IN DELIVERY MONTH EUA - NEW YORK MERCANTILE EXCHANGE Code-006GEC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 EUA) :
: : :
All : 163,320: 15,567 5,097 3,492 144,255 154,731 163,315 163,320: 5 -0
Old : 163,320: 15,567 5,097 3,492 144,255 154,731 163,315 163,320: 5 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,337: 862 -973 503 -29 1,807 1,337 1,337: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.1 2.1 88.3 94.7 100.0 100.0: 0.0 -0.0
Old : 100.0: 9.5 3.1 2.1 88.3 94.7 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 5 9 10 16 16:
Old : 20: 5 3 5 9 10 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 : 78.8 88.7 96.8 97.8 66.9 72.7 74.1 74.4
Old : 78.8 88.7 96.8 97.8 66.9 72.7 74.1 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 38,162: 5,233 1,086 31 32,707 36,916 37,971 38,033: 191 129
Old : 38,162: 5,233 1,086 31 32,707 36,916 37,971 38,033: 191 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,458: 975 40 -91 1,579 2,509 2,463 2,458: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.8 0.1 85.7 96.7 99.5 99.7: 0.5 0.3
Old : 100.0: 13.7 2.8 0.1 85.7 96.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 6 1 34 43 36 50:
Old : 58: 2 6 1 34 43 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 38.2 72.0 55.2 43.3 25.9 52.7 38.1
Old : 53.7 38.2 72.0 55.2 43.3 25.9 52.7 38.1
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, July 30, 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 : 14,005: 0 0 0 13,878 13,915 13,878 13,915: 127 90
Old : 14,005: 0 0 0 13,878 13,915 13,878 13,915: 127 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,618: 0 0 0 1,592 1,612 1,592 1,612: 26 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.4 99.1 99.4: 0.9 0.6
Old : 100.0: 0.0 0.0 0.0 99.1 99.4 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 27 22 27:
Old : 29: 0 0 0 22 27 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 61.0 84.7 75.8 55.2 53.1 61.7 60.3
Old : 64.6 61.0 84.7 75.8 55.2 53.1 61.7 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 11,950: 679 503 109 9,942 10,249 10,730 10,861: 1,220 1,089
Old : 11,950: 679 503 109 9,942 10,249 10,730 10,861: 1,220 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 609: -43 -1 -22 597 540 532 517: 77 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.2 0.9 83.2 85.8 89.8 90.9: 10.2 9.1
Old : 100.0: 5.7 4.2 0.9 83.2 85.8 89.8 90.9: 10.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 3 3 34 32 37 37:
Old : 40: 2 3 3 34 32 37 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 : 33.5 39.2 56.5 56.6 20.8 16.0 27.0 25.5
Old : 33.5 39.2 56.5 56.6 20.8 16.0 27.0 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 7,701: 323 649 425 6,399 5,961 7,147 7,035: 554 666
Old : 7,701: 323 649 425 6,399 5,961 7,147 7,035: 554 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 574: 69 210 185 325 188 579 583: -5 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.4 5.5 83.1 77.4 92.8 91.4: 7.2 8.6
Old : 100.0: 4.2 8.4 5.5 83.1 77.4 92.8 91.4: 7.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 2 6 44 46 50 53:
Old : 56: 3 2 6 44 46 50 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 : 31.9 31.0 48.7 47.1 22.8 29.3 34.0 40.7
Old : 31.9 31.0 48.7 47.1 22.8 29.3 34.0 40.7
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, July 30, 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 : 2,947: 50 214 84 2,057 2,257 2,191 2,555: 756 392
Old : 2,947: 50 214 84 2,057 2,257 2,191 2,555: 756 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.3 2.9 69.8 76.6 74.3 86.7: 25.7 13.3
Old : 100.0: 1.7 7.3 2.9 69.8 76.6 74.3 86.7: 25.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 16 21 17:
Old : 23: 1 1 1 19 16 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 : 30.3 47.2 48.3 69.8 15.1 33.6 26.5 47.0
Old : 30.3 47.2 48.3 69.8 15.1 33.6 26.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,708: 40 56 0 2,054 2,165 2,094 2,221: 614 487
Old : 2,708: 40 56 0 2,054 2,165 2,094 2,221: 614 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 81: 40 5 0 -4 56 36 61: 45 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.1 0.0 75.8 79.9 77.3 82.0: 22.7 18.0
Old : 100.0: 1.5 2.1 0.0 75.8 79.9 77.3 82.0: 22.7 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 24 20 25 21:
Old : 28: 1 1 0 24 20 25 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 : 31.8 37.3 49.7 55.8 25.7 32.8 36.0 42.5
Old : 31.8 37.3 49.7 55.8 25.7 32.8 36.0 42.5
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, July 30, 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 : 5,738: 397 109 217 4,630 4,965 5,244 5,291: 494 447
Old : 5,738: 397 109 217 4,630 4,965 5,244 5,291: 494 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 450: -20 25 29 462 440 471 494: -21 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.9 3.8 80.7 86.5 91.4 92.2: 8.6 7.8
Old : 100.0: 6.9 1.9 3.8 80.7 86.5 91.4 92.2: 8.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 2 5 33 42 38 47:
Old : 50: 2 2 5 33 42 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 32.3 56.4 51.2 37.6 31.3 52.8 46.9
Old : 37.9 32.3 56.4 51.2 37.6 31.3 52.8 46.9
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, July 30, 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 : 11,827: 0 0 0 11,737 11,827 11,737 11,827: 90 0
Old : 11,827: 0 0 0 11,737 11,827 11,737 11,827: 90 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 515: 0 0 0 515 515 515 515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 20 13 20 13:
Old : 28: 0 0 0 20 13 20 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 : 63.6 75.2 83.4 94.4 59.8 75.2 75.2 85.4
Old : 63.6 75.2 83.4 94.4 59.8 75.2 75.2 85.4
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, July 30, 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 : 10,342: 164 241 123 9,448 9,584 9,735 9,948: 607 394
Old : 10,342: 164 241 123 9,448 9,584 9,735 9,948: 607 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -38: 44 0 28 34 -82 106 -54: -144 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.3 1.2 91.4 92.7 94.1 96.2: 5.9 3.8
Old : 100.0: 1.6 2.3 1.2 91.4 92.7 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 : 32: 4 2 2 22 19 27 22:
Old : 32: 4 2 2 22 19 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 47.4 75.7 73.3 55.0 43.6 62.8 59.6
Old : 61.9 47.4 75.7 73.3 55.0 43.6 62.8 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A19
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,974: 135 443 10 2,733 2,435 2,878 2,888: 96 86
Old : 2,974: 135 443 10 2,733 2,435 2,878 2,888: 96 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 302: 40 40 -30 262 282 272 292: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.9 0.3 91.9 81.9 96.8 97.1: 3.2 2.9
Old : 100.0: 4.5 14.9 0.3 91.9 81.9 96.8 97.1: 3.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 1 15 16 19 18:
Old : 30: 3 2 1 15 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 76.5 80.3 85.5 57.2 73.0 72.3 79.0
Old : 64.2 76.5 80.3 85.5 57.2 73.0 72.3 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 29,673: 0 5,818 120 29,258 23,735 29,378 29,673: 295 0
