GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 39,218: 1,190 5,894 243 37,696 33,071 39,129 39,208: 89 10
Old : 39,218: 1,190 5,894 243 37,696 33,071 39,129 39,208: 89 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,668: 0 358 0 2,668 2,310 2,668 2,668: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 15.0 0.6 96.1 84.3 99.8 100.0: 0.2 0.0
Old : 100.0: 3.0 15.0 0.6 96.1 84.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 4 2 40 51 43 56:
Old : 60: 1 4 2 40 51 43 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 36.2 59.4 53.3 33.0 28.3 43.9 38.6
Old : 37.7 36.2 59.4 53.3 33.0 28.3 43.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,834: 700 0 0 25,033 25,597 25,733 25,597: 101 237
Old : 25,834: 700 0 0 25,033 25,597 25,733 25,597: 101 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 801: 0 0 0 801 801 801 801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 96.9 99.1 99.6 99.1: 0.4 0.9
Old : 100.0: 2.7 0.0 0.0 96.9 99.1 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 0 0 28 32 29 32:
Old : 39: 1 0 0 28 32 29 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 : 57.1 54.9 76.8 74.0 38.7 41.6 51.2 52.2
Old : 57.1 54.9 76.8 74.0 38.7 41.6 51.2 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,120: 132 216 79 4,177 4,782 4,388 5,077: 1,732 1,043
Old : 6,120: 132 216 79 4,177 4,782 4,388 5,077: 1,732 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 140: 0 0 0 137 154 137 154: 3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 1.3 68.3 78.1 71.7 83.0: 28.3 17.0
Old : 100.0: 2.2 3.5 1.3 68.3 78.1 71.7 83.0: 28.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 22 20 23 22:
Old : 25: 1 1 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 45.9 50.2 66.5 25.4 34.4 34.6 46.7
Old : 34.3 45.9 50.2 66.5 25.4 34.4 34.6 46.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,649: 1,001 219 171 7,063 7,746 8,235 8,136: 1,414 1,513
Old : 9,649: 1,001 219 171 7,063 7,746 8,235 8,136: 1,414 1,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 290: 71 45 19 206 196 296 260: -6 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.3 1.8 73.2 80.3 85.3 84.3: 14.7 15.7
Old : 100.0: 10.4 2.3 1.8 73.2 80.3 85.3 84.3: 14.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 2 5 37 41 42 47:
Old : 49: 4 2 5 37 41 42 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 : 28.8 23.6 42.1 38.0 20.8 16.8 27.7 23.8
Old : 28.8 23.6 42.1 38.0 20.8 16.8 27.7 23.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,080: 255 349 579 6,677 6,695 7,511 7,623: 569 457
Old : 8,080: 255 349 579 6,677 6,695 7,511 7,623: 569 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 306: 27 -44 9 232 315 268 280: 38 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.3 7.2 82.6 82.9 93.0 94.3: 7.0 5.7
Old : 100.0: 3.2 4.3 7.2 82.6 82.9 93.0 94.3: 7.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 4 5 8 50 57 58 66:
Old : 67: 4 5 8 50 57 58 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 22.6 45.0 37.2 23.8 17.1 32.5 28.1
Old : 31.7 22.6 45.0 37.2 23.8 17.1 32.5 28.1
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,651: 140 0 35 1,891 2,190 2,066 2,225: 585 426
Old : 2,651: 140 0 35 1,891 2,190 2,066 2,225: 585 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 116: 20 0 35 75 120 130 155: -14 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 1.3 71.3 82.6 77.9 83.9: 22.1 16.1
Old : 100.0: 5.3 0.0 1.3 71.3 82.6 77.9 83.9: 22.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 18 18 20 19:
Old : 24: 2 0 1 18 18 20 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 : 39.0 40.9 58.5 60.5 29.3 32.3 40.7 42.6
Old : 39.0 40.9 58.5 60.5 29.3 32.3 40.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,018: 30 25 0 1,789 1,559 1,819 1,584: 199 434
Old : 2,018: 30 25 0 1,789 1,559 1,819 1,584: 199 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 66: 0 0 0 338 151 338 151: -272 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 0.0 88.7 77.3 90.1 78.5: 9.9 21.5
Old : 100.0: 1.5 1.2 0.0 88.7 77.3 90.1 78.5: 9.9 21.5
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 1 0 19 18 20 19:
Old : 27: 1 1 0 19 18 20 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 : 35.9 33.6 57.8 53.0 31.1 26.4 44.5 39.9
Old : 35.9 33.6 57.8 53.0 31.1 26.4 44.5 39.9
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,074: 60 35 45 1,335 1,353 1,440 1,433: 634 641
Old : 2,074: 60 35 45 1,335 1,353 1,440 1,433: 634 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 191: 30 -5 45 81 71 156 111: 35 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.7 2.2 64.4 65.2 69.4 69.1: 30.6 30.9
Old : 100.0: 2.9 1.7 2.2 64.4 65.2 69.4 69.1: 30.6 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 18 18 21 19:
Old : 24: 2 1 1 18 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 29.1 46.9 48.3 25.4 22.5 32.7 32.8
Old : 33.8 29.1 46.9 48.3 25.4 22.5 32.7 32.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 16,510: 300 0 0 16,120 16,415 16,420 16,415: 90 95
Old : 16,510: 300 0 0 16,120 16,415 16,420 16,415: 90 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -280: 300 0 0 -480 -180 -180 -180: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.6 99.4 99.5 99.4: 0.5 0.6
Old : 100.0: 1.8 0.0 0.0 97.6 99.4 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 22 21 22:
Old : 29: 1 0 0 20 22 21 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 : 69.0 49.8 84.6 73.3 57.0 40.8 66.6 58.7
Old : 69.0 49.8 84.6 73.3 57.0 40.8 66.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 332,803: 45,214 27,323 32,886 215,447 243,861 293,547 304,070: 39,256 28,733
Old : 332,803: 45,214 27,323 32,886 215,447 243,861 293,547 304,070: 39,256 28,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 12,056: 3,139 -3,933 -2,874 8,215 17,898 8,480 11,091: 3,576 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.2 9.9 64.7 73.3 88.2 91.4: 11.8 8.6
Old : 100.0: 13.6 8.2 9.9 64.7 73.3 88.2 91.4: 11.8 8.6
