GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 33,153: 1,488 992 0 31,419 32,091 32,907 33,083: 246 70
Old : 33,153: 1,488 992 0 31,419 32,091 32,907 33,083: 246 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,217: 45 117 0 2,166 2,101 2,211 2,218: 6 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 3.0 0.0 94.8 96.8 99.3 99.8: 0.7 0.2
Old : 100.0: 4.5 3.0 0.0 94.8 96.8 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 5 0 34 37 35 42:
Old : 51: 1 5 0 34 37 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 38.8 67.3 57.7 35.9 23.6 49.5 35.6
Old : 42.2 38.8 67.3 57.7 35.9 23.6 49.5 35.6
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 22,127: 0 0 0 21,920 22,027 21,920 22,027: 207 100
Old : 22,127: 0 0 0 21,920 22,027 21,920 22,027: 207 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 212: 0 0 0 212 212 212 212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 0.5
Old : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 25 28 25 28:
Old : 31: 0 0 0 25 28 25 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 : 56.3 68.2 82.1 84.5 37.5 46.4 50.5 50.2
Old : 56.3 68.2 82.1 84.5 37.5 46.4 50.5 50.2
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 6,775: 109 216 110 5,104 5,220 5,323 5,546: 1,452 1,229
Old : 6,775: 109 216 110 5,104 5,220 5,323 5,546: 1,452 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 45: 0 0 0 61 101 61 101: -16 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.2 1.6 75.3 77.0 78.6 81.9: 21.4 18.1
Old : 100.0: 1.6 3.2 1.6 75.3 77.0 78.6 81.9: 21.4 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 18 20 20:
Old : 23: 1 1 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 49.3 57.4 67.0 35.1 37.1 43.5 46.3
Old : 39.7 49.3 57.4 67.0 35.1 37.1 43.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 9,603: 322 63 50 7,632 8,499 8,004 8,612: 1,599 991
Old : 9,603: 322 63 50 7,632 8,499 8,004 8,612: 1,599 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 523: 73 63 20 127 407 220 490: 303 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.7 0.5 79.5 88.5 83.3 89.7: 16.7 10.3
Old : 100.0: 3.4 0.7 0.5 79.5 88.5 83.3 89.7: 16.7 10.3
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 : 48: 2 1 2 41 45 43 48:
Old : 48: 2 1 2 41 45 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 28.3 41.4 41.6 18.5 18.6 25.7 25.1
Old : 28.3 28.3 41.4 41.6 18.5 18.6 25.7 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,907: 368 262 154 6,648 6,830 7,170 7,246: 737 661
Old : 7,907: 368 262 154 6,648 6,830 7,170 7,246: 737 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 560: 60 29 69 241 404 370 502: 190 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.3 1.9 84.1 86.4 90.7 91.6: 9.3 8.4
Old : 100.0: 4.7 3.3 1.9 84.1 86.4 90.7 91.6: 9.3 8.4
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 : 66: 4 4 6 44 57 51 64:
Old : 66: 4 4 6 44 57 51 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 22.6 46.1 35.6 25.6 15.2 34.0 24.9
Old : 32.5 22.6 46.1 35.6 25.6 15.2 34.0 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,604: 0 25 0 1,159 1,154 1,159 1,179: 445 425
Old : 1,604: 0 25 0 1,159 1,154 1,159 1,179: 445 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 72.3 71.9 72.3 73.5: 27.7 26.5
Old : 100.0: 0.0 1.6 0.0 72.3 71.9 72.3 73.5: 27.7 26.5
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: 0 1 0 16 13 16 14:
Old : 20: 0 1 0 16 13 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 : 38.1 42.2 56.5 62.9 34.9 32.7 45.8 44.0
Old : 38.1 42.2 56.5 62.9 34.9 32.7 45.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,444: 0 30 40 970 921 1,010 991: 434 453
Old : 1,444: 0 30 40 970 921 1,010 991: 434 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -476: 0 30 40 -544 -652 -504 -582: 28 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 2.8 67.2 63.8 69.9 68.6: 30.1 31.4
Old : 100.0: 0.0 2.1 2.8 67.2 63.8 69.9 68.6: 30.1 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 14 16 16:
Old : 21: 0 1 1 15 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 38.6 55.1 55.5 36.2 32.4 44.5 43.7
Old : 38.1 38.6 55.1 55.5 36.2 32.4 44.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 17,178: 0 0 0 17,178 17,103 17,178 17,103: 0 75
Old : 17,178: 0 0 0 17,178 17,103 17,178 17,103: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 190: 0 0 0 190 190 190 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 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 : 24: 0 0 0 15 21 15 21:
Old : 24: 0 0 0 15 21 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.9 89.5 73.1 68.2 45.1 69.8 58.0
Old : 75.3 54.9 89.5 73.1 68.2 45.1 69.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 394,533: 42,289 20,945 76,244 232,506 270,392 351,039 367,581: 43,494 26,952
Old : 394,533: 42,289 20,945 76,244 232,506 270,392 351,039 367,581: 43,494 26,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 5,530: -22,798 -9,437 6,307 24,503 5,812 8,012 2,682: -2,482 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.3 19.3 58.9 68.5 89.0 93.2: 11.0 6.8
Old : 100.0: 10.7 5.3 19.3 58.9 68.5 89.0 93.2: 11.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 36 27 44 78 81 141 132:
Old : 157: 36 27 44 78 81 141 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 25.7 36.2 38.3 11.5 11.2 18.9 16.4
Old : 22.2 25.7 36.2 38.3 11.5 11.2 18.9 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 104,412: 1,001 5,843 23,380 73,489 69,800 97,870 99,024: 6,542 5,388
Old : 104,412: 1,001 5,843 23,380 73,489 69,800 97,870 99,024: 6,542 5,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,217: 592 -1,769 1,008 713 2,721 2,312 1,960: -96 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.6 22.4 70.4 66.9 93.7 94.8: 6.3 5.2
Old : 100.0: 1.0 5.6 22.4 70.4 66.9 93.7 94.8: 6.3 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 : 21: 4 4 7 13 13 20 21:
Old : 21: 4 4 7 13 13 20 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 : 53.3 62.6 70.1 79.1 10.6 17.4 16.6 18.8
Old : 53.3 62.6 70.1 79.1 10.6 17.4 16.6 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 14,658: 550 1,825 250 13,740 12,483 14,540 14,558: 118 100