Old : 29,673: 0 5,818 120 29,258 23,735 29,378 29,673: 295 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,216: 0 410 -30 1,231 836 1,201 1,216: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.6 0.4 98.6 80.0 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 19.6 0.4 98.6 80.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 1 36 17 37 18:
Old : 41: 0 1 1 36 17 37 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 : 45.4 77.4 62.5 92.6 38.0 71.1 54.5 78.7
Old : 45.4 77.4 62.5 92.6 38.0 71.1 54.5 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 4,743: 0 336 27 4,003 4,008 4,030 4,371: 713 372
Old : 4,743: 0 336 27 4,003 4,008 4,030 4,371: 713 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 133: 0 178 -30 186 5 156 153: -23 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.6 84.4 84.5 85.0 92.2: 15.0 7.8
Old : 100.0: 0.0 7.1 0.6 84.4 84.5 85.0 92.2: 15.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 21 18 22 20:
Old : 30: 0 2 1 21 18 22 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 59.3 64.2 81.1 43.2 57.3 62.7 76.0
Old : 43.2 59.3 64.2 81.1 43.2 57.3 62.7 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 297,393: 70,170 61,283 40,639 145,914 172,000 256,724 273,922: 40,669 23,470
Old : 297,393: 70,170 61,283 40,639 145,914 172,000 256,724 273,922: 40,669 23,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -18,354: 6,850 5,839 -3,997 -18,491 -16,545 -15,639 -14,703: -2,715 -3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.6 13.7 49.1 57.8 86.3 92.1: 13.7 7.9
Old : 100.0: 23.6 20.6 13.7 49.1 57.8 86.3 92.1: 13.7 7.9
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 : 159: 47 30 40 68 74 136 126:
Old : 159: 47 30 40 68 74 136 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 19.5 24.0 32.9 11.4 13.9 20.3 21.0
Old : 13.7 19.5 24.0 32.9 11.4 13.9 20.3 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 16,115: 932 1,600 25 11,074 11,084 12,031 12,709: 4,084 3,406
Old : 16,115: 932 1,600 25 11,074 11,084 12,031 12,709: 4,084 3,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.9 0.2 68.7 68.8 74.7 78.9: 25.3 21.1
Old : 100.0: 5.8 9.9 0.2 68.7 68.8 74.7 78.9: 25.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 15 15 16 18:
Old : 20: 1 2 1 15 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 46.0 59.6 67.9 18.7 28.2 30.7 39.1
Old : 42.2 46.0 59.6 67.9 18.7 28.2 30.7 39.1
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, July 30, 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 : 1,402,745: 316,680 429,736 505,063 515,542 424,706 1,337,286 1,359,505: 65,459 43,240
Old : 1,402,745: 316,680 429,736 505,063 515,542 424,706 1,337,286 1,359,505: 65,459 43,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -39,698: 13,404 22,644 -51,178 -1,183 -11,841 -38,958 -40,376: -740 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 30.6 36.0 36.8 30.3 95.3 96.9: 4.7 3.1
Old : 100.0: 22.6 30.6 36.0 36.8 30.3 95.3 96.9: 4.7 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 : 309: 105 110 146 71 69 259 259:
Old : 309: 105 110 146 71 69 259 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.2 33.1 37.3 11.5 14.1 17.1 22.0
Old : 20.5 24.2 33.1 37.3 11.5 14.1 17.1 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,274,526: 92,574 31,750 425,849 751,943 815,409 1,270,367 1,273,009: 4,159 1,517
Old : 1,274,526: 92,574 31,750 425,849 751,943 815,409 1,270,367 1,273,009: 4,159 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -76,766: 243 -4,182 -39,980 -36,781 -32,267 -76,517 -76,429: -248 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.5 33.4 59.0 64.0 99.7 99.9: 0.3 0.1
Old : 100.0: 7.3 2.5 33.4 59.0 64.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 54 21 58 63 57 134 119:
Old : 139: 54 21 58 63 57 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.9 55.5 54.9 6.0 5.2 7.9 7.8
Old : 36.6 33.9 55.5 54.9 6.0 5.2 7.9 7.8
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, July 30, 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 : 371,362: 117,624 82,881 87,833 158,157 194,798 363,614 365,512: 7,748 5,850
Old : 371,362: 117,624 82,881 87,833 158,157 194,798 363,614 365,512: 7,748 5,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -23,627: 882 -6,594 -11,025 -13,014 -6,050 -23,156 -23,669: -471 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 22.3 23.7 42.6 52.5 97.9 98.4: 2.1 1.6
Old : 100.0: 31.7 22.3 23.7 42.6 52.5 97.9 98.4: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 11 26 30 32 59 58:
Old : 62: 15 11 26 30 32 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 38.2 53.1 54.4 27.2 20.6 36.9 29.4
Old : 34.0 38.2 53.1 54.4 27.2 20.6 36.9 29.4
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, July 30, 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 : 77,069: 19,915 14,096 42,823 14,026 19,499 76,764 76,419: 305 650
Old : 77,069: 19,915 14,096 42,823 14,026 19,499 76,764 76,419: 305 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -3,974: -1,434 -1,701 -876 -1,637 -1,636 -3,947 -4,213: -27 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.3 55.6 18.2 25.3 99.6 99.2: 0.4 0.8
Old : 100.0: 25.8 18.3 55.6 18.2 25.3 99.6 99.2: 0.4 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 : 46: 12 13 23 16 21 39 46:
Old : 46: 12 13 23 16 21 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 44.3 71.4 61.5 22.0 16.7 26.4 20.8
Old : 57.7 44.3 71.4 61.5 22.0 16.7 26.4 20.8
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, July 30, 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 : 2,610,108: 884,726 67,040 716,803 974,014 1,808,537 2,575,543 2,592,380: 34,565 17,728
Old : 2,610,108: 884,726 67,040 716,803 974,014 1,808,537 2,575,543 2,592,380: 34,565 17,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -97,232: -32,557 7,455 -32,155 -31,604 -71,025 -96,316 -95,725: -916 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.6 27.5 37.3 69.3 98.7 99.3: 1.3 0.7
Old : 100.0: 33.9 2.6 27.5 37.3 69.3 98.7 99.3: 1.3 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 : 146: 37 14 45 84 83 134 132:
Old : 146: 37 14 45 84 83 134 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 29.5 45.9 45.1 18.5 18.0 26.7 26.5
Old : 31.4 29.5 45.9 45.1 18.5 18.0 26.7 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 946,999: 36,473 181,164 237,545 668,322 524,154 942,340 942,863: 4,659 4,136
Old : 946,999: 36,473 181,164 237,545 668,322 524,154 942,340 942,863: 4,659 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -61,276: -12,838 -15,550 -16,355 -32,306 -28,924 -61,499 -60,829: 223 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 19.1 25.1 70.6 55.3 99.5 99.6: 0.5 0.4
Old : 100.0: 3.9 19.1 25.1 70.6 55.3 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 18 27 31 39 38 71 82:
Old : 86: 18 27 31 39 38 71 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 36.6 47.5 58.1 12.0 23.1 20.5 29.4
Old : 29.0 36.6 47.5 58.1 12.0 23.1 20.5 29.4
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, July 30, 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 : 7,255: 1,805 520 600 4,630 5,590 7,035 6,710: 220 545