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 : 161: 37 31 40 72 85 131 138:
Old : 161: 37 31 40 72 85 131 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 21.0 30.9 32.8 13.8 12.0 22.4 20.4
Old : 19.7 21.0 30.9 32.8 13.8 12.0 22.4 20.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 18,449: 350 1,098 1,100 16,999 16,251 18,449 18,449: 0 0
Old : 18,449: 350 1,098 1,100 16,999 16,251 18,449 18,449: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,731: 150 150 -150 1,806 1,806 1,806 1,806: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.0 6.0 92.1 88.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 6.0 6.0 92.1 88.1 100.0 100.0: 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 : 70: 3 5 6 47 52 53 62:
Old : 70: 3 5 6 47 52 53 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 26.0 51.2 45.0 25.0 21.5 34.4 32.8
Old : 37.7 26.0 51.2 45.0 25.0 21.5 34.4 32.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,607: 1,020 0 300 8,909 9,881 10,229 10,181: 378 426
Old : 10,607: 1,020 0 300 8,909 9,881 10,229 10,181: 378 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 2.8 84.0 93.2 96.4 96.0: 3.6 4.0
Old : 100.0: 9.6 0.0 2.8 84.0 93.2 96.4 96.0: 3.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 0 2 28 24 32 26:
Old : 40: 4 0 2 28 24 32 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 : 35.4 52.4 56.8 72.8 27.6 31.5 40.5 48.9
Old : 35.4 52.4 56.8 72.8 27.6 31.5 40.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 4,329: 247 136 301 2,903 2,327 3,451 2,764: 878 1,565
Old : 4,329: 247 136 301 2,903 2,327 3,451 2,764: 878 1,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 49: 0 -27 0 3 11 3 -16: 46 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.1 7.0 67.1 53.8 79.7 63.8: 20.3 36.2
Old : 100.0: 5.7 3.1 7.0 67.1 53.8 79.7 63.8: 20.3 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 3 19 19 23 23:
Old : 25: 3 2 3 19 19 23 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 : 38.2 34.1 55.7 47.8 32.0 26.9 44.4 34.0
Old : 38.2 34.1 55.7 47.8 32.0 26.9 44.4 34.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 817,004: 107,926 291,039 249,464 385,137 236,386 742,527 776,889: 74,477 40,115
Old : 817,004: 107,926 291,039 249,464 385,137 236,386 742,527 776,889: 74,477 40,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -4,712: -5,373 -890 -4,551 5,276 1,719 -4,648 -3,722: -64 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 35.6 30.5 47.1 28.9 90.9 95.1: 9.1 4.9
Old : 100.0: 13.2 35.6 30.5 47.1 28.9 90.9 95.1: 9.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 78 101 119 93 72 246 233:
Old : 291: 78 101 119 93 72 246 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.8 28.8 37.8 13.8 18.0 20.2 26.1
Old : 16.8 24.8 28.8 37.8 13.8 18.0 20.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 52,282: 340 0 1,357 40,131 43,341 41,828 44,698: 10,454 7,584
Old : 52,282: 340 0 1,357 40,131 43,341 41,828 44,698: 10,454 7,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -288: -323 0 69 42 -233 -212 -164: -76 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 2.6 76.8 82.9 80.0 85.5: 20.0 14.5
Old : 100.0: 0.7 0.0 2.6 76.8 82.9 80.0 85.5: 20.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 18 17 20 19:
Old : 22: 2 0 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 49.0 63.6 70.6 37.8 45.0 49.1 55.4
Old : 47.5 49.0 63.6 70.6 37.8 45.0 49.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 32,398: 531 170 2,782 26,215 21,474 29,528 24,426: 2,870 7,972
Old : 32,398: 531 170 2,782 26,215 21,474 29,528 24,426: 2,870 7,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 478: -304 0 198 340 220 234 418: 244 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 8.6 80.9 66.3 91.1 75.4: 8.9 24.6
Old : 100.0: 1.6 0.5 8.6 80.9 66.3 91.1 75.4: 8.9 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 : 20: 1 1 2 13 15 15 17:
Old : 20: 1 1 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 37.7 72.1 61.9 29.9 27.1 40.0 30.3
Old : 49.0 37.7 72.1 61.9 29.9 27.1 40.0 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 62,334: 0 0 0 55,434 51,847 55,434 51,847: 6,900 10,487
Old : 62,334: 0 0 0 55,434 51,847 55,434 51,847: 6,900 10,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -736: 0 0 0 -736 -736 -736 -736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.9 83.2 88.9 83.2: 11.1 16.8
Old : 100.0: 0.0 0.0 0.0 88.9 83.2 88.9 83.2: 11.1 16.8
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 : 27: 0 0 0 19 24 19 24:
Old : 27: 0 0 0 19 24 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 54.9 63.0 69.8 38.3 51.2 57.3 61.9
Old : 40.3 54.9 63.0 69.8 38.3 51.2 57.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 64,410: 0 0 0 53,874 60,689 53,874 60,689: 10,536 3,721
Old : 64,410: 0 0 0 53,874 60,689 53,874 60,689: 10,536 3,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 856: 0 0 0 0 0 0 0: 856 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.6 94.2 83.6 94.2: 16.4 5.8
Old : 100.0: 0.0 0.0 0.0 83.6 94.2 83.6 94.2: 16.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 18 17 18:
Old : 22: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 53.3 67.9 76.3 44.0 47.2 58.4 67.2
Old : 47.8 53.3 67.9 76.3 44.0 47.2 58.4 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 72,702: 4,062 2,519 5,828 55,253 58,178 65,143 66,525: 7,559 6,177
Old : 72,702: 4,062 2,519 5,828 55,253 58,178 65,143 66,525: 7,559 6,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,363: -846 1,860 -143 2,050 -354 1,061 1,363: 302 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.5 8.0 76.0 80.0 89.6 91.5: 10.4 8.5
Old : 100.0: 5.6 3.5 8.0 76.0 80.0 89.6 91.5: 10.4 8.5
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 : 32: 3 1 4 21 25 25 29:
Old : 32: 3 1 4 21 25 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 44.3 61.4 63.7 42.4 41.9 54.5 57.4
Old : 44.5 44.3 61.4 63.7 42.4 41.9 54.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 63,186: 248 6,035 1,633 55,687 39,982 57,568 47,650: 5,618 15,536
