GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 48,868: 365 0 552 47,474 48,008 48,391 48,560: 477 308
Old : 48,868: 365 0 552 47,474 48,008 48,391 48,560: 477 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,706: 9 0 57 2,578 2,667 2,644 2,724: 62 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 1.1 97.1 98.2 99.0 99.4: 1.0 0.6
Old : 100.0: 0.7 0.0 1.1 97.1 98.2 99.0 99.4: 1.0 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 : 53: 1 0 2 40 44 42 46:
Old : 53: 1 0 2 40 44 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 38.9 62.0 57.6 14.4 13.1 22.2 19.9
Old : 38.9 38.9 62.0 57.6 14.4 13.1 22.2 19.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,780: 0 0 0 16,613 16,740 16,613 16,740: 167 40
Old : 16,780: 0 0 0 16,613 16,740 16,613 16,740: 167 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 99.8 99.0 99.8: 1.0 0.2
Old : 100.0: 0.0 0.0 0.0 99.0 99.8 99.0 99.8: 1.0 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 : 33: 0 0 0 21 31 21 31:
Old : 33: 0 0 0 21 31 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 47.8 76.7 72.8 10.3 11.9 17.6 17.3
Old : 51.0 47.8 76.7 72.8 10.3 11.9 17.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,391: 0 459 252 9,182 8,740 9,434 9,451: 957 940
Old : 10,391: 0 459 252 9,182 8,740 9,434 9,451: 957 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 359: 0 54 -3 324 262 321 313: 38 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 2.4 88.4 84.1 90.8 91.0: 9.2 9.0
Old : 100.0: 0.0 4.4 2.4 88.4 84.1 90.8 91.0: 9.2 9.0
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 : 41: 0 2 2 34 38 36 41:
Old : 41: 0 2 2 34 38 36 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 : 31.3 22.9 50.5 39.3 17.1 13.0 20.7 17.6
Old : 31.3 22.9 50.5 39.3 17.1 13.0 20.7 17.6
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,761: 763 69 217 5,117 5,676 6,097 5,962: 664 799
Old : 6,761: 763 69 217 5,117 5,676 6,097 5,962: 664 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 408: 2 5 59 220 181 281 245: 127 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.0 3.2 75.7 84.0 90.2 88.2: 9.8 11.8
Old : 100.0: 11.3 1.0 3.2 75.7 84.0 90.2 88.2: 9.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 2 6 41 42 48 49:
Old : 54: 4 2 6 41 42 48 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 : 28.4 31.6 44.7 45.3 22.9 27.5 33.5 35.7
Old : 28.4 31.6 44.7 45.3 22.9 27.5 33.5 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,987: 85 0 62 3,529 2,996 3,676 3,058: 311 929
Old : 3,987: 85 0 62 3,529 2,996 3,676 3,058: 311 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 257: -20 0 0 275 214 255 214: 2 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 1.6 88.5 75.1 92.2 76.7: 7.8 23.3
Old : 100.0: 2.1 0.0 1.6 88.5 75.1 92.2 76.7: 7.8 23.3
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 : 25: 1 0 1 19 22 21 23:
Old : 25: 1 0 1 19 22 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 : 53.6 32.7 69.6 49.9 47.6 24.4 53.9 34.4
Old : 53.6 32.7 69.6 49.9 47.6 24.4 53.9 34.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,922: 90 492 10 2,136 2,095 2,236 2,597: 686 325
Old : 2,922: 90 492 10 2,136 2,095 2,236 2,597: 686 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 101: 0 -41 0 104 145 104 104: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 16.8 0.3 73.1 71.7 76.5 88.9: 23.5 11.1
Old : 100.0: 3.1 16.8 0.3 73.1 71.7 76.5 88.9: 23.5 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 : 29: 2 2 1 21 21 23 24:
Old : 29: 2 2 1 21 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 45.7 44.5 66.3 23.2 37.6 32.9 46.6
Old : 26.7 45.7 44.5 66.3 23.2 37.6 32.9 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,034: 23 5 48 1,540 1,689 1,611 1,742: 423 292
Old : 2,034: 23 5 48 1,540 1,689 1,611 1,742: 423 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 85: 0 0 0 55 68 55 68: 30 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 2.4 75.7 83.0 79.2 85.6: 20.8 14.4
Old : 100.0: 1.1 0.2 2.4 75.7 83.0 79.2 85.6: 20.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 15 14 17 16:
Old : 20: 1 1 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.6 68.0 75.1 54.3 55.2 60.6 67.4
Old : 55.8 58.6 68.0 75.1 54.3 55.2 60.6 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,774: 0 0 0 8,588 8,648 8,588 8,648: 186 126
Old : 8,774: 0 0 0 8,588 8,648 8,588 8,648: 186 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,263: 0 0 0 1,263 1,263 1,263 1,263: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 98.6 97.9 98.6: 2.1 1.4
Old : 100.0: 0.0 0.0 0.0 97.9 98.6 97.9 98.6: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 16 16 16:
Old : 24: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 72.3 82.2 88.2 42.1 63.6 63.7 71.0
Old : 51.8 72.3 82.2 88.2 42.1 63.6 63.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,202: 0 743 47 28,915 28,412 28,962 29,202: 240 0
Old : 29,202: 0 743 47 28,915 28,412 28,962 29,202: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,394: 0 250 -4 1,398 1,148 1,394 1,394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.2 99.0 97.3 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 2.5 0.2 99.0 97.3 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 1 29 26 30 27:
Old : 36: 0 1 1 29 26 30 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 : 43.9 49.9 67.2 72.3 22.6 23.0 31.0 33.4
Old : 43.9 49.9 67.2 72.3 22.6 23.0 31.0 33.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 313,398: 50,349 30,201 50,311 164,030 206,812 264,689 287,324: 48,709 26,074
Old : 313,398: 50,349 30,201 50,311 164,030 206,812 264,689 287,324: 48,709 26,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,293: -3,383 -3,044 -2,693 10,646 10,262 4,570 4,525: -277 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.6 16.1 52.3 66.0 84.5 91.7: 15.5 8.3