Old : 14,658: 550 1,825 250 13,740 12,483 14,540 14,558: 118 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,012: 200 200 -200 1,062 1,062 1,062 1,062: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.5 1.7 93.7 85.2 99.2 99.3: 0.8 0.7
Old : 100.0: 3.8 12.5 1.7 93.7 85.2 99.2 99.3: 0.8 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 : 65: 3 5 2 41 49 45 55:
Old : 65: 3 5 2 41 49 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 33.0 50.9 47.3 26.7 30.7 43.8 43.7
Old : 30.3 33.0 50.9 47.3 26.7 30.7 43.8 43.7
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 18,665: 2,219 650 425 15,565 17,055 18,209 18,130: 456 535
Old : 18,665: 2,219 650 425 15,565 17,055 18,209 18,130: 456 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -300: -50 0 0 -100 -150 -150 -150: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.5 2.3 83.4 91.4 97.6 97.1: 2.4 2.9
Old : 100.0: 11.9 3.5 2.3 83.4 91.4 97.6 97.1: 2.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 2 26 27 31 30:
Old : 41: 4 2 2 26 27 31 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 : 47.8 47.9 67.4 73.4 38.7 39.7 51.6 56.7
Old : 47.8 47.9 67.4 73.4 38.7 39.7 51.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 12,430: 4,010 0 965 7,135 10,895 12,110 11,860: 320 570
Old : 12,430: 4,010 0 965 7,135 10,895 12,110 11,860: 320 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -486: -675 0 0 189 -486 -486 -486: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.0 7.8 57.4 87.7 97.4 95.4: 2.6 4.6
Old : 100.0: 32.3 0.0 7.8 57.4 87.7 97.4 95.4: 2.6 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 : 20: 3 0 2 8 16 11 18:
Old : 20: 3 0 2 8 16 11 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 : 77.1 55.0 92.8 75.5 60.0 52.1 68.4 63.4
Old : 77.1 55.0 92.8 75.5 60.0 52.1 68.4 63.4
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 4,287: 422 112 251 2,658 2,423 3,331 2,786: 956 1,501
Old : 4,287: 422 112 251 2,658 2,423 3,331 2,786: 956 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -43: -24 0 14 -23 -30 -33 -16: -10 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.6 5.9 62.0 56.5 77.7 65.0: 22.3 35.0
Old : 100.0: 9.8 2.6 5.9 62.0 56.5 77.7 65.0: 22.3 35.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 3 16 16 19 20:
Old : 21: 3 1 3 16 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 24.4 57.0 41.5 29.8 20.7 41.0 29.5
Old : 39.8 24.4 57.0 41.5 29.8 20.7 41.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,015,901: 169,823 276,310 352,571 407,669 331,442 930,063 960,323: 85,837 55,578
Old : 1,015,901: 169,823 276,310 352,571 407,669 331,442 930,063 960,323: 85,837 55,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 10,580: -7,968 -16,197 2,522 13,810 24,002 8,364 10,327: 2,216 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 27.2 34.7 40.1 32.6 91.6 94.5: 8.4 5.5
Old : 100.0: 16.7 27.2 34.7 40.1 32.6 91.6 94.5: 8.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 93 97 133 95 84 269 247:
Old : 304: 93 97 133 95 84 269 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 32.8 32.4 45.7 15.3 20.3 20.9 25.7
Old : 20.6 32.8 32.4 45.7 15.3 20.3 20.9 25.7
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 60,327: 1,166 791 1,365 45,731 49,032 48,262 51,188: 12,065 9,139
Old : 60,327: 1,166 791 1,365 45,731 49,032 48,262 51,188: 12,065 9,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 60: 0 20 -46 -4 -120 -50 -146: 110 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.3 2.3 75.8 81.3 80.0 84.9: 20.0 15.1
Old : 100.0: 1.9 1.3 2.3 75.8 81.3 80.0 84.9: 20.0 15.1
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: 1 1 2 21 18 23 20:
Old : 24: 1 1 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 46.6 60.3 67.7 40.0 38.8 47.1 49.0
Old : 46.1 46.6 60.3 67.7 40.0 38.8 47.1 49.0
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 with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 37,906: 134 1,156 3,079 30,240 27,360 33,453 31,595: 4,453 6,311
Old : 37,906: 134 1,156 3,079 30,240 27,360 33,453 31,595: 4,453 6,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 124: 0 -124 124 0 124 124 124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.0 8.1 79.8 72.2 88.3 83.4: 11.7 16.6
Old : 100.0: 0.4 3.0 8.1 79.8 72.2 88.3 83.4: 11.7 16.6
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 11 15 13 17:
Old : 20: 1 1 2 11 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 39.4 77.4 60.3 40.8 33.8 54.4 46.2
Old : 51.4 39.4 77.4 60.3 40.8 33.8 54.4 46.2
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 63,213: 0 0 0 54,035 49,929 54,035 49,929: 9,178 13,284
Old : 63,213: 0 0 0 54,035 49,929 54,035 49,929: 9,178 13,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,602: 0 0 0 4,220 1,300 4,220 1,300: -2,618 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.5 79.0 85.5 79.0: 14.5 21.0
Old : 100.0: 0.0 0.0 0.0 85.5 79.0 85.5 79.0: 14.5 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 18 21 18 21:
Old : 25: 0 0 0 18 21 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.5 55.6 58.5 25.9 37.2 41.4 49.3
Old : 33.6 42.5 55.6 58.5 25.9 37.2 41.4 49.3
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 with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 74,921: 0 0 0 62,266 70,896 62,266 70,896: 12,655 4,025
Old : 74,921: 0 0 0 62,266 70,896 62,266 70,896: 12,655 4,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,460: 0 0 0 0 1,460 0 1,460: 1,460 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.1 94.6 83.1 94.6: 16.9 5.4
Old : 100.0: 0.0 0.0 0.0 83.1 94.6 83.1 94.6: 16.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 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 : 46.1 53.7 65.0 74.4 40.4 49.3 54.9 64.7
Old : 46.1 53.7 65.0 74.4 40.4 49.3 54.9 64.7
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 85,938: 2,459 3,416 5,244 70,238 72,165 77,941 80,825: 7,997 5,113
Old : 85,938: 2,459 3,416 5,244 70,238 72,165 77,941 80,825: 7,997 5,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 585: 262 100 106 188 348 556 554: 29 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.0 6.1 81.7 84.0 90.7 94.1: 9.3 5.9
Old : 100.0: 2.9 4.0 6.1 81.7 84.0 90.7 94.1: 9.3 5.9