Old : 63,186: 248 6,035 1,633 55,687 39,982 57,568 47,650: 5,618 15,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 35: 0 56 -1 36 -20 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 9.6 2.6 88.1 63.3 91.1 75.4: 8.9 24.6
Old : 100.0: 0.4 9.6 2.6 88.1 63.3 91.1 75.4: 8.9 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 : 25: 1 2 2 13 18 16 20:
Old : 25: 1 2 2 13 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 41.2 83.0 58.5 61.7 40.3 70.2 49.9
Old : 65.2 41.2 83.0 58.5 61.7 40.3 70.2 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 38,941: 3,113 2,449 2,095 28,285 26,244 33,493 30,788: 5,448 8,153
Old : 38,941: 3,113 2,449 2,095 28,285 26,244 33,493 30,788: 5,448 8,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -13: -580 312 243 240 -862 -97 -307: 84 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.3 5.4 72.6 67.4 86.0 79.1: 14.0 20.9
Old : 100.0: 8.0 6.3 5.4 72.6 67.4 86.0 79.1: 14.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 11 12 15 15:
Old : 20: 2 2 3 11 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 47.1 74.5 67.9 55.5 37.9 65.5 55.0
Old : 59.0 47.1 74.5 67.9 55.5 37.9 65.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 71,735: 5,369 1,320 4,066 51,929 62,596 61,364 67,982: 10,371 3,753
Old : 71,735: 5,369 1,320 4,066 51,929 62,596 61,364 67,982: 10,371 3,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -255: 1,938 0 -592 -1,642 306 -296 -286: 41 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.8 5.7 72.4 87.3 85.5 94.8: 14.5 5.2
Old : 100.0: 7.5 1.8 5.7 72.4 87.3 85.5 94.8: 14.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 22 24 26 27:
Old : 31: 3 1 3 22 24 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 58.8 58.6 76.5 37.5 55.9 54.1 70.3
Old : 38.9 58.8 58.6 76.5 37.5 55.9 54.1 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 54,623: 840 0 0 53,131 53,097 53,971 53,097: 652 1,526
Old : 54,623: 840 0 0 53,131 53,097 53,971 53,097: 652 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -3,660: 0 0 0 -3,784 -3,660 -3,784 -3,660: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 97.3 97.2 98.8 97.2: 1.2 2.8
Old : 100.0: 1.5 0.0 0.0 97.3 97.2 98.8 97.2: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 18 19 19 19:
Old : 26: 1 0 0 18 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 58.6 88.1 82.2 69.2 55.6 75.7 69.5
Old : 76.2 58.6 88.1 82.2 69.2 55.6 75.7 69.5
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 140,608: 3,272 6,893 4,714 128,296 124,272 136,282 135,879: 4,326 4,729
Old : 140,608: 3,272 6,893 4,714 128,296 124,272 136,282 135,879: 4,326 4,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 765: -585 -364 494 856 635 765 765: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.9 3.4 91.2 88.4 96.9 96.6: 3.1 3.4
Old : 100.0: 2.3 4.9 3.4 91.2 88.4 96.9 96.6: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 2 4 34 35 39 39:
Old : 44: 3 2 4 34 35 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 42.1 58.6 62.9 36.4 39.5 47.0 53.4
Old : 38.1 42.1 58.6 62.9 36.4 39.5 47.0 53.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 110,446: 610 2,797 1,031 100,546 101,403 102,187 105,231: 8,259 5,215
Old : 110,446: 610 2,797 1,031 100,546 101,403 102,187 105,231: 8,259 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 287: 0 -458 245 42 500 287 287: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.5 0.9 91.0 91.8 92.5 95.3: 7.5 4.7
Old : 100.0: 0.6 2.5 0.9 91.0 91.8 92.5 95.3: 7.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 25 22 28 23:
Old : 33: 2 1 1 25 22 28 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 : 55.1 52.0 70.6 72.6 47.6 51.0 58.6 69.2
Old : 55.1 52.0 70.6 72.6 47.6 51.0 58.6 69.2
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 182,139: 9,026 248 7,295 151,439 167,746 167,760 175,289: 14,379 6,850
Old : 182,139: 9,026 248 7,295 151,439 167,746 167,760 175,289: 14,379 6,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 945: 2,011 0 -247 -215 1,104 1,549 857: -604 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.1 4.0 83.1 92.1 92.1 96.2: 7.9 3.8
Old : 100.0: 5.0 0.1 4.0 83.1 92.1 92.1 96.2: 7.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 1 2 34 35 37 38:
Old : 44: 3 1 2 34 35 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 30.4 52.9 53.3 25.0 23.8 37.7 42.1
Old : 32.2 30.4 52.9 53.3 25.0 23.8 37.7 42.1
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,699,227: 556,703 159,343 793,340 1,329,641 1,731,013 2,679,684 2,683,696: 19,543 15,531
Old : 2,699,227: 556,703 159,343 793,340 1,329,641 1,731,013 2,679,684 2,683,696: 19,543 15,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 11,766: 1,848 -6,879 2,026 6,398 16,634 10,272 11,781: 1,494 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.9 29.4 49.3 64.1 99.3 99.4: 0.7 0.6
Old : 100.0: 20.6 5.9 29.4 49.3 64.1 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 36 30 60 114 99 179 164:
Old : 186: 36 30 60 114 99 179 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.8 37.7 39.4 17.4 19.7 22.5 27.0
Old : 26.6 24.8 37.7 39.4 17.4 19.7 22.5 27.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,062,158: 96,686 183,499 185,488 777,454 689,331 1,059,628 1,058,318: 2,530 3,840
Old : 1,062,158: 96,686 183,499 185,488 777,454 689,331 1,059,628 1,058,318: 2,530 3,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 31,448: 6,088 9,811 13,373 11,778 7,984 31,239 31,168: 209 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.3 17.5 73.2 64.9 99.8 99.6: 0.2 0.4
Old : 100.0: 9.1 17.3 17.5 73.2 64.9 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 21 31 40 47 40 91 88:
Old : 99: 21 31 40 47 40 91 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 33.7 47.9 52.4 20.6 25.7 30.9 36.8
Old : 32.8 33.7 47.9 52.4 20.6 25.7 30.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 6,821: 78 1,365 0 6,616 5,320 6,694 6,685: 127 136