Old : 7,255: 1,805 520 600 4,630 5,590 7,035 6,710: 220 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -170: 25 -80 -75 -140 -100 -190 -255: 20 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 7.2 8.3 63.8 77.1 97.0 92.5: 3.0 7.5
Old : 100.0: 24.9 7.2 8.3 63.8 77.1 97.0 92.5: 3.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 3 10 14 15 17:
Old : 21: 4 1 3 10 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 43.5 83.4 67.7 44.0 34.5 55.6 47.4
Old : 62.0 43.5 83.4 67.7 44.0 34.5 55.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 TONS) :
: : :
All : 12,019: 704 1,288 1,458 9,735 9,186 11,897 11,933: 122 86
Old : 12,019: 704 1,288 1,458 9,735 9,186 11,897 11,933: 122 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -863: 101 171 -305 -653 -733 -857 -867: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.7 12.1 81.0 76.4 99.0 99.3: 1.0 0.7
Old : 100.0: 5.9 10.7 12.1 81.0 76.4 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 : 21: 1 2 3 17 17 20 20:
Old : 21: 1 2 3 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 56.5 79.5 75.9 20.3 21.7 28.2 28.8
Old : 57.5 56.5 79.5 75.9 20.3 21.7 28.2 28.8
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, July 30, 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 : 69,926: 22,538 18,430 20,367 26,159 29,917 69,064 68,714: 862 1,212
Old : 69,926: 22,538 18,430 20,367 26,159 29,917 69,064 68,714: 862 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,902: 1,189 540 -2,088 -1,018 -564 -1,917 -2,112: 15 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 26.4 29.1 37.4 42.8 98.8 98.3: 1.2 1.7
Old : 100.0: 32.2 26.4 29.1 37.4 42.8 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 16 16 29 15 15 44 47:
Old : 48: 16 16 29 15 15 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 41.0 59.1 59.3 31.6 26.8 46.1 41.6
Old : 39.2 41.0 59.1 59.3 31.6 26.8 46.1 41.6
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, July 30, 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 : 21,976: 5,750 10,333 4,679 10,710 6,405 21,139 21,417: 837 559
Old : 21,976: 5,750 10,333 4,679 10,710 6,405 21,139 21,417: 837 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -2,020: -393 -801 -282 -1,170 -1,142 -1,845 -2,225: -175 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 47.0 21.3 48.7 29.1 96.2 97.5: 3.8 2.5
Old : 100.0: 26.2 47.0 21.3 48.7 29.1 96.2 97.5: 3.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 18 19 11 9 32 32:
Old : 37: 7 18 19 11 9 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 40.0 71.8 61.9 51.4 33.6 62.8 49.9
Old : 55.2 40.0 71.8 61.9 51.4 33.6 62.8 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 35,957: 2,774 574 877 31,849 34,317 35,500 35,769: 456 188
Old : 35,957: 2,774 574 877 31,849 34,317 35,500 35,769: 456 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 909: -499 -148 -20 1,451 1,123 933 956: -24 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.6 2.4 88.6 95.4 98.7 99.5: 1.3 0.5
Old : 100.0: 7.7 1.6 2.4 88.6 95.4 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 7 8 39 50 56 62:
Old : 76: 13 7 8 39 50 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 34.2 61.5 54.0 28.2 21.1 38.2 31.9
Old : 42.7 34.2 61.5 54.0 28.2 21.1 38.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,063: 181 109 50 1,332 1,302 1,563 1,461: 500 602
Old : 2,063: 181 109 50 1,332 1,302 1,563 1,461: 500 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 98: 5 -11 15 77 63 97 67: 1 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.3 2.4 64.6 63.1 75.8 70.8: 24.2 29.2
Old : 100.0: 8.8 5.3 2.4 64.6 63.1 75.8 70.8: 24.2 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 18 20 21 24:
Old : 26: 2 3 2 18 20 21 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 : 34.9 28.1 54.9 43.7 28.7 23.9 40.2 31.7
Old : 34.9 28.1 54.9 43.7 28.7 23.9 40.2 31.7
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, July 30, 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 : 2,889: 256 207 175 2,039 2,304 2,470 2,686: 419 203
Old : 2,889: 256 207 175 2,039 2,304 2,470 2,686: 419 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 334: 36 11 10 248 281 294 302: 40 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.2 6.1 70.6 79.8 85.5 93.0: 14.5 7.0
Old : 100.0: 8.9 7.2 6.1 70.6 79.8 85.5 93.0: 14.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 5 3 23 31 28 38:
Old : 41: 4 5 3 23 31 28 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 25.4 47.4 40.6 17.7 20.8 28.8 31.5
Old : 31.1 25.4 47.4 40.6 17.7 20.8 28.8 31.5
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, July 30, 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 : 77,224: 1,907 1,873 5,428 68,626 68,930 75,961 76,231: 1,264 993
Old : 77,224: 1,907 1,873 5,428 68,626 68,930 75,961 76,231: 1,264 993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,648: 222 560 -14 -1,547 -1,420 -1,340 -874: -308 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.4 7.0 88.9 89.3 98.4 98.7: 1.6 1.3
Old : 100.0: 2.5 2.4 7.0 88.9 89.3 98.4 98.7: 1.6 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 : 40: 4 2 5 30 32 36 37:
Old : 40: 4 2 5 30 32 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 : 45.3 49.4 68.0 70.4 31.2 29.6 37.5 38.8
Old : 45.3 49.4 68.0 70.4 31.2 29.6 37.5 38.8
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, July 30, 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 : 11,930: 2,446 0 774 7,814 10,610 11,034 11,384: 896 546
Old : 11,930: 2,446 0 774 7,814 10,610 11,034 11,384: 896 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -84: 175 0 46 -305 -130 -84 -84: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 6.5 65.5 88.9 92.5 95.4: 7.5 4.6
Old : 100.0: 20.5 0.0 6.5 65.5 88.9 92.5 95.4: 7.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 17 12 20 15:
Old : 20: 3 0 3 17 12 20 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 : 42.6 63.0 65.5 80.9 37.8 52.7 50.0 56.3
Old : 42.6 63.0 65.5 80.9 37.8 52.7 50.0 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 5,346: 0 952 0 4,625 3,497 4,625 4,449: 721 897
Old : 5,346: 0 952 0 4,625 3,497 4,625 4,449: 721 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -10: 0 0 0 -3 -3 -3 -3: -7 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.8 0.0 86.5 65.4 86.5 83.2: 13.5 16.8
Old : 100.0: 0.0 17.8 0.0 86.5 65.4 86.5 83.2: 13.5 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 17 11 17 13:
Old : 20: 0 2 0 17 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 46.8 74.4 68.5 41.4 42.1 55.1 54.5
Old : 52.6 46.8 74.4 68.5 41.4 42.1 55.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 9,834: 1,390 882 906 6,874 7,632 9,170 9,420: 664 414
Old : 9,834: 1,390 882 906 6,874 7,632 9,170 9,420: 664 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 9.0 9.2 69.9 77.6 93.2 95.8: 6.8 4.2
Old : 100.0: 14.1 9.0 9.2 69.9 77.6 93.2 95.8: 6.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 18 17 20 20:
Old : 26: 1 2 2 18 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.6 66.6 68.7 35.0 34.3 51.4 54.8