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 : 33: 2 3 4 19 25 23 30:
Old : 33: 2 3 4 19 25 23 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 : 44.9 43.0 65.3 60.5 41.8 40.7 57.7 55.9
Old : 44.9 43.0 65.3 60.5 41.8 40.7 57.7 55.9
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 with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 82,139: 1,224 7,430 3,119 71,604 59,318 75,947 69,867: 6,192 12,272
Old : 82,139: 1,224 7,430 3,119 71,604 59,318 75,947 69,867: 6,192 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -218: 0 -338 -218 0 1,244 -218 688: 0 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.0 3.8 87.2 72.2 92.5 85.1: 7.5 14.9
Old : 100.0: 1.5 9.0 3.8 87.2 72.2 92.5 85.1: 7.5 14.9
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 : 26: 1 2 2 12 20 15 22:
Old : 26: 1 2 2 12 20 15 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 : 61.1 41.3 80.3 59.6 58.1 39.7 71.5 56.0
Old : 61.1 41.3 80.3 59.6 58.1 39.7 71.5 56.0
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 80,682: 6,028 1,866 3,756 54,843 67,314 64,627 72,936: 16,055 7,746
Old : 80,682: 6,028 1,866 3,756 54,843 67,314 64,627 72,936: 16,055 7,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -124: 378 0 -162 -548 0 -332 -162: 208 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.3 4.7 68.0 83.4 80.1 90.4: 19.9 9.6
Old : 100.0: 7.5 2.3 4.7 68.0 83.4 80.1 90.4: 19.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 16 19 20 22:
Old : 26: 3 1 3 16 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 47.3 61.4 65.0 29.8 47.0 49.5 62.9
Old : 34.2 47.3 61.4 65.0 29.8 47.0 49.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,690,501: 88,003 99,072 557,690 1,037,857 1,024,606 1,683,550 1,681,368: 6,951 9,132
Old : 1,690,501: 88,003 99,072 557,690 1,037,857 1,024,606 1,683,550 1,681,368: 6,951 9,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 44,479: 5,697 -3,902 23,679 15,101 24,814 44,476 44,591: 2 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.9 33.0 61.4 60.6 99.6 99.5: 0.4 0.5
Old : 100.0: 5.2 5.9 33.0 61.4 60.6 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 50 28 62 61 59 133 127:
Old : 140: 50 28 62 61 59 133 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 33.1 54.8 51.5 7.9 8.4 9.7 10.5
Old : 32.9 33.1 54.8 51.5 7.9 8.4 9.7 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 32,336: 11,134 9,253 12,017 8,809 10,482 31,960 31,752: 375 583
Old : 32,336: 11,134 9,253 12,017 8,809 10,482 31,960 31,752: 375 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,883: 362 330 320 1,117 964 1,800 1,614: 83 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 28.6 37.2 27.2 32.4 98.8 98.2: 1.2 1.8
Old : 100.0: 34.4 28.6 37.2 27.2 32.4 98.8 98.2: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 8 10 10 11 21 25:
Old : 28: 7 8 10 10 11 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 58.7 90.9 83.4 36.9 30.5 38.2 35.1
Old : 67.8 58.7 90.9 83.4 36.9 30.5 38.2 35.1
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 76,083: 0 0 0 74,027 72,849 74,027 72,849: 2,056 3,234
Old : 76,083: 0 0 0 74,027 72,849 74,027 72,849: 2,056 3,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 97.3 95.7 97.3 95.7: 2.7 4.3
Old : 100.0: 0.0 0.0 0.0 97.3 95.7 97.3 95.7: 2.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
Old : 68.7 52.7 84.6 76.8 56.5 48.9 69.1 64.5
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 179,145: 5,154 3,420 4,353 163,485 166,251 172,992 174,024: 6,153 5,121
Old : 179,145: 5,154 3,420 4,353 163,485 166,251 172,992 174,024: 6,153 5,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -105: 334 0 60 -379 -745 15 -685: -120 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 2.4 91.3 92.8 96.6 97.1: 3.4 2.9
Old : 100.0: 2.9 1.9 2.4 91.3 92.8 96.6 97.1: 3.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 4 37 37 42 41:
Old : 47: 3 2 4 37 37 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 42.0 51.6 59.1 27.6 36.8 39.9 46.2
Old : 32.2 42.0 51.6 59.1 27.6 36.8 39.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 133,275: 1,850 3,680 1,768 118,038 120,996 121,656 126,445: 11,619 6,830
Old : 133,275: 1,850 3,680 1,768 118,038 120,996 121,656 126,445: 11,619 6,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 4,817: 0 619 62 4,711 4,105 4,773 4,787: 44 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.8 1.3 88.6 90.8 91.3 94.9: 8.7 5.1
Old : 100.0: 1.4 2.8 1.3 88.6 90.8 91.3 94.9: 8.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 24 23 26 24:
Old : 31: 1 1 1 24 23 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 : 50.9 48.5 65.0 73.4 42.5 47.4 52.8 68.5
Old : 50.9 48.5 65.0 73.4 42.5 47.4 52.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 218,890: 6,461 824 11,047 180,313 198,797 197,821 210,668: 21,069 8,222
Old : 218,890: 6,461 824 11,047 180,313 198,797 197,821 210,668: 21,069 8,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 50: -518 658 -614 2,088 -1,061 956 -1,017: -906 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.4 5.0 82.4 90.8 90.4 96.2: 9.6 3.8
Old : 100.0: 3.0 0.4 5.0 82.4 90.8 90.4 96.2: 9.6 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 : 41: 1 1 2 32 36 34 38:
Old : 41: 1 1 2 32 36 34 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 : 34.1 29.4 53.7 51.8 25.3 25.0 36.3 41.6
Old : 34.1 29.4 53.7 51.8 25.3 25.0 36.3 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 55,519: 1,637 1,319 656 47,623 48,775 49,916 50,750: 5,603 4,769
Old : 55,519: 1,637 1,319 656 47,623 48,775 49,916 50,750: 5,603 4,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -956: -1,706 0 0 750 -956 -956 -956: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.4 1.2 85.8 87.9 89.9 91.4: 10.1 8.6
Old : 100.0: 2.9 2.4 1.2 85.8 87.9 89.9 91.4: 10.1 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 : 20: 3 2 1 13 11 16 14:
Old : 20: 3 2 1 13 11 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 : 69.0 60.4 82.1 81.3 57.2 52.1 61.9 63.2
Old : 69.0 60.4 82.1 81.3 57.2 52.1 61.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 2,849,065: 702,148 155,690 860,852 1,259,181 1,815,981 2,822,181 2,832,523: 26,884 16,542
