GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 32,283: 1,356 1,395 300 30,554 30,588 32,210 32,283: 73 0
Old : 32,283: 1,356 1,395 300 30,554 30,588 32,210 32,283: 73 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 326: 0 64 0 563 307 563 371: -237 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.3 0.9 94.6 94.7 99.8 100.0: 0.2 0.0
Old : 100.0: 4.2 4.3 0.9 94.6 94.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 3 1 36 43 38 47:
Old : 54: 1 3 1 36 43 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 : 40.5 35.8 60.9 55.8 36.4 23.5 47.4 36.9
Old : 40.5 35.8 60.9 55.8 36.4 23.5 47.4 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,335: 0 0 0 20,131 19,960 20,131 19,960: 204 375
Old : 20,335: 0 0 0 20,131 19,960 20,131 19,960: 204 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 582: 0 0 0 582 582 582 582: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 98.2 99.0 98.2: 1.0 1.8
Old : 100.0: 0.0 0.0 0.0 99.0 98.2 99.0 98.2: 1.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 27 30 27 30:
Old : 34: 0 0 0 27 30 27 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 : 62.2 67.7 79.4 82.4 46.1 59.4 58.2 62.1
Old : 62.2 67.7 79.4 82.4 46.1 59.4 58.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,638: 142 216 79 4,565 4,971 4,786 5,266: 1,852 1,372
Old : 6,638: 142 216 79 4,565 4,971 4,786 5,266: 1,852 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 18: 0 0 0 52 80 52 80: -34 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.3 1.2 68.8 74.9 72.1 79.3: 27.9 20.7
Old : 100.0: 2.1 3.3 1.2 68.8 74.9 72.1 79.3: 27.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 18 18 19 20:
Old : 22: 1 1 1 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 48.0 54.7 64.7 33.1 36.6 40.7 46.0
Old : 38.7 48.0 54.7 64.7 33.1 36.6 40.7 46.0
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,076: 592 301 112 6,868 7,455 7,572 7,868: 1,504 1,208
Old : 9,076: 592 301 112 6,868 7,455 7,572 7,868: 1,504 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 184: 11 -105 -7 308 344 312 232: -128 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.3 1.2 75.7 82.1 83.4 86.7: 16.6 13.3
Old : 100.0: 6.5 3.3 1.2 75.7 82.1 83.4 86.7: 16.6 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 : 48: 3 4 4 38 40 42 47:
Old : 48: 3 4 4 38 40 42 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 : 25.1 25.1 38.3 39.6 18.6 15.4 26.7 24.4
Old : 25.1 25.1 38.3 39.6 18.6 15.4 26.7 24.4
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,075: 358 494 401 6,675 6,172 7,434 7,067: 641 1,008
Old : 8,075: 358 494 401 6,675 6,172 7,434 7,067: 641 1,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 784: -72 12 80 688 601 696 693: 88 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.1 5.0 82.7 76.4 92.1 87.5: 7.9 12.5
Old : 100.0: 4.4 6.1 5.0 82.7 76.4 92.1 87.5: 7.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 4 5 42 46 49 53:
Old : 60: 5 4 5 42 46 49 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 : 34.6 18.0 47.9 33.2 28.8 15.7 36.8 27.8
Old : 34.6 18.0 47.9 33.2 28.8 15.7 36.8 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,837: 275 100 10 2,022 1,969 2,307 2,079: 530 758
Old : 2,837: 275 100 10 2,022 1,969 2,307 2,079: 530 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 78: 65 0 -10 3 88 58 78: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.5 0.4 71.3 69.4 81.3 73.3: 18.7 26.7
Old : 100.0: 9.7 3.5 0.4 71.3 69.4 81.3 73.3: 18.7 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 17 14 19 16:
Old : 22: 2 1 1 17 14 19 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 : 41.3 42.5 61.2 58.4 29.8 28.6 43.8 39.8
Old : 41.3 42.5 61.2 58.4 29.8 28.6 43.8 39.8
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,092: 0 76 0 1,678 1,667 1,678 1,743: 414 349
Old : 2,092: 0 76 0 1,678 1,667 1,678 1,743: 414 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 73: 0 0 0 -26 20 -26 20: 99 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 80.2 79.7 80.2 83.3: 19.8 16.7