Old : 44.6 43.6 66.6 68.7 35.0 34.3 51.4 54.8
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, July 30, 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 : 15,514: 180 558 1,332 12,334 12,728 13,846 14,618: 1,668 896
Old : 15,514: 180 558 1,332 12,334 12,728 13,846 14,618: 1,668 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 444: 0 0 0 444 444 444 444: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.6 8.6 79.5 82.0 89.2 94.2: 10.8 5.8
Old : 100.0: 1.2 3.6 8.6 79.5 82.0 89.2 94.2: 10.8 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 : 30: 1 2 2 22 22 25 24:
Old : 30: 1 2 2 22 22 25 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 : 33.7 48.1 53.0 69.4 23.3 41.8 34.4 49.1
Old : 33.7 48.1 53.0 69.4 23.3 41.8 34.4 49.1
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, July 30, 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 : 33,673: 88 88 0 33,585 33,585 33,673 33,673: 0 0
Old : 33,673: 88 88 0 33,585 33,585 33,673 33,673: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 264: 88 88 0 176 176 264 264: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.0 99.7 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.3 0.0 99.7 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 19 15 20 16:
Old : 31: 1 1 0 19 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 74.7 79.0 90.9 54.6 70.3 79.0 86.5
Old : 54.6 74.7 79.0 90.9 54.6 70.3 79.0 86.5
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, July 30, 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 : 646,098: 0 0 0 646,098 646,098 646,098 646,098: 0 0
Old : 646,098: 0 0 0 646,098 646,098 646,098 646,098: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 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 : 25: 0 0 0 20 14 20 14:
Old : 25: 0 0 0 20 14 20 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 : 48.5 85.4 74.3 96.4 47.8 82.1 73.6 91.1
Old : 48.5 85.4 74.3 96.4 47.8 82.1 73.6 91.1
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, July 30, 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 : 21,571: 2,058 13,299 0 19,385 7,888 21,443 21,187: 128 384
Old : 21,571: 2,058 13,299 0 19,385 7,888 21,443 21,187: 128 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 61.7 0.0 89.9 36.6 99.4 98.2: 0.6 1.8
Old : 100.0: 9.5 61.7 0.0 89.9 36.6 99.4 98.2: 0.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 12 9 14 10:
Old : 21: 2 1 0 12 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 86.1 86.9 96.7 62.8 84.9 85.4 95.5
Old : 64.0 86.1 86.9 96.7 62.8 84.9 85.4 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, July 30, 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 : 46,975: 0 0 0 46,465 46,975 46,465 46,975: 510 0
Old : 46,975: 0 0 0 46,465 46,975 46,465 46,975: 510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 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 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 17 13 17:
Old : 22: 0 0 0 13 17 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 45.5 93.2 73.2 69.5 45.5 82.7 70.1
Old : 74.4 45.5 93.2 73.2 69.5 45.5 82.7 70.1
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, July 30, 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 : 696,812: 0 0 0 696,812 696,812 696,812 696,812: 0 0
Old : 696,812: 0 0 0 696,812 696,812 696,812 696,812: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 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 : 25: 0 0 0 17 15 17 15:
Old : 25: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 48.3 92.1 78.7 75.4 42.7 81.4 67.1
Old : 79.3 48.3 92.1 78.7 75.4 42.7 81.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 70,038: 15,090 1,345 1,275 53,418 67,290 69,783 69,910: 255 128
Old : 70,038: 15,090 1,345 1,275 53,418 67,290 69,783 69,910: 255 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,738: 1,760 0 0 -22 1,738 1,738 1,738: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 1.9 1.8 76.3 96.1 99.6 99.8: 0.4 0.2
Old : 100.0: 21.5 1.9 1.8 76.3 96.1 99.6 99.8: 0.4 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 : 35: 2 2 1 22 18 24 21:
Old : 35: 2 2 1 22 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 : 44.3 53.1 70.5 75.5 40.4 49.6 60.0 65.8
Old : 44.3 53.1 70.5 75.5 40.4 49.6 60.0 65.8
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, July 30, 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 : 1,530,917: 308,846 359,310 5,781 1,216,290 1,165,826 1,530,917 1,530,917: 0 0
Old : 1,530,917: 308,846 359,310 5,781 1,216,290 1,165,826 1,530,917 1,530,917: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,943: 0 0 0 -1,943 -1,943 -1,943 -1,943: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.5 0.4 79.4 76.2 100.0 100.0: 0.0 0.0
Old : 100.0: 20.2 23.5 0.4 79.4 76.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 1 25 27 27 32:
Old : 41: 2 4 1 25 27 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 48.8 75.6 69.6 50.5 48.5 68.6 66.5
Old : 51.3 48.8 75.6 69.6 50.5 48.5 68.6 66.5
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, July 30, 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 : 23,857: 0 2,526 484 23,373 20,400 23,857 23,410: 0 447
Old : 23,857: 0 2,526 484 23,373 20,400 23,857 23,410: 0 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 924: 0 -660 484 568 1,100 1,052 924: -128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 2.0 98.0 85.5 100.0 98.1: 0.0 1.9
Old : 100.0: 0.0 10.6 2.0 98.0 85.5 100.0 98.1: 0.0 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 : 22: 0 2 1 13 11 14 13:
Old : 22: 0 2 1 13 11 14 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 : 60.5 77.1 87.1 91.7 57.7 67.0 75.5 79.6
Old : 60.5 77.1 87.1 91.7 57.7 67.0 75.5 79.6
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, July 30, 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 : 42,980: 126 10,026 0 42,854 32,954 42,980 42,980: 0 0
Old : 42,980: 126 10,026 0 42,854 32,954 42,980 42,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 23.3 0.0 99.7 76.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 23.3 0.0 99.7 76.7 100.0 100.0: 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: 1 1 0 17 15 18 16:
Old : 25: 1 1 0 17 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 : 54.0 74.1 81.3 90.5 48.3 54.1 67.4 69.0
Old : 54.0 74.1 81.3 90.5 48.3 54.1 67.4 69.0
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, July 30, 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 : 47,396: 5,052 9,322 4,324 38,020 33,750 47,396 47,396: 0 0
Old : 47,396: 5,052 9,322 4,324 38,020 33,750 47,396 47,396: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.7 9.1 80.2 71.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.7 19.7 9.1 80.2 71.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 20 16 24 19:
Old : 31: 3 1 3 20 16 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 66.8 67.3 88.3 29.2 53.0 49.4 61.7
Old : 45.9 66.8 67.3 88.3 29.2 53.0 49.4 61.7
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, July 30, 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 : 35,684: 0 1,761 1,694 33,436 31,930 35,130 35,385: 554 299
