GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 36,008: 1,273 4,249 468 34,171 31,257 35,912 35,974: 96 34
Old : 36,008: 1,273 4,249 468 34,171 31,257 35,912 35,974: 96 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,120: 0 1,704 -57 2,143 449 2,086 2,096: 34 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.8 1.3 94.9 86.8 99.7 99.9: 0.3 0.1
Old : 100.0: 3.5 11.8 1.3 94.9 86.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 4 2 37 46 40 51:
Old : 57: 1 4 2 37 46 40 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 : 40.8 38.1 62.0 53.8 34.7 30.1 47.6 40.3
Old : 40.8 38.1 62.0 53.8 34.7 30.1 47.6 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,984: 0 0 0 25,869 25,747 25,869 25,747: 115 237
Old : 25,984: 0 0 0 25,869 25,747 25,869 25,747: 115 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,697: 0 0 0 1,762 1,697 1,762 1,697: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.1 99.6 99.1: 0.4 0.9
Old : 100.0: 0.0 0.0 0.0 99.6 99.1 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 30 33 30 33:
Old : 38: 0 0 0 30 33 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 61.8 72.9 78.3 31.7 42.3 41.7 46.0
Old : 52.8 61.8 72.9 78.3 31.7 42.3 41.7 46.0
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, August 24, 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 : 6,095: 137 216 79 4,262 4,613 4,478 4,908: 1,617 1,187
Old : 6,095: 137 216 79 4,262 4,613 4,478 4,908: 1,617 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 72: 0 0 0 65 62 65 62: 7 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 1.3 69.9 75.7 73.5 80.5: 26.5 19.5
Old : 100.0: 2.2 3.5 1.3 69.9 75.7 73.5 80.5: 26.5 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 20 20 21 22:
Old : 24: 1 1 1 20 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 45.3 55.8 64.2 30.6 32.9 38.3 42.6
Old : 39.1 45.3 55.8 64.2 30.6 32.9 38.3 42.6
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, August 24, 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 : 9,425: 899 357 84 7,128 7,781 8,111 8,222: 1,314 1,203
Old : 9,425: 899 357 84 7,128 7,781 8,111 8,222: 1,314 1,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 611: 227 56 1 513 640 741 697: -130 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.8 0.9 75.6 82.6 86.1 87.2: 13.9 12.8
Old : 100.0: 9.5 3.8 0.9 75.6 82.6 86.1 87.2: 13.9 12.8
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 : 50: 3 4 4 39 41 43 48:
Old : 50: 3 4 4 39 41 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 : 25.3 25.2 38.5 40.2 19.4 15.2 26.2 23.5
Old : 25.3 25.2 38.5 40.2 19.4 15.2 26.2 23.5
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,758: 157 264 776 7,192 7,194 8,125 8,234: 633 524
Old : 8,758: 157 264 776 7,192 7,194 8,125 8,234: 633 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 524: 22 -124 13 369 500 404 389: 120 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.0 8.9 82.1 82.1 92.8 94.0: 7.2 6.0
Old : 100.0: 1.8 3.0 8.9 82.1 82.1 92.8 94.0: 7.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 5 5 45 52 51 59:
Old : 63: 3 5 5 45 52 51 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 : 33.4 20.7 46.1 34.5 26.9 18.3 33.6 29.6
Old : 33.4 20.7 46.1 34.5 26.9 18.3 33.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,888: 240 0 0 1,982 2,220 2,222 2,220: 666 668
Old : 2,888: 240 0 0 1,982 2,220 2,222 2,220: 666 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 108: 50 0 -5 64 186 109 181: -1 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.0 68.6 76.9 76.9 76.9: 23.1 23.1
Old : 100.0: 8.3 0.0 0.0 68.6 76.9 76.9 76.9: 23.1 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 18 17 20 17:
Old : 22: 2 0 0 18 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 41.5 56.0 61.1 25.2 29.1 36.8 39.0
Old : 38.1 41.5 56.0 61.1 25.2 29.1 36.8 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,245: 40 25 0 1,739 1,717 1,779 1,742: 466 503
Old : 2,245: 40 25 0 1,739 1,717 1,779 1,742: 466 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 425: 0 25 0 396 334 396 359: 29 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 0.0 77.5 76.5 79.2 77.6: 20.8 22.4
Old : 100.0: 1.8 1.1 0.0 77.5 76.5 79.2 77.6: 20.8 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 16 18 17 19:
Old : 24: 1 1 0 16 18 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 : 38.1 32.8 58.1 54.5 26.2 24.7 38.8 41.6
Old : 38.1 32.8 58.1 54.5 26.2 24.7 38.8 41.6
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, August 24, 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 : 20,483: 0 0 0 20,368 20,368 20,368 20,368: 115 115
Old : 20,483: 0 0 0 20,368 20,368 20,368 20,368: 115 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 625: 0 0 0 625 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 0.0 0.0 99.4 99.4 99.4 99.4: 0.6 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 : 27: 0 0 0 20 21 20 21:
Old : 27: 0 0 0 20 21 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 : 76.4 58.3 88.1 78.9 71.5 47.0 77.8 66.5
Old : 76.4 58.3 88.1 78.9 71.5 47.0 77.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 409,245: 32,035 37,932 74,261 264,472 261,619 370,768 373,812: 38,477 35,433
Old : 409,245: 32,035 37,932 74,261 264,472 261,619 370,768 373,812: 38,477 35,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 13,075: -3,662 7,103 4,778 12,438 -1,762 13,554 10,119: -479 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.3 18.1 64.6 63.9 90.6 91.3: 9.4 8.7
Old : 100.0: 7.8 9.3 18.1 64.6 63.9 90.6 91.3: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 28 33 40 77 81 129 134:
Old : 151: 28 33 40 77 81 129 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 22.7 37.2 33.6 12.4 9.3 20.3 14.5
Old : 21.7 22.7 37.2 33.6 12.4 9.3 20.3 14.5
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, August 24, 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 : 108,856: 1,224 6,130 22,664 79,514 75,919 103,402 104,713: 5,454 4,144
Old : 108,856: 1,224 6,130 22,664 79,514 75,919 103,402 104,713: 5,454 4,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -6,265: 23 81 -1,665 -4,518 -4,739 -6,159 -6,322: -106 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.6 20.8 73.0 69.7 95.0 96.2: 5.0 3.8
Old : 100.0: 1.1 5.6 20.8 73.0 69.7 95.0 96.2: 5.0 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 : 21: 3 6 8 12 12 20 21:
Old : 21: 3 6 8 12 12 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 : 57.7 65.0 74.3 83.1 11.5 13.3 14.3 16.3
Old : 57.7 65.0 74.3 83.1 11.5 13.3 14.3 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 18,428: 250 1,545 900 17,228 15,983 18,378 18,428: 50 0
Old : 18,428: 250 1,545 900 17,228 15,983 18,378 18,428: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,095: -100 400 100 1,045 595 1,045 1,095: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.4 4.9 93.5 86.7 99.7 100.0: 0.3 0.0
Old : 100.0: 1.4 8.4 4.9 93.5 86.7 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 2 7 7 48 54 55 66:
Old : 73: 2 7 7 48 54 55 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 28.4 54.9 43.2 29.4 23.3 39.8 34.2