Old : 2,849,065: 702,148 155,690 860,852 1,259,181 1,815,981 2,822,181 2,832,523: 26,884 16,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 29,659: -3,701 -9,545 20,259 12,684 18,515 29,242 29,229: 417 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.5 30.2 44.2 63.7 99.1 99.4: 0.9 0.6
Old : 100.0: 24.6 5.5 30.2 44.2 63.7 99.1 99.4: 0.9 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 : 175: 35 25 54 111 98 171 154:
Old : 175: 35 25 54 111 98 171 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 32.3 45.3 45.1 18.5 21.3 25.9 29.5
Old : 33.9 32.3 45.3 45.1 18.5 21.3 25.9 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 973,032: 111,925 219,445 160,768 696,181 588,606 968,874 968,819: 4,158 4,213
Old : 973,032: 111,925 219,445 160,768 696,181 588,606 968,874 968,819: 4,158 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 7,771: -2,396 13,099 2,090 8,069 -7,838 7,763 7,351: 8 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 22.6 16.5 71.5 60.5 99.6 99.6: 0.4 0.4
Old : 100.0: 11.5 22.6 16.5 71.5 60.5 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 : 95: 21 28 39 44 42 86 88:
Old : 95: 21 28 39 44 42 86 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 : 36.3 39.6 51.7 57.7 30.5 34.4 42.0 42.9
Old : 36.3 39.6 51.7 57.7 30.5 34.4 42.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 3,889: 60 593 0 3,630 3,034 3,690 3,627: 199 262
Old : 3,889: 60 593 0 3,630 3,034 3,690 3,627: 199 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 278: 0 80 0 205 90 205 170: 73 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 15.2 0.0 93.3 78.0 94.9 93.3: 5.1 6.7
Old : 100.0: 1.5 15.2 0.0 93.3 78.0 94.9 93.3: 5.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 15 12 16 14:
Old : 20: 1 2 0 15 12 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 : 58.1 55.8 82.7 80.9 55.0 55.8 71.7 73.1
Old : 58.1 55.8 82.7 80.9 55.0 55.8 71.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,605: 82 0 8 1,008 1,037 1,098 1,045: 507 560
Old : 1,605: 82 0 8 1,008 1,037 1,098 1,045: 507 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 69: -10 0 0 43 105 33 105: 36 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.5 62.8 64.6 68.4 65.1: 31.6 34.9
Old : 100.0: 5.1 0.0 0.5 62.8 64.6 68.4 65.1: 31.6 34.9
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 : 23: 2 0 1 18 19 20 20:
Old : 23: 2 0 1 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 24.5 47.7 41.2 30.8 17.9 40.2 30.3
Old : 34.3 24.5 47.7 41.2 30.8 17.9 40.2 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 182,572: 1,147 1,507 10,466 168,226 170,107 179,839 182,081: 2,733 491
Old : 182,572: 1,147 1,507 10,466 168,226 170,107 179,839 182,081: 2,733 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,640: -138 674 -222 2,185 1,344 1,826 1,796: -186 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 5.7 92.1 93.2 98.5 99.7: 1.5 0.3
Old : 100.0: 0.6 0.8 5.7 92.1 93.2 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 : 45: 5 2 6 36 30 43 36:
Old : 45: 5 2 6 36 30 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 52.4 78.8 81.1 3.3 4.0 4.9 6.0
Old : 51.7 52.4 78.8 81.1 3.3 4.0 4.9 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 20,381: 40 1,098 292 18,959 17,859 19,291 19,249: 1,090 1,132
Old : 20,381: 40 1,098 292 18,959 17,859 19,291 19,249: 1,090 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -20: 0 0 -4 -40 -187 -44 -191: 24 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.4 1.4 93.0 87.6 94.7 94.4: 5.3 5.6
Old : 100.0: 0.2 5.4 1.4 93.0 87.6 94.7 94.4: 5.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 22 23 24 26:
Old : 29: 1 2 2 22 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 42.9 64.7 66.6 29.4 26.4 42.9 41.6
Old : 43.0 42.9 64.7 66.6 29.4 26.4 42.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,933: 0 2,280 200 27,601 26,551 27,801 29,031: 2,132 902
Old : 29,933: 0 2,280 200 27,601 26,551 27,801 29,031: 2,132 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 7.6 0.7 92.2 88.7 92.9 97.0: 7.1 3.0
Old : 100.0: 0.0 7.6 0.7 92.2 88.7 92.9 97.0: 7.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 25 21 27 23:
Old : 29: 0 2 2 25 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
Old : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 12,403: 582 0 180 10,523 11,205 11,285 11,385: 1,118 1,018
Old : 12,403: 582 0 180 10,523 11,205 11,285 11,385: 1,118 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 44: 4 0 0 16 44 20 44: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 1.5 84.8 90.3 91.0 91.8: 9.0 8.2
Old : 100.0: 4.7 0.0 1.5 84.8 90.3 91.0 91.8: 9.0 8.2
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 : 37.8 45.4 57.9 73.1 37.2 39.8 53.5 56.1
Old : 37.8 45.4 57.9 73.1 37.2 39.8 53.5 56.1
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 48,881: 117 0 720 47,063 47,276 47,900 47,997: 981 884
Old : 48,881: 117 0 720 47,063 47,276 47,900 47,997: 981 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -78: -123 0 -9 66 -63 -66 -71: -12 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.5 96.3 96.7 98.0 98.2: 2.0 1.8
Old : 100.0: 0.2 0.0 1.5 96.3 96.7 98.0 98.2: 2.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 24 22 25 23:
Old : 27: 1 0 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 62.9 82.3 85.2 23.2 35.7 31.6 37.8
Old : 62.3 62.9 82.3 85.2 23.2 35.7 31.6 37.8
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 with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,726: 0 0 0 9,534 9,830 9,534 9,830: 1,192 896
Old : 10,726: 0 0 0 9,534 9,830 9,534 9,830: 1,192 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -116: 0 0 0 -116 -140 -116 -140: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.9 91.6 88.9 91.6: 11.1 8.4
Old : 100.0: 0.0 0.0 0.0 88.9 91.6 88.9 91.6: 11.1 8.4
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 : 22: 0 0 0 21 18 21 18:
Old : 22: 0 0 0 21 18 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 : 34.8 66.7 58.4 80.3 30.2 59.2 48.3 64.7
Old : 34.8 66.7 58.4 80.3 30.2 59.2 48.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 56,788: 0 0 0 56,531 56,702 56,531 56,702: 257 86