Old : 100.0: 16.1 9.6 16.1 52.3 66.0 84.5 91.7: 15.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 44 23 38 73 84 139 127:
Old : 159: 44 23 38 73 84 139 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.1 22.8 31.7 8.2 11.7 14.8 17.5
Old : 13.9 20.1 22.8 31.7 8.2 11.7 14.8 17.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,840: 0 10,338 13,636 31,640 21,497 45,275 45,470: 1,564 1,369
Old : 46,840: 0 10,338 13,636 31,640 21,497 45,275 45,470: 1,564 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 62: 0 1,022 -275 475 -590 200 156: -138 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.1 29.1 67.5 45.9 96.7 97.1: 3.3 2.9
Old : 100.0: 0.0 22.1 29.1 67.5 45.9 96.7 97.1: 3.3 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 : 20: 0 5 5 15 15 20 20:
Old : 20: 0 5 5 15 15 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 54.4 70.6 74.5 19.4 22.3 23.4 25.0
Old : 45.7 54.4 70.6 74.5 19.4 22.3 23.4 25.0
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 14,300: 259 2,441 250 13,773 11,068 14,282 13,759: 18 541
Old : 14,300: 259 2,441 250 13,773 11,068 14,282 13,759: 18 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 204: 64 0 0 140 163 204 163: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 17.1 1.7 96.3 77.4 99.9 96.2: 0.1 3.8
Old : 100.0: 1.8 17.1 1.7 96.3 77.4 99.9 96.2: 0.1 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 : 54: 2 1 2 40 35 43 38:
Old : 54: 2 1 2 40 35 43 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 : 33.5 35.5 51.1 50.8 20.8 31.4 35.0 39.9
Old : 33.5 35.5 51.1 50.8 20.8 31.4 35.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,945: 770 0 0 9,091 9,945 9,861 9,945: 84 0
Old : 9,945: 770 0 0 9,091 9,945 9,861 9,945: 84 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 120: 0 0 0 75 120 75 120: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 91.4 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 7.7 0.0 0.0 91.4 100.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 0 0 23 23 27 23:
Old : 34: 4 0 0 23 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 39.8 61.0 60.6 32.2 32.0 45.1 47.8
Old : 40.2 39.8 61.0 60.6 32.2 32.0 45.1 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Old : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 15: 0 0 0 0 15 0 15: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 14 13 14:
Old : 21: 0 0 0 13 14 13 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 : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Old : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,206,128: 247,497 390,494 443,049 435,058 318,573 1,125,605 1,152,116: 80,524 54,013
Old : 1,206,128: 247,497 390,494 443,049 435,058 318,573 1,125,605 1,152,116: 80,524 54,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 21,810: 26,342 10,848 -4,919 5,579 15,999 27,002 21,928: -5,192 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 32.4 36.7 36.1 26.4 93.3 95.5: 6.7 4.5
Old : 100.0: 20.5 32.4 36.7 36.1 26.4 93.3 95.5: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 113 139 163 81 72 294 283:
Old : 347: 113 139 163 81 72 294 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 22.4 30.3 33.9 12.4 15.6 19.9 22.0
Old : 18.0 22.4 30.3 33.9 12.4 15.6 19.9 22.0
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,359,494: 94,549 151,682 968,733 1,291,308 1,230,682 2,354,590 2,351,098: 4,904 8,397
Old : 2,359,494: 94,549 151,682 968,733 1,291,308 1,230,682 2,354,590 2,351,098: 4,904 8,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 38,873: -4,018 -3,100 28,178 15,724 15,139 39,883 40,217: -1,010 -1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 6.4 41.1 54.7 52.2 99.8 99.6: 0.2 0.4
Old : 100.0: 4.0 6.4 41.1 54.7 52.2 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 43 34 56 65 60 133 125:
Old : 145: 43 34 56 65 60 133 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.0 52.8 55.2 5.2 4.8 7.7 6.6
Old : 33.0 33.0 52.8 55.2 5.2 4.8 7.7 6.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,354: 17,161 12,001 18,245 25,283 30,895 60,689 61,141: 2,666 2,213
Old : 63,354: 17,161 12,001 18,245 25,283 30,895 60,689 61,141: 2,666 2,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 20,201: 373 600 5,527 14,207 14,070 20,106 20,197: 95 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.9 28.8 39.9 48.8 95.8 96.5: 4.2 3.5
Old : 100.0: 27.1 18.9 28.8 39.9 48.8 95.8 96.5: 4.2 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 : 23: 9 4 11 9 10 20 23:
Old : 23: 9 4 11 9 10 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 63.2 80.3 83.3 24.2 22.0 26.9 26.5
Old : 61.0 63.2 80.3 83.3 24.2 22.0 26.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,249: 57,497 46,794 45,569 14,048 25,391 117,114 117,753: 1,135 495
Old : 118,249: 57,497 46,794 45,569 14,048 25,391 117,114 117,753: 1,135 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,740: 4,385 3,818 6,955 545 1,021 11,886 11,794: -146 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 39.6 38.5 11.9 21.5 99.0 99.6: 1.0 0.4
Old : 100.0: 48.6 39.6 38.5 11.9 21.5 99.0 99.6: 1.0 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 : 44: 8 18 18 11 16 31 40:
Old : 44: 8 18 18 11 16 31 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 : 79.2 53.6 89.2 78.3 45.9 31.0 51.3 43.7
Old : 79.2 53.6 89.2 78.3 45.9 31.0 51.3 43.7
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 52,789: 0 7,744 2,438 46,580 34,534 49,018 44,716: 3,771 8,073
