GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,988: 2,055 2,137 2,432 36,202 36,389 40,689 40,958: 299 30
Old : 40,988: 2,055 2,137 2,432 36,202 36,389 40,689 40,958: 299 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,601: 51 -239 239 2,311 2,571 2,601 2,571: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.2 5.9 88.3 88.8 99.3 99.9: 0.7 0.1
Old : 100.0: 5.0 5.2 5.9 88.3 88.8 99.3 99.9: 0.7 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 : 54: 1 5 3 33 42 36 48:
Old : 54: 1 5 3 33 42 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 33.6 71.0 51.9 44.5 22.9 54.6 34.4
Old : 52.1 33.6 71.0 51.9 44.5 22.9 54.6 34.4
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,254: 700 0 4 18,412 19,113 19,116 19,117: 138 137
Old : 19,254: 700 0 4 18,412 19,113 19,116 19,117: 138 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -361: 50 0 0 -411 -361 -361 -361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 95.6 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 3.6 0.0 0.0 95.6 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 20 21 21 22:
Old : 27: 1 0 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 50.3 86.1 71.0 38.7 25.0 41.7 34.5
Old : 67.0 50.3 86.1 71.0 38.7 25.0 41.7 34.5
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 11,972: 594 765 577 9,683 9,573 10,854 10,915: 1,118 1,057
Old : 11,972: 594 765 577 9,683 9,573 10,854 10,915: 1,118 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -43: -40 20 35 118 37 113 92: -156 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.4 4.8 80.9 80.0 90.7 91.2: 9.3 8.8
Old : 100.0: 5.0 6.4 4.8 80.9 80.0 90.7 91.2: 9.3 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 : 43: 2 3 4 33 37 37 43:
Old : 43: 2 3 4 33 37 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 30.4 56.3 48.9 19.3 16.6 27.4 26.3
Old : 34.3 30.4 56.3 48.9 19.3 16.6 27.4 26.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,323: 645 0 432 6,741 7,285 7,818 7,717: 505 606
Old : 8,323: 645 0 432 6,741 7,285 7,818 7,717: 505 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 709: 47 0 157 549 594 753 751: -44 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 5.2 81.0 87.5 93.9 92.7: 6.1 7.3
Old : 100.0: 7.7 0.0 5.2 81.0 87.5 93.9 92.7: 6.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 0 5 45 48 52 53:
Old : 59: 7 0 5 45 48 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 25.4 44.8 40.5 16.6 19.5 26.2 27.8
Old : 27.6 25.4 44.8 40.5 16.6 19.5 26.2 27.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,148: 100 772 177 3,230 2,837 3,507 3,786: 641 362
Old : 4,148: 100 772 177 3,230 2,837 3,507 3,786: 641 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 230: 0 -79 39 151 262 190 222: 40 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 18.6 4.3 77.9 68.4 84.5 91.3: 15.5 8.7
Old : 100.0: 2.4 18.6 4.3 77.9 68.4 84.5 91.3: 15.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 3 23 21 27 24:
Old : 30: 1 3 3 23 21 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 : 35.6 41.8 53.2 60.4 24.8 31.4 37.0 42.6
Old : 35.6 41.8 53.2 60.4 24.8 31.4 37.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,716: 85 136 71 3,149 2,999 3,305 3,206: 411 510
Old : 3,716: 85 136 71 3,149 2,999 3,305 3,206: 411 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 151: 0 -19 11 144 150 155 142: -4 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.7 1.9 84.7 80.7 88.9 86.3: 11.1 13.7
Old : 100.0: 2.3 3.7 1.9 84.7 80.7 88.9 86.3: 11.1 13.7
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 : 35: 1 3 3 26 25 30 28:
Old : 35: 1 3 3 26 25 30 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 : 36.6 36.5 55.8 52.2 33.4 30.5 49.1 45.7
Old : 36.6 36.5 55.8 52.2 33.4 30.5 49.1 45.7
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,991: 273 29 134 4,033 4,553 4,440 4,716: 551 275
Old : 4,991: 273 29 134 4,033 4,553 4,440 4,716: 551 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 423: 87 0 38 434 388 559 426: -136 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.6 2.7 80.8 91.2 89.0 94.5: 11.0 5.5
Old : 100.0: 5.5 0.6 2.7 80.8 91.2 89.0 94.5: 11.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 3 29 30 32 33:
Old : 37: 2 1 3 29 30 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 36.9 64.1 57.9 47.4 34.0 55.2 49.2
Old : 50.2 36.9 64.1 57.9 47.4 34.0 55.2 49.2
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 10,407: 375 0 0 9,742 10,407 10,117 10,407: 290 0
Old : 10,407: 375 0 0 9,742 10,407 10,117 10,407: 290 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,067: 230 0 -5 692 1,072 917 1,067: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 93.6 100.0 97.2 100.0: 2.8 0.0
Old : 100.0: 3.6 0.0 0.0 93.6 100.0 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 21 17 22 17:
Old : 28: 1 0 0 21 17 22 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 : 52.7 72.2 73.6 87.8 42.9 52.1 54.6 65.7
Old : 52.7 72.2 73.6 87.8 42.9 52.1 54.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 8,597: 0 1,404 620 7,623 6,495 8,243 8,519: 354 78
Old : 8,597: 0 1,404 620 7,623 6,495 8,243 8,519: 354 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 17: 0 20 0 12 -3 12 17: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 7.2 88.7 75.5 95.9 99.1: 4.1 0.9
Old : 100.0: 0.0 16.3 7.2 88.7 75.5 95.9 99.1: 4.1 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 : 27: 0 5 5 18 17 23 22:
Old : 27: 0 5 5 18 17 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 47.6 78.9 77.0 56.1 42.1 63.6 63.3
Old : 65.2 47.6 78.9 77.0 56.1 42.1 63.6 63.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,092: 360 4,736 1,337 28,376 24,019 30,073 30,092: 19 0
Old : 30,092: 360 4,736 1,337 28,376 24,019 30,073 30,092: 19 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 374: 0 -119 0 374 493 374 374: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.7 4.4 94.3 79.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 15.7 4.4 94.3 79.8 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 : 33: 1 2 2 28 20 31 22:
Old : 33: 1 2 2 28 20 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 69.7 61.2 85.8 36.1 58.5 51.0 66.1
Old : 40.9 69.7 61.2 85.8 36.1 58.5 51.0 66.1
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 321,766: 48,152 42,601 64,951 169,877 177,752 282,980 285,303: 38,786 36,462
Old : 321,766: 48,152 42,601 64,951 169,877 177,752 282,980 285,303: 38,786 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -15,335: -3,521 674 -6,301 -4,208 -13,707 -14,030 -19,335: -1,305 4,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.2 20.2 52.8 55.2 87.9 88.7: 12.1 11.3
Old : 100.0: 15.0 13.2 20.2 52.8 55.2 87.9 88.7: 12.1 11.3
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 : 154: 34 38 47 65 73 127 136:
Old : 154: 34 38 47 65 73 127 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 14.7 28.4 27.4 9.5 7.8 15.7 12.6
Old : 16.9 14.7 28.4 27.4 9.5 7.8 15.7 12.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,393,860: 325,825 428,007 525,023 460,472 388,047 1,311,320 1,341,076: 82,540 52,784
Old : 1,393,860: 325,825 428,007 525,023 460,472 388,047 1,311,320 1,341,076: 82,540 52,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 85,818: 49,391 29,695 45,803 -19,333 6,708 75,861 82,206: 9,957 3,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 30.7 37.7 33.0 27.8 94.1 96.2: 5.9 3.8
Old : 100.0: 23.4 30.7 37.7 33.0 27.8 94.1 96.2: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 143 117 174 78 78 322 281:
Old : 355: 143 117 174 78 78 322 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 27.3 27.2 39.5 8.8 15.7 14.5 21.2
Old : 17.8 27.3 27.2 39.5 8.8 15.7 14.5 21.2
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,506,455: 101,652 30,448 525,588 874,532 947,677 1,501,772 1,503,712: 4,683 2,743
Old : 1,506,455: 101,652 30,448 525,588 874,532 947,677 1,501,772 1,503,712: 4,683 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 144,626: 5,559 5,256 83,093 55,317 56,253 143,969 144,602: 656 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.0 34.9 58.1 62.9 99.7 99.8: 0.3 0.2
Old : 100.0: 6.7 2.0 34.9 58.1 62.9 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 : 136: 38 32 58 64 61 129 124:
Old : 136: 38 32 58 64 61 129 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 35.2 53.5 56.5 3.4 4.2 5.4 6.5
Old : 33.4 35.2 53.5 56.5 3.4 4.2 5.4 6.5
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 268,752: 84,916 66,599 63,370 114,600 133,433 262,886 263,402: 5,866 5,350
Old : 268,752: 84,916 66,599 63,370 114,600 133,433 262,886 263,402: 5,866 5,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 28,727: 10,694 714 13,784 2,975 14,624 27,453 29,122: 1,275 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 24.8 23.6 42.6 49.6 97.8 98.0: 2.2 2.0
Old : 100.0: 31.6 24.8 23.6 42.6 49.6 97.8 98.0: 2.2 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 : 57: 19 10 23 22 26 53 49:
Old : 57: 19 10 23 22 26 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 43.3 53.6 64.2 24.6 24.0 32.5 31.6
Old : 33.1 43.3 53.6 64.2 24.6 24.0 32.5 31.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,233: 31,056 20,490 24,435 13,616 23,512 69,107 68,437: 127 796
Old : 69,233: 31,056 20,490 24,435 13,616 23,512 69,107 68,437: 127 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 15,656: 7,597 5,385 5,031 3,058 5,018 15,686 15,433: -30 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 29.6 35.3 19.7 34.0 99.8 98.8: 0.2 1.2
Old : 100.0: 44.9 29.6 35.3 19.7 34.0 99.8 98.8: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 11 14 15 17 29 37:
Old : 39: 9 11 14 15 17 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 45.5 85.5 68.0 42.1 27.9 45.7 36.2
Old : 74.8 45.5 85.5 68.0 42.1 27.9 45.7 36.2
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,655,242: 706,608 41,045 854,874 1,046,423 1,737,336 2,607,905 2,633,255: 47,337 21,987
Old : 2,655,242: 706,608 41,045 854,874 1,046,423 1,737,336 2,607,905 2,633,255: 47,337 21,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 119,240: 37,489 -5,245 66,897 14,327 55,326 118,713 116,978: 527 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 1.5 32.2 39.4 65.4 98.2 99.2: 1.8 0.8
Old : 100.0: 26.6 1.5 32.2 39.4 65.4 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 38 17 46 82 73 139 122:
Old : 146: 38 17 46 82 73 139 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 25.6 41.2 42.2 14.4 18.8 22.3 26.3
Old : 28.6 25.6 41.2 42.2 14.4 18.8 22.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 993,552: 55,774 232,284 194,745 733,347 559,681 983,866 986,710: 9,686 6,842
Old : 993,552: 55,774 232,284 194,745 733,347 559,681 983,866 986,710: 9,686 6,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 63,690: 39,048 33,887 -2,110 27,178 30,425 64,116 62,202: -426 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 23.4 19.6 73.8 56.3 99.0 99.3: 1.0 0.7
Old : 100.0: 5.6 23.4 19.6 73.8 56.3 99.0 99.3: 1.0 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 : 81: 17 23 30 38 35 73 71:
Old : 81: 17 23 30 38 35 73 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 33.9 54.7 55.2 14.4 16.7 22.9 25.1
Old : 39.2 33.9 54.7 55.2 14.4 16.7 22.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,655: 2,300 390 450 4,690 6,365 7,440 7,205: 215 450
Old : 7,655: 2,300 390 450 4,690 6,365 7,440 7,205: 215 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -320: 45 0 60 -435 -475 -330 -415: 10 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 5.1 5.9 61.3 83.1 97.2 94.1: 2.8 5.9
Old : 100.0: 30.0 5.1 5.9 61.3 83.1 97.2 94.1: 2.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 3 12 13 18 16:
Old : 21: 4 1 3 12 13 18 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 : 53.2 47.9 73.8 75.9 31.8 34.5 44.8 43.6