Old : 100.0: 0.0 3.6 0.0 80.2 79.7 80.2 83.3: 19.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 17 18 17 20:
Old : 27: 0 2 0 17 18 17 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 : 44.4 43.2 64.3 60.5 42.4 31.4 55.6 46.3
Old : 44.4 43.2 64.3 60.5 42.4 31.4 55.6 46.3
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,532: 60 61 0 951 1,065 1,011 1,126: 521 406
Old : 1,532: 60 61 0 951 1,065 1,011 1,126: 521 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 26: 0 10 0 33 -1 33 9: -7 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.0 0.0 62.1 69.5 66.0 73.5: 34.0 26.5
Old : 100.0: 3.9 4.0 0.0 62.1 69.5 66.0 73.5: 34.0 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 17 16 18:
Old : 22: 1 1 0 15 17 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 : 40.3 35.2 53.9 53.5 36.7 34.5 43.5 47.7
Old : 40.3 35.2 53.9 53.5 36.7 34.5 43.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 20,544: 0 0 0 20,469 20,344 20,469 20,344: 75 200
Old : 20,544: 0 0 0 20,469 20,344 20,469 20,344: 75 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,245: 0 0 0 1,245 1,245 1,245 1,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.0 99.6 99.0: 0.4 1.0
Old : 100.0: 0.0 0.0 0.0 99.6 99.0 99.6 99.0: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 19 19 19 19:
Old : 26: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 62.2 89.0 82.3 71.0 50.0 78.1 68.3
Old : 73.2 62.2 89.0 82.3 71.0 50.0 78.1 68.3
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 313,091: 33,098 20,447 34,581 208,825 223,218 276,504 278,246: 36,587 34,845
Old : 313,091: 33,098 20,447 34,581 208,825 223,218 276,504 278,246: 36,587 34,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 7,201: -23 -4,226 2,586 4,774 9,124 7,337 7,484: -136 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.5 11.0 66.7 71.3 88.3 88.9: 11.7 11.1
Old : 100.0: 10.6 6.5 11.0 66.7 71.3 88.3 88.9: 11.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 29 25 41 80 77 132 126:
Old : 147: 29 25 41 80 77 132 126:
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 : 17.7 22.4 30.1 35.7 15.1 16.3 25.7 23.2
Old : 17.7 22.4 30.1 35.7 15.1 16.3 25.7 23.2
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 15,081: 500 566 400 13,981 14,115 14,881 15,081: 200 0
Old : 15,081: 500 566 400 13,981 14,115 14,881 15,081: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 862: -125 250 -150 937 762 662 862: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.8 2.7 92.7 93.6 98.7 100.0: 1.3 0.0
Old : 100.0: 3.3 3.8 2.7 92.7 93.6 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 5 3 43 46 48 53:
Old : 63: 3 5 3 43 46 48 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 : 34.5 25.5 51.9 41.6 22.1 19.4 30.9 30.0
Old : 34.5 25.5 51.9 41.6 22.1 19.4 30.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,103: 850 180 570 11,341 11,933 12,761 12,683: 342 420
Old : 13,103: 850 180 570 11,341 11,933 12,761 12,683: 342 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 495: 100 -120 195 440 420 735 495: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.4 4.4 86.6 91.1 97.4 96.8: 2.6 3.2
Old : 100.0: 6.5 1.4 4.4 86.6 91.1 97.4 96.8: 2.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 2 27 21 31 23:
Old : 38: 3 1 2 27 21 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 56.5 59.0 76.0 28.8 39.0 41.3 47.7
Old : 39.4 56.5 59.0 76.0 28.8 39.0 41.3 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 4,248: 595 96 223 2,294 2,322 3,112 2,641: 1,136 1,607
Old : 4,248: 595 96 223 2,294 2,322 3,112 2,641: 1,136 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 157: 8 0 45 111 166 164 211: -7 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.3 5.2 54.0 54.7 73.3 62.2: 26.7 37.8
Old : 100.0: 14.0 2.3 5.2 54.0 54.7 73.3 62.2: 26.7 37.8
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: 3 1 2 15 18 18 21:
Old : 22: 3 1 2 15 18 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 26.3 54.5 43.1 24.2 20.3 37.5 29.0
Old : 35.0 26.3 54.5 43.1 24.2 20.3 37.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 800,607: 109,795 265,762 244,184 372,523 249,140 726,502 759,086: 74,105 41,521