Old : 52,789: 0 7,744 2,438 46,580 34,534 49,018 44,716: 3,771 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 362: 0 -104 42 -62 366 -20 304: 382 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.7 4.6 88.2 65.4 92.9 84.7: 7.1 15.3
Old : 100.0: 0.0 14.7 4.6 88.2 65.4 92.9 84.7: 7.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 12 14 15 17:
Old : 20: 0 3 3 12 14 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 : 51.8 54.7 77.8 71.5 49.3 48.7 70.0 62.3
Old : 51.8 54.7 77.8 71.5 49.3 48.7 70.0 62.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,486: 233 778 3,273 73,823 72,398 77,329 76,449: 9,157 10,037
Old : 86,486: 233 778 3,273 73,823 72,398 77,329 76,449: 9,157 10,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 651: -931 172 399 327 80 -205 651: 856 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 3.8 85.4 83.7 89.4 88.4: 10.6 11.6
Old : 100.0: 0.3 0.9 3.8 85.4 83.7 89.4 88.4: 10.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 17 17 20 20:
Old : 25: 1 2 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 39.6 67.5 63.5 33.5 35.0 53.6 55.2
Old : 45.0 39.6 67.5 63.5 33.5 35.0 53.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,786,597: 503,487 276,688 781,760 1,470,137 1,705,533 2,755,384 2,763,981: 31,213 22,616
Old : 2,786,597: 503,487 276,688 781,760 1,470,137 1,705,533 2,755,384 2,763,981: 31,213 22,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 139,733: 14,860 17,102 49,727 78,379 74,453 142,966 141,282: -3,233 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.9 28.1 52.8 61.2 98.9 99.2: 1.1 0.8
Old : 100.0: 18.1 9.9 28.1 52.8 61.2 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 35 25 48 100 88 159 140:
Old : 165: 35 25 48 100 88 159 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 27.4 41.8 43.7 19.1 18.1 25.6 27.4
Old : 28.5 27.4 41.8 43.7 19.1 18.1 25.6 27.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,301,765: 279,297 132,696 286,906 731,100 879,879 1,297,303 1,299,481: 4,462 2,284
Old : 1,301,765: 279,297 132,696 286,906 731,100 879,879 1,297,303 1,299,481: 4,462 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 75,805: -1,271 501 54,454 23,450 21,012 76,633 75,967: -828 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.2 22.0 56.2 67.6 99.7 99.8: 0.3 0.2
Old : 100.0: 21.5 10.2 22.0 56.2 67.6 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 18 23 32 40 43 78 78:
Old : 90: 18 23 32 40 43 78 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.4 56.5 58.9 21.4 28.7 30.6 40.7
Old : 34.0 40.4 56.5 58.9 21.4 28.7 30.6 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,436: 301 507 326 11,420 11,432 12,047 12,265: 389 171
Old : 12,436: 301 507 326 11,420 11,432 12,047 12,265: 389 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,293: 100 -150 145 1,104 1,384 1,349 1,379: -57 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.1 2.6 91.8 91.9 96.9 98.6: 3.1 1.4
Old : 100.0: 2.4 4.1 2.6 91.8 91.9 96.9 98.6: 3.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 3 4 33 36 39 42:
Old : 51: 4 3 4 33 36 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 31.5 55.6 53.6 20.8 25.8 33.2 38.9
Old : 36.4 31.5 55.6 53.6 20.8 25.8 33.2 38.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,130: 131 0 29 1,160 1,471 1,320 1,500: 810 630
Old : 2,130: 131 0 29 1,160 1,471 1,320 1,500: 810 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 1.4 54.5 69.1 62.0 70.4: 38.0 29.6
Old : 100.0: 6.2 0.0 1.4 54.5 69.1 62.0 70.4: 38.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 16 17 18 18:
Old : 20: 2 0 1 16 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 32.7 41.6 48.6 15.5 18.9 20.0 26.3
Old : 25.4 32.7 41.6 48.6 15.5 18.9 20.0 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,679: 49 429 24 1,358 910 1,431 1,363: 248 316
Old : 1,679: 49 429 24 1,358 910 1,431 1,363: 248 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 29: 46 4 -4 19 -60 61 -60: -32 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 25.6 1.4 80.9 54.2 85.2 81.2: 14.8 18.8
Old : 100.0: 2.9 25.6 1.4 80.9 54.2 85.2 81.2: 14.8 18.8
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 : 31: 1 3 1 22 20 24 23:
Old : 31: 1 3 1 22 20 24 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 : 33.5 42.6 51.0 59.7 32.3 41.3 48.4 54.0
Old : 33.5 42.6 51.0 59.7 32.3 41.3 48.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,729: 17,015 2,167 39,737 186,947 203,012 243,698 244,916: 3,031 1,814
Old : 246,729: 17,015 2,167 39,737 186,947 203,012 243,698 244,916: 3,031 1,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -1,376: -398 5 -976 -32 -181 -1,405 -1,152: 29 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.9 16.1 75.8 82.3 98.8 99.3: 1.2 0.7
Old : 100.0: 6.9 0.9 16.1 75.8 82.3 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 : 41: 5 2 5 32 32 38 38:
Old : 41: 5 2 5 32 32 38 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 : 40.2 40.1 70.5 72.5 11.2 14.2 15.7 18.1
Old : 40.2 40.1 70.5 72.5 11.2 14.2 15.7 18.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,402: 4,371 478 4,531 28,356 32,825 37,258 37,834: 1,144 568
Old : 38,402: 4,371 478 4,531 28,356 32,825 37,258 37,834: 1,144 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -140: -754 -172 381 305 -299 -68 -90: -72 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.2 11.8 73.8 85.5 97.0 98.5: 3.0 1.5
Old : 100.0: 11.4 1.2 11.8 73.8 85.5 97.0 98.5: 3.0 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 : 32: 2 2 3 24 24 27 28:
Old : 32: 2 2 3 24 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 56.0 75.1 76.8 28.5 25.4 33.4 31.9
Old : 52.3 56.0 75.1 76.8 28.5 25.4 33.4 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,710: 3,562 1,054 570 8,887 11,839 13,019 13,463: 691 247