Old : 53.2 47.9 73.8 75.9 31.8 34.5 44.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,213: 10,579 10,457 14,313 21,701 22,033 46,593 46,803: 620 410
Old : 47,213: 10,579 10,457 14,313 21,701 22,033 46,593 46,803: 620 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 3,142: 430 -520 1,405 1,157 2,347 2,992 3,232: 150 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 22.1 30.3 46.0 46.7 98.7 99.1: 1.3 0.9
Old : 100.0: 22.4 22.1 30.3 46.0 46.7 98.7 99.1: 1.3 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 : 47: 14 16 26 17 15 44 44:
Old : 47: 14 16 26 17 15 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 35.2 58.8 54.7 38.9 23.9 44.8 36.4
Old : 43.7 35.2 58.8 54.7 38.9 23.9 44.8 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,927: 5,837 6,587 3,945 7,790 6,885 17,572 17,417: 355 510
Old : 17,927: 5,837 6,587 3,945 7,790 6,885 17,572 17,417: 355 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,170: -233 232 788 680 195 1,235 1,215: -65 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 36.7 22.0 43.5 38.4 98.0 97.2: 2.0 2.8
Old : 100.0: 32.6 36.7 22.0 43.5 38.4 98.0 97.2: 2.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 15 21 12 11 34 33:
Old : 35: 8 15 21 12 11 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 47.0 76.6 63.2 55.9 37.6 62.5 49.4
Old : 62.1 47.0 76.6 63.2 55.9 37.6 62.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,938: 2,655 889 2,104 24,829 26,721 29,588 29,715: 349 223
Old : 29,938: 2,655 889 2,104 24,829 26,721 29,588 29,715: 349 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -384: 273 -23 -143 -560 -269 -430 -434: 46 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.0 7.0 82.9 89.3 98.8 99.3: 1.2 0.7
Old : 100.0: 8.9 3.0 7.0 82.9 89.3 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 : 67: 14 4 10 32 42 48 54:
Old : 67: 14 4 10 32 42 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 32.9 58.2 51.2 27.6 27.9 36.9 36.6
Old : 36.0 32.9 58.2 51.2 27.6 27.9 36.9 36.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,679: 83 0 13 1,815 2,086 1,911 2,099: 768 580
Old : 2,679: 83 0 13 1,815 2,086 1,911 2,099: 768 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 68: 30 -2 -28 90 91 92 61: -24 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.5 67.7 77.9 71.3 78.3: 28.7 21.7
Old : 100.0: 3.1 0.0 0.5 67.7 77.9 71.3 78.3: 28.7 21.7
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 : 22: 2 0 2 17 19 19 21:
Old : 22: 2 0 2 17 19 19 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 : 36.9 36.9 53.9 57.7 20.4 31.6 25.5 35.4
Old : 36.9 36.9 53.9 57.7 20.4 31.6 25.5 35.4
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,935: 191 232 75 1,135 1,359 1,401 1,666: 534 269
Old : 1,935: 191 232 75 1,135 1,359 1,401 1,666: 534 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 246: 9 78 4 102 152 115 234: 131 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.0 3.9 58.7 70.2 72.4 86.1: 27.6 13.9
Old : 100.0: 9.9 12.0 3.9 58.7 70.2 72.4 86.1: 27.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 4 19 20 25 26:
Old : 30: 4 4 4 19 20 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 30.5 43.4 48.0 18.8 24.2 28.4 36.7
Old : 25.4 30.5 43.4 48.0 18.8 24.2 28.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE Code-03265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 1,589: 68 25 10 1,125 1,289 1,203 1,324: 386 265
Old : 1,589: 68 25 10 1,125 1,289 1,203 1,324: 386 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 264: 8 0 0 84 109 92 109: 172 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.6 0.6 70.8 81.1 75.7 83.3: 24.3 16.7
Old : 100.0: 4.3 1.6 0.6 70.8 81.1 75.7 83.3: 24.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 18 18 20 19:
Old : 25: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 40.3 53.5 56.8 35.1 29.8 43.0 43.2
Old : 39.4 40.3 53.5 56.8 35.1 29.8 43.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,227: 2,479 1,771 6,249 85,492 86,673 94,220 94,693: 3,007 2,534
Old : 97,227: 2,479 1,771 6,249 85,492 86,673 94,220 94,693: 3,007 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 879: 89 -15 -397 931 1,318 623 907: 256 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.8 6.4 87.9 89.1 96.9 97.4: 3.1 2.6
Old : 100.0: 2.6 1.8 6.4 87.9 89.1 96.9 97.4: 3.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 6 29 30 36 36:
Old : 39: 6 1 6 29 30 36 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 : 45.8 49.8 68.6 70.6 29.4 29.7 36.5 37.9
Old : 45.8 49.8 68.6 70.6 29.4 29.7 36.5 37.9
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,843: 2,044 0 1,174 11,520 13,826 14,738 15,000: 1,105 843
Old : 15,843: 2,044 0 1,174 11,520 13,826 14,738 15,000: 1,105 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 21: -230 0 0 238 14 8 14: 13 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 7.4 72.7 87.3 93.0 94.7: 7.0 5.3
Old : 100.0: 12.9 0.0 7.4 72.7 87.3 93.0 94.7: 7.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 18 13 21 16:
Old : 21: 3 0 3 18 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 61.0 62.8 82.0 30.8 45.8 45.9 51.2
Old : 38.1 61.0 62.8 82.0 30.8 45.8 45.9 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,492: 0 1,098 0 5,522 4,440 5,522 5,538: 970 954
Old : 6,492: 0 1,098 0 5,522 4,440 5,522 5,538: 970 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.9 0.0 85.1 68.4 85.1 85.3: 14.9 14.7
Old : 100.0: 0.0 16.9 0.0 85.1 68.4 85.1 85.3: 14.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 17 13 17 15:
Old : 20: 0 2 0 17 13 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 : 49.5 44.4 70.2 66.6 36.5 39.2 50.6 50.8
Old : 49.5 44.4 70.2 66.6 36.5 39.2 50.6 50.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,442: 1,252 400 964 8,538 9,534 10,754 10,898: 688 544
Old : 11,442: 1,252 400 964 8,538 9,534 10,754 10,898: 688 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.5 8.4 74.6 83.3 94.0 95.2: 6.0 4.8