Old : 6,821: 78 1,365 0 6,616 5,320 6,694 6,685: 127 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,023: 78 175 0 1,024 913 1,102 1,088: -79 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 20.0 0.0 97.0 78.0 98.1 98.0: 1.9 2.0
Old : 100.0: 1.1 20.0 0.0 97.0 78.0 98.1 98.0: 1.9 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: 2 3 0 24 30 26 33:
Old : 42: 2 3 0 24 30 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 44.6 67.9 63.5 43.8 43.2 61.0 59.4
Old : 46.7 44.6 67.9 63.5 43.8 43.2 61.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 3,379: 0 0 0 3,374 3,139 3,374 3,139: 5 240
Old : 3,379: 0 0 0 3,374 3,139 3,374 3,139: 5 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 191: 0 0 0 196 -31 196 -31: -5 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 92.9 99.9 92.9: 0.1 7.1
Old : 100.0: 0.0 0.0 0.0 99.9 92.9 99.9 92.9: 0.1 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 : 24: 0 0 0 17 19 17 19:
Old : 24: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 62.1 81.0 76.1 50.7 51.0 61.1 56.9
Old : 57.7 62.1 81.0 76.1 50.7 51.0 61.1 56.9
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,533: 48 0 55 1,931 2,025 2,034 2,080: 499 453
Old : 2,533: 48 0 55 1,931 2,025 2,034 2,080: 499 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 327: 0 0 0 318 259 318 259: 9 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 76.2 79.9 80.3 82.1: 19.7 17.9
Old : 100.0: 1.9 0.0 2.2 76.2 79.9 80.3 82.1: 19.7 17.9
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 : 30: 1 0 1 25 26 26 27:
Old : 30: 1 0 1 25 26 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 24.6 48.4 41.2 24.5 15.6 31.3 28.0
Old : 33.6 24.6 48.4 41.2 24.5 15.6 31.3 28.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,794: 5,082 514 924 32,074 39,036 38,080 40,474: 2,714 320
Old : 40,794: 5,082 514 924 32,074 39,036 38,080 40,474: 2,714 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -168: 0 80 -80 -64 -264 -144 -264: -24 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.3 2.3 78.6 95.7 93.3 99.2: 6.7 0.8
Old : 100.0: 12.5 1.3 2.3 78.6 95.7 93.3 99.2: 6.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 3 33 24 37 28:
Old : 40: 3 2 3 33 24 37 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 : 38.0 51.7 54.1 74.3 33.4 41.9 44.1 62.4
Old : 38.0 51.7 54.1 74.3 33.4 41.9 44.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,321: 344 42 0 6,848 7,491 7,192 7,533: 1,129 788
Old : 8,321: 344 42 0 6,848 7,491 7,192 7,533: 1,129 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 44: 0 0 0 44 23 44 23: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 0.0 82.3 90.0 86.4 90.5: 13.6 9.5
Old : 100.0: 4.1 0.5 0.0 82.3 90.0 86.4 90.5: 13.6 9.5
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 0 13 13 14 14:
Old : 20: 1 1 0 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 61.6 74.6 85.1 48.5 52.4 61.0 66.6
Old : 51.6 61.6 74.6 85.1 48.5 52.4 61.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,682: 0 672 100 14,128 13,663 14,228 14,435: 1,454 1,247
Old : 15,682: 0 672 100 14,128 13,663 14,228 14,435: 1,454 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 158: 0 14 0 122 122 122 136: 36 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.6 90.1 87.1 90.7 92.0: 9.3 8.0
Old : 100.0: 0.0 4.3 0.6 90.1 87.1 90.7 92.0: 9.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 19 20 20 23:
Old : 27: 0 3 1 19 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 43.1 69.1 68.4 43.0 31.3 56.2 50.1
Old : 45.8 43.1 69.1 68.4 43.0 31.3 56.2 50.1
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,398: 569 0 0 9,551 10,628 10,120 10,628: 2,278 1,770
Old : 12,398: 569 0 0 9,551 10,628 10,120 10,628: 2,278 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 384: 0 0 0 24 432 24 432: 360 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 77.0 85.7 81.6 85.7: 18.4 14.3
Old : 100.0: 4.6 0.0 0.0 77.0 85.7 81.6 85.7: 18.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 13 16 13:
Old : 20: 1 0 0 15 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 64.6 56.6 77.6 30.5 61.9 46.9 63.9
Old : 35.6 64.6 56.6 77.6 30.5 61.9 46.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 31,320: 0 2,130 200 27,888 28,258 28,088 30,588: 3,232 732
Old : 31,320: 0 2,130 200 27,888 28,258 28,088 30,588: 3,232 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 264: 0 120 0 264 144 264 264: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.6 89.0 90.2 89.7 97.7: 10.3 2.3
Old : 100.0: 0.0 6.8 0.6 89.0 90.2 89.7 97.7: 10.3 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 : 29: 0 2 2 25 23 27 25:
Old : 29: 0 2 2 25 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 53.6 58.3 76.0 28.4 41.4 39.4 49.7
Old : 38.6 53.6 58.3 76.0 28.4 41.4 39.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,734: 492 0 138 10,597 11,291 11,227 11,429: 1,507 1,305
Old : 12,734: 492 0 138 10,597 11,291 11,227 11,429: 1,507 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 150: -14 0 2 160 160 148 162: 2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 1.1 83.2 88.7 88.2 89.8: 11.8 10.2
Old : 100.0: 3.9 0.0 1.1 83.2 88.7 88.2 89.8: 11.8 10.2
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 : 23: 2 0 2 19 16 21 18:
Old : 23: 2 0 2 19 16 21 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 : 40.5 47.7 61.5 73.9 36.1 43.5 51.4 59.4
Old : 40.5 47.7 61.5 73.9 36.1 43.5 51.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 31,204: 0 2,150 0 31,204 29,054 31,204 31,204: 0 0
Old : 31,204: 0 2,150 0 31,204 29,054 31,204 31,204: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 15 9 15 10:
Old : 21: 0 1 0 15 9 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
Old : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,317: 172 0 12 14,780 14,637 14,964 14,649: 353 668
Old : 15,317: 172 0 12 14,780 14,637 14,964 14,649: 353 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 82: 0 0 0 -14 82 -14 82: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.1 96.5 95.6 97.7 95.6: 2.3 4.4
Old : 100.0: 1.1 0.0 0.1 96.5 95.6 97.7 95.6: 2.3 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 : 32: 2 0 1 29 23 31 24:
Old : 32: 2 0 1 29 23 31 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 : 48.1 57.2 62.6 77.7 45.4 47.0 57.0 62.4
Old : 48.1 57.2 62.6 77.7 45.4 47.0 57.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 9,823: 0 0 0 8,703 8,660 8,703 8,660: 1,120 1,163
Old : 9,823: 0 0 0 8,703 8,660 8,703 8,660: 1,120 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 60: 0 0 0 60 108 60 108: 0 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.6 88.2 88.6 88.2: 11.4 11.8
Old : 100.0: 0.0 0.0 0.0 88.6 88.2 88.6 88.2: 11.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 17 21 17:
Old : 22: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 61.6 59.8 77.3 34.6 53.4 49.3 58.7
Old : 38.1 61.6 59.8 77.3 34.6 53.4 49.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 53,815: 0 0 0 53,815 53,815 53,815 53,815: 0 0
Old : 53,815: 0 0 0 53,815 53,815 53,815 53,815: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 11 13 11:
Old : 22: 0 0 0 13 11 13 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 : 84.3 81.6 95.7 98.9 84.3 81.6 95.7 98.0
Old : 84.3 81.6 95.7 98.9 84.3 81.6 95.7 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 813,722: 0 0 0 813,722 813,722 813,722 813,722: 0 0
Old : 813,722: 0 0 0 813,722 813,722 813,722 813,722: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 23,440: 0 0 0 23,440 23,440 23,440 23,440: 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 9 14 9:
Old : 22: 0 0 0 14 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 83.4 93.0 99.6 82.5 83.4 93.0 99.4
Old : 82.5 83.4 93.0 99.6 82.5 83.4 93.0 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 40,573: 0 1,720 0 40,573 38,853 40,573 40,573: 0 0
Old : 40,573: 0 1,720 0 40,573 38,853 40,573 40,573: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -168: 0 0 0 0 0 0 0: -168 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 100.0 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 0.0 100.0 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 : 22: 0 1 0 16 10 16 11:
Old : 22: 0 1 0 16 10 16 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 : 63.1 86.4 84.6 98.1 59.0 73.2 76.7 82.4
Old : 63.1 86.4 84.6 98.1 59.0 73.2 76.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 36,774: 0 0 0 35,988 36,519 35,988 36,519: 786 255
Old : 36,774: 0 0 0 35,988 36,519 35,988 36,519: 786 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 255: 0 0 0 255 0 255 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.3 97.9 99.3: 2.1 0.7
Old : 100.0: 0.0 0.0 0.0 97.9 99.3 97.9 99.3: 2.1 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 : 24: 0 0 0 15 11 15 11:
Old : 24: 0 0 0 15 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 74.5 91.2 96.4 62.5 71.4 76.2 84.0
Old : 77.6 74.5 91.2 96.4 62.5 71.4 76.2 84.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 527,347: 0 0 0 527,347 527,347 527,347 527,347: 0 0
Old : 527,347: 0 0 0 527,347 527,347 527,347 527,347: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,680: 0 0 0 4,680 4,680 4,680 4,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 13 13 13 13:
Old : 23: 0 0 0 13 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 75.2 95.1 95.9 59.4 69.3 73.8 77.6
Old : 80.6 75.2 95.1 95.9 59.4 69.3 73.8 77.6
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 77,465: 0 0 0 77,379 77,465 77,379 77,465: 86 0
Old : 77,465: 0 0 0 77,379 77,465 77,379 77,465: 86 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 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 : 28: 0 0 0 17 18 17 18:
Old : 28: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 62.4 90.2 84.1 68.1 61.8 87.3 83.4
Old : 68.2 62.4 90.2 84.1 68.1 61.8 87.3 83.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,318,272: 0 0 0 1,318,272 1,318,272 1,318,272 1,318,272: 0 0
Old : 1,318,272: 0 0 0 1,318,272 1,318,272 1,318,272 1,318,272: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
Old : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 213,990: 1,720 0 0 212,270 213,797 213,990 213,797: 0 193
Old : 213,990: 1,720 0 0 212,270 213,797 213,990 213,797: 0 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,530: 0 0 0 2,041 1,530 2,041 1,530: -511 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 99.2 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.8 0.0 0.0 99.2 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 0 0 28 30 29 30:
Old : 40: 1 0 0 28 30 29 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 : 64.2 55.9 84.5 77.8 64.1 54.5 82.9 74.4
Old : 64.2 55.9 84.5 77.8 64.1 54.5 82.9 74.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,748,088: 0 0 0 3,748,088 3,748,088 3,748,088 3,748,088: 0 0
Old : 3,748,088: 0 0 0 3,748,088 3,748,088 3,748,088 3,748,088: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 27,150: 0 0 0 27,150 27,150 27,150 27,150: 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 : 37: 0 0 0 26 24 26 24:
Old : 37: 0 0 0 26 24 26 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 : 66.0 60.9 87.3 80.9 65.9 60.6 85.2 79.9
Old : 66.0 60.9 87.3 80.9 65.9 60.6 85.2 79.9
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 61,031: 1,275 2,240 0 59,501 58,536 60,776 60,776: 255 255
Old : 61,031: 1,275 2,240 0 59,501 58,536 60,776 60,776: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 255: 0 0 0 0 255 0 255: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.7 0.0 97.5 95.9 99.6 99.6: 0.4 0.4
Old : 100.0: 2.1 3.7 0.0 97.5 95.9 99.6 99.6: 0.4 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 : 33: 1 1 0 25 20 26 21:
Old : 33: 1 1 0 25 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 56.2 67.3 75.3 42.9 49.7 54.8 58.7
Old : 47.7 56.2 67.3 75.3 42.9 49.7 54.8 58.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,095,711: 23,400 68,160 0 1,072,311 1,027,551 1,095,711 1,095,711: 0 0