Old : 13,710: 3,562 1,054 570 8,887 11,839 13,019 13,463: 691 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 383: 319 0 10 87 353 417 363: -34 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.7 4.2 64.8 86.4 95.0 98.2: 5.0 1.8
Old : 100.0: 26.0 7.7 4.2 64.8 86.4 95.0 98.2: 5.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 17 15 20 17:
Old : 25: 2 1 2 17 15 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 : 53.4 41.3 73.6 66.0 49.1 29.7 56.8 49.1
Old : 53.4 41.3 73.6 66.0 49.1 29.7 56.8 49.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,742: 1,660 2,690 454 24,135 23,932 26,249 27,076: 2,493 1,666
Old : 28,742: 1,660 2,690 454 24,135 23,932 26,249 27,076: 2,493 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 582: -190 0 280 302 380 392 660: 190 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.4 1.6 84.0 83.3 91.3 94.2: 8.7 5.8
Old : 100.0: 5.8 9.4 1.6 84.0 83.3 91.3 94.2: 8.7 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 : 30: 3 1 4 25 22 29 26:
Old : 30: 3 1 4 25 22 29 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 : 39.1 51.0 58.2 73.6 22.0 45.3 35.6 54.8
Old : 39.1 51.0 58.2 73.6 22.0 45.3 35.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,211: 2,702 0 380 5,792 7,887 8,874 8,267: 1,337 1,944
Old : 10,211: 2,702 0 380 5,792 7,887 8,874 8,267: 1,337 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -1,522: -2,488 0 -20 986 -1,854 -1,522 -1,874: 0 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.0 3.7 56.7 77.2 86.9 81.0: 13.1 19.0
Old : 100.0: 26.5 0.0 3.7 56.7 77.2 86.9 81.0: 13.1 19.0
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: 2 0 2 16 18 18 20:
Old : 22: 2 0 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 37.8 69.4 59.3 43.6 30.7 60.8 47.3
Old : 48.3 37.8 69.4 59.3 43.6 30.7 60.8 47.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,582: 0 2,296 416 10,918 9,014 11,334 11,726: 1,248 856
Old : 12,582: 0 2,296 416 10,918 9,014 11,334 11,726: 1,248 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 230: 0 60 0 192 58 192 118: 38 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 3.3 86.8 71.6 90.1 93.2: 9.9 6.8
Old : 100.0: 0.0 18.2 3.3 86.8 71.6 90.1 93.2: 9.9 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 : 24: 0 3 2 16 14 18 17:
Old : 24: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 39.8 73.2 65.7 48.2 27.4 60.4 48.4
Old : 52.6 39.8 73.2 65.7 48.2 27.4 60.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,359: 0 0 0 70,359 70,359 70,359 70,359: 0 0
Old : 70,359: 0 0 0 70,359 70,359 70,359 70,359: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 440: 0 0 0 440 440 440 440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 15 18 15:
Old : 26: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
Old : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Old : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 14,898: 0 0 0 14,898 14,898 14,898 14,898: 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 16 17 16:
Old : 25: 0 0 0 17 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 : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
Old : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Old : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,550: 0 0 0 2,550 2,550 2,550 2,550: 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 : 24: 0 0 0 15 13 15 13:
Old : 24: 0 0 0 15 13 15 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 : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
Old : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Old : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 46,800: 0 0 0 46,800 46,800 46,800 46,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 11 14 11:
Old : 22: 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 : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Old : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,633: 0 0 0 117,633 117,633 117,633 117,633: 0 0
Old : 117,633: 0 0 0 117,633 117,633 117,633 117,633: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,676: 0 0 0 2,931 2,676 2,931 2,676: -255 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 17 28 17 28:
Old : 37: 0 0 0 17 28 17 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 38.1 84.2 59.5 59.0 38.1 79.8 59.3
Old : 59.9 38.1 84.2 59.5 59.0 38.1 79.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,875,308: 0 0 0 1,875,308 1,875,308 1,875,308 1,875,308: 0 0
Old : 1,875,308: 0 0 0 1,875,308 1,875,308 1,875,308 1,875,308: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 48,600: 0 0 0 48,600 48,600 48,600 48,600: 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 16 27 16 27:
Old : 37: 0 0 0 16 27 16 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 : 64.4 45.3 86.3 68.6 61.5 44.9 83.2 68.1
Old : 64.4 45.3 86.3 68.6 61.5 44.9 83.2 68.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,536: 2,550 4,283 10,737 55,249 53,261 68,536 68,281: 0 255
Old : 68,536: 2,550 4,283 10,737 55,249 53,261 68,536 68,281: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 7,650: -2,550 0 2,550 7,650 5,100 7,650 7,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.2 15.7 80.6 77.7 100.0 99.6: 0.0 0.4
Old : 100.0: 3.7 6.2 15.7 80.6 77.7 100.0 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 : 35: 2 3 3 23 20 27 24:
Old : 35: 2 3 3 23 20 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 : 42.3 48.2 63.2 77.2 28.7 41.5 44.7 58.9
Old : 42.3 48.2 63.2 77.2 28.7 41.5 44.7 58.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,183,411: 37,512 76,435 23,325 1,122,574 1,083,651 1,183,411 1,183,411: 0 0