Old : 100.0: 10.9 3.5 8.4 74.6 83.3 94.0 95.2: 6.0 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 : 26: 2 1 2 17 17 19 20:
Old : 26: 2 1 2 17 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 37.3 64.8 61.7 25.6 35.2 45.1 54.0
Old : 39.7 37.3 64.8 61.7 25.6 35.2 45.1 54.0
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,230: 348 440 790 13,273 14,021 14,411 15,251: 1,819 979
Old : 16,230: 348 440 790 13,273 14,021 14,411 15,251: 1,819 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.7 4.9 81.8 86.4 88.8 94.0: 11.2 6.0
Old : 100.0: 2.1 2.7 4.9 81.8 86.4 88.8 94.0: 11.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 23 23 26 25:
Old : 30: 2 1 2 23 23 26 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 : 35.6 41.5 54.9 60.7 31.7 36.8 45.9 49.7
Old : 35.6 41.5 54.9 60.7 31.7 36.8 45.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,787: 170 0 0 44,617 44,787 44,787 44,787: 0 0
Old : 44,787: 170 0 0 44,617 44,787 44,787 44,787: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 110: 0 0 0 110 110 110 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 17 21 17:
Old : 29: 1 0 0 20 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 77.6 83.4 92.4 62.7 71.3 80.5 85.2
Old : 63.1 77.6 83.4 92.4 62.7 71.3 80.5 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 762,006: 0 0 0 762,006 762,006 762,006 762,006: 0 0
Old : 762,006: 0 0 0 762,006 762,006 762,006 762,006: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 20 17 20 17:
Old : 27: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 79.6 77.9 93.7 49.7 72.8 75.1 84.4
Old : 52.4 79.6 77.9 93.7 49.7 72.8 75.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,156: 2,427 18,764 0 21,516 4,923 23,943 23,687: 213 469
Old : 24,156: 2,427 18,764 0 21,516 4,923 23,943 23,687: 213 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 77.7 0.0 89.1 20.4 99.1 98.1: 0.9 1.9
Old : 100.0: 10.0 77.7 0.0 89.1 20.4 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 12 9 13 10:
Old : 21: 1 1 0 12 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
Old : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,413: 874 0 0 56,284 57,348 57,158 57,348: 255 65
Old : 57,413: 874 0 0 56,284 57,348 57,158 57,348: 255 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.0 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 1.5 0.0 0.0 98.0 99.9 99.6 99.9: 0.4 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 : 33: 1 0 0 15 24 16 24:
Old : 33: 1 0 0 15 24 16 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 : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
Old : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 767,350: 0 0 0 767,350 767,350 767,350 767,350: 0 0
Old : 767,350: 0 0 0 767,350 767,350 767,350 767,350: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 17 19 17 19:
Old : 31: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 52.0 86.3 77.8 72.3 49.3 83.2 70.4
Old : 72.3 52.0 86.3 77.8 72.3 49.3 83.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 52,723: 6,395 1,016 320 45,753 51,387 52,468 52,723: 255 0
Old : 52,723: 6,395 1,016 320 45,753 51,387 52,468 52,723: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.9 0.6 86.8 97.5 99.5 100.0: 0.5 0.0
Old : 100.0: 12.1 1.9 0.6 86.8 97.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 22 17 25 20:
Old : 33: 2 2 2 22 17 25 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 : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
Old : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,219,067: 21,636 149,080 5,781 1,191,650 1,064,206 1,219,067 1,219,067: 0 0
Old : 1,219,067: 21,636 149,080 5,781 1,191,650 1,064,206 1,219,067 1,219,067: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 46,720: 0 0 0 46,720 46,720 46,720 46,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 12.2 0.5 97.8 87.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 12.2 0.5 97.8 87.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 1 22 23 25 26:
Old : 38: 3 2 1 22 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 43.6 72.5 71.2 48.1 43.1 66.0 69.2
Old : 53.8 43.6 72.5 71.2 48.1 43.1 66.0 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,515: 0 3,290 0 30,302 27,012 30,302 30,302: 213 213
Old : 30,515: 0 3,290 0 30,302 27,012 30,302 30,302: 213 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.0 99.3 88.5 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 10.8 0.0 99.3 88.5 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 0 14 8 14 11:
Old : 20: 0 3 0 14 8 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 : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
Old : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,036: 0 6,065 0 33,036 26,971 33,036 33,036: 0 0
Old : 33,036: 0 6,065 0 33,036 26,971 33,036 33,036: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 852: 0 110 0 852 742 852 852: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 0.0 100.0 81.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 18.4 0.0 100.0 81.6 100.0 100.0: 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 : 24: 0 1 0 15 14 15 15:
Old : 24: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 71.5 88.7 90.5 56.0 53.7 73.1 72.7
Old : 66.4 71.5 88.7 90.5 56.0 53.7 73.1 72.7
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,152: 2,830 0 3,450 13,872 16,702 20,152 20,152: 0 0
Old : 20,152: 2,830 0 3,450 13,872 16,702 20,152 20,152: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 17.1 68.8 82.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.0 0.0 17.1 68.8 82.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 10 15 12 17:
Old : 21: 2 0 2 10 15 12 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 : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
Old : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 17,268: 384 0 1,064 15,245 15,649 16,693 16,713: 575 555