Old : 1,095,711: 23,400 68,160 0 1,072,311 1,027,551 1,095,711 1,095,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 13,834: 0 0 0 13,834 13,834 13,834 13,834: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.2 0.0 97.9 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 6.2 0.0 97.9 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 25 24 26 26:
Old : 35: 1 2 0 25 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 54.6 72.3 73.3 47.0 50.5 58.9 63.6
Old : 52.5 54.6 72.3 73.3 47.0 50.5 58.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 61,775: 2,150 0 0 59,625 61,775 61,775 61,775: 0 0
Old : 61,775: 2,150 0 0 59,625 61,775 61,775 61,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 0.0 96.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 0 25 26 26 26:
Old : 34: 1 0 0 25 26 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 44.7 69.8 72.5 25.7 29.6 37.9 41.8
Old : 49.8 44.7 69.8 72.5 25.7 29.6 37.9 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 11,606: 130 608 42 11,306 10,659 11,478 11,309: 128 297
Old : 11,606: 130 608 42 11,306 10,659 11,478 11,309: 128 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 126: 0 0 0 381 126 381 126: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.2 0.4 97.4 91.8 98.9 97.4: 1.1 2.6
Old : 100.0: 1.1 5.2 0.4 97.4 91.8 98.9 97.4: 1.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 15 14 17 15:
Old : 23: 1 1 1 15 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 57.9 82.9 78.9 62.0 53.6 72.6 70.1
Old : 63.5 57.9 82.9 78.9 62.0 53.6 72.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 552,462: 0 38,825 0 552,462 513,637 552,462 552,462: 0 0
Old : 552,462: 0 38,825 0 552,462 513,637 552,462 552,462: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 100.0 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.0 0.0 100.0 93.0 100.0 100.0: 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 1 0 13 9 13 10:
Old : 20: 0 1 0 13 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
Old : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,142,086: 49,363 23,400 1,152 1,091,571 1,117,534 1,142,086 1,142,086: 0 0
Old : 1,142,086: 49,363 23,400 1,152 1,091,571 1,117,534 1,142,086 1,142,086: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 23,400: 0 0 0 23,400 23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.0 0.1 95.6 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 2.0 0.1 95.6 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 23 24 25 26:
Old : 37: 2 1 1 23 24 25 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 : 49.9 49.9 69.1 72.6 28.0 28.2 40.8 38.2
Old : 49.9 49.9 69.1 72.6 28.0 28.2 40.8 38.2
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 26,205: 230 50 1,146 24,006 24,810 25,382 26,006: 823 199
Old : 26,205: 230 50 1,146 24,006 24,810 25,382 26,006: 823 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,092: -94 50 247 940 797 1,093 1,094: -1 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 4.4 91.6 94.7 96.9 99.2: 3.1 0.8
Old : 100.0: 0.9 0.2 4.4 91.6 94.7 96.9 99.2: 3.1 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 : 44: 2 1 7 32 30 39 37:
Old : 44: 2 1 7 32 30 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 43.2 58.1 66.8 26.1 34.4 38.6 48.6
Old : 37.4 43.2 58.1 66.8 26.1 34.4 38.6 48.6
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 15,215: 45 0 0 14,490 14,308 14,535 14,308: 680 907
Old : 15,215: 45 0 0 14,490 14,308 14,535 14,308: 680 907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 327: 0 0 0 67 292 67 292: 260 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 95.2 94.0 95.5 94.0: 4.5 6.0
Old : 100.0: 0.3 0.0 0.0 95.2 94.0 95.5 94.0: 4.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 14 16 14:
Old : 20: 1 0 0 15 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 65.0 90.1 85.2 59.4 64.0 75.1 75.1
Old : 68.3 65.0 90.1 85.2 59.4 64.0 75.1 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,966: 158 105 171 8,382 8,456 8,711 8,732: 255 234
Old : 8,966: 158 105 171 8,382 8,456 8,711 8,732: 255 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -17: 83 0 4 76 123 163 127: -180 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.2 1.9 93.5 94.3 97.2 97.4: 2.8 2.6
Old : 100.0: 1.8 1.2 1.9 93.5 94.3 97.2 97.4: 2.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 25 19 28 22:
Old : 32: 2 1 3 25 19 28 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 : 66.7 51.1 78.1 73.1 61.3 44.3 66.9 60.7
Old : 66.7 51.1 78.1 73.1 61.3 44.3 66.9 60.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,295: 0 0 0 8,832 8,621 8,832 8,621: 463 674
Old : 9,295: 0 0 0 8,832 8,621 8,832 8,621: 463 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 225: 0 0 0 155 290 155 290: 70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 92.7 95.0 92.7: 5.0 7.3
Old : 100.0: 0.0 0.0 0.0 95.0 92.7 95.0 92.7: 5.0 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 : 26: 0 0 0 19 18 19 18:
Old : 26: 0 0 0 19 18 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 : 55.0 59.2 73.8 76.5 50.9 54.8 64.6 68.0
Old : 55.0 59.2 73.8 76.5 50.9 54.8 64.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,638: 130 0 50 4,316 4,435 4,496 4,485: 142 153
Old : 4,638: 130 0 50 4,316 4,435 4,496 4,485: 142 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 104: 0 0 0 104 104 104 104: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 1.1 93.1 95.6 96.9 96.7: 3.1 3.3
Old : 100.0: 2.8 0.0 1.1 93.1 95.6 96.9 96.7: 3.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 14 19 15:
Old : 22: 1 0 1 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 62.6 73.6 86.7 41.8 50.6 53.1 62.2
Old : 54.2 62.6 73.6 86.7 41.8 50.6 53.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,324,114: 287,028 243,128 328,952 627,365 687,037 1,243,345 1,259,117: 80,769 64,997
Old : 1,324,114: 287,028 243,128 328,952 627,365 687,037 1,243,345 1,259,117: 80,769 64,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -12,278: 66 4,503 34,247 -49,409 -42,574 -15,096 -3,824: 2,818 -8,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 18.4 24.8 47.4 51.9 93.9 95.1: 6.1 4.9