Old : 1,183,411: 37,512 76,435 23,325 1,122,574 1,083,651 1,183,411 1,183,411: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,986: 0 0 0 11,986 11,986 11,986 11,986: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.5 2.0 94.9 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 6.5 2.0 94.9 91.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 1 28 22 31 25:
Old : 38: 2 3 1 28 22 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 : 38.2 53.2 58.6 73.3 37.4 46.6 55.0 61.7
Old : 38.2 53.2 58.6 73.3 37.4 46.6 55.0 61.7
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Old : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,275: 0 88 0 1,275 1,187 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 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 : 26: 0 2 0 17 14 17 16:
Old : 26: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
Old : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Old : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 1.1
Old : 100.0: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 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 : 26: 1 1 0 13 16 14 17:
Old : 26: 1 1 0 13 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Old : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Old : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,462: -1,270 0 1,270 1,717 192 1,717 1,462: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 0.0 8.1 54.7 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 37.1 0.0 8.1 54.7 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 : 22: 2 0 2 13 12 15 14:
Old : 22: 2 0 2 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
Old : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,379: 765 63 0 14,592 16,061 15,357 16,124: 1,022 255
Old : 16,379: 765 63 0 14,592 16,061 15,357 16,124: 1,022 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 64: 0 -25 0 64 89 64 64: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 0.0 89.1 98.1 93.8 98.4: 6.2 1.6
Old : 100.0: 4.7 0.4 0.0 89.1 98.1 93.8 98.4: 6.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 15 16 16:
Old : 23: 1 1 0 15 15 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 : 54.6 55.2 74.7 78.6 42.5 51.6 62.1 71.9
Old : 54.6 55.2 74.7 78.6 42.5 51.6 62.1 71.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Old : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 23,400: 0 4,740 0 23,400 18,660 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 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 : 26: 1 1 0 18 16 19 17:
Old : 26: 1 1 0 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 : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
Old : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Old : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 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: 2 0 0 11 15 13 15:
Old : 21: 2 0 0 11 15 13 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 : 74.0 77.7 93.6 93.2 62.2 61.3 74.2 73.5
Old : 74.0 77.7 93.6 93.2 62.2 61.3 74.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,776: 448 0 170 6,135 6,597 6,754 6,767: 22 8
Old : 6,776: 448 0 170 6,135 6,597 6,754 6,767: 22 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 221: 38 0 6 184 218 228 224: -8 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 2.5 90.5 97.4 99.7 99.9: 0.3 0.1
Old : 100.0: 6.6 0.0 2.5 90.5 97.4 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 : 21: 4 0 4 14 17 18 21:
Old : 21: 4 0 4 14 17 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 49.5 76.2 74.2 17.3 18.0 24.0 25.5
Old : 46.9 49.5 76.2 74.2 17.3 18.0 24.0 25.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,609: 220 0 0 18,116 18,134 18,336 18,134: 273 475
Old : 18,609: 220 0 0 18,116 18,134 18,336 18,134: 273 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 321: 0 0 0 469 429 469 429: -148 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 97.4 97.4 98.5 97.4: 1.5 2.6
Old : 100.0: 1.2 0.0 0.0 97.4 97.4 98.5 97.4: 1.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 0 0 35 36 37 36:
Old : 45: 2 0 0 35 36 37 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 : 43.2 39.4 61.9 58.1 35.2 37.8 43.8 48.4
Old : 43.2 39.4 61.9 58.1 35.2 37.8 43.8 48.4
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,803: 150 90 0 8,065 7,928 8,215 8,018: 588 785
Old : 8,803: 150 90 0 8,065 7,928 8,215 8,018: 588 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.0 0.0 91.6 90.1 93.3 91.1: 6.7 8.9
Old : 100.0: 1.7 1.0 0.0 91.6 90.1 93.3 91.1: 6.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 16 15 17:
Old : 20: 1 1 0 14 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 : 58.8 66.4 77.6 82.8 48.1 66.4 65.3 70.9
Old : 58.8 66.4 77.6 82.8 48.1 66.4 65.3 70.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 6,291: 0 95 0 6,167 5,772 6,167 5,867: 124 424
Old : 6,291: 0 95 0 6,167 5,772 6,167 5,867: 124 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 144: 0 0 0 199 189 199 189: -55 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 98.0 91.8 98.0 93.3: 2.0 6.7
Old : 100.0: 0.0 1.5 0.0 98.0 91.8 98.0 93.3: 2.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 20 18 20 20:
Old : 25: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 54.1 80.8 78.3 55.2 45.7 63.8 58.7
Old : 57.9 54.1 80.8 78.3 55.2 45.7 63.8 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,119: 45 0 0 8,454 8,597 8,499 8,597: 620 522
Old : 9,119: 45 0 0 8,454 8,597 8,499 8,597: 620 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -528: 0 0 0 75 152 75 152: -603 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 92.7 94.3 93.2 94.3: 6.8 5.7
Old : 100.0: 0.5 0.0 0.0 92.7 94.3 93.2 94.3: 6.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 16 15 17 15:
Old : 24: 1 0 0 16 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 : 67.9 58.6 85.0 82.5 67.9 58.4 83.8 81.3
Old : 67.9 58.6 85.0 82.5 67.9 58.4 83.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,245,237: 344,463 95,656 752,788 1,052,124 1,330,226 2,149,374 2,178,670: 95,863 66,567
Old : 2,245,237: 344,463 95,656 752,788 1,052,124 1,330,226 2,149,374 2,178,670: 95,863 66,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -25,076: -2,189 -8,062 2,422 -26,279 -25,041 -26,046 -30,680: 970 5,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.3 33.5 46.9 59.2 95.7 97.0: 4.3 3.0
Old : 100.0: 15.3 4.3 33.5 46.9 59.2 95.7 97.0: 4.3 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 : 348: 150 84 183 91 94 321 293:
Old : 348: 150 84 183 91 94 321 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 14.2 28.4 27.0 8.9 7.6 12.0 11.7
Old : 19.0 14.2 28.4 27.0 8.9 7.6 12.0 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,055: 72,399 30,995 39,029 80,633 119,188 192,061 189,212: 994 3,843
Old : 193,055: 72,399 30,995 39,029 80,633 119,188 192,061 189,212: 994 3,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 12,384: 7,521 16,073 2,424 2,444 -7,024 12,389 11,473: -5 911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.1 20.2 41.8 61.7 99.5 98.0: 0.5 2.0
Old : 100.0: 37.5 16.1 20.2 41.8 61.7 99.5 98.0: 0.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 8 11 19 20 30 34:
Old : 35: 6 8 11 19 20 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 47.1 85.4 72.9 51.5 41.0 59.8 54.1
Old : 66.6 47.1 85.4 72.9 51.5 41.0 59.8 54.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 196,338: 44,912 9,492 1,038 92,767 121,184 138,717 131,714: 57,621 64,624
Old : 196,338: 44,912 9,492 1,038 92,767 121,184 138,717 131,714: 57,621 64,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,881: -4,966 15 123 651 763 -4,192 901: 8,073 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.8 0.5 47.2 61.7 70.7 67.1: 29.3 32.9
Old : 100.0: 22.9 4.8 0.5 47.2 61.7 70.7 67.1: 29.3 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 3 4 13 17 18 22:
Old : 24: 3 3 4 13 17 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 : 43.3 32.3 60.4 49.5 42.9 27.9 52.7 41.5
Old : 43.3 32.3 60.4 49.5 42.9 27.9 52.7 41.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,756: 13,442 1,248 16,816 54,943 68,218 85,201 86,282: 4,555 3,474
Old : 89,756: 13,442 1,248 16,816 54,943 68,218 85,201 86,282: 4,555 3,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,831: -1,664 -17 -34 3,580 1,919 1,882 1,869: -51 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 1.4 18.7 61.2 76.0 94.9 96.1: 5.1 3.9
Old : 100.0: 15.0 1.4 18.7 61.2 76.0 94.9 96.1: 5.1 3.9
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 : 50: 19 7 20 22 24 46 46:
Old : 50: 19 7 20 22 24 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.9 58.7 70.9 14.6 18.1 19.1 22.0
Old : 39.7 46.9 58.7 70.9 14.6 18.1 19.1 22.0
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 477,956: 27,375 580 80,887 356,260 381,310 464,522 462,776: 13,435 15,180
Old : 477,956: 27,375 580 80,887 356,260 381,310 464,522 462,776: 13,435 15,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -5,468: -534 -157 -723 -3,872 -4,354 -5,129 -5,234: -339 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.1 16.9 74.5 79.8 97.2 96.8: 2.8 3.2
Old : 100.0: 5.7 0.1 16.9 74.5 79.8 97.2 96.8: 2.8 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 : 43: 9 2 11 32 32 43 43:
Old : 43: 9 2 11 32 32 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 26.0 52.2 43.7 9.3 6.4 14.3 11.1
Old : 31.2 26.0 52.2 43.7 9.3 6.4 14.3 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,279: 0 842 575 16,695 15,862 17,270 17,279: 9 0
Old : 17,279: 0 842 575 16,695 15,862 17,270 17,279: 9 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 923: 0 0 0 923 923 923 923: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 3.3 96.6 91.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 4.9 3.3 96.6 91.8 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 : 38: 0 2 3 26 25 29 29:
Old : 38: 0 2 3 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 : 42.5 47.3 66.1 71.6 35.1 47.3 50.3 60.5
Old : 42.5 47.3 66.1 71.6 35.1 47.3 50.3 60.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,438: 4,813 14,181 4,546 51,712 38,790 61,071 57,517: 3,367 6,921
Old : 64,438: 4,813 14,181 4,546 51,712 38,790 61,071 57,517: 3,367 6,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,330: -126 1,218 1,020 944 -870 1,838 1,368: -508 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 22.0 7.1 80.3 60.2 94.8 89.3: 5.2 10.7
Old : 100.0: 7.5 22.0 7.1 80.3 60.2 94.8 89.3: 5.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 6 8 21 16 31 24:
Old : 31: 3 6 8 21 16 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 41.9 69.3 64.6 35.5 32.6 48.3 44.1
Old : 52.1 41.9 69.3 64.6 35.5 32.6 48.3 44.1
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,731: 5,194 1,860 2,331 23,364 25,651 30,889 29,842: 1,842 2,889
Old : 32,731: 5,194 1,860 2,331 23,364 25,651 30,889 29,842: 1,842 2,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,201: 1,178 -50 350 645 1,532 2,173 1,832: 28 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.7 7.1 71.4 78.4 94.4 91.2: 5.6 8.8
Old : 100.0: 15.9 5.7 7.1 71.4 78.4 94.4 91.2: 5.6 8.8
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 : 23: 3 3 4 13 15 20 20:
Old : 23: 3 3 4 13 15 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 54.2 70.2 70.7 43.7 34.8 53.6 46.2
Old : 50.8 54.2 70.2 70.7 43.7 34.8 53.6 46.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,190: 2,775 181 282 5,085 7,660 8,142 8,123: 48 67