Old : 56,788: 0 0 0 56,531 56,702 56,531 56,702: 257 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 99.5 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 0.0 0.0 0.0 99.5 99.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 12 10 12 10:
Old : 20: 0 0 0 12 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
Old : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 878,790: 0 0 0 878,790 878,790 878,790 878,790: 0 0
Old : 878,790: 0 0 0 878,790 878,790 878,790 878,790: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 14 10 14 10:
Old : 22: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
Old : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 501,074: 0 848 0 501,074 500,226 501,074 501,074: 0 0
Old : 501,074: 0 848 0 501,074 500,226 501,074 501,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 10 10 10 12:
Old : 21: 0 2 0 10 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
Old : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 31,466: 0 0 0 31,065 31,295 31,065 31,295: 401 171
Old : 31,466: 0 0 0 31,065 31,295 31,065 31,295: 401 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 98.7 99.5 98.7 99.5: 1.3 0.5
Old : 100.0: 0.0 0.0 0.0 98.7 99.5 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 12 14 12:
Old : 23: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 65.7 88.4 92.6 63.6 60.9 79.5 83.8
Old : 67.7 65.7 88.4 92.6 63.6 60.9 79.5 83.8
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 477,709: 0 0 0 477,709 477,709 477,709 477,709: 0 0
Old : 477,709: 0 0 0 477,709 477,709 477,709 477,709: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 7,200: 0 0 0 7,200 11,880 7,200 11,880: 0 -4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 13 11 13:
Old : 21: 0 0 0 11 13 11 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 : 72.0 71.5 95.5 94.8 62.7 62.5 79.8 79.6
Old : 72.0 71.5 95.5 94.8 62.7 62.5 79.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 84,795: 0 300 0 84,644 84,495 84,644 84,795: 151 0
Old : 84,795: 0 300 0 84,644 84,495 84,644 84,795: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -514: 0 0 0 -514 -514 -514 -514: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.8 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.4 0.0 99.8 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 16 13 16 14:
Old : 26: 0 1 0 16 13 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 : 68.8 74.2 86.9 94.4 68.8 73.5 86.1 93.5
Old : 68.8 74.2 86.9 94.4 68.8 73.5 86.1 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,415,113: 0 4,240 0 1,415,113 1,410,873 1,415,113 1,415,113: 0 0
Old : 1,415,113: 0 4,240 0 1,415,113 1,410,873 1,415,113 1,415,113: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 13,944: 0 0 0 13,944 13,944 13,944 13,944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 15 13 15 14:
Old : 27: 0 1 0 15 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 69.0 87.6 92.5 72.0 68.8 87.3 91.3
Old : 72.0 69.0 87.6 92.5 72.0 68.8 87.3 91.3
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 165,809: 420 0 0 165,389 165,709 165,809 165,709: 0 100
Old : 165,809: 420 0 0 165,389 165,709 165,809 165,709: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.3 0.0 0.0 99.7 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 : 37: 1 0 0 24 25 25 25:
Old : 37: 1 0 0 24 25 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 59.0 84.6 78.5 58.9 58.0 83.7 76.6
Old : 59.0 59.0 84.6 78.5 58.9 58.0 83.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,817,947: 4,664 8,480 0 2,813,283 2,809,467 2,817,947 2,817,947: 0 0
Old : 2,817,947: 4,664 8,480 0 2,813,283 2,809,467 2,817,947 2,817,947: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 11,110: 0 0 0 11,110 11,110 11,110 11,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.0 99.8 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.3 0.0 99.8 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 0 26 23 27 24:
Old : 37: 1 1 0 26 23 27 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 : 63.5 63.7 86.7 81.8 63.5 63.5 86.7 81.0
Old : 63.5 63.7 86.7 81.8 63.5 63.5 86.7 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 61,220: 0 2,665 0 61,220 58,555 61,220 61,220: 0 0
Old : 61,220: 0 2,665 0 61,220 58,555 61,220 61,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.4 0.0 100.0 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 24 18 24 19:
Old : 29: 0 1 0 24 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
Old : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,057,465: 0 72,320 0 1,057,465 985,145 1,057,465 1,057,465: 0 0
Old : 1,057,465: 0 72,320 0 1,057,465 985,145 1,057,465 1,057,465: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 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 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.8 0.0 100.0 93.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 20 21 20 22:
Old : 30: 0 1 0 20 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 52.5 77.9 71.4 50.6 50.4 64.8 65.1
Old : 57.7 52.5 77.9 71.4 50.6 50.4 64.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 56,741: 3,855 110 0 52,886 56,631 56,741 56,741: 0 0
Old : 56,741: 3,855 110 0 52,886 56,631 56,741 56,741: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,825: 0 0 0 2,825 2,825 2,825 2,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.2 0.0 93.2 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 0.2 0.0 93.2 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 22 27 23 28:
Old : 34: 1 1 0 22 27 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 44.7 72.3 63.1 44.2 28.5 55.2 42.4
Old : 50.2 44.7 72.3 63.1 44.2 28.5 55.2 42.4
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 10,180: 342 0 0 9,601 9,625 9,943 9,625: 237 555
Old : 10,180: 342 0 0 9,601 9,625 9,943 9,625: 237 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 94.3 94.5 97.7 94.5: 2.3 5.5
Old : 100.0: 3.4 0.0 0.0 94.3 94.5 97.7 94.5: 2.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 13 16 13:
Old : 21: 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 : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