Old : 800,607: 109,795 265,762 244,184 372,523 249,140 726,502 759,086: 74,105 41,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 17,177: 6,208 15,894 1,440 8,450 -3,588 16,098 13,746: 1,079 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 33.2 30.5 46.5 31.1 90.7 94.8: 9.3 5.2
Old : 100.0: 13.7 33.2 30.5 46.5 31.1 90.7 94.8: 9.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 79 90 121 83 68 234 218:
Old : 265: 79 90 121 83 68 234 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 30.0 28.4 40.9 12.7 21.5 18.4 28.5
Old : 16.3 30.0 28.4 40.9 12.7 21.5 18.4 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 55,640: 739 0 1,986 44,588 45,085 47,313 47,071: 8,327 8,569
Old : 55,640: 739 0 1,986 44,588 45,085 47,313 47,071: 8,327 8,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 360: -4 0 0 360 360 356 360: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.6 80.1 81.0 85.0 84.6: 15.0 15.4
Old : 100.0: 1.3 0.0 3.6 80.1 81.0 85.0 84.6: 15.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 21 18 23 20:
Old : 24: 2 0 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.6 63.0 67.3 37.4 40.7 50.1 51.0
Old : 45.1 47.6 63.0 67.3 37.4 40.7 50.1 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 36,128: 8 163 2,624 29,635 25,733 32,267 28,520: 3,861 7,608
Old : 36,128: 8 163 2,624 29,635 25,733 32,267 28,520: 3,861 7,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 753: 0 -1,011 525 228 1,239 753 753: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 7.3 82.0 71.2 89.3 78.9: 10.7 21.1
Old : 100.0: 0.0 0.5 7.3 82.0 71.2 89.3 78.9: 10.7 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 : 21: 1 1 2 14 16 16 18:
Old : 21: 1 1 2 14 16 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 : 51.2 36.5 73.4 57.5 35.2 31.1 51.7 41.3
Old : 51.2 36.5 73.4 57.5 35.2 31.1 51.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 65,308: 0 0 0 56,778 52,397 56,778 52,397: 8,530 12,911
Old : 65,308: 0 0 0 56,778 52,397 56,778 52,397: 8,530 12,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,444: 0 0 0 1,480 1,853 1,480 1,853: 964 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 80.2 86.9 80.2: 13.1 19.8
Old : 100.0: 0.0 0.0 0.0 86.9 80.2 86.9 80.2: 13.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 22 18 22:
Old : 26: 0 0 0 18 22 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 45.5 63.0 60.6 37.0 40.5 51.7 50.4
Old : 40.4 45.5 63.0 60.6 37.0 40.5 51.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 69,960: 0 0 0 60,934 66,480 60,934 66,480: 9,026 3,480
Old : 69,960: 0 0 0 60,934 66,480 60,934 66,480: 9,026 3,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.1 95.0 87.1 95.0: 12.9 5.0
Old : 100.0: 0.0 0.0 0.0 87.1 95.0 87.1 95.0: 12.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 18 18 18:
Old : 23: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 51.5 65.2 76.4 41.4 47.4 56.4 65.4
Old : 46.7 51.5 65.2 76.4 41.4 47.4 56.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 76,002: 1,579 301 5,526 61,228 61,219 68,333 67,046: 7,669 8,956
Old : 76,002: 1,579 301 5,526 61,228 61,219 68,333 67,046: 7,669 8,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -824: -662 0 115 -315 -917 -862 -802: 38 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 7.3 80.6 80.5 89.9 88.2: 10.1 11.8
Old : 100.0: 2.1 0.4 7.3 80.6 80.5 89.9 88.2: 10.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 4 20 24 24 28:
Old : 33: 3 1 4 20 24 24 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 : 46.1 44.3 63.4 60.3 43.9 41.2 57.4 53.0
Old : 46.1 44.3 63.4 60.3 43.9 41.2 57.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 74,556: 736 11,384 1,396 65,982 46,247 68,114 59,027: 6,442 15,529
Old : 74,556: 736 11,384 1,396 65,982 46,247 68,114 59,027: 6,442 15,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 203: 0 1,909 -196 399 -1,510 203 203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.3 1.9 88.5 62.0 91.4 79.2: 8.6 20.8
Old : 100.0: 1.0 15.3 1.9 88.5 62.0 91.4 79.2: 8.6 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 11 18 14 20:
Old : 24: 1 2 2 11 18 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 42.6 82.1 59.4 60.2 40.9 71.7 54.8
Old : 63.7 42.6 82.1 59.4 60.2 40.9 71.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 75,724: 6,830 1,458 3,131 54,454 65,540 64,415 70,129: 11,309 5,595
Old : 75,724: 6,830 1,458 3,131 54,454 65,540 64,415 70,129: 11,309 5,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 771: 434 0 6 331 769 771 775: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.9 4.1 71.9 86.6 85.1 92.6: 14.9 7.4
Old : 100.0: 9.0 1.9 4.1 71.9 86.6 85.1 92.6: 14.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 4 19 22 24 26:
Old : 31: 4 1 4 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 53.1 57.7 70.8 31.7 50.8 50.1 67.4
Old : 36.3 53.1 57.7 70.8 31.7 50.8 50.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A85
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 33,477: 0 0 0 27,998 28,964 27,998 28,964: 5,479 4,513
Old : 33,477: 0 0 0 27,998 28,964 27,998 28,964: 5,479 4,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 306: 0 0 0 -183 -1,830 -183 -1,830: 489 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.6 86.5 83.6 86.5: 16.4 13.5
Old : 100.0: 0.0 0.0 0.0 83.6 86.5 83.6 86.5: 16.4 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 15 13 15:
Old : 20: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 54.4 69.8 72.7 41.3 43.7 55.0 55.6
Old : 43.6 54.4 69.8 72.7 41.3 43.7 55.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 66,279: 0 0 0 65,293 63,899 65,293 63,899: 986 2,380
Old : 66,279: 0 0 0 65,293 63,899 65,293 63,899: 986 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 992: 0 0 0 1,298 992 1,298 992: -306 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6
Old : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 18 17 18:
Old : 25: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 56.1 85.7 79.2 60.2 52.4 69.0 65.4
Old : 69.2 56.1 85.7 79.2 60.2 52.4 69.0 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 154,690: 4,864 6,519 4,194 140,208 139,410 149,266 150,123: 5,424 4,567
Old : 154,690: 4,864 6,519 4,194 140,208 139,410 149,266 150,123: 5,424 4,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,319: -126 0 -233 1,523 1,612 1,164 1,379: 155 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.2 2.7 90.6 90.1 96.5 97.0: 3.5 3.0
Old : 100.0: 3.1 4.2 2.7 90.6 90.1 96.5 97.0: 3.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 4 37 38 42 42:
Old : 47: 4 1 4 37 38 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 40.1 52.9 60.9 32.9 39.5 45.2 52.1
Old : 35.5 40.1 52.9 60.9 32.9 39.5 45.2 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 120,835: 1,147 1,639 1,551 108,039 111,961 110,737 115,151: 10,098 5,684
Old : 120,835: 1,147 1,639 1,551 108,039 111,961 110,737 115,151: 10,098 5,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,283: 0 -385 -43 926 1,711 883 1,283: 400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.4 1.3 89.4 92.7 91.6 95.3: 8.4 4.7
Old : 100.0: 0.9 1.4 1.3 89.4 92.7 91.6 95.3: 8.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 25 22 27 23:
Old : 32: 1 1 1 25 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 52.3 68.0 75.1 45.8 51.6 55.2 70.2
Old : 53.6 52.3 68.0 75.1 45.8 51.6 55.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 205,026: 7,189 0 9,172 174,541 189,872 190,902 199,044: 14,124 5,982
Old : 205,026: 7,189 0 9,172 174,541 189,872 190,902 199,044: 14,124 5,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 794: -1,363 0 1,124 797 278 558 1,402: 236 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 4.5 85.1 92.6 93.1 97.1: 6.9 2.9
Old : 100.0: 3.5 0.0 4.5 85.1 92.6 93.1 97.1: 6.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 0 3 37 41 40 44:
Old : 48: 3 0 3 37 41 40 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 28.2 53.6 47.7 24.9 23.1 36.3 38.5
Old : 34.0 28.2 53.6 47.7 24.9 23.1 36.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 46,972: 0 2,635 1,220 42,525 38,468 43,745 42,323: 3,227 4,649