Old : 38.5 28.4 54.9 43.2 29.4 23.3 39.8 34.2
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, August 24, 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 : 12,041: 920 0 525 10,161 11,020 11,606 11,545: 435 496
Old : 12,041: 920 0 525 10,161 11,020 11,606 11,545: 435 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 52: 0 0 0 52 80 52 80: 0 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 4.4 84.4 91.5 96.4 95.9: 3.6 4.1
Old : 100.0: 7.6 0.0 4.4 84.4 91.5 96.4 95.9: 3.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 2 27 23 31 25:
Old : 38: 4 0 2 27 23 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 52.4 57.4 70.8 25.5 33.9 36.8 44.1
Old : 36.6 52.4 57.4 70.8 25.5 33.9 36.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 4,527: 311 101 371 2,939 2,696 3,621 3,168: 906 1,359
Old : 4,527: 311 101 371 2,939 2,696 3,621 3,168: 906 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 246: 25 30 -16 288 284 297 298: -51 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.2 8.2 64.9 59.6 80.0 70.0: 20.0 30.0
Old : 100.0: 6.9 2.2 8.2 64.9 59.6 80.0 70.0: 20.0 30.0
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: 3 2 3 19 19 23 23:
Old : 25: 3 2 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.1 55.9 49.0 27.3 26.9 40.4 34.0
Old : 35.3 34.1 55.9 49.0 27.3 26.9 40.4 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 938,961: 165,957 270,399 321,325 373,313 304,078 860,595 895,802: 78,366 43,159
Old : 938,961: 165,957 270,399 321,325 373,313 304,078 860,595 895,802: 78,366 43,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,399: 3,297 6,308 -2,111 2,266 -1,559 3,452 2,638: -52 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 28.8 34.2 39.8 32.4 91.7 95.4: 8.3 4.6
Old : 100.0: 17.7 28.8 34.2 39.8 32.4 91.7 95.4: 8.3 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 : 300: 90 102 146 91 80 262 261:
Old : 300: 90 102 146 91 80 262 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 27.1 30.6 40.7 15.2 16.8 21.0 26.5
Old : 18.9 27.1 30.6 40.7 15.2 16.8 21.0 26.5
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, August 24, 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 : 55,297: 721 493 1,530 43,736 47,117 45,987 49,140: 9,310 6,157
Old : 55,297: 721 493 1,530 43,736 47,117 45,987 49,140: 9,310 6,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 77: 68 493 0 -11 -103 57 390: 20 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.9 2.8 79.1 85.2 83.2 88.9: 16.8 11.1
Old : 100.0: 1.3 0.9 2.8 79.1 85.2 83.2 88.9: 16.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 20 18 22 21:
Old : 24: 2 1 2 20 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 46.6 63.5 66.8 39.2 39.9 48.4 51.1
Old : 46.7 46.6 63.5 66.8 39.2 39.9 48.4 51.1
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, August 24, 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 : 35,026: 0 530 2,909 30,035 24,719 32,944 28,158: 2,082 6,868
Old : 35,026: 0 530 2,909 30,035 24,719 32,944 28,158: 2,082 6,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 410: 0 80 120 834 157 954 357: -544 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 8.3 85.8 70.6 94.1 80.4: 5.9 19.6
Old : 100.0: 0.0 1.5 8.3 85.8 70.6 94.1 80.4: 5.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 15 19 17 21:
Old : 23: 0 2 2 15 19 17 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 : 48.0 37.9 71.8 60.6 30.0 27.9 44.0 34.3
Old : 48.0 37.9 71.8 60.6 30.0 27.9 44.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 60,376: 0 0 0 52,592 48,200 52,592 48,200: 7,784 12,176
Old : 60,376: 0 0 0 52,592 48,200 52,592 48,200: 7,784 12,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.1 79.8 87.1 79.8: 12.9 20.2
Old : 100.0: 0.0 0.0 0.0 87.1 79.8 87.1 79.8: 12.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 22 18 22:
Old : 26: 0 0 0 18 22 18 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 : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0
Old : 42.3 46.4 65.0 62.3 38.8 41.0 55.0 52.0
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, August 24, 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 : 66,077: 0 0 0 56,766 62,766 56,766 62,766: 9,311 3,311
Old : 66,077: 0 0 0 56,766 62,766 56,766 62,766: 9,311 3,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 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 85.9 95.0 85.9 95.0: 14.1 5.0
Old : 100.0: 0.0 0.0 0.0 85.9 95.0 85.9 95.0: 14.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 19 19 19:
Old : 23: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4
Old : 47.7 51.6 66.1 75.7 42.6 47.3 56.5 65.4
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, August 24, 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 : 76,851: 6,175 0 5,221 58,110 65,307 69,506 70,528: 7,345 6,323
Old : 76,851: 6,175 0 5,221 58,110 65,307 69,506 70,528: 7,345 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 862: 964 0 16 335 2,484 1,315 2,500: -453 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 6.8 75.6 85.0 90.4 91.8: 9.6 8.2
Old : 100.0: 8.0 0.0 6.8 75.6 85.0 90.4 91.8: 9.6 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 : 33: 4 0 4 22 26 26 30:
Old : 33: 4 0 4 22 26 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 42.2 61.4 58.9 41.4 39.0 53.3 53.0
Old : 43.9 42.2 61.4 58.9 41.4 39.0 53.3 53.0
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 67,384: 488 6,692 1,572 59,644 42,668 61,704 50,932: 5,680 16,452
Old : 67,384: 488 6,692 1,572 59,644 42,668 61,704 50,932: 5,680 16,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -1,233: 0 -1,924 -201 -852 1,442 -1,053 -683: -180 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 9.9 2.3 88.5 63.3 91.6 75.6: 8.4 24.4
Old : 100.0: 0.7 9.9 2.3 88.5 63.3 91.6 75.6: 8.4 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 13 18 16 20:
Old : 24: 1 2 2 13 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 39.9 82.0 56.9 60.0 39.0 69.8 48.6
Old : 63.9 39.9 82.0 56.9 60.0 39.0 69.8 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 44,074: 6,019 1,987 2,330 31,261 31,508 39,610 35,825: 4,464 8,249
Old : 44,074: 6,019 1,987 2,330 31,261 31,508 39,610 35,825: 4,464 8,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 328: -956 0 630 1,014 -302 688 328: -360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 4.5 5.3 70.9 71.5 89.9 81.3: 10.1 18.7
Old : 100.0: 13.7 4.5 5.3 70.9 71.5 89.9 81.3: 10.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 4 11 12 16 16:
Old : 21: 4 1 4 11 12 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 : 58.7 50.3 74.7 68.7 55.5 42.7 67.2 59.2
Old : 58.7 50.3 74.7 68.7 55.5 42.7 67.2 59.2
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, August 24, 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 : 75,196: 1,900 1,360 5,208 56,526 64,124 63,634 70,692: 11,562 4,504
Old : 75,196: 1,900 1,360 5,208 56,526 64,124 63,634 70,692: 11,562 4,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,002: 338 -712 1,655 542 1,880 2,535 2,823: -533 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.8 6.9 75.2 85.3 84.6 94.0: 15.4 6.0