Old : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 610,006: 0 70,705 0 610,006 539,301 610,006 610,006: 0 0
Old : 610,006: 0 70,705 0 610,006 539,301 610,006 610,006: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 0.0 100.0 88.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.6 0.0 100.0 88.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.8 64.0 86.7 94.0 47.6 50.1 72.0 75.6
Old : 52.8 64.0 86.7 94.0 47.6 50.1 72.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 1,109,254: 70,705 28,552 0 1,038,549 1,080,702 1,109,254 1,109,254: 0 0
Old : 1,109,254: 70,705 28,552 0 1,038,549 1,080,702 1,109,254 1,109,254: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 132,638: 0 0 0 132,638 132,638 132,638 132,638: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.6 0.0 93.6 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 2.6 0.0 93.6 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 23 24 24 26:
Old : 35: 1 2 0 23 24 24 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 : 47.6 44.3 69.7 65.0 37.6 28.6 47.8 40.0
Old : 47.6 44.3 69.7 65.0 37.6 28.6 47.8 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 21,128: 70 115 249 20,230 20,522 20,549 20,886: 579 242
Old : 21,128: 70 115 249 20,230 20,522 20,549 20,886: 579 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,402: 10 53 -64 -1,370 -1,488 -1,424 -1,499: 22 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 1.2 95.7 97.1 97.3 98.9: 2.7 1.1
Old : 100.0: 0.3 0.5 1.2 95.7 97.1 97.3 98.9: 2.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 1 2 36 33 39 35:
Old : 44: 2 1 2 36 33 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 38.4 56.7 61.5 29.6 35.4 44.4 46.7
Old : 36.9 38.4 56.7 61.5 29.6 35.4 44.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 17,476: 0 0 0 16,658 17,416 16,658 17,416: 818 60
Old : 17,476: 0 0 0 16,658 17,416 16,658 17,416: 818 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 220: 0 0 0 190 350 190 350: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 99.7 95.3 99.7: 4.7 0.3
Old : 100.0: 0.0 0.0 0.0 95.3 99.7 95.3 99.7: 4.7 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 : 23: 0 0 0 13 20 13 20:
Old : 23: 0 0 0 13 20 13 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 : 65.6 59.7 90.9 80.9 49.4 54.4 64.6 65.8
Old : 65.6 59.7 90.9 80.9 49.4 54.4 64.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 11,056: 0 3 70 10,666 10,826 10,736 10,899: 320 157
Old : 11,056: 0 3 70 10,666 10,826 10,736 10,899: 320 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 172: 0 0 0 172 172 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.6 96.5 97.9 97.1 98.6: 2.9 1.4
Old : 100.0: 0.0 0.0 0.6 96.5 97.9 97.1 98.6: 2.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 15 20 16 21:
Old : 25: 0 1 1 15 20 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 42.7 87.0 70.7 69.1 35.9 70.1 53.7
Old : 73.9 42.7 87.0 70.7 69.1 35.9 70.1 53.7
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 with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,579: 740 0 0 9,502 10,314 10,242 10,314: 337 265
Old : 10,579: 740 0 0 9,502 10,314 10,242 10,314: 337 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 399: 0 0 0 379 389 379 389: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 89.8 97.5 96.8 97.5: 3.2 2.5
Old : 100.0: 7.0 0.0 0.0 89.8 97.5 96.8 97.5: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 26 22 27 22:
Old : 32: 1 0 0 26 22 27 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 : 44.2 47.3 65.3 74.0 36.2 38.5 50.2 55.0
Old : 44.2 47.3 65.3 74.0 36.2 38.5 50.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 2,942,038: 290,983 120,956 968,352 1,554,431 1,755,718 2,813,766 2,845,025: 128,272 97,013
Old : 2,942,038: 290,983 120,956 968,352 1,554,431 1,755,718 2,813,766 2,845,025: 128,272 97,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 76,722: -8,887 11,777 53,549 27,779 15,694 72,441 81,020: 4,281 -4,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.1 32.9 52.8 59.7 95.6 96.7: 4.4 3.3
Old : 100.0: 9.9 4.1 32.9 52.8 59.7 95.6 96.7: 4.4 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 : 379: 149 104 201 98 105 353 321:
Old : 379: 149 104 201 98 105 353 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.6 31.4 29.0 7.3 5.7 9.9 8.7
Old : 20.2 16.6 31.4 29.0 7.3 5.7 9.9 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 155,936: 9,471 45,152 46,945 98,160 63,293 154,576 155,390: 1,360 546
Old : 155,936: 9,471 45,152 46,945 98,160 63,293 154,576 155,390: 1,360 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 14,724: 3,029 4,873 3,373 8,135 7,265 14,537 15,510: 187 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 29.0 30.1 62.9 40.6 99.1 99.6: 0.9 0.4
Old : 100.0: 6.1 29.0 30.1 62.9 40.6 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 16 14 25 22 42 41:
Old : 48: 6 16 14 25 22 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 42.0 69.4 62.5 27.7 24.4 37.4 34.9
Old : 51.1 42.0 69.4 62.5 27.7 24.4 37.4 34.9
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 with Delta-adjusted Options and Futures Combined, May 11, 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 : 231,631: 39,349 34,696 5,381 163,968 137,738 208,698 177,815: 22,933 53,816
Old : 231,631: 39,349 34,696 5,381 163,968 137,738 208,698 177,815: 22,933 53,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 5,531: -473 384 315 5,134 4,391 4,976 5,090: 555 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 15.0 2.3 70.8 59.5 90.1 76.8: 9.9 23.2
Old : 100.0: 17.0 15.0 2.3 70.8 59.5 90.1 76.8: 9.9 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 5 4 27 24 35 31:
Old : 40: 6 5 4 27 24 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 28.7 48.7 44.6 29.9 21.9 47.6 34.3
Old : 30.1 28.7 48.7 44.6 29.9 21.9 47.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 160,058: 37,075 6,085 30,272 89,300 120,226 156,648 156,584: 3,410 3,475
Old : 160,058: 37,075 6,085 30,272 89,300 120,226 156,648 156,584: 3,410 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -5,605: -2,411 959 -151 -2,861 -6,243 -5,422 -5,434: -183 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.8 18.9 55.8 75.1 97.9 97.8: 2.1 2.2