Old : 46,972: 0 2,635 1,220 42,525 38,468 43,745 42,323: 3,227 4,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 152: 0 368 -61 213 -155 152 152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 2.6 90.5 81.9 93.1 90.1: 6.9 9.9
Old : 100.0: 0.0 5.6 2.6 90.5 81.9 93.1 90.1: 6.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 16 12 17 13:
Old : 20: 0 1 1 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.9 70.6 79.7 42.8 46.6 61.0 64.5
Old : 47.3 57.9 70.6 79.7 42.8 46.6 61.0 64.5
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,651,308: 680,279 155,402 731,196 1,209,365 1,748,697 2,620,840 2,635,295: 30,468 16,013
Old : 2,651,308: 680,279 155,402 731,196 1,209,365 1,748,697 2,620,840 2,635,295: 30,468 16,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 16,941: -13,748 9,932 15,835 13,972 -9,554 16,059 16,213: 882 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.9 27.6 45.6 66.0 98.9 99.4: 1.1 0.6
Old : 100.0: 25.7 5.9 27.6 45.6 66.0 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 : 186: 38 28 61 110 101 180 163:
Old : 186: 38 28 61 110 101 180 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.7 42.1 41.3 21.6 22.8 27.8 31.0
Old : 31.8 27.7 42.1 41.3 21.6 22.8 27.8 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,005,115: 122,361 174,024 157,335 721,560 669,306 1,001,256 1,000,665: 3,859 4,450
Old : 1,005,115: 122,361 174,024 157,335 721,560 669,306 1,001,256 1,000,665: 3,859 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 33,963: -794 2,835 13,709 19,593 16,867 32,508 33,411: 1,455 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.3 15.7 71.8 66.6 99.6 99.6: 0.4 0.4
Old : 100.0: 12.2 17.3 15.7 71.8 66.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 28 25 44 45 40 92 90:
Old : 98: 28 25 44 45 40 92 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 41.2 50.2 55.9 26.2 33.6 36.4 42.3
Old : 35.6 41.2 50.2 55.9 26.2 33.6 36.4 42.3
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 3,756: 0 1,486 0 3,547 2,108 3,547 3,594: 209 162
Old : 3,756: 0 1,486 0 3,547 2,108 3,547 3,594: 209 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 168: 0 73 0 168 100 168 173: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 39.6 0.0 94.4 56.1 94.4 95.7: 5.6 4.3
Old : 100.0: 0.0 39.6 0.0 94.4 56.1 94.4 95.7: 5.6 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 : 25: 0 2 0 19 14 19 16:
Old : 25: 0 2 0 19 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 62.5 72.9 82.3 47.2 57.5 63.7 71.3
Old : 55.5 62.5 72.9 82.3 47.2 57.5 63.7 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,882: 4,035 442 666 33,352 39,608 38,053 40,716: 2,829 166
Old : 40,882: 4,035 442 666 33,352 39,608 38,053 40,716: 2,829 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 557: 360 0 0 252 612 612 612: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.1 1.6 81.6 96.9 93.1 99.6: 6.9 0.4
Old : 100.0: 9.9 1.1 1.6 81.6 96.9 93.1 99.6: 6.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 3 33 26 37 30:
Old : 41: 2 3 3 33 26 37 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 : 31.8 45.8 51.7 68.7 22.5 31.7 33.3 49.4
Old : 31.8 45.8 51.7 68.7 22.5 31.7 33.3 49.4
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,037: 0 602 180 14,687 14,160 14,867 14,942: 1,170 1,095
Old : 16,037: 0 602 180 14,687 14,160 14,867 14,942: 1,170 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -38: 0 0 0 -18 -28 -18 -28: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 1.1 91.6 88.3 92.7 93.2: 7.3 6.8
Old : 100.0: 0.0 3.8 1.1 91.6 88.3 92.7 93.2: 7.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 20 19 21 22:
Old : 29: 0 3 1 20 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.4 68.6 66.0 38.4 31.8 53.5 47.3
Old : 44.6 43.4 68.6 66.0 38.4 31.8 53.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,440: 0 0 0 10,648 11,314 10,648 11,314: 1,792 1,126
Old : 12,440: 0 0 0 10,648 11,314 10,648 11,314: 1,792 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 36: 0 0 0 12 36 12 36: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.6 90.9 85.6 90.9: 14.4 9.1