Old : 100.0: 2.5 1.8 6.9 75.2 85.3 84.6 94.0: 15.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 4 22 23 27 27:
Old : 32: 4 1 4 22 23 27 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 : 37.1 56.0 56.7 73.4 35.0 53.3 52.9 68.7
Old : 37.1 56.0 56.7 73.4 35.0 53.3 52.9 68.7
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, August 24, 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 : 1,808,051: 81,419 102,365 592,983 1,128,080 1,105,044 1,802,482 1,800,392: 5,569 7,659
Old : 1,808,051: 81,419 102,365 592,983 1,128,080 1,105,044 1,802,482 1,800,392: 5,569 7,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 79,698: 5,603 3,104 40,294 33,021 35,295 78,918 78,693: 780 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.7 32.8 62.4 61.1 99.7 99.6: 0.3 0.4
Old : 100.0: 4.5 5.7 32.8 62.4 61.1 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 46 33 64 66 63 142 130:
Old : 147: 46 33 64 66 63 142 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 33.3 54.7 51.5 6.6 6.3 8.4 7.9
Old : 32.4 33.3 54.7 51.5 6.6 6.3 8.4 7.9
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, August 24, 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 : 51,606: 10,957 9,280 17,088 22,942 24,902 50,987 51,270: 619 336
Old : 51,606: 10,957 9,280 17,088 22,942 24,902 50,987 51,270: 619 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -58: -53 258 -64 23 -289 -94 -95: 37 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.0 33.1 44.5 48.3 98.8 99.3: 1.2 0.7
Old : 100.0: 21.2 18.0 33.1 44.5 48.3 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 15 11 25 23 36 43:
Old : 46: 5 15 11 25 23 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 51.1 85.3 78.9 35.7 26.1 40.3 36.8
Old : 55.6 51.1 85.3 78.9 35.7 26.1 40.3 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 62,691: 840 0 0 61,251 60,565 62,091 60,565: 600 2,126
Old : 62,691: 840 0 0 61,251 60,565 62,091 60,565: 600 2,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 180: 0 0 0 240 0 240 0: -60 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.7 96.6 99.0 96.6: 1.0 3.4
Old : 100.0: 1.3 0.0 0.0 97.7 96.6 99.0 96.6: 1.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 18 18 19 18:
Old : 27: 1 0 0 18 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 58.4 86.7 79.8 63.5 53.4 70.9 68.3
Old : 69.5 58.4 86.7 79.8 63.5 53.4 70.9 68.3
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, August 24, 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 : 154,717: 5,087 7,389 4,270 140,550 137,935 149,907 149,594: 4,810 5,123
Old : 154,717: 5,087 7,389 4,270 140,550 137,935 149,907 149,594: 4,810 5,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 879: -310 -304 0 1,189 1,183 879 879: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.8 2.8 90.8 89.2 96.9 96.7: 3.1 3.3
Old : 100.0: 3.3 4.8 2.8 90.8 89.2 96.9 96.7: 3.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 1 4 36 38 41 42:
Old : 46: 4 1 4 36 38 41 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 : 35.0 39.3 54.3 59.4 32.3 37.7 43.6 50.4
Old : 35.0 39.3 54.3 59.4 32.3 37.7 43.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 116,659: 711 3,713 1,253 106,108 106,154 108,072 111,120: 8,586 5,539
Old : 116,659: 711 3,713 1,253 106,108 106,154 108,072 111,120: 8,586 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 538: 11 -407 -0 961 946 972 538: -434 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.2 1.1 91.0 91.0 92.6 95.3: 7.4 4.7
Old : 100.0: 0.6 3.2 1.1 91.0 91.0 92.6 95.3: 7.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 2 25 23 28 25:
Old : 33: 2 1 2 25 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 51.3 68.2 74.2 45.9 50.4 56.5 69.8
Old : 53.6 51.3 68.2 74.2 45.9 50.4 56.5 69.8
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, August 24, 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 : 195,774: 10,566 1,890 6,896 164,362 180,960 181,824 189,746: 13,950 6,028
Old : 195,774: 10,566 1,890 6,896 164,362 180,960 181,824 189,746: 13,950 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 55: -1,223 0 -728 2,572 1,689 621 961: -566 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.0 3.5 84.0 92.4 92.9 96.9: 7.1 3.1
Old : 100.0: 5.4 1.0 3.5 84.0 92.4 92.9 96.9: 7.1 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 : 47: 3 1 4 36 39 40 43:
Old : 47: 3 1 4 36 39 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 28.8 51.2 50.5 24.3 23.0 35.4 40.4
Old : 31.9 28.8 51.2 50.5 24.3 23.0 35.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 44,109: 0 2,719 1,086 40,132 36,165 41,218 39,970: 2,891 4,139
Old : 44,109: 0 2,719 1,086 40,132 36,165 41,218 39,970: 2,891 4,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 186: 0 120 -30 96 96 66 186: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 2.5 91.0 82.0 93.4 90.6: 6.6 9.4
Old : 100.0: 0.0 6.2 2.5 91.0 82.0 93.4 90.6: 6.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 16 12 17 13:
Old : 20: 0 1 1 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 58.4 73.7 80.4 44.8 46.8 62.3 65.0
Old : 50.2 58.4 73.7 80.4 44.8 46.8 62.3 65.0
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, August 24, 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 : 2,792,383: 631,737 167,882 819,256 1,319,674 1,787,781 2,770,667 2,774,919: 21,716 17,464
Old : 2,792,383: 631,737 167,882 819,256 1,319,674 1,787,781 2,770,667 2,774,919: 21,716 17,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 53,306: -1,288 14,212 239 54,534 40,380 53,485 54,831: -179 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.0 29.3 47.3 64.0 99.2 99.4: 0.8 0.6
Old : 100.0: 22.6 6.0 29.3 47.3 64.0 99.2 99.4: 0.8 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 : 188: 36 29 59 115 101 180 165:
Old : 188: 36 29 59 115 101 180 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 26.7 38.9 40.4 18.9 21.9 25.0 29.0
Old : 28.6 26.7 38.9 40.4 18.9 21.9 25.0 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,061,876: 120,356 155,546 189,929 750,598 713,825 1,060,883 1,059,300: 993 2,576
Old : 1,061,876: 120,356 155,546 189,929 750,598 713,825 1,060,883 1,059,300: 993 2,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 44,851: 6,263 -14,260 28,492 9,560 29,421 44,315 43,653: 536 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.6 17.9 70.7 67.2 99.9 99.8: 0.1 0.2
Old : 100.0: 11.3 14.6 17.9 70.7 67.2 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 27 26 44 48 45 96 94:
Old : 102: 27 26 44 48 45 96 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 35.7 46.3 51.8 18.9 27.4 29.0 36.4
Old : 32.6 35.7 46.3 51.8 18.9 27.4 29.0 36.4
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, August 24, 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 : 5,744: 0 1,345 0 5,604 4,200 5,604 5,545: 140 199
Old : 5,744: 0 1,345 0 5,604 4,200 5,604 5,545: 140 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 850: 0 36 0 807 807 807 843: 43 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.4 0.0 97.6 73.1 97.6 96.5: 2.4 3.5
Old : 100.0: 0.0 23.4 0.0 97.6 73.1 97.6 96.5: 2.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 23 24 23 25:
Old : 32: 0 1 0 23 24 23 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 : 44.0 54.8 65.7 74.1 38.2 52.4 56.5 65.3
Old : 44.0 54.8 65.7 74.1 38.2 52.4 56.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 3,458: 0 51 0 3,417 3,327 3,417 3,378: 41 80
Old : 3,458: 0 51 0 3,417 3,327 3,417 3,378: 41 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 192: 0 0 0 197 202 197 202: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 98.8 96.2 98.8 97.7: 1.2 2.3
Old : 100.0: 0.0 1.5 0.0 98.8 96.2 98.8 97.7: 1.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 14 20 14 21:
Old : 24: 0 1 0 14 20 14 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 : 66.8 55.8 86.7 71.1 60.3 49.0 68.4 61.1
Old : 66.8 55.8 86.7 71.1 60.3 49.0 68.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,274: 0 123 61 1,719 1,474 1,780 1,658: 494 616
Old : 2,274: 0 123 61 1,719 1,474 1,780 1,658: 494 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 249: 0 57 -12 180 -31 168 14: 81 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.7 75.6 64.8 78.3 72.9: 21.7 27.1
Old : 100.0: 0.0 5.4 2.7 75.6 64.8 78.3 72.9: 21.7 27.1
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: 0 1 2 19 21 21 23:
Old : 23: 0 1 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 24.6 57.7 44.2 24.9 17.1 32.9 25.1
Old : 39.6 24.6 57.7 44.2 24.9 17.1 32.9 25.1
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,428: 150 63 56 1,755 1,794 1,961 1,913: 467 515
Old : 2,428: 150 63 56 1,755 1,794 1,961 1,913: 467 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 205: 58 0 20 214 177 292 197: -87 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.6 2.3 72.3 73.9 80.8 78.8: 19.2 21.2
Old : 100.0: 6.2 2.6 2.3 72.3 73.9 80.8 78.8: 19.2 21.2
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 : 30: 2 1 2 25 24 28 26:
Old : 30: 2 1 2 25 24 28 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 : 33.4 21.7 47.4 37.0 21.8 12.9 30.3 23.9
Old : 33.4 21.7 47.4 37.0 21.8 12.9 30.3 23.9
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, August 24, 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 : 197,420: 1,563 626 14,486 177,796 181,247 193,844 196,359: 3,576 1,062
Old : 197,420: 1,563 626 14,486 177,796 181,247 193,844 196,359: 3,576 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 4,891: 330 -687 939 3,280 4,443 4,549 4,695: 342 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 7.3 90.1 91.8 98.2 99.5: 1.8 0.5
Old : 100.0: 0.8 0.3 7.3 90.1 91.8 98.2 99.5: 1.8 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 : 44: 3 4 6 34 30 40 37:
Old : 44: 3 4 6 34 30 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 52.3 78.0 83.8 6.4 9.5 8.6 11.9
Old : 49.2 52.3 78.0 83.8 6.4 9.5 8.6 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,829: 432 42 0 7,842 8,231 8,274 8,273: 555 556
Old : 8,829: 432 42 0 7,842 8,231 8,274 8,273: 555 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 42: 0 0 0 42 42 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.5 0.0 88.8 93.2 93.7 93.7: 6.3 6.3
Old : 100.0: 4.9 0.5 0.0 88.8 93.2 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 16 15 17 16:
Old : 23: 1 1 0 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 61.8 72.6 84.4 43.6 48.7 59.3 64.6
Old : 48.1 61.8 72.6 84.4 43.6 48.7 59.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,757: 0 534 240 16,208 16,002 16,448 16,776: 1,309 981
Old : 17,757: 0 534 240 16,208 16,002 16,448 16,776: 1,309 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 108: 0 10 0 108 98 108 108: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.4 91.3 90.1 92.6 94.5: 7.4 5.5
Old : 100.0: 0.0 3.0 1.4 91.3 90.1 92.6 94.5: 7.4 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 : 29: 0 3 1 20 22 21 25:
Old : 29: 0 3 1 20 22 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 43.8 65.4 66.3 32.8 27.5 48.0 43.3
Old : 42.1 43.8 65.4 66.3 32.8 27.5 48.0 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,996: 0 0 0 11,158 11,818 11,158 11,818: 1,838 1,178
Old : 12,996: 0 0 0 11,158 11,818 11,158 11,818: 1,838 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 168: 0 0 0 48 48 48 48: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.9 90.9 85.9 90.9: 14.1 9.1
Old : 100.0: 0.0 0.0 0.0 85.9 90.9 85.9 90.9: 14.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 15 17 15:
Old : 21: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 68.3 61.5 82.2 28.0 62.6 46.9 66.4
Old : 35.8 68.3 61.5 82.2 28.0 62.6 46.9 66.4
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 31,781: 0 2,140 200 28,485 28,647 28,685 30,987: 3,096 794
Old : 31,781: 0 2,140 200 28,485 28,647 28,685 30,987: 3,096 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 346: 0 0 0 226 356 226 356: 120 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.6 89.6 90.1 90.3 97.5: 9.7 2.5
Old : 100.0: 0.0 6.7 0.6 89.6 90.1 90.3 97.5: 9.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 25 22 27 24:
Old : 29: 0 2 2 25 22 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 : 38.4 52.5 58.5 74.8 28.4 39.6 39.1 47.7
Old : 38.4 52.5 58.5 74.8 28.4 39.6 39.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 12,666: 626 0 116 10,157 11,244 10,899 11,360: 1,767 1,306
Old : 12,666: 626 0 116 10,157 11,244 10,899 11,360: 1,767 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 160: 156 0 0 0 160 156 160: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.9 80.2 88.8 86.0 89.7: 14.0 10.3
Old : 100.0: 4.9 0.0 0.9 80.2 88.8 86.0 89.7: 14.0 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 : 21: 2 0 2 17 16 19 18:
Old : 21: 2 0 2 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 46.9 63.4 72.9 36.6 42.1 49.8 57.0
Old : 42.9 46.9 63.4 72.9 36.6 42.1 49.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 33,844: 0 2,700 0 33,844 31,144 33,844 33,844: 0 0
Old : 33,844: 0 2,700 0 33,844 31,144 33,844 33,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 0: 0 0 0 0 255 0 255: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 0.0 100.0 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.0 0.0 100.0 92.0 100.0 100.0: 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 1 0 16 9 16 10:
Old : 22: 0 1 0 16 9 16 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 : 56.0 69.4 83.1 93.7 35.0 39.9 53.5 59.9
Old : 56.0 69.4 83.1 93.7 35.0 39.9 53.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 47,892: 40 425 397 46,475 46,471 46,913 47,294: 979 599
Old : 47,892: 40 425 397 46,475 46,471 46,913 47,294: 979 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 750: 0 -15 44 707 721 752 751: -2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.8 97.0 97.0 98.0 98.7: 2.0 1.3
Old : 100.0: 0.1 0.9 0.8 97.0 97.0 98.0 98.7: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 28 25 30 26:
Old : 31: 1 1 1 28 25 30 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 : 61.9 63.9 81.7 85.4 23.7 34.0 32.7 37.7
Old : 61.9 63.9 81.7 85.4 23.7 34.0 32.7 37.7
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, August 24, 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 : 10,187: 0 0 0 8,954 8,948 8,954 8,948: 1,233 1,239