Old : 35,684: 0 1,761 1,694 33,436 31,930 35,130 35,385: 554 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -440: 0 512 0 -440 -952 -440 -440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 4.7 93.7 89.5 98.4 99.2: 1.6 0.8
Old : 100.0: 0.0 4.9 4.7 93.7 89.5 98.4 99.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 20 18 21 19:
Old : 25: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 58.7 75.7 81.9 42.4 53.6 60.1 69.5
Old : 49.0 58.7 75.7 81.9 42.4 53.6 60.1 69.5
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, July 30, 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 : 40,224: 0 955 105 39,991 39,164 40,096 40,224: 128 0
Old : 40,224: 0 955 105 39,991 39,164 40,096 40,224: 128 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 344: 0 0 0 344 344 344 344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.3 99.4 97.4 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 2.4 0.3 99.4 97.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 21 22 22:
Old : 30: 0 1 1 21 21 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 51.6 73.1 73.4 42.6 44.9 63.0 60.6
Old : 46.8 51.6 73.1 73.4 42.6 44.9 63.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 18,986: 0 0 0 18,730 18,837 18,730 18,837: 256 149
Old : 18,986: 0 0 0 18,730 18,837 18,730 18,837: 256 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 110: 0 0 0 110 110 110 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 99.2 98.7 99.2: 1.3 0.8
Old : 100.0: 0.0 0.0 0.0 98.7 99.2 98.7 99.2: 1.3 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 : 21: 0 0 0 17 13 17 13:
Old : 21: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 59.9 82.0 86.4 54.0 55.0 66.0 69.6
Old : 59.0 59.9 82.0 86.4 54.0 55.0 66.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 403,085: 29,425 0 27,032 346,628 376,053 403,085 403,085: 0 0
Old : 403,085: 29,425 0 27,032 346,628 376,053 403,085 403,085: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 6.7 86.0 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 0.0 6.7 86.0 93.3 100.0 100.0: 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 : 26: 2 0 2 16 15 18 17:
Old : 26: 2 0 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5
Old : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5
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, July 30, 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 : 910,721: 0 65,713 23,320 887,401 821,688 910,721 910,721: 0 0
Old : 910,721: 0 65,713 23,320 887,401 821,688 910,721 910,721: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,744: 0 1,960 0 2,744 784 2,744 2,744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.6 97.4 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.2 2.6 97.4 90.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 17 22 18 23:
Old : 27: 0 1 1 17 22 18 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 : 54.4 51.7 77.2 75.0 29.4 26.4 41.6 39.4
Old : 54.4 51.7 77.2 75.0 29.4 26.4 41.6 39.4
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, July 30, 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 : 1,161,298: 317,263 498,918 7,482 836,553 654,898 1,161,298 1,161,298: 0 0
Old : 1,161,298: 317,263 498,918 7,482 836,553 654,898 1,161,298 1,161,298: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 43.0 0.6 72.0 56.4 100.0 100.0: 0.0 0.0
Old : 100.0: 27.3 43.0 0.6 72.0 56.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 2 19 15 24 17:
Old : 29: 4 1 2 19 15 24 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 : 56.1 73.8 78.7 89.9 55.3 71.4 74.7 85.4
Old : 56.1 73.8 78.7 89.9 55.3 71.4 74.7 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 418,062: 46,916 0 0 371,146 418,062 418,062 418,062: 0 0
Old : 418,062: 46,916 0 0 371,146 418,062 418,062 418,062: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 88.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 11.2 0.0 0.0 88.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 17 14 18 14:
Old : 22: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 80.1 77.1 94.0 42.9 60.1 62.3 67.2
Old : 51.7 80.1 77.1 94.0 42.9 60.1 62.3 67.2
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, July 30, 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 : 508,228: 0 40,215 0 508,228 468,013 508,228 508,228: 0 0
Old : 508,228: 0 40,215 0 508,228 468,013 508,228 508,228: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 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 7.9 0.0 100.0 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.9 0.0 100.0 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 18 21 18 23:
Old : 30: 0 2 0 18 21 18 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 : 49.8 53.1 73.6 77.5 30.5 31.1 44.3 44.6
Old : 49.8 53.1 73.6 77.5 30.5 31.1 44.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 295,490: 0 11,361 0 295,490 284,129 295,490 295,490: 0 0
Old : 295,490: 0 11,361 0 295,490 284,129 295,490 295,490: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 0: 0 0 0 0 1,960 0 1,960: 0 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 100.0 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.8 0.0 100.0 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 15 13 15 15:
Old : 22: 0 2 0 15 13 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 : 69.6 80.7 92.8 95.2 48.4 40.6 52.9 49.9
Old : 69.6 80.7 92.8 95.2 48.4 40.6 52.9 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatts Per Hour) :
: : :
All : 391,344: 0 11,880 0 391,344 379,464 391,344 391,344: 0 0
Old : 391,344: 0 11,880 0 391,344 379,464 391,344 391,344: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 5,440: 0 -1,960 0 5,440 7,400 5,440 5,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 15 12 15 13:
Old : 22: 0 1 0 15 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 65.3 89.5 88.5 46.0 53.0 65.3 66.1
Old : 69.3 65.3 89.5 88.5 46.0 53.0 65.3 66.1
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, July 30, 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 : 5,189: 319 0 161 4,710 5,029 5,189 5,189: 0 -0
Old : 5,189: 319 0 161 4,710 5,029 5,189 5,189: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 261: 64 0 11 186 250 261 261: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 3.1 90.8 96.9 100.0 100.0: 0.0 -0.0
Old : 100.0: 6.1 0.0 3.1 90.8 96.9 100.0 100.0: 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 : 24: 3 0 3 19 20 22 23:
Old : 24: 3 0 3 19 20 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 : 54.3 55.3 75.4 76.4 41.2 47.8 51.7 54.8
Old : 54.3 55.3 75.4 76.4 41.2 47.8 51.7 54.8
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, July 30, 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 : 25,037: 882 130 245 23,477 24,091 24,604 24,466: 433 571
Old : 25,037: 882 130 245 23,477 24,091 24,604 24,466: 433 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 451: 0 0 0 438 436 438 436: 13 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 1.0 93.8 96.2 98.3 97.7: 1.7 2.3
Old : 100.0: 3.5 0.5 1.0 93.8 96.2 98.3 97.7: 1.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 2 37 36 40 39:
Old : 45: 2 1 2 37 36 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 49.4 60.5 68.0 37.1 42.3 52.4 54.1
Old : 39.1 49.4 60.5 68.0 37.1 42.3 52.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 14,129: 260 386 216 13,507 13,126 13,983 13,728: 146 401
Old : 14,129: 260 386 216 13,507 13,126 13,983 13,728: 146 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 165: 0 18 -17 182 194 165 195: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.7 1.5 95.6 92.9 99.0 97.2: 1.0 2.8
Old : 100.0: 1.8 2.7 1.5 95.6 92.9 99.0 97.2: 1.0 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: 1 3 1 27 24 29 27:
Old : 35: 1 3 1 27 24 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 : 59.7 61.9 75.0 79.4 49.2 49.4 60.8 58.4
Old : 59.7 61.9 75.0 79.4 49.2 49.4 60.8 58.4
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, July 30, 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 : 9,583: 885 847 194 8,097 8,423 9,176 9,464: 407 119
Old : 9,583: 885 847 194 8,097 8,423 9,176 9,464: 407 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 75: 0 -65 0 54 140 54 75: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.8 2.0 84.5 87.9 95.8 98.8: 4.2 1.2
Old : 100.0: 9.2 8.8 2.0 84.5 87.9 95.8 98.8: 4.2 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 : 28: 1 2 2 19 17 22 19:
Old : 28: 1 2 2 19 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 56.9 81.4 79.3 67.6 55.6 80.3 73.5
Old : 67.6 56.9 81.4 79.3 67.6 55.6 80.3 73.5
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, July 30, 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 : 2,644,209: 489,778 92,510 956,890 1,094,074 1,496,545 2,540,742 2,545,945: 103,466 98,264
Old : 2,644,209: 489,778 92,510 956,890 1,094,074 1,496,545 2,540,742 2,545,945: 103,466 98,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -52,335: -5,803 -647 -7,046 -36,507 -41,679 -49,357 -49,372: -2,978 -2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.5 36.2 41.4 56.6 96.1 96.3: 3.9 3.7
Old : 100.0: 18.5 3.5 36.2 41.4 56.6 96.1 96.3: 3.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 170 101 197 92 108 348 335:
Old : 398: 170 101 197 92 108 348 335:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 15.5 26.4 26.0 7.4 9.4 12.6 14.4
Old : 15.8 15.5 26.4 26.0 7.4 9.4 12.6 14.4
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, July 30, 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 : 180,230: 19,206 18,641 48,998 111,450 111,205 179,654 178,844: 576 1,386
Old : 180,230: 19,206 18,641 48,998 111,450 111,205 179,654 178,844: 576 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 13,559: 3,984 7,750 5,782 3,472 -75 13,238 13,458: 321 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.3 27.2 61.8 61.7 99.7 99.2: 0.3 0.8
Old : 100.0: 10.7 10.3 27.2 61.8 61.7 99.7 99.2: 0.3 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 : 39: 8 7 10 19 22 32 34:
Old : 39: 8 7 10 19 22 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 57.4 79.9 72.2 30.6 24.9 38.5 34.2
Old : 65.3 57.4 79.9 72.2 30.6 24.9 38.5 34.2
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, July 30, 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 : 167,537: 62,986 16,109 876 58,970 105,967 122,832 122,952: 44,705 44,585
Old : 167,537: 62,986 16,109 876 58,970 105,967 122,832 122,952: 44,705 44,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 712: 4,335 1,787 117 281 -74 4,733 1,830: -4,021 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 9.6 0.5 35.2 63.2 73.3 73.4: 26.7 26.6
Old : 100.0: 37.6 9.6 0.5 35.2 63.2 73.3 73.4: 26.7 26.6
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 : 31: 6 5 5 16 18 25 25:
Old : 31: 6 5 5 16 18 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 34.8 58.9 52.6 41.4 34.2 55.8 51.4
Old : 41.4 34.8 58.9 52.6 41.4 34.2 55.8 51.4
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, July 30, 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 : 29,706: 5,347 1,691 6,130 16,349 20,619 27,826 28,439: 1,880 1,267
Old : 29,706: 5,347 1,691 6,130 16,349 20,619 27,826 28,439: 1,880 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,332: 67 -131 2,035 -736 -584 1,367 1,320: -35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.7 20.6 55.0 69.4 93.7 95.7: 6.3 4.3
Old : 100.0: 18.0 5.7 20.6 55.0 69.4 93.7 95.7: 6.3 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 : 32: 11 4 10 15 16 27 29:
Old : 32: 11 4 10 15 16 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 47.9 67.0 73.2 17.6 19.8 23.8 27.5
Old : 44.2 47.9 67.0 73.2 17.6 19.8 23.8 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 240,638: 25,280 210 35,094 166,868 190,743 227,242 226,047: 13,397 14,591
Old : 240,638: 25,280 210 35,094 166,868 190,743 227,242 226,047: 13,397 14,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -9,982: -1,993 14 -1,025 -5,367 -7,654 -8,385 -8,665: -1,596 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.1 14.6 69.3 79.3 94.4 93.9: 5.6 6.1
Old : 100.0: 10.5 0.1 14.6 69.3 79.3 94.4 93.9: 5.6 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 : 35: 10 1 11 24 24 35 35:
Old : 35: 10 1 11 24 24 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 28.6 54.8 48.7 14.8 12.4 21.3 20.6
Old : 34.0 28.6 54.8 48.7 14.8 12.4 21.3 20.6
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, July 30, 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 : 58,148: 8,740 2,144 1,623 45,512 48,432 55,875 52,199: 2,273 5,949
Old : 58,148: 8,740 2,144 1,623 45,512 48,432 55,875 52,199: 2,273 5,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 948: 83 278 171 729 167 983 616: -35 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 3.7 2.8 78.3 83.3 96.1 89.8: 3.9 10.2
Old : 100.0: 15.0 3.7 2.8 78.3 83.3 96.1 89.8: 3.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 4 5 16 15 24 20:
Old : 24: 3 4 5 16 15 24 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 : 42.3 53.1 72.1 71.0 31.6 27.0 39.9 31.9
Old : 42.3 53.1 72.1 71.0 31.6 27.0 39.9 31.9
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, July 30, 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 : 82,328: 10,403 17,929 25,007 42,616 35,453 78,026 78,389: 4,302 3,939
Old : 82,328: 10,403 17,929 25,007 42,616 35,453 78,026 78,389: 4,302 3,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,213: 482 543 274 504 61 1,259 878: -47 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 21.8 30.4 51.8 43.1 94.8 95.2: 5.2 4.8
Old : 100.0: 12.6 21.8 30.4 51.8 43.1 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 9 18 17 17 37 37:
Old : 40: 11 9 18 17 17 37 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 : 35.5 42.0 59.0 59.6 17.0 23.2 22.6 26.5
Old : 35.5 42.0 59.0 59.6 17.0 23.2 22.6 26.5
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, July 30, 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 : 4,250: 1,763 178 46 1,986 3,764 3,795 3,989: 455 261
Old : 4,250: 1,763 178 46 1,986 3,764 3,795 3,989: 455 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -232: 1 -15 -14 -211 -74 -224 -102: -8 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 4.2 1.1 46.7 88.6 89.3 93.9: 10.7 6.1