Old : 17,268: 384 0 1,064 15,245 15,649 16,693 16,713: 575 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 6.2 88.3 90.6 96.7 96.8: 3.3 3.2
Old : 100.0: 2.2 0.0 6.2 88.3 90.6 96.7 96.8: 3.3 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 : 20: 1 0 1 14 14 15 15:
Old : 20: 1 0 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 64.3 71.9 81.1 34.1 53.7 54.1 60.7
Old : 43.0 64.3 71.9 81.1 34.1 53.7 54.1 60.7
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,947: 0 1,107 0 24,734 23,840 24,734 24,947: 213 0
Old : 24,947: 0 1,107 0 24,734 23,840 24,734 24,947: 213 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 99.1 95.6 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 4.4 0.0 99.1 95.6 99.1 100.0: 0.9 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 1 0 17 14 17 15:
Old : 25: 0 1 0 17 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 77.7 71.4 93.8 46.1 71.4 70.7 83.7
Old : 46.5 77.7 71.4 93.8 46.1 71.4 70.7 83.7
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 483,619: 0 10,147 21,168 462,451 452,304 483,619 483,619: 0 0
Old : 483,619: 0 10,147 21,168 462,451 452,304 483,619 483,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 4.4 95.6 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 4.4 95.6 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 15 10 16 12:
Old : 23: 0 2 1 15 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
Old : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 919,619: 0 96,120 23,320 896,299 800,179 919,619 919,619: 0 0
Old : 919,619: 0 96,120 23,320 896,299 800,179 919,619 919,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,383: 0 0 0 2,383 2,383 2,383 2,383: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 2.5 97.5 87.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.5 2.5 97.5 87.0 100.0 100.0: 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 1 1 16 22 17 23:
Old : 26: 0 1 1 16 22 17 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 : 50.5 61.0 77.0 77.9 29.2 39.7 46.7 50.3
Old : 50.5 61.0 77.0 77.9 29.2 39.7 46.7 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 549,774: 136,395 113,258 19,542 393,837 416,974 549,774 549,774: 0 0
Old : 549,774: 136,395 113,258 19,542 393,837 416,974 549,774 549,774: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.6 3.6 71.6 75.8 100.0 100.0: 0.0 0.0
Old : 100.0: 24.8 20.6 3.6 71.6 75.8 100.0 100.0: 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 : 23: 2 1 1 15 15 18 16:
Old : 23: 2 1 1 15 15 18 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 : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
Old : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 243,684: 0 37,314 0 243,684 206,370 243,684 243,684: 0 0
Old : 243,684: 0 37,314 0 243,684 206,370 243,684 243,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 0.0 100.0 84.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.3 0.0 100.0 84.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 18 11 18 13:
Old : 25: 0 2 0 18 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 56.3 74.5 90.5 43.1 51.1 71.0 77.2
Old : 44.6 56.3 74.5 90.5 43.1 51.1 71.0 77.2
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,701: 69 76 86 4,538 4,527 4,694 4,689: 8 12
Old : 4,701: 69 76 86 4,538 4,527 4,694 4,689: 8 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 87: -9 7 16 81 63 88 87: -1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.6 1.8 96.5 96.3 99.8 99.7: 0.2 0.3
Old : 100.0: 1.5 1.6 1.8 96.5 96.3 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 18 19 21 22:
Old : 23: 2 1 3 18 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 48.4 83.4 75.5 41.9 40.9 53.0 53.8
Old : 59.1 48.4 83.4 75.5 41.9 40.9 53.0 53.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,443: 351 0 240 27,440 28,034 28,031 28,274: 412 169
Old : 28,443: 351 0 240 27,440 28,034 28,031 28,274: 412 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,418: 0 0 240 2,199 2,217 2,439 2,457: -21 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.8 96.5 98.6 98.6 99.4: 1.4 0.6
Old : 100.0: 1.2 0.0 0.8 96.5 98.6 98.6 99.4: 1.4 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 : 44: 1 0 1 38 35 40 36:
Old : 44: 1 0 1 38 35 40 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 : 47.7 43.6 65.2 66.8 45.3 36.9 56.0 53.2
Old : 47.7 43.6 65.2 66.8 45.3 36.9 56.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,503: 1,430 0 0 4,941 6,109 6,371 6,109: 132 394
Old : 6,503: 1,430 0 0 4,941 6,109 6,371 6,109: 132 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 0.0 76.0 93.9 98.0 93.9: 2.0 6.1
Old : 100.0: 22.0 0.0 0.0 76.0 93.9 98.0 93.9: 2.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 14 16 16 16:
Old : 20: 2 0 0 14 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 : 54.2 49.4 84.5 76.4 43.9 33.6 52.3 46.5
Old : 54.2 49.4 84.5 76.4 43.9 33.6 52.3 46.5
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,678: 425 585 10 10,869 10,499 11,304 11,094: 374 584
Old : 11,678: 425 585 10 10,869 10,499 11,304 11,094: 374 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 222: 0 65 -20 212 177 192 222: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.0 0.1 93.1 89.9 96.8 95.0: 3.2 5.0
Old : 100.0: 3.6 5.0 0.1 93.1 89.9 96.8 95.0: 3.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 20 14 22 17:
Old : 26: 1 3 1 20 14 22 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 : 67.4 65.2 80.9 82.8 61.9 63.7 74.4 77.5
Old : 67.4 65.2 80.9 82.8 61.9 63.7 74.4 77.5
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,928: 1,392 346 249 7,902 8,931 9,543 9,526: 385 402
Old : 9,928: 1,392 346 249 7,902 8,931 9,543 9,526: 385 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 350: 0 -15 0 350 365 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.5 2.5 79.6 90.0 96.1 96.0: 3.9 4.0