Old : 10,187: 0 0 0 8,954 8,948 8,954 8,948: 1,233 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 279: 0 0 0 224 320 224 320: 55 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.9 87.8 87.9 87.8: 12.1 12.2
Old : 100.0: 0.0 0.0 0.0 87.9 87.8 87.9 87.8: 12.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 17 21 17:
Old : 22: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 59.9 58.5 75.4 33.1 51.8 48.6 57.2
Old : 37.8 59.9 58.5 75.4 33.1 51.8 48.6 57.2
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,422: 0 0 0 55,422 55,378 55,422 55,378: 0 44
Old : 55,422: 0 0 0 55,422 55,378 55,422 55,378: 0 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,540: 0 0 0 2,540 2,540 2,540 2,540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 11 13 11:
Old : 22: 0 0 0 13 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 80.6 95.4 98.1 84.7 80.6 95.4 97.2
Old : 84.7 80.6 95.4 98.1 84.7 80.6 95.4 97.2
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, August 24, 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 : 818,162: 0 0 0 818,162 818,162 818,162 818,162: 0 0
Old : 818,162: 0 0 0 818,162 818,162 818,162 818,162: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 46,260: 0 0 0 46,260 46,260 46,260 46,260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 10 14 10:
Old : 21: 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 : 83.9 82.7 93.8 99.2 83.6 82.7 93.5 98.9
Old : 83.9 82.7 93.8 99.2 83.6 82.7 93.5 98.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 42,539: 0 2,270 0 42,539 40,269 42,539 42,539: 0 0
Old : 42,539: 0 2,270 0 42,539 40,269 42,539 42,539: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.3 0.0 100.0 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 15 6 15 8:
Old : 20: 0 2 0 15 6 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 93.5 83.6 100.0 58.1 81.8 77.4 88.1
Old : 60.3 93.5 83.6 100.0 58.1 81.8 77.4 88.1
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, August 24, 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 : 37,451: 0 0 0 36,643 37,451 36,643 37,451: 808 0
Old : 37,451: 0 0 0 36,643 37,451 36,643 37,451: 808 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 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 97.8 100.0 97.8 100.0: 2.2 0.0
Old : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 11 14 11:
Old : 23: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 76.5 91.6 96.2 62.2 72.6 76.6 84.4
Old : 77.2 76.5 91.6 96.2 62.2 72.6 76.6 84.4
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, August 24, 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 : 548,539: 0 0 0 548,539 548,539 548,539 548,539: 0 0
Old : 548,539: 0 0 0 548,539 548,539 548,539 548,539: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 12 13 12:
Old : 22: 0 0 0 13 12 13 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 : 79.6 74.5 94.8 95.5 58.7 68.8 74.0 78.8
Old : 79.6 74.5 94.8 95.5 58.7 68.8 74.0 78.8
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 77,774: 0 0 0 77,666 77,774 77,666 77,774: 108 0
Old : 77,774: 0 0 0 77,666 77,774 77,666 77,774: 108 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 21: 0 0 0 21 21 21 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 17 17 17 17:
Old : 27: 0 0 0 17 17 17 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 : 73.2 60.8 90.2 86.7 73.2 60.8 90.0 85.9
Old : 73.2 60.8 90.2 86.7 73.2 60.8 90.0 85.9
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, August 24, 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 : 1,324,000: 0 0 0 1,324,000 1,324,000 1,324,000 1,324,000: 0 0
Old : 1,324,000: 0 0 0 1,324,000 1,324,000 1,324,000 1,324,000: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 14 17 14:
Old : 25: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 58.7 88.5 86.8 73.3 57.5 88.5 83.4
Old : 73.3 58.7 88.5 86.8 73.3 57.5 88.5 83.4
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, August 24, 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 : 220,080: 2,710 0 0 216,859 220,080 219,569 220,080: 511 0
Old : 220,080: 2,710 0 0 216,859 220,080 219,569 220,080: 511 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -249: 0 0 0 -249 -249 -249 -249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.5 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.2 0.0 0.0 98.5 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 0 0 28 33 30 33:
Old : 42: 2 0 0 28 33 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 55.2 84.3 76.6 63.3 53.8 82.6 72.8
Old : 63.4 55.2 84.3 76.6 63.3 53.8 82.6 72.8
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,758,613: 0 0 0 3,758,613 3,758,613 3,758,613 3,758,613: 0 0
Old : 3,758,613: 0 0 0 3,758,613 3,758,613 3,758,613 3,758,613: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 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 : 37: 0 0 0 26 24 26 24:
Old : 37: 0 0 0 26 24 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 61.2 88.1 80.7 65.6 61.0 86.2 79.5
Old : 65.9 61.2 88.1 80.7 65.6 61.0 86.2 79.5
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, August 24, 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 : 63,899: 1,275 2,350 0 62,624 61,294 63,899 63,644: 0 255
Old : 63,899: 1,275 2,350 0 62,624 61,294 63,899 63,644: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 210: 0 0 0 210 210 210 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.7 0.0 98.0 95.9 100.0 99.6: 0.0 0.4
Old : 100.0: 2.0 3.7 0.0 98.0 95.9 100.0 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 : 36: 1 1 0 28 20 29 21:
Old : 36: 1 1 0 28 20 29 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 : 44.8 55.5 64.9 77.1 42.0 48.6 53.7 57.4
Old : 44.8 55.5 64.9 77.1 42.0 48.6 53.7 57.4
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, August 24, 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 : 1,119,214: 23,400 70,120 0 1,095,814 1,049,094 1,119,214 1,119,214: 0 0
Old : 1,119,214: 23,400 70,120 0 1,095,814 1,049,094 1,119,214 1,119,214: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,800: 0 3,800 0 3,800 0 3,800 3,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.3 0.0 97.9 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 6.3 0.0 97.9 93.7 100.0 100.0: 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 : 34: 1 2 0 24 23 25 25:
Old : 34: 1 2 0 24 23 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 : 52.9 53.8 73.9 71.9 47.7 50.0 59.5 61.8
Old : 52.9 53.8 73.9 71.9 47.7 50.0 59.5 61.8
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, August 24, 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 : 64,156: 2,700 110 0 61,456 64,046 64,156 64,156: 0 0
Old : 64,156: 2,700 110 0 61,456 64,046 64,156 64,156: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -168: 0 0 0 -168 -168 -168 -168: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.2 0.0 95.8 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 0.2 0.0 95.8 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 0 25 28 26 29:
Old : 35: 1 1 0 25 28 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 43.0 67.6 71.4 24.8 27.2 37.6 38.5