Old : 100.0: 41.5 4.2 1.1 46.7 88.6 89.3 93.9: 10.7 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 : 24: 6 5 1 11 12 18 17:
Old : 24: 6 5 1 11 12 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 60.8 76.3 79.5 41.4 36.7 49.7 47.8
Old : 54.9 60.8 76.3 79.5 41.4 36.7 49.7 47.8
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, July 30, 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 : 70,421: 1,434 2,876 3,161 52,226 55,158 56,820 61,194: 13,601 9,227
Old : 70,421: 1,434 2,876 3,161 52,226 55,158 56,820 61,194: 13,601 9,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -1,671: 19 -479 -277 -1,117 -747 -1,376 -1,503: -296 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.1 4.5 74.2 78.3 80.7 86.9: 19.3 13.1
Old : 100.0: 2.0 4.1 4.5 74.2 78.3 80.7 86.9: 19.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 3 18 19 22 22:
Old : 23: 3 1 3 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 32.2 58.2 53.7 8.8 14.6 12.5 19.3
Old : 35.9 32.2 58.2 53.7 8.8 14.6 12.5 19.3
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, July 30, 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 : 49,560: 16,964 17,428 9,829 22,161 21,536 48,954 48,793: 606 767
Old : 49,560: 16,964 17,428 9,829 22,161 21,536 48,954 48,793: 606 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -3,867: -994 -949 -1,147 -2,035 -1,783 -4,175 -3,879: 308 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 35.2 19.8 44.7 43.5 98.8 98.5: 1.2 1.5
Old : 100.0: 34.2 35.2 19.8 44.7 43.5 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 8 7 16 18 28 28:
Old : 33: 7 8 7 16 18 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 57.0 75.8 78.8 44.7 41.1 52.9 53.2
Old : 59.5 57.0 75.8 78.8 44.7 41.1 52.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 41,868: 27,004 3,297 3,709 9,216 33,849 39,929 40,854: 1,938 1,014
Old : 41,868: 27,004 3,297 3,709 9,216 33,849 39,929 40,854: 1,938 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,260: 345 259 164 737 704 1,247 1,128: 14 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 7.9 8.9 22.0 80.8 95.4 97.6: 4.6 2.4
Old : 100.0: 64.5 7.9 8.9 22.0 80.8 95.4 97.6: 4.6 2.4
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 : 172: 70 36 21 29 45 116 95:
Old : 172: 70 36 21 29 45 116 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 33.6 49.7 52.5 30.1 33.3 44.1 45.6
Old : 35.3 33.6 49.7 52.5 30.1 33.3 44.1 45.6
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, July 30, 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 : 69,199: 44,882 15,885 1,725 18,726 48,168 65,333 65,778: 3,866 3,421
Old : 69,199: 44,882 15,885 1,725 18,726 48,168 65,333 65,778: 3,866 3,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,017: 1,767 -1,619 73 -997 2,843 843 1,296: 174 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 23.0 2.5 27.1 69.6 94.4 95.1: 5.6 4.9
Old : 100.0: 64.9 23.0 2.5 27.1 69.6 94.4 95.1: 5.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 78 45 22 30 40 118 102:
Old : 179: 78 45 22 30 40 118 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 32.7 43.7 47.5 29.3 32.3 42.6 46.8
Old : 30.4 32.7 43.7 47.5 29.3 32.3 42.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 279,743: 110,323 47,998 32,265 113,309 186,055 255,897 266,318: 23,846 13,425
Old : 279,743: 110,323 47,998 32,265 113,309 186,055 255,897 266,318: 23,846 13,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -20,608: 5,582 4,712 -6,801 -19,024 -17,626 -20,243 -19,715: -366 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 17.2 11.5 40.5 66.5 91.5 95.2: 8.5 4.8
Old : 100.0: 39.4 17.2 11.5 40.5 66.5 91.5 95.2: 8.5 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 : 207: 68 33 37 76 96 166 147:
Old : 207: 68 33 37 76 96 166 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 19.9 26.5 31.0 14.0 13.7 22.5 21.2
Old : 14.9 19.9 26.5 31.0 14.0 13.7 22.5 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 18,540: 10,458 0 659 4,238 13,354 15,355 14,013: 3,185 4,527
Old : 18,540: 10,458 0 659 4,238 13,354 15,355 14,013: 3,185 4,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 2,073: 2,083 0 -259 377 2,669 2,201 2,410: -128 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 0.0 3.6 22.9 72.0 82.8 75.6: 17.2 24.4
Old : 100.0: 56.4 0.0 3.6 22.9 72.0 82.8 75.6: 17.2 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 0 5 11 18 20 23:
Old : 27: 9 0 5 11 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 34.8 66.7 53.3 46.1 34.7 57.2 49.0
Old : 50.5 34.8 66.7 53.3 46.1 34.7 57.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 15,644: 0 0 0 14,958 13,511 14,958 13,511: 686 2,133
Old : 15,644: 0 0 0 14,958 13,511 14,958 13,511: 686 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,274: 0 0 0 1,225 1,328 1,225 1,328: 49 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 86.4 95.6 86.4: 4.4 13.6
Old : 100.0: 0.0 0.0 0.0 95.6 86.4 95.6 86.4: 4.4 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 17 14 17:
Old : 21: 0 0 0 14 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 56.6 87.2 72.2 50.6 33.2 58.9 45.2
Old : 71.2 56.6 87.2 72.2 50.6 33.2 58.9 45.2
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, July 30, 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 : 23,146: 8,912 0 1,584 9,537 17,914 20,033 19,498: 3,113 3,648
Old : 23,146: 8,912 0 1,584 9,537 17,914 20,033 19,498: 3,113 3,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 1,668: -65 0 -120 1,208 1,503 1,023 1,383: 645 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 0.0 6.8 41.2 77.4 86.6 84.2: 13.4 15.8
Old : 100.0: 38.5 0.0 6.8 41.2 77.4 86.6 84.2: 13.4 15.8
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 0 1 11 19 13 20:
Old : 22: 2 0 1 11 19 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 36.3 83.8 56.2 62.9 32.3 67.9 46.9
Old : 71.3 36.3 83.8 56.2 62.9 32.3 67.9 46.9
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, July 30, 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 : 15,485: 4,766 10,313 1,435 9,064 3,737 15,265 15,485: 220 0
Old : 15,485: 4,766 10,313 1,435 9,064 3,737 15,265 15,485: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 931: 340 782 0 591 149 931 931: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 66.6 9.3 58.5 24.1 98.6 100.0: 1.4 0.0
Old : 100.0: 30.8 66.6 9.3 58.5 24.1 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 5 6 6 4 17 12:
Old : 22: 8 5 6 6 4 17 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 : 73.3 86.4 89.5 98.2 73.3 85.1 84.9 89.8
Old : 73.3 86.4 89.5 98.2 73.3 85.1 84.9 89.8
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, July 30, 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 : 7,438: 441 1,726 375 6,505 5,052 7,321 7,153: 117 285
Old : 7,438: 441 1,726 375 6,505 5,052 7,321 7,153: 117 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 506: 0 289 100 325 117 425 506: 81 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 23.2 5.0 87.5 67.9 98.4 96.2: 1.6 3.8
Old : 100.0: 5.9 23.2 5.0 87.5 67.9 98.4 96.2: 1.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 3 2 29 24 34 27:
Old : 40: 3 3 2 29 24 34 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 : 36.7 45.9 58.5 67.6 29.3 36.6 42.5 50.3
Old : 36.7 45.9 58.5 67.6 29.3 36.6 42.5 50.3
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, July 30, 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 : 79,669: 1,088 3,607 500 77,576 75,550 79,164 79,657: 505 12
Old : 79,669: 1,088 3,607 500 77,576 75,550 79,164 79,657: 505 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,844: 175 -150 150 3,519 3,844 3,844 3,844: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.5 0.6 97.4 94.8 99.4 100.0: 0.6 0.0
Old : 100.0: 1.4 4.5 0.6 97.4 94.8 99.4 100.0: 0.6 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 : 59: 5 4 2 40 36 47 40:
Old : 59: 5 4 2 40 36 47 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 : 58.6 55.8 75.3 71.6 33.0 28.2 38.6 38.0
Old : 58.6 55.8 75.3 71.6 33.0 28.2 38.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GRP 3 ULSD VS HEATING OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-022A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 8,060: 2,556 0 68 5,346 7,947 7,970 8,015: 90 45
Old : 8,060: 2,556 0 68 5,346 7,947 7,970 8,015: 90 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 47: -25 0 8 64 39 47 47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.0 0.8 66.3 98.6 98.9 99.4: 1.1 0.6
Old : 100.0: 31.7 0.0 0.8 66.3 98.6 98.9 99.4: 1.1 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 : 24: 4 0 1 14 13 18 14:
Old : 24: 4 0 1 14 13 18 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 : 56.4 66.0 81.4 89.0 50.6 57.7 67.1 70.6
Old : 56.4 66.0 81.4 89.0 50.6 57.7 67.1 70.6
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, July 30, 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 : 63,678: 1,484 150 0 62,161 63,528 63,645 63,678: 33 0
Old : 63,678: 1,484 150 0 62,161 63,528 63,645 63,678: 33 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,801: 275 150 0 3,526 3,651 3,801 3,801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.2 0.0 97.6 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 2.3 0.2 0.0 97.6 99.8 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 : 43: 4 2 0 35 23 39 25:
Old : 43: 4 2 0 35 23 39 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 : 40.0 80.5 59.2 89.7 35.5 68.0 52.7 71.6
Old : 40.0 80.5 59.2 89.7 35.5 68.0 52.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 13,579: 725 4,494 75 12,629 8,785 13,429 13,354: 150 225
Old : 13,579: 725 4,494 75 12,629 8,785 13,429 13,354: 150 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 33.1 0.6 93.0 64.7 98.9 98.3: 1.1 1.7
Old : 100.0: 5.3 33.1 0.6 93.0 64.7 98.9 98.3: 1.1 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 : 41: 4 4 2 25 19 29 25:
Old : 41: 4 4 2 25 19 29 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 : 47.5 59.1 65.7 80.4 38.1 58.7 56.3 71.6
Old : 47.5 59.1 65.7 80.4 38.1 58.7 56.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 6,141: 1,141 986 253 4,677 4,872 6,071 6,111: 70 30
Old : 6,141: 1,141 986 253 4,677 4,872 6,071 6,111: 70 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 117: -452 -225 20 549 397 117 192: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.1 4.1 76.2 79.3 98.9 99.5: 1.1 0.5
Old : 100.0: 18.6 16.1 4.1 76.2 79.3 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 12 13 15 15:
Old : 20: 2 1 2 12 13 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 : 67.3 73.7 88.7 93.0 61.2 63.3 73.7 73.6
Old : 67.3 73.7 88.7 93.0 61.2 63.3 73.7 73.6
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, July 30, 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 : 33,762: 1,732 4,217 1,357 30,142 28,044 33,231 33,618: 531 144
Old : 33,762: 1,732 4,217 1,357 30,142 28,044 33,231 33,618: 531 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 726: 0 -672 418 308 993 726 739: 0 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.5 4.0 89.3 83.1 98.4 99.6: 1.6 0.4
Old : 100.0: 5.1 12.5 4.0 89.3 83.1 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 5 8 4 37 40 43 51:
Old : 61: 5 8 4 37 40 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.4 58.7 56.8 32.8 33.8 50.5 46.7
Old : 37.5 42.4 58.7 56.8 32.8 33.8 50.5 46.7
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, July 30, 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 : 14,264: 668 695 1,250 12,323 12,262 14,241 14,207: 23 57
Old : 14,264: 668 695 1,250 12,323 12,262 14,241 14,207: 23 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -97: -117 -186 -5 20 76 -102 -115: 5 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.9 8.8 86.4 86.0 99.8 99.6: 0.2 0.4
Old : 100.0: 4.7 4.9 8.8 86.4 86.0 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 6 6 29 31 35 41:
Old : 49: 3 6 6 29 31 35 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 : 45.6 34.8 64.7 58.3 27.4 28.4 39.4 39.9
Old : 45.6 34.8 64.7 58.3 27.4 28.4 39.4 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE Code-86665E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 METRIC TONS) :
: : :
All : 1,711: 266 60 69 1,202 1,447 1,537 1,576: 174 135
Old : 1,711: 266 60 69 1,202 1,447 1,537 1,576: 174 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 125: 5 0 30 56 120 91 150: 34 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.5 4.0 70.3 84.6 89.8 92.1: 10.2 7.9
Old : 100.0: 15.5 3.5 4.0 70.3 84.6 89.8 92.1: 10.2 7.9
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 : 35: 6 1 3 20 21 26 25:
Old : 35: 6 1 3 20 21 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 : 42.5 42.7 58.0 57.9 40.7 34.2 51.6 49.4
Old : 42.5 42.7 58.0 57.9 40.7 34.2 51.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 16,723: 4,110 300 1,050 11,335 15,253 16,495 16,603: 228 120
Old : 16,723: 4,110 300 1,050 11,335 15,253 16,495 16,603: 228 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: -135: 0 0 0 -135 -135 -135 -135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 1.8 6.3 67.8 91.2 98.6 99.3: 1.4 0.7
Old : 100.0: 24.6 1.8 6.3 67.8 91.2 98.6 99.3: 1.4 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 : 23: 2 2 3 14 11 19 15:
Old : 23: 2 2 3 14 11 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 71.4 68.6 85.1 45.0 59.8 58.9 64.9
Old : 47.7 71.4 68.6 85.1 45.0 59.8 58.9 64.9
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, July 30, 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 : 25,956: 4,045 1,876 201 20,414 19,751 24,660 21,828: 1,296 4,128
Old : 25,956: 4,045 1,876 201 20,414 19,751 24,660 21,828: 1,296 4,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 273: 275 0 0 1,139 791 1,414 791: -1,141 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.2 0.8 78.6 76.1 95.0 84.1: 5.0 15.9
Old : 100.0: 15.6 7.2 0.8 78.6 76.1 95.0 84.1: 5.0 15.9
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: 3 2 2 22 27 26 30:
Old : 32: 3 2 2 22 27 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 28.0 66.5 44.6 41.0 25.0 52.7 40.7
Old : 47.8 28.0 66.5 44.6 41.0 25.0 52.7 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013