Old : 100.0: 21.7 18.4 24.8 47.4 51.9 93.9 95.1: 6.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 110 109 145 84 97 285 272:
Old : 335: 110 109 145 84 97 285 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 12.9 29.5 22.4 16.5 10.5 23.8 15.9
Old : 19.8 12.9 29.5 22.4 16.5 10.5 23.8 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 233,683: 26,099 16,846 15,408 165,674 150,486 207,181 182,740: 26,502 50,943
Old : 233,683: 26,099 16,846 15,408 165,674 150,486 207,181 182,740: 26,502 50,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 941: 365 555 -233 442 -98 574 224: 367 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.2 6.6 70.9 64.4 88.7 78.2: 11.3 21.8
Old : 100.0: 11.2 7.2 6.6 70.9 64.4 88.7 78.2: 11.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 4 4 26 24 33 30:
Old : 36: 5 4 4 26 24 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.0 51.0 48.7 32.6 28.6 44.5 39.6
Old : 32.7 31.0 51.0 48.7 32.6 28.6 44.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 47,127: 200 5,887 658 46,244 40,509 47,102 47,054: 25 73
Old : 47,127: 200 5,887 658 46,244 40,509 47,102 47,054: 25 73
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,910: 0 3,452 600 4,460 960 5,060 5,012: -150 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 12.5 1.4 98.1 86.0 99.9 99.8: 0.1 0.2
Old : 100.0: 0.4 12.5 1.4 98.1 86.0 99.9 99.8: 0.1 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 : 62: 1 8 4 46 40 50 52:
Old : 62: 1 8 4 46 40 50 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 : 44.5 32.3 63.8 50.9 30.3 22.7 38.1 31.7
Old : 44.5 32.3 63.8 50.9 30.3 22.7 38.1 31.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 105,120: 5,870 33,015 5,218 89,810 62,030 100,898 100,263: 4,222 4,857
Old : 105,120: 5,870 33,015 5,218 89,810 62,030 100,898 100,263: 4,222 4,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,147: 8 -903 -152 -1,692 -937 -1,836 -1,992: -311 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.4 5.0 85.4 59.0 96.0 95.4: 4.0 4.6
Old : 100.0: 5.6 31.4 5.0 85.4 59.0 96.0 95.4: 4.0 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 : 41: 3 12 11 26 25 38 39:
Old : 41: 3 12 11 26 25 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 38.5 57.8 55.2 24.6 27.3 35.9 36.4
Old : 40.1 38.5 57.8 55.2 24.6 27.3 35.9 36.4
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 39,567: 4,035 2,569 5,656 27,404 28,641 37,095 36,866: 2,472 2,701
Old : 39,567: 4,035 2,569 5,656 27,404 28,641 37,095 36,866: 2,472 2,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,913: 2,535 0 1,700 687 3,552 4,922 5,252: -9 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.5 14.3 69.3 72.4 93.8 93.2: 6.2 6.8
Old : 100.0: 10.2 6.5 14.3 69.3 72.4 93.8 93.2: 6.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 4 5 14 15 22 22:
Old : 26: 5 4 5 14 15 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 43.3 59.5 65.2 19.1 25.6 30.5 32.6
Old : 40.8 43.3 59.5 65.2 19.1 25.6 30.5 32.6
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,685: 8,274 625 100 13,960 21,885 22,334 22,610: 351 75
Old : 22,685: 8,274 625 100 13,960 21,885 22,334 22,610: 351 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 3,375: 3,900 0 0 -525 3,375 3,375 3,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.8 0.4 61.5 96.5 98.5 99.7: 1.5 0.3
Old : 100.0: 36.5 2.8 0.4 61.5 96.5 98.5 99.7: 1.5 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 : 38: 3 2 1 23 24 27 26:
Old : 38: 3 2 1 23 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 53.3 78.3 75.2 43.5 44.7 58.6 56.8
Old : 58.3 53.3 78.3 75.2 43.5 44.7 58.6 56.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 23,464: 16,487 2,251 191 4,049 20,494 20,727 22,936: 2,737 528
Old : 23,464: 16,487 2,251 191 4,049 20,494 20,727 22,936: 2,737 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 454: -206 -113 33 373 685 200 605: 254 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 9.6 0.8 17.3 87.3 88.3 97.7: 11.7 2.3
Old : 100.0: 70.3 9.6 0.8 17.3 87.3 88.3 97.7: 11.7 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 : 142: 68 22 8 26 35 102 59:
Old : 142: 68 22 8 26 35 102 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 : 32.7 38.2 46.9 54.8 32.7 38.1 46.9 54.8
Old : 32.7 38.2 46.9 54.8 32.7 38.1 46.9 54.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 37,937: 25,054 2,076 355 7,289 34,181 32,698 36,612: 5,239 1,325
Old : 37,937: 25,054 2,076 355 7,289 34,181 32,698 36,612: 5,239 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 3,300: 2,981 -84 106 24 3,833 3,111 3,855: 189 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 5.5 0.9 19.2 90.1 86.2 96.5: 13.8 3.5
Old : 100.0: 66.0 5.5 0.9 19.2 90.1 86.2 96.5: 13.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 78 13 4 16 32 98 47:
Old : 134: 78 13 4 16 32 98 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 : 19.4 34.4 31.0 53.6 19.4 34.4 31.0 53.0
Old : 19.4 34.4 31.0 53.6 19.4 34.4 31.0 53.0
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 241,578: 58,428 23,196 22,413 147,997 179,326 228,838 224,935: 12,740 16,643
Old : 241,578: 58,428 23,196 22,413 147,997 179,326 228,838 224,935: 12,740 16,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -1,193: 3,436 -931 -1,500 -856 2,236 1,080 -195: -2,273 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.6 9.3 61.3 74.2 94.7 93.1: 5.3 6.9
Old : 100.0: 24.2 9.6 9.3 61.3 74.2 94.7 93.1: 5.3 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 : 180: 50 31 45 76 83 150 141:
Old : 180: 50 31 45 76 83 150 141:
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 : 25.4 23.6 36.0 34.2 12.8 9.3 20.5 16.8
Old : 25.4 23.6 36.0 34.2 12.8 9.3 20.5 16.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 24,637: 2,397 585 2,327 14,950 17,851 19,674 20,763: 4,963 3,874
Old : 24,637: 2,397 585 2,327 14,950 17,851 19,674 20,763: 4,963 3,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -239: -805 105 153 -327 -1,118 -979 -860: 740 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.4 9.4 60.7 72.5 79.9 84.3: 20.1 15.7