Old : 48.3 43.0 67.6 71.4 24.8 27.2 37.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 9,766: 130 564 86 9,400 8,819 9,616 9,469: 150 297
Old : 9,766: 130 564 86 9,400 8,819 9,616 9,469: 150 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -510: 0 0 0 -510 -510 -510 -510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.8 0.9 96.3 90.3 98.5 97.0: 1.5 3.0
Old : 100.0: 1.3 5.8 0.9 96.3 90.3 98.5 97.0: 1.5 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 : 22: 1 1 1 15 13 17 14:
Old : 22: 1 1 1 15 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 53.0 77.1 78.9 51.9 47.9 64.1 65.2
Old : 53.7 53.0 77.1 78.9 51.9 47.9 64.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 32,583: 0 220 0 32,411 32,022 32,411 32,242: 172 341
Old : 32,583: 0 220 0 32,411 32,022 32,411 32,242: 172 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 819: 0 0 0 819 819 819 819: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.5 98.3 99.5 99.0: 0.5 1.0
Old : 100.0: 0.0 0.7 0.0 99.5 98.3 99.5 99.0: 0.5 1.0
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 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 : 68.8 81.1 91.1 93.2 50.9 59.2 63.6 64.6
Old : 68.8 81.1 91.1 93.2 50.9 59.2 63.6 64.6
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, August 24, 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 : 597,150: 0 48,625 0 597,150 548,525 597,150 597,150: 0 0
Old : 597,150: 0 48,625 0 597,150 548,525 597,150 597,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 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 8.1 0.0 100.0 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.1 0.0 100.0 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 9 14 10:
Old : 21: 0 1 0 14 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 72.0 85.7 94.6 35.8 40.7 54.7 60.2
Old : 58.0 72.0 85.7 94.6 35.8 40.7 54.7 60.2
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, August 24, 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 : 1,161,554: 48,625 26,512 0 1,112,929 1,135,042 1,161,554 1,161,554: 0 0
Old : 1,161,554: 48,625 26,512 0 1,112,929 1,135,042 1,161,554 1,161,554: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 0.0 95.8 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 2.3 0.0 95.8 97.7 100.0 100.0: 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 2 0 25 24 26 26:
Old : 37: 1 2 0 25 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.3 66.1 73.0 23.1 26.7 37.5 36.5
Old : 46.6 50.3 66.1 73.0 23.1 26.7 37.5 36.5
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, August 24, 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 : 24,557: 123 430 102 23,374 23,843 23,599 24,375: 958 182
Old : 24,557: 123 430 102 23,374 23,843 23,599 24,375: 958 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -31: -70 210 29 -36 -240 -77 -1: 46 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.8 0.4 95.2 97.1 96.1 99.3: 3.9 0.7
Old : 100.0: 0.5 1.8 0.4 95.2 97.1 96.1 99.3: 3.9 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 : 39: 2 1 2 32 29 34 32:
Old : 39: 2 1 2 32 29 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 45.3 59.9 68.1 27.9 34.5 39.1 47.4
Old : 37.8 45.3 59.9 68.1 27.9 34.5 39.1 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 15,898: 90 0 0 15,302 15,161 15,392 15,161: 506 737
Old : 15,898: 90 0 0 15,302 15,161 15,392 15,161: 506 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -559: 0 0 0 -579 -813 -579 -813: 20 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 96.3 95.4 96.8 95.4: 3.2 4.6
Old : 100.0: 0.6 0.0 0.0 96.3 95.4 96.8 95.4: 3.2 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 : 21: 1 0 0 16 16 17 16:
Old : 21: 1 0 0 16 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 65.5 88.7 83.9 57.3 62.9 74.9 74.1
Old : 66.4 65.5 88.7 83.9 57.3 62.9 74.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,722: 509 0 124 8,721 9,243 9,354 9,367: 368 355
Old : 9,722: 509 0 124 8,721 9,243 9,354 9,367: 368 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -187: -45 0 45 -307 -232 -307 -187: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 1.3 89.7 95.1 96.2 96.3: 3.8 3.7
Old : 100.0: 5.2 0.0 1.3 89.7 95.1 96.2 96.3: 3.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 20 18 22 19:
Old : 25: 2 0 1 20 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 52.3 81.1 76.3 64.7 46.4 70.2 65.1
Old : 67.5 52.3 81.1 76.3 64.7 46.4 70.2 65.1
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,701: 0 0 0 9,498 8,919 9,498 8,919: 203 782
Old : 9,701: 0 0 0 9,498 8,919 9,498 8,919: 203 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 135: 0 0 0 125 55 125 55: 10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 91.9 97.9 91.9: 2.1 8.1
Old : 100.0: 0.0 0.0 0.0 97.9 91.9 97.9 91.9: 2.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 20 18 20 18:
Old : 26: 0 0 0 20 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 55.9 73.4 76.4 49.1 49.7 61.1 64.0
Old : 55.5 55.9 73.4 76.4 49.1 49.7 61.1 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 4,300: 155 0 25 3,959 4,002 4,139 4,027: 161 273
Old : 4,300: 155 0 25 3,959 4,002 4,139 4,027: 161 273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 25: -25 0 25 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.6 92.1 93.1 96.3 93.7: 3.7 6.3
Old : 100.0: 3.6 0.0 0.6 92.1 93.1 96.3 93.7: 3.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 56.4 70.0 78.9 39.4 45.5 51.1 57.2
Old : 48.8 56.4 70.0 78.9 39.4 45.5 51.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 2,577,819: 272,892 160,030 857,551 1,347,656 1,486,259 2,478,100 2,503,840: 99,719 73,979
Old : 2,577,819: 272,892 160,030 857,551 1,347,656 1,486,259 2,478,100 2,503,840: 99,719 73,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 37,373: 563 37,754 36,797 -6,759 -31,890 30,600 42,662: 6,772 -5,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.2 33.3 52.3 57.7 96.1 97.1: 3.9 2.9
Old : 100.0: 10.6 6.2 33.3 52.3 57.7 96.1 97.1: 3.9 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 : 380: 139 127 184 89 98 330 318:
Old : 380: 139 127 184 89 98 330 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 15.6 32.6 28.4 9.0 5.8 12.2 9.0
Old : 21.0 15.6 32.6 28.4 9.0 5.8 12.2 9.0
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, August 24, 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 : 130,917: 32,994 26,074 35,193 61,638 66,629 129,824 127,896: 1,093 3,021
Old : 130,917: 32,994 26,074 35,193 61,638 66,629 129,824 127,896: 1,093 3,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 11,501: 9,329 -1,131 3,061 -877 9,473 11,513 11,403: -12 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.9 26.9 47.1 50.9 99.2 97.7: 0.8 2.3
Old : 100.0: 25.2 19.9 26.9 47.1 50.9 99.2 97.7: 0.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 14 11 23 24 35 40:
Old : 43: 3 14 11 23 24 35 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 : 66.2 46.1 79.7 63.7 43.3 23.9 47.3 33.6
Old : 66.2 46.1 79.7 63.7 43.3 23.9 47.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 233,284: 28,282 17,346 17,732 160,757 156,300 206,771 191,378: 26,513 41,906