Old : 8,190: 2,775 181 282 5,085 7,660 8,142 8,123: 48 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 900: 402 0 282 300 600 984 882: -84 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.2 3.4 62.1 93.5 99.4 99.2: 0.6 0.8
Old : 100.0: 33.9 2.2 3.4 62.1 93.5 99.4 99.2: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 11 12 14 14:
Old : 22: 2 1 1 11 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 67.2 87.2 84.4 65.0 58.9 76.7 72.8
Old : 65.0 67.2 87.2 84.4 65.0 58.9 76.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,101: 5,574 2,874 7,000 9,173 10,797 21,746 20,671: 3,355 4,430
Old : 25,101: 5,574 2,874 7,000 9,173 10,797 21,746 20,671: 3,355 4,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -836: -116 -103 -538 -414 -590 -1,067 -1,231: 231 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 11.4 27.9 36.5 43.0 86.6 82.4: 13.4 17.6
Old : 100.0: 22.2 11.4 27.9 36.5 43.0 86.6 82.4: 13.4 17.6
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 : 28: 10 7 9 11 11 27 21:
Old : 28: 10 7 9 11 11 27 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 : 49.8 39.9 66.4 61.0 25.9 19.1 27.9 24.0
Old : 49.8 39.9 66.4 61.0 25.9 19.1 27.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,147: 1,670 1,551 1,052 10,399 10,868 13,121 13,471: 1,025 676
Old : 14,147: 1,670 1,551 1,052 10,399 10,868 13,121 13,471: 1,025 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -675: -138 -56 -51 -503 -430 -692 -537: 17 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.0 7.4 73.5 76.8 92.8 95.2: 7.2 4.8
Old : 100.0: 11.8 11.0 7.4 73.5 76.8 92.8 95.2: 7.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 7 9 14 14 25 28:
Old : 32: 9 7 9 14 14 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.6 69.0 70.0 14.4 18.6 19.7 23.7
Old : 44.3 45.6 69.0 70.0 14.4 18.6 19.7 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,740: 3,701 605 11,643 72,187 72,273 87,531 84,521: 7,209 10,218
Old : 94,740: 3,701 605 11,643 72,187 72,273 87,531 84,521: 7,209 10,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 960: -643 -105 1,353 649 196 1,359 1,444: -398 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.6 12.3 76.2 76.3 92.4 89.2: 7.6 10.8
Old : 100.0: 3.9 0.6 12.3 76.2 76.3 92.4 89.2: 7.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 6 20 21 27 27:
Old : 28: 5 2 6 20 21 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 : 40.7 34.4 57.7 56.3 19.3 16.2 24.2 19.5
Old : 40.7 34.4 57.7 56.3 19.3 16.2 24.2 19.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,251: 10,821 3,242 388 6,269 14,416 17,477 18,046: 1,774 1,205
Old : 19,251: 10,821 3,242 388 6,269 14,416 17,477 18,046: 1,774 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 725: 879 -1,489 27 -273 2,338 634 876: 91 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 16.8 2.0 32.6 74.9 90.8 93.7: 9.2 6.3
Old : 100.0: 56.2 16.8 2.0 32.6 74.9 90.8 93.7: 9.2 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 : 127: 52 23 11 26 38 85 69:
Old : 127: 52 23 11 26 38 85 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.0 52.0 53.2 40.4 39.8 50.3 52.9
Old : 42.0 40.0 52.0 53.2 40.4 39.8 50.3 52.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,121: 30,770 8,304 518 8,537 34,665 39,826 43,487: 6,295 2,633
Old : 46,121: 30,770 8,304 518 8,537 34,665 39,826 43,487: 6,295 2,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 520: -207 -1,182 1 319 2,428 113 1,247: 407 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 18.0 1.1 18.5 75.2 86.4 94.3: 13.6 5.7
Old : 100.0: 66.7 18.0 1.1 18.5 75.2 86.4 94.3: 13.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 73 28 9 24 40 101 74:
Old : 150: 73 28 9 24 40 101 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 36.5 39.9 49.7 24.9 35.8 39.7 48.9
Old : 24.9 36.5 39.9 49.7 24.9 35.8 39.7 48.9
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 351,852: 94,345 16,485 46,021 184,325 274,211 324,691 336,717: 27,162 15,135
Old : 351,852: 94,345 16,485 46,021 184,325 274,211 324,691 336,717: 27,162 15,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 32,951: 3,074 -2,031 7,753 20,171 26,622 30,998 32,344: 1,953 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.7 13.1 52.4 77.9 92.3 95.7: 7.7 4.3
Old : 100.0: 26.8 4.7 13.1 52.4 77.9 92.3 95.7: 7.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 92 16 54 82 92 192 150:
Old : 214: 92 16 54 82 92 192 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 24.0 23.5 36.6 8.0 14.9 12.8 21.2
Old : 14.9 24.0 23.5 36.6 8.0 14.9 12.8 21.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,045: 9,756 0 744 8,597 16,597 19,097 17,341: 3,948 5,704
Old : 23,045: 9,756 0 744 8,597 16,597 19,097 17,341: 3,948 5,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,006: 1,187 0 -456 332 1,414 1,063 958: -57 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 0.0 3.2 37.3 72.0 82.9 75.2: 17.1 24.8
Old : 100.0: 42.3 0.0 3.2 37.3 72.0 82.9 75.2: 17.1 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 0 3 9 18 16 21:
Old : 26: 7 0 3 9 18 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 36.5 68.8 56.3 44.9 36.5 62.0 53.4
Old : 48.9 36.5 68.8 56.3 44.9 36.5 62.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 8,480: 0 0 0 7,701 7,414 7,701 7,414: 779 1,066
Old : 8,480: 0 0 0 7,701 7,414 7,701 7,414: 779 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 129: 0 0 0 96 87 96 87: 33 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 87.4 90.8 87.4: 9.2 12.6
Old : 100.0: 0.0 0.0 0.0 90.8 87.4 90.8 87.4: 9.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 13 16 13:
Old : 20: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 48.8 74.1 74.4 48.1 45.6 68.6 69.3
Old : 48.1 48.8 74.1 74.4 48.1 45.6 68.6 69.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,359: 296 1,168 204 6,803 5,937 7,303 7,309: 56 50
Old : 7,359: 296 1,168 204 6,803 5,937 7,303 7,309: 56 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 46: 0 0 0 46 46 46 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 15.9 2.8 92.4 80.7 99.2 99.3: 0.8 0.7
Old : 100.0: 4.0 15.9 2.8 92.4 80.7 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 1 27 29 29 32:
Old : 39: 2 2 1 27 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 39.5 56.2 60.1 30.3 34.6 43.8 45.5
Old : 35.5 39.5 56.2 60.1 30.3 34.6 43.8 45.5
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,546: 375 0 0 47,248 48,267 47,623 48,267: 923 279
Old : 48,546: 375 0 0 47,248 48,267 47,623 48,267: 923 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,137: 50 0 0 2,099 2,147 2,149 2,147: -12 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 97.3 99.4 98.1 99.4: 1.9 0.6
Old : 100.0: 0.8 0.0 0.0 97.3 99.4 98.1 99.4: 1.9 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 : 56: 2 0 0 44 36 46 36:
Old : 56: 2 0 0 44 36 46 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 : 52.5 53.6 67.8 69.6 50.4 52.2 63.4 66.8
Old : 52.5 53.6 67.8 69.6 50.4 52.2 63.4 66.8
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,039: 0 0 0 15,677 15,889 15,677 15,889: 362 150
Old : 16,039: 0 0 0 15,677 15,889 15,677 15,889: 362 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 2,180: 0 0 0 2,180 2,180 2,180 2,180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 99.1 97.7 99.1: 2.3 0.9
Old : 100.0: 0.0 0.0 0.0 97.7 99.1 97.7 99.1: 2.3 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 : 25: 0 0 0 21 14 21 14:
Old : 25: 0 0 0 21 14 21 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 : 53.8 79.9 72.4 94.5 28.1 56.4 41.2 59.2
Old : 53.8 79.9 72.4 94.5 28.1 56.4 41.2 59.2
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,800: 425 3,125 350 7,025 4,305 7,800 7,780: 0 20
Old : 7,800: 425 3,125 350 7,025 4,305 7,800 7,780: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 50: 0 50 0 50 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 40.1 4.5 90.1 55.2 100.0 99.7: 0.0 0.3
Old : 100.0: 5.4 40.1 4.5 90.1 55.2 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 2 27 16 31 20:
Old : 37: 3 2 2 27 16 31 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 68.3 63.8 84.7 37.1 61.2 52.2 71.9
Old : 39.7 68.3 63.8 84.7 37.1 61.2 52.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,506: 477 0 24 2,836 3,435 3,337 3,459: 169 47
Old : 3,506: 477 0 24 2,836 3,435 3,337 3,459: 169 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.7 80.9 98.0 95.2 98.7: 4.8 1.3
Old : 100.0: 13.6 0.0 0.7 80.9 98.0 95.2 98.7: 4.8 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 : 20: 2 0 1 13 13 15 14:
Old : 20: 2 0 1 13 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.8 80.8 91.8 42.1 59.6 62.0 69.0
Old : 55.3 70.8 80.8 91.8 42.1 59.6 62.0 69.0
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,913: 1,277 4,767 1,077 23,439 20,028 25,793 25,872: 120 41
Old : 25,913: 1,277 4,767 1,077 23,439 20,028 25,793 25,872: 120 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,313: 116 -41 228 970 1,126 1,314 1,313: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.4 4.2 90.5 77.3 99.5 99.8: 0.5 0.2
Old : 100.0: 4.9 18.4 4.2 90.5 77.3 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 4 4 36 43 43 49:
Old : 62: 4 4 4 36 43 43 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 : 40.4 34.6 56.9 49.9 35.6 33.2 49.6 44.9
Old : 40.4 34.6 56.9 49.9 35.6 33.2 49.6 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,658: 2,442 956 459 10,623 12,241 13,524 13,656: 134 2
Old : 13,658: 2,442 956 459 10,623 12,241 13,524 13,656: 134 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 568: 90 91 0 468 544 558 635: 10 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.0 3.4 77.8 89.6 99.0 100.0: 1.0 0.0
Old : 100.0: 17.9 7.0 3.4 77.8 89.6 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 5 1 25 29 30 34:
Old : 44: 4 5 1 25 29 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 48.7 66.7 69.0 42.2 46.5 58.0 60.3
Old : 42.2 48.7 66.7 69.0 42.2 46.5 58.0 60.3
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, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,671: 10,015 2,823 596 19,640 26,472 30,251 29,891: 420 780
Old : 30,671: 10,015 2,823 596 19,640 26,472 30,251 29,891: 420 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 194: 37 143 0 157 57 194 200: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 9.2 1.9 64.0 86.3 98.6 97.5: 1.4 2.5
Old : 100.0: 32.7 9.2 1.9 64.0 86.3 98.6 97.5: 1.4 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 : 45: 5 5 5 23 31 28 41:
Old : 45: 5 5 5 23 31 28 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 : 63.6 50.9 74.8 66.2 61.7 50.6 70.3 63.4
Old : 63.6 50.9 74.8 66.2 61.7 50.6 70.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,453: 3,114 0 1,124 17,244 19,354 21,482 20,478: 3,971 4,975
Old : 25,453: 3,114 0 1,124 17,244 19,354 21,482 20,478: 3,971 4,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,167: -448 0 748 1,451 896 1,751 1,644: -584 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 4.4 67.7 76.0 84.4 80.5: 15.6 19.5
Old : 100.0: 12.2 0.0 4.4 67.7 76.0 84.4 80.5: 15.6 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 : 22: 2 0 2 15 16 17 18:
Old : 22: 2 0 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 49.1 64.4 68.0 35.7 44.2 54.0 56.9
Old : 38.5 49.1 64.4 68.0 35.7 44.2 54.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012