Old : 100.0: 14.0 3.5 2.5 79.6 90.0 96.1 96.0: 3.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 20 18 24 21:
Old : 31: 3 1 3 20 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 47.9 76.6 73.3 60.1 46.9 73.7 67.4
Old : 60.1 47.9 76.6 73.3 60.1 46.9 73.7 67.4
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,328,399: 371,606 110,083 926,755 942,498 1,201,036 2,240,859 2,237,873: 87,540 90,526
Old : 2,328,399: 371,606 110,083 926,755 942,498 1,201,036 2,240,859 2,237,873: 87,540 90,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -121,797: -14,070 -8,880 -67,873 -34,093 -37,390 -116,036 -114,143: -5,761 -7,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.7 39.8 40.5 51.6 96.2 96.1: 3.8 3.9
Old : 100.0: 16.0 4.7 39.8 40.5 51.6 96.2 96.1: 3.8 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 : 383: 168 90 201 91 100 345 325:
Old : 383: 168 90 201 91 100 345 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 14.6 24.7 24.4 8.7 8.4 13.3 13.3
Old : 15.7 14.6 24.7 24.4 8.7 8.4 13.3 13.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,979: 1,805 10,014 24,848 61,987 52,965 88,639 87,826: 339 1,152
Old : 88,979: 1,805 10,014 24,848 61,987 52,965 88,639 87,826: 339 1,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -14,881: -1,447 20 -6,562 -6,755 -8,199 -14,765 -14,741: -116 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.3 27.9 69.7 59.5 99.6 98.7: 0.4 1.3
Old : 100.0: 2.0 11.3 27.9 69.7 59.5 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 8 10 16 18 27 28:
Old : 31: 3 8 10 16 18 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 : 49.1 56.5 71.1 77.7 33.0 28.2 39.3 37.9
Old : 49.1 56.5 71.1 77.7 33.0 28.2 39.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,656: 66,204 12,120 250 67,045 114,722 133,499 127,092: 42,157 48,564
Old : 175,656: 66,204 12,120 250 67,045 114,722 133,499 127,092: 42,157 48,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,326: 1,444 -30 0 690 1,052 2,134 1,022: 192 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.9 0.1 38.2 65.3 76.0 72.4: 24.0 27.6
Old : 100.0: 37.7 6.9 0.1 38.2 65.3 76.0 72.4: 24.0 27.6
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 : 30: 5 4 2 17 19 24 23:
Old : 30: 5 4 2 17 19 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 : 44.0 33.7 61.8 52.1 43.8 33.5 57.2 49.3
Old : 44.0 33.7 61.8 52.1 43.8 33.5 57.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,903: 6,742 1,348 5,050 16,961 22,330 28,753 28,729: 1,150 1,174
Old : 29,903: 6,742 1,348 5,050 16,961 22,330 28,753 28,729: 1,150 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -1,058: -190 23 -220 -645 -911 -1,055 -1,107: -2 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.5 16.9 56.7 74.7 96.2 96.1: 3.8 3.9
Old : 100.0: 22.5 4.5 16.9 56.7 74.7 96.2 96.1: 3.8 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 : 32: 13 2 11 15 15 29 27:
Old : 32: 13 2 11 15 15 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 54.3 69.1 76.9 22.6 24.0 28.1 31.6
Old : 50.0 54.3 69.1 76.9 22.6 24.0 28.1 31.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,554: 18,037 3,826 36,108 186,669 198,069 240,814 238,003: 4,740 7,551
Old : 245,554: 18,037 3,826 36,108 186,669 198,069 240,814 238,003: 4,740 7,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -4,315: 31 -35 -992 -3,225 -3,312 -4,186 -4,340: -129 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.6 14.7 76.0 80.7 98.1 96.9: 1.9 3.1
Old : 100.0: 7.3 1.6 14.7 76.0 80.7 98.1 96.9: 1.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 3 12 29 29 41 41:
Old : 41: 9 3 12 29 29 41 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 : 36.3 29.8 58.2 50.4 15.8 10.9 19.7 17.4
Old : 36.3 29.8 58.2 50.4 15.8 10.9 19.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,748: 8,505 2,397 9,584 50,518 51,704 68,607 63,685: 4,141 9,063
Old : 72,748: 8,505 2,397 9,584 50,518 51,704 68,607 63,685: 4,141 9,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -1,636: 381 0 -1,403 -479 -203 -1,501 -1,606: -135 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.3 13.2 69.4 71.1 94.3 87.5: 5.7 12.5
Old : 100.0: 11.7 3.3 13.2 69.4 71.1 94.3 87.5: 5.7 12.5
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: 5 3 6 13 12 22 18:
Old : 22: 5 3 6 13 12 22 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 : 36.0 45.1 63.2 67.7 19.4 17.8 26.7 22.7
Old : 36.0 45.1 63.2 67.7 19.4 17.8 26.7 22.7
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,876: 4,925 5,588 7,253 37,730 36,040 49,908 48,881: 1,968 2,995
Old : 51,876: 4,925 5,588 7,253 37,730 36,040 49,908 48,881: 1,968 2,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -6,607: 115 -2,250 -357 -6,365 -3,808 -6,607 -6,415: 0 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.8 14.0 72.7 69.5 96.2 94.2: 3.8 5.8
Old : 100.0: 9.5 10.8 14.0 72.7 69.5 96.2 94.2: 3.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 5 14 12 19 20:
Old : 22: 2 5 5 14 12 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 38.9 68.1 67.5 22.0 19.8 26.7 25.6
Old : 42.7 38.9 68.1 67.5 22.0 19.8 26.7 25.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,728: 9,837 14,321 22,334 23,405 18,480 55,576 55,135: 4,152 4,593
Old : 59,728: 9,837 14,321 22,334 23,405 18,480 55,576 55,135: 4,152 4,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,911: 3,080 -814 2,467 -2,476 740 3,072 2,394: -1,161 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.0 37.4 39.2 30.9 93.0 92.3: 7.0 7.7
Old : 100.0: 16.5 24.0 37.4 39.2 30.9 93.0 92.3: 7.0 7.7
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 : 34: 11 6 17 14 15 32 33:
Old : 34: 11 6 17 14 15 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 37.4 54.1 59.6 17.9 24.1 23.9 27.4
Old : 33.6 37.4 54.1 59.6 17.9 24.1 23.9 27.4
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,708: 1,475 984 0 3,974 4,556 5,449 5,540: 260 169
