
Old : 40: 5 8 13 25 22 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2
Old : 51.4 36.5 69.3 56.8 38.6 30.6 52.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 34,835: 3,941 1,178 2,513 24,946 27,807 31,400 31,498: 3,435 3,337
Old : 34,835: 3,941 1,178 2,513 24,946 27,807 31,400 31,498: 3,435 3,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,197: -120 -1,151 -1,122 -425 512 -1,667 -1,761: 470 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.4 7.2 71.6 79.8 90.1 90.4: 9.9 9.6
Old : 100.0: 11.3 3.4 7.2 71.6 79.8 90.1 90.4: 9.9 9.6
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: 4 2 3 16 17 22 21:
Old : 25: 4 2 3 16 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4
Old : 46.8 49.1 63.0 65.9 32.1 35.5 39.9 44.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,590: 3,227 100 0 8,315 11,410 11,542 11,510: 48 80
Old : 11,590: 3,227 100 0 8,315 11,410 11,542 11,510: 48 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,095: -100 -50 0 -1,895 -1,920 -1,995 -1,970: -100 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.9 0.0 71.7 98.4 99.6 99.3: 0.4 0.7
Old : 100.0: 27.8 0.9 0.0 71.7 98.4 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 0 17 17 19 18:
Old : 31: 2 1 0 17 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7
Old : 58.8 75.6 78.5 87.1 52.6 60.5 69.6 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,066: 4,650 1,102 5,842 6,664 9,323 17,156 16,267: 2,910 3,799
Old : 20,066: 4,650 1,102 5,842 6,664 9,323 17,156 16,267: 2,910 3,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -259: -234 -293 -389 -352 -149 -975 -831: 716 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.5 29.1 33.2 46.5 85.5 81.1: 14.5 18.9
Old : 100.0: 23.2 5.5 29.1 33.2 46.5 85.5 81.1: 14.5 18.9
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: 7 4 8 9 9 18 19:
Old : 21: 7 4 8 9 9 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 42.1 64.1 64.5 18.6 18.2 25.7 22.2
Old : 46.3 42.1 64.1 64.5 18.6 18.2 25.7 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,667: 10,628 3,851 463 6,419 13,024 17,510 17,338: 1,157 1,329
Old : 18,667: 10,628 3,851 463 6,419 13,024 17,510 17,338: 1,157 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -80: -142 -277 -12 62 234 -92 -55: 12 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 20.6 2.5 34.4 69.8 93.8 92.9: 6.2 7.1
Old : 100.0: 56.9 20.6 2.5 34.4 69.8 93.8 92.9: 6.2 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 : 124: 39 37 7 24 31 68 72:
Old : 124: 39 37 7 24 31 68 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 42.5 64.4 56.4 55.2 42.4 64.3 56.2
Old : 55.3 42.5 64.4 56.4 55.2 42.4 64.3 56.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,948: 26,022 5,420 238 6,361 29,657 32,621 35,315: 5,327 2,633
Old : 37,948: 26,022 5,420 238 6,361 29,657 32,621 35,315: 5,327 2,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 657: 662 -228 1 294 1,315 957 1,088: -300 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 14.3 0.6 16.8 78.2 86.0 93.1: 14.0 6.9
Old : 100.0: 68.6 14.3 0.6 16.8 78.2 86.0 93.1: 14.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 66 33 4 19 34 87 69:
Old : 144: 66 33 4 19 34 87 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 39.2 40.3 56.3 25.9 38.6 40.3 55.7
Old : 25.9 39.2 40.3 56.3 25.9 38.6 40.3 55.7
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 267,417: 79,763 21,926 26,064 142,497 207,291 248,324 255,281: 19,093 12,136
Old : 267,417: 79,763 21,926 26,064 142,497 207,291 248,324 255,281: 19,093 12,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -13,147: -5,818 -3,005 -698 -6,118 -9,019 -12,634 -12,722: -513 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.2 9.7 53.3 77.5 92.9 95.5: 7.1 4.5
Old : 100.0: 29.8 8.2 9.7 53.3 77.5 92.9 95.5: 7.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 71 19 48 78 90 169 142:
Old : 197: 71 19 48 78 90 169 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.1 27.1 41.0 12.0 16.6 19.0 25.2
Old : 17.5 25.1 27.1 41.0 12.0 16.6 19.0 25.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 20,502: 6,843 0 996 6,771 14,172 14,610 15,168: 5,892 5,334
Old : 20,502: 6,843 0 996 6,771 14,172 14,610 15,168: 5,892 5,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,684: -1,465 -280 0 -816 -3,123 -2,281 -3,403: -1,403 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 0.0 4.9 33.0 69.1 71.3 74.0: 28.7 26.0
Old : 100.0: 33.4 0.0 4.9 33.0 69.1 71.3 74.0: 28.7 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 3 11 16 15 19:
Old : 24: 4 0 3 11 16 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9
Old : 56.6 34.2 66.6 53.5 51.4 32.6 59.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 28,925: 0 0 0 28,345 26,525 28,345 26,525: 580 2,400
Old : 28,925: 0 0 0 28,345 26,525 28,345 26,525: 580 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,070: 0 0 0 2,970 2,260 2,970 2,260: 100 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 91.7 98.0 91.7: 2.0 8.3
Old : 100.0: 0.0 0.0 0.0 98.0 91.7 98.0 91.7: 2.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 17 13 17:
Old : 21: 0 0 0 13 17 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0
Old : 74.1 49.1 91.2 73.6 62.8 47.3 68.7 61.0
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,082: 100 0 0 6,949 7,062 7,049 7,062: 33 20
Old : 7,082: 100 0 0 6,949 7,062 7,049 7,062: 33 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 262: 0 0 0 262 262 262 262: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.1 99.7 99.5 99.7: 0.5 0.3
Old : 100.0: 1.4 0.0 0.0 98.1 99.7 99.5 99.7: 0.5 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 : 41: 1 0 0 34 30 35 30:
Old : 41: 1 0 0 34 30 35 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 : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4
Old : 32.9 43.0 51.3 65.1 28.0 37.8 39.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,650: 300 411 2 54,435 54,497 54,737 54,910: 913 740
Old : 55,650: 300 411 2 54,435 54,497 54,737 54,910: 913 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 499: 0 69 -25 345 194 320 238: 179 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.7 0.0 97.8 97.9 98.4 98.7: 1.6 1.3
Old : 100.0: 0.5 0.7 0.0 97.8 97.9 98.4 98.7: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 3 1 43 32 45 35:
Old : 53: 1 3 1 43 32 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1
Old : 58.0 52.1 71.5 70.3 48.3 45.6 56.6 57.1
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,577: 0 250 0 15,457 15,302 15,457 15,552: 120 25
Old : 15,577: 0 250 0 15,457 15,302 15,457 15,552: 120 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -195: 0 -50 0 -195 -145 -195 -195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 99.2 98.2 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 1.6 0.0 99.2 98.2 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 21 18 21 20:
Old : 28: 0 2 0 21 18 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 : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4
Old : 54.9 75.5 72.9 90.3 28.8 41.3 40.8 47.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,545: 0 3,250 0 6,545 3,295 6,545 6,545: 0 0
Old : 6,545: 0 3,250 0 6,545 3,295 6,545 6,545: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 100: 0 -50 0 100 150 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 49.7 0.0 100.0 50.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 49.7 0.0 100.0 50.3 100.0 100.0: 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 : 42: 0 5 0 29 17 29 22:
Old : 42: 0 5 0 29 17 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7
Old : 43.5 73.1 68.7 83.2 43.5 69.9 64.5 78.7
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,950: 114 0 118 5,409 5,742 5,641 5,860: 309 90
Old : 5,950: 114 0 118 5,409 5,742 5,641 5,860: 309 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 31: -50 0 50 31 -19 31 31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.0 90.9 96.5 94.8 98.5: 5.2 1.5
Old : 100.0: 1.9 0.0 2.0 90.9 96.5 94.8 98.5: 5.2 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 : 27: 1 0 1 19 17 20 18:
Old : 27: 1 0 1 19 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 : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1
Old : 54.1 53.7 74.9 83.0 34.1 30.2 44.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,391: 677 2,323 833 17,799 16,133 19,309 19,289: 82 102
Old : 19,391: 677 2,323 833 17,799 16,133 19,309 19,289: 82 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,457: -139 -113 57 -2,452 -2,468 -2,534 -2,524: 77 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 12.0 4.3 91.8 83.2 99.6 99.5: 0.4 0.5
Old : 100.0: 3.5 12.0 4.3 91.8 83.2 99.6 99.5: 0.4 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 : 62: 3 6 5 40 41 45 50:
Old : 62: 3 6 5 40 41 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8
Old : 35.4 34.1 54.3 54.4 29.2 31.6 43.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,451: 1,358 0 928 9,101 10,469 11,387 11,397: 64 54
Old : 11,451: 1,358 0 928 9,101 10,469 11,387 11,397: 64 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,135: -56 0 71 -2,113 -2,156 -2,098 -2,085: -37 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 8.1 79.5 91.4 99.4 99.5: 0.6 0.5
Old : 100.0: 11.9 0.0 8.1 79.5 91.4 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 0 2 32 29 38 31:
Old : 46: 6 0 2 32 29 38 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 : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8
Old : 42.5 42.7 64.5 62.2 41.1 38.8 55.1 52.8
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,956: 10,289 690 676 20,749 29,845 31,714 31,211: 242 745
Old : 31,956: 10,289 690 676 20,749 29,845 31,714 31,211: 242 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,372: -922 -175 -57 -1,363 -2,234 -2,342 -2,466: -30 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 2.2 2.1 64.9 93.4 99.2 97.7: 0.8 2.3
Old : 100.0: 32.2 2.2 2.1 64.9 93.4 99.2 97.7: 0.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 3 5 26 36 33 44:
Old : 49: 7 3 5 26 36 33 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 : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9
Old : 58.8 50.0 72.0 65.3 55.7 48.8 66.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011