Old : 233,284: 28,282 17,346 17,732 160,757 156,300 206,771 191,378: 26,513 41,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,557: -876 642 643 2,200 1,771 1,967 3,056: 1,590 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.4 7.6 68.9 67.0 88.6 82.0: 11.4 18.0
Old : 100.0: 12.1 7.4 7.6 68.9 67.0 88.6 82.0: 11.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 4 5 27 25 35 32:
Old : 38: 6 4 5 27 25 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 28.8 49.7 45.3 30.4 25.8 41.7 38.1
Old : 30.8 28.8 49.7 45.3 30.4 25.8 41.7 38.1
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, August 24, 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 : 134,111: 13,000 7,562 35,697 82,581 87,840 131,278 131,100: 2,833 3,012
Old : 134,111: 13,000 7,562 35,697 82,581 87,840 131,278 131,100: 2,833 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,010: -1,843 1,805 101 -149 -3,862 -1,891 -1,956: -119 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.6 26.6 61.6 65.5 97.9 97.8: 2.1 2.2
Old : 100.0: 9.7 5.6 26.6 61.6 65.5 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 : 63: 23 10 27 26 27 62 54:
Old : 63: 23 10 27 26 27 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 37.8 52.4 62.6 10.2 14.9 14.1 17.4
Old : 32.1 37.8 52.4 62.6 10.2 14.9 14.1 17.4
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, August 24, 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 : 614,919: 38,146 2,008 98,716 453,929 490,730 590,791 591,453: 24,128 23,466
Old : 614,919: 38,146 2,008 98,716 453,929 490,730 590,791 591,453: 24,128 23,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -13,325: 341 -2,050 -531 -14,373 -12,796 -14,563 -15,377: 1,238 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.3 16.1 73.8 79.8 96.1 96.2: 3.9 3.8
Old : 100.0: 6.2 0.3 16.1 73.8 79.8 96.1 96.2: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 2 11 36 38 47 49:
Old : 49: 9 2 11 36 38 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 25.5 51.6 43.4 8.7 6.6 13.4 11.3
Old : 33.9 25.5 51.6 43.4 8.7 6.6 13.4 11.3
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, August 24, 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 : 44,625: 83 785 375 43,745 43,043 44,203 44,203: 422 422
Old : 44,625: 83 785 375 43,745 43,043 44,203 44,203: 422 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,103: 33 0 0 3,220 3,270 3,253 3,270: -150 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.8 0.8 98.0 96.5 99.1 99.1: 0.9 0.9
Old : 100.0: 0.2 1.8 0.8 98.0 96.5 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 2 2 3 48 43 52 47:
Old : 56: 2 2 3 48 43 52 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 : 42.1 35.8 57.7 54.8 25.1 21.9 31.4 31.2
Old : 42.1 35.8 57.7 54.8 25.1 21.9 31.4 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 114,053: 11,943 29,137 8,704 88,738 70,059 109,385 107,900: 4,668 6,153
Old : 114,053: 11,943 29,137 8,704 88,738 70,059 109,385 107,900: 4,668 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,855: -369 463 44 -4,261 -5,465 -4,586 -4,958: -269 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.5 7.6 77.8 61.4 95.9 94.6: 4.1 5.4
Old : 100.0: 10.5 25.5 7.6 77.8 61.4 95.9 94.6: 4.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 11 25 24 38 39:
Old : 42: 4 12 11 25 24 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 38.5 55.6 56.6 25.0 24.5 36.2 34.3
Old : 38.1 38.5 55.6 56.6 25.0 24.5 36.2 34.3
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, August 24, 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 : 35,473: 0 4,419 4,706 29,257 23,826 33,963 32,951: 1,510 2,522
Old : 35,473: 0 4,419 4,706 29,257 23,826 33,963 32,951: 1,510 2,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,011: 0 100 -1,315 -668 -814 -1,983 -2,029: -28 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 13.3 82.5 67.2 95.7 92.9: 4.3 7.1
Old : 100.0: 0.0 12.5 13.3 82.5 67.2 95.7 92.9: 4.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 5 5 15 16 20 24:
Old : 25: 0 5 5 15 16 20 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 : 44.9 35.3 67.1 57.9 21.1 16.7 29.7 24.5
Old : 44.9 35.3 67.1 57.9 21.1 16.7 29.7 24.5
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, August 24, 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 : 21,535: 5,100 400 200 16,010 20,665 21,310 21,265: 225 270
Old : 21,535: 5,100 400 200 16,010 20,665 21,310 21,265: 225 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 725: 0 0 0 575 575 575 575: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.9 0.9 74.3 96.0 99.0 98.7: 1.0 1.3
Old : 100.0: 23.7 1.9 0.9 74.3 96.0 99.0 98.7: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 25 25 28 26:
Old : 37: 2 1 1 25 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 41.6 77.5 63.8 38.8 33.0 55.7 48.2
Old : 52.8 41.6 77.5 63.8 38.8 33.0 55.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 19,378: 13,581 1,914 361 2,995 16,432 16,937 18,707: 2,441 671
Old : 19,378: 13,581 1,914 361 2,995 16,432 16,937 18,707: 2,441 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -41: -809 -24 136 558 -207 -115 -95: 74 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 9.9 1.9 15.5 84.8 87.4 96.5: 12.6 3.5
Old : 100.0: 70.1 9.9 1.9 15.5 84.8 87.4 96.5: 12.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 59 15 8 22 35 85 57:
Old : 124: 59 15 8 22 35 85 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.8 45.9 56.8 33.1 37.8 45.9 54.7
Old : 33.1 37.8 45.9 56.8 33.1 37.8 45.9 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, August 24, 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 : 30,285: 18,700 2,405 112 7,699 25,713 26,511 28,230: 3,774 2,055
Old : 30,285: 18,700 2,405 112 7,699 25,713 26,511 28,230: 3,774 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -829: -304 377 -326 167 -1,222 -463 -1,171: -366 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 7.9 0.4 25.4 84.9 87.5 93.2: 12.5 6.8
Old : 100.0: 61.7 7.9 0.4 25.4 84.9 87.5 93.2: 12.5 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 : 113: 54 17 4 18 29 74 48:
Old : 113: 54 17 4 18 29 74 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 35.8 38.3 56.9 24.0 35.7 38.3 56.8
Old : 24.0 35.8 38.3 56.9 24.0 35.7 38.3 56.8
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, August 24, 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 : 297,876: 50,217 33,963 45,702 186,376 200,824 282,295 280,489: 15,581 17,388
Old : 297,876: 50,217 33,963 45,702 186,376 200,824 282,295 280,489: 15,581 17,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,854: -6,218 2,271 2,052 6,132 -5,190 1,966 -867: -113 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.4 15.3 62.6 67.4 94.8 94.2: 5.2 5.8
Old : 100.0: 16.9 11.4 15.3 62.6 67.4 94.8 94.2: 5.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 42 48 84 85 162 152:
Old : 193: 49 42 48 84 85 162 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 20.4 32.0 32.0 10.5 9.2 17.1 15.2
Old : 21.7 20.4 32.0 32.0 10.5 9.2 17.1 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 27,985: 4,502 196 1,877 16,208 22,702 22,587 24,775: 5,398 3,210