Old : 100.0: 23.2 3.8 18.9 55.8 75.1 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 24 15 30 26 27 63 59:
Old : 66: 24 15 30 26 27 63 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 : 34.6 46.7 54.4 68.5 17.6 20.9 23.0 26.5
Old : 34.6 46.7 54.4 68.5 17.6 20.9 23.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 655,296: 48,789 1,122 102,227 482,010 531,096 633,026 634,445: 22,270 20,851
Old : 655,296: 48,789 1,122 102,227 482,010 531,096 633,026 634,445: 22,270 20,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -15,448: -4,113 -535 3,402 -14,337 -18,123 -15,048 -15,256: -400 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.2 15.6 73.6 81.0 96.6 96.8: 3.4 3.2
Old : 100.0: 7.4 0.2 15.6 73.6 81.0 96.6 96.8: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 1 12 37 39 49 51:
Old : 51: 11 1 12 37 39 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.2 51.1 41.8 9.6 8.2 14.2 13.3
Old : 31.7 23.2 51.1 41.8 9.6 8.2 14.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 48,328: 253 285 112 47,612 47,580 47,977 47,977: 351 351
Old : 48,328: 253 285 112 47,612 47,580 47,977 47,977: 351 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 107: 58 -65 32 -16 107 74 74: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.6 0.2 98.5 98.5 99.3 99.3: 0.7 0.7
Old : 100.0: 0.5 0.6 0.2 98.5 98.5 99.3 99.3: 0.7 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 : 55: 4 2 2 43 43 47 47:
Old : 55: 4 2 2 43 43 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 30.4 60.9 51.4 28.6 20.3 38.3 30.4
Old : 42.8 30.4 60.9 51.4 28.6 20.3 38.3 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 133,780: 16,275 40,107 8,848 102,746 79,414 127,869 128,369: 5,911 5,411
Old : 133,780: 16,275 40,107 8,848 102,746 79,414 127,869 128,369: 5,911 5,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 951: 1,569 2,083 178 252 -144 1,999 2,117: -1,048 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 30.0 6.6 76.8 59.4 95.6 96.0: 4.4 4.0
Old : 100.0: 12.2 30.0 6.6 76.8 59.4 95.6 96.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 13 16 24 23 44 42:
Old : 47: 10 13 16 24 23 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 32.3 58.1 50.0 28.6 23.7 37.0 33.5
Old : 42.2 32.3 58.1 50.0 28.6 23.7 37.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 38,446: 846 4,274 7,236 26,119 24,423 34,201 35,933: 4,245 2,513
Old : 38,446: 846 4,274 7,236 26,119 24,423 34,201 35,933: 4,245 2,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -522: 0 290 -908 -459 -440 -1,367 -1,058: 845 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.1 18.8 67.9 63.5 89.0 93.5: 11.0 6.5
Old : 100.0: 2.2 11.1 18.8 67.9 63.5 89.0 93.5: 11.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 6 4 15 15 20 22:
Old : 25: 1 6 4 15 15 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 44.1 63.9 62.3 14.3 14.7 22.1 21.8
Old : 40.8 44.1 63.9 62.3 14.3 14.7 22.1 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 24,085: 2,024 1,075 75 21,710 22,935 23,809 24,085: 276 0
Old : 24,085: 2,024 1,075 75 21,710 22,935 23,809 24,085: 276 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -425: 0 -75 0 -425 -350 -425 -425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.5 0.3 90.1 95.2 98.9 100.0: 1.1 0.0
Old : 100.0: 8.4 4.5 0.3 90.1 95.2 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 3 1 28 31 32 34:
Old : 44: 3 3 1 28 31 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 37.8 68.9 58.5 42.8 34.7 54.8 48.7
Old : 53.0 37.8 68.9 58.5 42.8 34.7 54.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 24,964: 18,983 2,798 419 2,693 21,019 22,095 24,236: 2,869 728
Old : 24,964: 18,983 2,798 419 2,693 21,019 22,095 24,236: 2,869 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,282: 1,379 -405 58 222 1,698 1,659 1,351: -377 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 11.2 1.7 10.8 84.2 88.5 97.1: 11.5 2.9
Old : 100.0: 76.0 11.2 1.7 10.8 84.2 88.5 97.1: 11.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 76 25 8 21 31 103 60:
Old : 148: 76 25 8 21 31 103 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.4 47.7 54.9 34.7 38.4 47.7 54.7
Old : 34.7 38.4 47.7 54.9 34.7 38.4 47.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 36,051: 24,462 2,046 420 5,642 32,245 30,523 34,711: 5,528 1,340
Old : 36,051: 24,462 2,046 420 5,642 32,245 30,523 34,711: 5,528 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -640: -834 216 3 -143 -1,088 -975 -869: 335 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 5.7 1.2 15.6 89.4 84.7 96.3: 15.3 3.7
Old : 100.0: 67.9 5.7 1.2 15.6 89.4 84.7 96.3: 15.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 80 15 2 20 35 101 52:
Old : 142: 80 15 2 20 35 101 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 : 19.4 31.6 32.1 51.9 19.4 31.6 32.1 51.3
Old : 19.4 31.6 32.1 51.9 19.4 31.6 32.1 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 325,686: 64,847 11,910 56,189 179,836 240,762 300,872 308,861: 24,814 16,825
Old : 325,686: 64,847 11,910 56,189 179,836 240,762 300,872 308,861: 24,814 16,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -17,595: -26,573 1,357 2,284 10,170 -22,092 -14,119 -18,450: -3,476 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 3.7 17.3 55.2 73.9 92.4 94.8: 7.6 5.2
Old : 100.0: 19.9 3.7 17.3 55.2 73.9 92.4 94.8: 7.6 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 : 203: 56 33 55 86 93 177 157:
Old : 203: 56 33 55 86 93 177 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 21.8 28.8 34.2 10.9 12.1 17.6 18.4
Old : 18.0 21.8 28.8 34.2 10.9 12.1 17.6 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 28,335: 8,369 91 1,724 13,659 20,315 23,752 22,130: 4,583 6,205
Old : 28,335: 8,369 91 1,724 13,659 20,315 23,752 22,130: 4,583 6,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 659: 969 87 709 -44 587 1,634 1,383: -975 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.3 6.1 48.2 71.7 83.8 78.1: 16.2 21.9
Old : 100.0: 29.5 0.3 6.1 48.2 71.7 83.8 78.1: 16.2 21.9
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: 6 1 6 14 21 21 27:
Old : 30: 6 1 6 14 21 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 31.4 67.5 50.1 46.2 27.9 58.4 45.1
Old : 50.5 31.4 67.5 50.1 46.2 27.9 58.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 19,310: 250 1,750 300 17,990 16,875 18,540 18,925: 770 385
Old : 19,310: 250 1,750 300 17,990 16,875 18,540 18,925: 770 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 9.1 1.6 93.2 87.4 96.0 98.0: 4.0 2.0
Old : 100.0: 1.3 9.1 1.6 93.2 87.4 96.0 98.0: 4.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 16 12 18 13:
Old : 20: 1 1 1 16 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 71.1 74.7 95.8 43.1 53.2 62.0 71.4
Old : 52.0 71.1 74.7 95.8 43.1 53.2 62.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 8,074: 475 0 325 7,024 7,499 7,824 7,824: 250 250
Old : 8,074: 475 0 325 7,024 7,499 7,824 7,824: 250 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 30: 25 0 -25 80 105 80 80: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 4.0 87.0 92.9 96.9 96.9: 3.1 3.1
Old : 100.0: 5.9 0.0 4.0 87.0 92.9 96.9 96.9: 3.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 0 4 32 36 37 40:
Old : 44: 3 0 4 32 36 37 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 : 42.7 37.3 57.1 53.3 30.2 32.2 41.2 42.2
Old : 42.7 37.3 57.1 53.3 30.2 32.2 41.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 78,422: 3,385 1,204 1,671 72,184 74,991 77,240 77,866: 1,182 556
Old : 78,422: 3,385 1,204 1,671 72,184 74,991 77,240 77,866: 1,182 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,457: -125 5 0 2,676 2,452 2,551 2,457: -94 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.5 2.1 92.0 95.6 98.5 99.3: 1.5 0.7
Old : 100.0: 4.3 1.5 2.1 92.0 95.6 98.5 99.3: 1.5 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 : 50: 4 2 2 35 36 40 39:
Old : 50: 4 2 2 35 36 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 : 57.9 51.7 71.6 71.2 23.6 19.5 29.5 28.0
Old : 57.9 51.7 71.6 71.2 23.6 19.5 29.5 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 23,071: 1,600 0 0 21,445 22,656 23,045 22,656: 26 415
Old : 23,071: 1,600 0 0 21,445 22,656 23,045 22,656: 26 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 670: 0 0 0 670 670 670 670: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 93.0 98.2 99.9 98.2: 0.1 1.8
Old : 100.0: 6.9 0.0 0.0 93.0 98.2 99.9 98.2: 0.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 21 16 22 16:
Old : 28: 1 0 0 21 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 84.1 82.5 93.0 58.3 78.6 75.2 83.0
Old : 61.4 84.1 82.5 93.0 58.3 78.6 75.2 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 13,087: 850 600 0 12,237 12,487 13,087 13,087: 0 0
Old : 13,087: 850 600 0 12,237 12,487 13,087 13,087: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.6 0.0 93.5 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 4.6 0.0 93.5 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 0 28 29 30 31:
Old : 44: 2 2 0 28 29 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 47.5 67.1 67.7 35.4 35.0 50.0 51.3
Old : 48.5 47.5 67.1 67.7 35.4 35.0 50.0 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,063: 269 0 54 1,776 1,866 2,099 1,920: 964 1,143
Old : 3,063: 269 0 54 1,776 1,866 2,099 1,920: 964 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 221: 0 0 9 136 181 145 190: 76 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 1.8 58.0 60.9 68.5 62.7: 31.5 37.3
Old : 100.0: 8.8 0.0 1.8 58.0 60.9 68.5 62.7: 31.5 37.3
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: 2 0 1 12 15 14 16:
Old : 20: 2 0 1 12 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 34.0 56.8 50.7 32.7 34.0 50.1 47.6
Old : 33.6 34.0 56.8 50.7 32.7 34.0 50.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,602: 285 0 0 20,022 21,302 20,307 21,302: 1,295 300
Old : 21,602: 285 0 0 20,022 21,302 20,307 21,302: 1,295 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -445: 75 0 0 -729 -745 -654 -745: 209 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 92.7 98.6 94.0 98.6: 6.0 1.4
Old : 100.0: 1.3 0.0 0.0 92.7 98.6 94.0 98.6: 6.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 22 21 24 21:
Old : 29: 2 0 0 22 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 65.7 66.2 81.1 40.1 58.5 55.0 66.4
Old : 46.2 65.7 66.2 81.1 40.1 58.5 55.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 20,560: 644 325 482 19,221 19,520 20,347 20,327: 213 233
Old : 20,560: 644 325 482 19,221 19,520 20,347 20,327: 213 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -485: 194 -860 -150 -540 572 -496 -438: 11 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.6 2.3 93.5 94.9 99.0 98.9: 1.0 1.1
Old : 100.0: 3.1 1.6 2.3 93.5 94.9 99.0 98.9: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 2 2 35 39 40 42:
Old : 52: 4 2 2 35 39 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.0 53.9 58.0 28.2 33.8 45.5 44.7
Old : 31.2 40.0 53.9 58.0 28.2 33.8 45.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 10,497: 1,791 0 0 8,679 10,353 10,470 10,353: 27 144
Old : 10,497: 1,791 0 0 8,679 10,353 10,470 10,353: 27 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 619: 315 0 0 304 619 619 619: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.0 0.0 82.7 98.6 99.7 98.6: 0.3 1.4
Old : 100.0: 17.1 0.0 0.0 82.7 98.6 99.7 98.6: 0.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 0 23 22 26 22:
Old : 31: 3 0 0 23 22 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 49.8 66.4 72.4 32.5 34.4 44.9 45.4
Old : 42.5 49.8 66.4 72.4 32.5 34.4 44.9 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 40,339: 2,750 1,663 1,379 32,297 35,327 36,426 38,369: 3,913 1,970
Old : 40,339: 2,750 1,663 1,379 32,297 35,327 36,426 38,369: 3,913 1,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 319: 0 171 -276 0 -165 -276 -270: 595 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.1 3.4 80.1 87.6 90.3 95.1: 9.7 4.9
Old : 100.0: 6.8 4.1 3.4 80.1 87.6 90.3 95.1: 9.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 5 32 37 38 44:
Old : 52: 3 4 5 32 37 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 31.5 50.3 52.7 26.8 29.5 39.3 42.8
Old : 29.6 31.5 50.3 52.7 26.8 29.5 39.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010