Old : 100.0: 9.7 2.4 9.4 60.7 72.5 79.9 84.3: 20.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 3 6 19 20 25 26:
Old : 31: 3 3 6 19 20 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 39.9 53.8 55.7 28.6 36.2 44.9 50.6
Old : 34.7 39.9 53.8 55.7 28.6 36.2 44.9 50.6
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 18,403: 150 115 392 16,876 17,375 17,418 17,882: 985 521
Old : 18,403: 150 115 392 16,876 17,375 17,418 17,882: 985 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 980: 0 0 0 930 905 930 905: 50 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.6 2.1 91.7 94.4 94.6 97.2: 5.4 2.8
Old : 100.0: 0.8 0.6 2.1 91.7 94.4 94.6 97.2: 5.4 2.8
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 : 20: 1 1 2 14 11 16 13:
Old : 20: 1 1 2 14 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 73.2 72.6 91.2 36.9 59.0 55.8 63.6
Old : 44.8 73.2 72.6 91.2 36.9 59.0 55.8 63.6
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,760: 250 332 286 7,116 7,142 7,652 7,760: 108 0
Old : 7,760: 250 332 286 7,116 7,142 7,652 7,760: 108 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 286: 0 50 50 236 186 286 286: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.3 3.7 91.7 92.0 98.6 100.0: 1.4 0.0
Old : 100.0: 3.2 4.3 3.7 91.7 92.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 4 2 34 35 39 39:
Old : 48: 3 4 2 34 35 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 39.0 51.0 54.0 26.0 35.4 36.5 46.4
Old : 34.7 39.0 51.0 54.0 26.0 35.4 36.5 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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 61,084: 570 1,106 937 58,210 58,014 59,717 60,057: 1,367 1,027
Old : 61,084: 570 1,106 937 58,210 58,014 59,717 60,057: 1,367 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,097: -400 -225 200 4,097 3,922 3,897 3,897: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.8 1.5 95.3 95.0 97.8 98.3: 2.2 1.7
Old : 100.0: 0.9 1.8 1.5 95.3 95.0 97.8 98.3: 2.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 1 2 37 37 40 39:
Old : 52: 1 1 2 37 37 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 56.1 69.8 71.5 28.2 27.0 36.4 38.1
Old : 56.5 56.1 69.8 71.5 28.2 27.0 36.4 38.1
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,002: 800 290 0 21,012 21,262 21,812 21,552: 190 450
Old : 22,002: 800 290 0 21,012 21,262 21,812 21,552: 190 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -255: 0 0 0 -230 -230 -230 -230: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.3 0.0 95.5 96.6 99.1 98.0: 0.9 2.0
Old : 100.0: 3.6 1.3 0.0 95.5 96.6 99.1 98.0: 0.9 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 : 31: 1 1 0 25 18 26 19:
Old : 31: 1 1 0 25 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 66.7 78.4 85.1 41.7 51.8 55.9 59.6
Old : 55.5 66.7 78.4 85.1 41.7 51.8 55.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,673: 500 150 0 6,903 7,523 7,403 7,673: 270 0
Old : 7,673: 500 150 0 6,903 7,523 7,403 7,673: 270 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 275: 300 0 0 -25 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.0 0.0 90.0 98.0 96.5 100.0: 3.5 0.0
Old : 100.0: 6.5 2.0 0.0 90.0 98.0 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 1 0 25 27 28 28:
Old : 44: 3 1 0 25 27 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 50.7 62.6 68.3 32.2 30.6 49.8 46.8
Old : 38.3 50.7 62.6 68.3 32.2 30.6 49.8 46.8
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,409: 4,980 0 225 14,514 19,334 19,719 19,559: 690 850
Old : 20,409: 4,980 0 225 14,514 19,334 19,719 19,559: 690 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 45: 296 0 0 -137 45 159 45: -114 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 1.1 71.1 94.7 96.6 95.8: 3.4 4.2
Old : 100.0: 24.4 0.0 1.1 71.1 94.7 96.6 95.8: 3.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 1 29 24 31 25:
Old : 35: 2 0 1 29 24 31 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 : 54.8 60.0 65.6 78.2 54.4 54.3 63.5 67.7
Old : 54.8 60.0 65.6 78.2 54.4 54.3 63.5 67.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,336: 803 1,026 121 15,766 15,492 16,690 16,639: 646 697
Old : 17,336: 803 1,026 121 15,766 15,492 16,690 16,639: 646 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 79: -250 60 15 371 4 136 79: -57 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.9 0.7 90.9 89.4 96.3 96.0: 3.7 4.0
Old : 100.0: 4.6 5.9 0.7 90.9 89.4 96.3 96.0: 3.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 4 3 32 34 38 39:
Old : 51: 4 4 3 32 34 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.1 57.4 63.6 32.9 38.4 52.6 56.0
Old : 35.7 43.1 57.4 63.6 32.9 38.4 52.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,837: 1,022 296 143 14,436 15,215 15,601 15,654: 236 183
Old : 15,837: 1,022 296 143 14,436 15,215 15,601 15,654: 236 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,167: 50 0 -44 1,105 1,521 1,111 1,477: 56 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.9 0.9 91.2 96.1 98.5 98.8: 1.5 1.2
Old : 100.0: 6.5 1.9 0.9 91.2 96.1 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 1 31 27 34 30:
Old : 40: 3 2 1 31 27 34 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 : 41.1 50.2 65.8 74.5 37.7 47.0 53.6 58.7
Old : 41.1 50.2 65.8 74.5 37.7 47.0 53.6 58.7
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,171: 1,977 1,293 1,811 25,398 26,575 29,186 29,679: 1,985 1,492
Old : 31,171: 1,977 1,293 1,811 25,398 26,575 29,186 29,679: 1,985 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 583: 283 -111 -63 291 516 511 342: 72 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.1 5.8 81.5 85.3 93.6 95.2: 6.4 4.8
Old : 100.0: 6.3 4.1 5.8 81.5 85.3 93.6 95.2: 6.4 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 : 51: 4 3 5 33 34 40 40:
Old : 51: 4 3 5 33 34 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.3 46.5 54.9 25.2 34.6 38.4 49.1
Old : 28.9 37.3 46.5 54.9 25.2 34.6 38.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010