Old : 27,985: 4,502 196 1,877 16,208 22,702 22,587 24,775: 5,398 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,013: -242 0 40 348 926 146 966: 867 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.7 6.7 57.9 81.1 80.7 88.5: 19.3 11.5
Old : 100.0: 16.1 0.7 6.7 57.9 81.1 80.7 88.5: 19.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 6 18 20 24 26:
Old : 32: 5 1 6 18 20 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 : 36.3 43.5 56.3 61.1 28.0 41.5 43.4 56.9
Old : 36.3 43.5 56.3 61.1 28.0 41.5 43.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 20,353: 640 0 400 18,313 19,836 19,353 20,236: 1,000 117
Old : 20,353: 640 0 400 18,313 19,836 19,353 20,236: 1,000 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 100: 0 0 0 -100 100 -100 100: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 2.0 90.0 97.5 95.1 99.4: 4.9 0.6
Old : 100.0: 3.1 0.0 2.0 90.0 97.5 95.1 99.4: 4.9 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 : 21: 2 0 1 17 12 19 13:
Old : 21: 2 0 1 17 12 19 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 : 43.6 79.8 67.2 95.6 38.6 68.9 53.8 72.2
Old : 43.6 79.8 67.2 95.6 38.6 68.9 53.8 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 8,270: 250 40 400 7,462 7,720 8,112 8,160: 158 110
Old : 8,270: 250 40 400 7,462 7,720 8,112 8,160: 158 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 428: 0 0 0 378 378 378 378: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 4.8 90.2 93.3 98.1 98.7: 1.9 1.3
Old : 100.0: 3.0 0.5 4.8 90.2 93.3 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 1 4 35 34 41 38:
Old : 49: 3 1 4 35 34 41 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 : 33.7 33.9 48.4 54.1 25.2 28.2 35.0 40.5
Old : 33.7 33.9 48.4 54.1 25.2 28.2 35.0 40.5
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, August 24, 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 : 66,563: 2,075 577 843 62,340 64,909 65,258 66,329: 1,305 234
Old : 66,563: 2,075 577 843 62,340 64,909 65,258 66,329: 1,305 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -279: -350 35 300 -349 -664 -399 -329: 120 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.9 1.3 93.7 97.5 98.0 99.6: 2.0 0.4
Old : 100.0: 3.1 0.9 1.3 93.7 97.5 98.0 99.6: 2.0 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 : 47: 3 1 2 37 34 41 36:
Old : 47: 3 1 2 37 34 41 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 : 62.6 59.8 73.2 75.2 36.7 31.3 43.6 43.1
Old : 62.6 59.8 73.2 75.2 36.7 31.3 43.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 25,809: 1,000 290 0 24,589 25,244 25,589 25,534: 220 275
Old : 25,809: 1,000 290 0 24,589 25,244 25,589 25,534: 220 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 355: 0 0 0 355 355 355 355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.1 0.0 95.3 97.8 99.1 98.9: 0.9 1.1
Old : 100.0: 3.9 1.1 0.0 95.3 97.8 99.1 98.9: 0.9 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 : 31: 1 1 0 22 16 23 17:
Old : 31: 1 1 0 22 16 23 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 : 58.6 70.8 81.9 86.4 47.4 58.9 63.4 68.5
Old : 58.6 70.8 81.9 86.4 47.4 58.9 63.4 68.5
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, August 24, 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 : 9,775: 100 150 0 9,405 9,625 9,505 9,775: 270 0
Old : 9,775: 100 150 0 9,405 9,625 9,505 9,775: 270 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -150: 0 0 0 -150 0 -150 0: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.5 0.0 96.2 98.5 97.2 100.0: 2.8 0.0
Old : 100.0: 1.0 1.5 0.0 96.2 98.5 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 0 25 31 26 32:
Old : 42: 1 1 0 25 31 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 51.3 69.1 67.4 29.1 28.6 45.2 40.9
Old : 45.9 51.3 69.1 67.4 29.1 28.6 45.2 40.9
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, August 24, 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 : 3,042: 50 0 30 1,630 1,884 1,710 1,914: 1,332 1,128
Old : 3,042: 50 0 30 1,630 1,884 1,710 1,914: 1,332 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 93: 0 0 0 28 30 28 30: 65 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.0 53.6 61.9 56.2 62.9: 43.8 37.1
Old : 100.0: 1.6 0.0 1.0 53.6 61.9 56.2 62.9: 43.8 37.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 13 16 15 17:
Old : 20: 1 0 1 13 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 33.2 51.0 49.4 37.2 31.7 45.1 46.8
Old : 37.6 33.2 51.0 49.4 37.2 31.7 45.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 21,275: 4,133 0 225 16,307 20,430 20,665 20,655: 610 620
Old : 21,275: 4,133 0 225 16,307 20,430 20,665 20,655: 610 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,885: 1,620 0 -75 340 1,960 1,885 1,885: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 1.1 76.6 96.0 97.1 97.1: 2.9 2.9
Old : 100.0: 19.4 0.0 1.1 76.6 96.0 97.1 97.1: 2.9 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 : 36: 2 0 1 33 23 35 24:
Old : 36: 2 0 1 33 23 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 66.4 62.8 81.8 46.3 62.0 57.9 71.8
Old : 47.1 66.4 62.8 81.8 46.3 62.0 57.9 71.8
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,583: 1,517 1,786 239 17,333 16,931 19,089 18,956: 494 627
Old : 19,583: 1,517 1,786 239 17,333 16,931 19,089 18,956: 494 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 375: 149 -100 100 -61 174 188 174: 187 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 1.2 88.5 86.5 97.5 96.8: 2.5 3.2
Old : 100.0: 7.7 9.1 1.2 88.5 86.5 97.5 96.8: 2.5 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 : 53: 4 4 2 33 38 38 43:
Old : 53: 4 4 2 33 38 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 38.6 55.8 58.1 30.3 35.0 49.2 49.5
Old : 34.3 38.6 55.8 58.1 30.3 35.0 49.2 49.5
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,070: 361 487 525 14,111 13,828 14,997 14,840: 73 230
Old : 15,070: 361 487 525 14,111 13,828 14,997 14,840: 73 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 482: -180 -9 133 457 358 410 482: 72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.2 3.5 93.6 91.8 99.5 98.5: 0.5 1.5
Old : 100.0: 2.4 3.2 3.5 93.6 91.8 99.5 98.5: 0.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 2 26 25 29 29:
Old : 37: 2 3 2 26 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 44.2 65.2 67.3 36.5 32.9 51.8 48.1
Old : 41.6 44.2 65.2 67.3 36.5 32.9 51.8 48.1
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,668: 1,887 1,316 1,968 26,860 28,127 30,715 31,411: 1,953 1,257
Old : 32,668: 1,887 1,316 1,968 26,860 28,127 30,715 31,411: 1,953 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 489: -117 518 621 2,377 144 2,881 1,283: -2,392 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 6.0 82.2 86.1 94.0 96.2: 6.0 3.8
Old : 100.0: 5.8 4.0 6.0 82.2 86.1 94.0 96.2: 6.0 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 : 50: 3 3 5 34 35 40 41:
Old : 50: 3 3 5 34 35 40 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 : 30.6 35.8 48.6 54.7 26.4 33.6 39.3 49.3
Old : 30.6 35.8 48.6 54.7 26.4 33.6 39.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010