Old : 5,708: 1,475 984 0 3,974 4,556 5,449 5,540: 260 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 180: -140 116 0 360 61 220 177: -40 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.2 0.0 69.6 79.8 95.5 97.0: 4.5 3.0
Old : 100.0: 25.8 17.2 0.0 69.6 79.8 95.5 97.0: 4.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 5 0 13 13 19 18:
Old : 24: 6 5 0 13 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 55.4 82.9 79.8 40.4 40.4 56.4 57.1
Old : 60.2 55.4 82.9 79.8 40.4 40.4 56.4 57.1
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,629: 3,604 183 1,616 54,002 58,074 59,223 59,873: 8,406 7,755
Old : 67,629: 3,604 183 1,616 54,002 58,074 59,223 59,873: 8,406 7,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -1,288: -336 12 -11 -767 -1,306 -1,114 -1,305: -174 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.3 2.4 79.9 85.9 87.6 88.5: 12.4 11.5
Old : 100.0: 5.3 0.3 2.4 79.9 85.9 87.6 88.5: 12.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 5 17 18 22 23:
Old : 23: 4 1 5 17 18 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 37.9 63.9 61.5 14.5 17.9 21.4 25.1
Old : 39.8 37.9 63.9 61.5 14.5 17.9 21.4 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,838: 4,163 10,793 6,487 15,463 9,777 26,112 27,057: 1,726 781
Old : 27,838: 4,163 10,793 6,487 15,463 9,777 26,112 27,057: 1,726 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,859: 1,117 1,474 -939 2,035 1,069 2,214 1,605: -354 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 38.8 23.3 55.5 35.1 93.8 97.2: 6.2 2.8
Old : 100.0: 15.0 38.8 23.3 55.5 35.1 93.8 97.2: 6.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 4 14 10 22 16:
Old : 24: 4 6 4 14 10 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 69.6 68.6 92.0 38.3 43.2 47.2 52.0
Old : 48.3 69.6 68.6 92.0 38.3 43.2 47.2 52.0
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,273: 29,417 2,830 3,583 7,456 36,133 40,456 42,547: 2,817 726
Old : 43,273: 29,417 2,830 3,583 7,456 36,133 40,456 42,547: 2,817 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -1,303: -915 148 242 -353 -1,449 -1,026 -1,059: -277 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 6.5 8.3 17.2 83.5 93.5 98.3: 6.5 1.7
Old : 100.0: 68.0 6.5 8.3 17.2 83.5 93.5 98.3: 6.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 105 28 18 28 39 143 81:
Old : 188: 105 28 18 28 39 143 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.0 42.6 53.8 22.4 35.2 36.4 49.3
Old : 27.9 36.0 42.6 53.8 22.4 35.2 36.4 49.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,658: 42,802 7,357 2,788 16,957 57,443 62,547 67,588: 8,111 3,070
Old : 70,658: 42,802 7,357 2,788 16,957 57,443 62,547 67,588: 8,111 3,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -665: -1,675 2,400 -293 1,487 -3,321 -480 -1,214: -185 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 10.4 3.9 24.0 81.3 88.5 95.7: 11.5 4.3
Old : 100.0: 60.6 10.4 3.9 24.0 81.3 88.5 95.7: 11.5 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 : 188: 105 29 26 32 36 150 85:
Old : 188: 105 29 26 32 36 150 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 37.5 28.8 54.5 17.9 36.3 26.8 51.6
Old : 18.9 37.5 28.8 54.5 17.9 36.3 26.8 51.6
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 339,272: 108,362 24,935 49,592 154,063 248,441 312,016 322,967: 27,257 16,305
Old : 339,272: 108,362 24,935 49,592 154,063 248,441 312,016 322,967: 27,257 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,960: -1,733 -4,450 4,020 1,234 1,287 3,520 857: -1,560 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.3 14.6 45.4 73.2 92.0 95.2: 8.0 4.8
Old : 100.0: 31.9 7.3 14.6 45.4 73.2 92.0 95.2: 8.0 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 : 219: 85 24 52 87 94 196 154:
Old : 219: 85 24 52 87 94 196 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 16.1 24.8 28.9 11.4 12.8 18.3 21.3
Old : 14.1 16.1 24.8 28.9 11.4 12.8 18.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,134: 9,818 0 765 9,415 18,618 19,998 19,383: 2,136 2,751
Old : 22,134: 9,818 0 765 9,415 18,618 19,998 19,383: 2,136 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 2,601: 1,063 0 225 1,368 2,379 2,656 2,604: -55 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 0.0 3.5 42.5 84.1 90.3 87.6: 9.7 12.4
Old : 100.0: 44.4 0.0 3.5 42.5 84.1 90.3 87.6: 9.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 12 19 14 20:
Old : 21: 2 0 1 12 19 14 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 : 70.7 51.0 85.4 70.2 63.0 51.0 72.7 66.0
Old : 70.7 51.0 85.4 70.2 63.0 51.0 72.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOT ROLLED COIL STEEL - NEW YORK MERCANTILE EXCHANGE Code-192651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20 SHORT TONS) :
: : :
All : 13,266: 5,351 6,831 2,049 5,695 4,382 13,095 13,262: 171 4
Old : 13,266: 5,351 6,831 2,049 5,695 4,382 13,095 13,262: 171 4
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,272: 748 1,686 -113 636 -305 1,271 1,268: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 51.5 15.4 42.9 33.0 98.7 100.0: 1.3 0.0
Old : 100.0: 40.3 51.5 15.4 42.9 33.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 5 7 8 16 15:
Old : 21: 6 5 5 7 8 16 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 : 65.7 71.4 87.0 90.4 61.2 62.7 76.5 77.0
Old : 65.7 71.4 87.0 90.4 61.2 62.7 76.5 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST JET FUEL CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,512: 2,440 448 1,789 15,252 17,244 19,482 19,482: 30 30
Old : 19,512: 2,440 448 1,789 15,252 17,244 19,482 19,482: 30 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 10,956: -129 -23 1,574 9,511 9,406 10,956 10,956: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 2.3 9.2 78.2 88.4 99.8 99.8: 0.2 0.2
Old : 100.0: 12.5 2.3 9.2 78.2 88.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 2 10 14 15 16:
Old : 20: 4 1 2 10 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 73.9 94.2 94.5 26.6 27.7 31.0 31.0
Old : 80.3 73.9 94.2 94.5 26.6 27.7 31.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,961: 167 2,468 93 5,537 2,976 5,797 5,537: 164 424
Old : 5,961: 167 2,468 93 5,537 2,976 5,797 5,537: 164 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 186: -50 -96 0 233 204 183 108: 3 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 41.4 1.6 92.9 49.9 97.2 92.9: 2.8 7.1
Old : 100.0: 2.8 41.4 1.6 92.9 49.9 97.2 92.9: 2.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 21 19 23 23:
Old : 29: 1 3 2 21 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 58.1 71.3 75.0 48.1 54.6 67.9 65.3
Old : 49.9 58.1 71.3 75.0 48.1 54.6 67.9 65.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,298: 2,232 3,645 2,864 45,550 44,727 50,646 51,236: 652 62
Old : 51,298: 2,232 3,645 2,864 45,550 44,727 50,646 51,236: 652 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 4,649: -1,850 -700 2,050 4,449 3,299 4,649 4,649: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.1 5.6 88.8 87.2 98.7 99.9: 1.3 0.1
Old : 100.0: 4.4 7.1 5.6 88.8 87.2 98.7 99.9: 1.3 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 : 59: 7 5 4 35 32 43 40:
Old : 59: 7 5 4 35 32 43 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 : 49.0 45.0 70.2 66.5 34.7 28.2 45.2 44.8
Old : 49.0 45.0 70.2 66.5 34.7 28.2 45.2 44.8
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,433: 1,515 3,827 125 32,539 30,481 34,179 34,433: 254 0
Old : 34,433: 1,515 3,827 125 32,539 30,481 34,179 34,433: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 10,329: 25 350 -175 10,455 10,154 10,305 10,329: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.1 0.4 94.5 88.5 99.3 100.0: 0.7 0.0
Old : 100.0: 4.4 11.1 0.4 94.5 88.5 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 1 24 19 29 22:
Old : 35: 4 3 1 24 19 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 76.5 72.1 89.4 47.3 65.6 57.6 70.4
Old : 55.7 76.5 72.1 89.4 47.3 65.6 57.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,769: 2,135 6,079 50 11,584 7,640 13,769 13,769: 0 0
Old : 13,769: 2,135 6,079 50 11,584 7,640 13,769 13,769: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 285: 110 -200 25 150 460 285 285: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 44.1 0.4 84.1 55.5 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 44.1 0.4 84.1 55.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 2 1 32 19 41 22:
Old : 46: 8 2 1 32 19 41 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 : 49.3 73.3 66.5 88.9 39.9 70.1 57.1 77.9
Old : 49.3 73.3 66.5 88.9 39.9 70.1 57.1 77.9
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,799: 1,095 1,058 379 5,265 5,362 6,739 6,799: 60 0
Old : 6,799: 1,095 1,058 379 5,265 5,362 6,739 6,799: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 499: -25 -345 184 340 660 499 499: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.6 5.6 77.4 78.9 99.1 100.0: 0.9 0.0
Old : 100.0: 16.1 15.6 5.6 77.4 78.9 99.1 100.0: 0.9 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: 4 2 2 9 13 14 16:
Old : 22: 4 2 2 9 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 73.9 95.1 91.2 70.2 52.6 74.0 70.0
Old : 81.8 73.9 95.1 91.2 70.2 52.6 74.0 70.0
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,583: 2,526 6,569 5,248 35,657 31,673 43,431 43,490: 152 93
Old : 43,583: 2,526 6,569 5,248 35,657 31,673 43,431 43,490: 152 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -495: 295 -293 -696 -94 494 -495 -495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.1 12.0 81.8 72.7 99.7 99.8: 0.3 0.2
Old : 100.0: 5.8 15.1 12.0 81.8 72.7 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 : 65: 8 10 13 40 39 56 55:
Old : 65: 8 10 13 40 39 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 36.0 54.0 52.8 31.0 26.4 40.0 38.2
Old : 34.3 36.0 54.0 52.8 31.0 26.4 40.0 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,207: 690 289 0 6,132 6,519 6,822 6,808: 385 399
Old : 7,207: 690 289 0 6,132 6,519 6,822 6,808: 385 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 165: 225 0 0 -45 165 180 165: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.0 0.0 85.1 90.5 94.7 94.5: 5.3 5.5
Old : 100.0: 9.6 4.0 0.0 85.1 90.5 94.7 94.5: 5.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 0 12 12 14 14:
Old : 20: 2 2 0 12 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 : 65.4 64.3 85.1 83.0 62.4 55.4 74.2 71.3
Old : 65.4 64.3 85.1 83.0 62.4 55.4 74.2 71.3
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,543: 1,862 504 351 11,146 12,458 13,359 13,313: 184 230
Old : 13,543: 1,862 504 351 11,146 12,458 13,359 13,313: 184 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 213: 185 -100 -78 72 391 179 213: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.7 2.6 82.3 92.0 98.6 98.3: 1.4 1.7
Old : 100.0: 13.7 3.7 2.6 82.3 92.0 98.6 98.3: 1.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 5 5 28 28 36 37:
Old : 43: 6 5 5 28 28 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 40.5 64.2 65.2 25.0 29.9 37.4 39.4
Old : 44.0 40.5 64.2 65.2 25.0 29.9 37.4 39.4
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, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,389: 4,461 709 1,282 28,275 30,010 34,018 32,001: 2,371 4,388
Old : 36,389: 4,461 709 1,282 28,275 30,010 34,018 32,001: 2,371 4,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 621: -44 0 201 574 384 731 585: -110 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.9 3.5 77.7 82.5 93.5 87.9: 6.5 12.1
Old : 100.0: 12.3 1.9 3.5 77.7 82.5 93.5 87.9: 6.5 12.1
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 : 34: 6 1 2 19 26 25 29:
Old : 34: 6 1 2 19 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 36.5 69.4 55.4 40.9 35.7 53.6 51.8
Old : 50.3 36.5 69.4 55.4 40.9 35.7 53.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013