Old : 100.0: 0.0 0.0 0.0 85.6 90.9 85.6 90.9: 14.4 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 : 20: 0 0 0 16 14 16 14:
Old : 20: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 67.8 62.1 81.9 30.2 66.0 49.3 67.8
Old : 36.7 67.8 62.1 81.9 30.2 66.0 49.3 67.8
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,038: 0 2,260 200 25,880 25,620 26,080 28,080: 2,958 958
Old : 29,038: 0 2,260 200 25,880 25,620 26,080 28,080: 2,958 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -400: 0 0 0 -420 -400 -420 -400: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.7 89.1 88.2 89.8 96.7: 10.2 3.3
Old : 100.0: 0.0 7.8 0.7 89.1 88.2 89.8 96.7: 10.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 24 22 26 24:
Old : 28: 0 2 2 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 42.6 57.2 70.7 24.4 31.9 35.5 43.5
Old : 38.4 42.6 57.2 70.7 24.4 31.9 35.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,305: 644 0 100 9,945 10,809 10,689 10,909: 1,616 1,396
Old : 12,305: 644 0 100 9,945 10,809 10,689 10,909: 1,616 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -24: -32 0 20 -28 -54 -40 -34: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.8 80.8 87.8 86.9 88.7: 13.1 11.3
Old : 100.0: 5.2 0.0 0.8 80.8 87.8 86.9 88.7: 13.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 17 16 19 18:
Old : 21: 2 0 2 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 45.2 62.9 71.3 38.2 40.4 50.9 53.7
Old : 42.3 45.2 62.9 71.3 38.2 40.4 50.9 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 35,269: 0 3,225 0 35,014 32,001 35,014 35,226: 255 43
Old : 35,269: 0 3,225 0 35,014 32,001 35,014 35,226: 255 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.0 99.3 90.7 99.3 99.9: 0.7 0.1
Old : 100.0: 0.0 9.1 0.0 99.3 90.7 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 8 13 9:
Old : 20: 0 1 0 13 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 70.5 85.9 96.3 37.6 43.7 57.6 64.5
Old : 55.9 70.5 85.9 96.3 37.6 43.7 57.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,473: 612 0 0 14,870 15,787 15,482 15,787: 991 686
Old : 16,473: 612 0 0 14,870 15,787 15,482 15,787: 991 686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 8: 0 0 0 8 4 8 4: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.0 90.3 95.8 94.0 95.8: 6.0 4.2
Old : 100.0: 3.7 0.0 0.0 90.3 95.8 94.0 95.8: 6.0 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 : 28: 1 0 0 25 21 26 21:
Old : 28: 1 0 0 25 21 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 59.9 65.1 78.3 44.0 53.1 59.6 68.1
Old : 46.4 59.9 65.1 78.3 44.0 53.1 59.6 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,236: 0 0 0 9,061 9,320 9,061 9,320: 1,175 916
Old : 10,236: 0 0 0 9,061 9,320 9,061 9,320: 1,175 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28: 0 0 0 28 28 28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 91.1 88.5 91.1: 11.5 8.9
Old : 100.0: 0.0 0.0 0.0 88.5 91.1 88.5 91.1: 11.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 16 21 16:
Old : 22: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 64.5 60.0 79.6 33.8 56.9 50.8 62.5
Old : 38.3 64.5 60.0 79.6 33.8 56.9 50.8 62.5
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,487: 0 0 0 55,252 55,401 55,252 55,401: 235 86
Old : 55,487: 0 0 0 55,252 55,401 55,252 55,401: 235 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,530: 0 0 0 1,530 1,530 1,530 1,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 0.0 0.0 99.6 99.8 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 : 20: 0 0 0 11 10 11 10:
Old : 20: 0 0 0 11 10 11 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 : 86.6 84.8 96.8 98.8 86.6 84.8 96.8 97.9
Old : 86.6 84.8 96.8 98.8 86.6 84.8 96.8 97.9
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 819,294: 0 0 0 819,294 819,294 819,294 819,294: 0 0
Old : 819,294: 0 0 0 819,294 819,294 819,294 819,294: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28,152: 0 0 0 28,152 28,152 28,152 28,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 10 12 10:
Old : 21: 0 0 0 12 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 87.6 95.9 99.2 84.4 87.6 95.9 99.2
Old : 84.4 87.6 95.9 99.2 84.4 87.6 95.9 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 39,326: 0 0 0 38,497 39,326 38,497 39,326: 829 0
Old : 39,326: 0 0 0 38,497 39,326 38,497 39,326: 829 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 100.0 97.9 100.0: 2.1 0.0
Old : 100.0: 0.0 0.0 0.0 97.9 100.0 97.9 100.0: 2.1 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 : 23: 0 0 0 14 11 14 11:
Old : 23: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 76.3 91.3 95.6 61.0 72.6 76.8 84.7
Old : 75.5 76.3 91.3 95.6 61.0 72.6 76.8 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 567,867: 0 0 0 567,867 567,867 567,867 567,867: 0 0
Old : 567,867: 0 0 0 567,867 567,867 567,867 567,867: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 12 12 12:
Old : 21: 0 0 0 12 12 12 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 : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 79.0
Old : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 76,833: 0 0 0 76,704 76,833 76,704 76,833: 129 0
Old : 76,833: 0 0 0 76,704 76,833 76,704 76,833: 129 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 15 14 15 14:
Old : 26: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 64.8 87.9 90.2 69.6 64.8 87.6 90.2
Old : 69.6 64.8 87.9 90.2 69.6 64.8 87.6 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,317,406: 0 0 0 1,317,406 1,317,406 1,317,406 1,317,406: 0 0
Old : 1,317,406: 0 0 0 1,317,406 1,317,406 1,317,406 1,317,406: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 16 12 16 12:
Old : 25: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 61.7 86.8 89.8 70.3 60.5 86.8 87.5
Old : 70.3 61.7 86.8 89.8 70.3 60.5 86.8 87.5
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 169,506: 3,445 0 0 165,806 169,506 169,251 169,506: 255 0
Old : 169,506: 3,445 0 0 165,806 169,506 169,251 169,506: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,581: 0 0 0 3,581 3,581 3,581 3,581: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 97.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.0 0.0 0.0 97.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 0 0 27 29 29 29:
Old : 41: 2 0 0 27 29 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 53.7 81.6 75.1 56.6 51.0 81.0 71.1
Old : 56.6 53.7 81.6 75.1 56.6 51.0 81.0 71.1
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,830,716: 0 0 0 2,830,716 2,830,716 2,830,716 2,830,716: 0 0
Old : 2,830,716: 0 0 0 2,830,716 2,830,716 2,830,716 2,830,716: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 53,579: 0 0 0 53,579 53,579 53,579 53,579: 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 : 36: 0 0 0 25 22 25 22:
Old : 36: 0 0 0 25 22 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 58.9 83.9 78.1 59.6 58.9 83.9 75.5
Old : 59.6 58.9 83.9 78.1 59.6 58.9 83.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 58,009: 0 2,455 0 58,009 55,299 58,009 57,754: 0 255
Old : 58,009: 0 2,455 0 58,009 55,299 58,009 57,754: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 255: 0 0 0 255 0 255 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 100.0 95.3 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 4.2 0.0 100.0 95.3 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 24 19 24 20:
Old : 30: 0 1 0 24 19 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 : 43.1 59.0 66.0 80.6 39.4 55.7 55.2 62.9
Old : 43.1 59.0 66.0 80.6 39.4 55.7 55.2 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 984,627: 0 68,360 0 984,627 911,587 984,627 979,947: 0 4,680
Old : 984,627: 0 68,360 0 984,627 911,587 984,627 979,947: 0 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 4,680: 0 0 0 4,680 0 4,680 0: 0 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.0 100.0 92.6 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 6.9 0.0 100.0 92.6 100.0 99.5: 0.0 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 : 30: 0 1 0 23 19 23 20:
Old : 30: 0 1 0 23 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 56.6 72.3 74.8 43.6 54.4 61.6 67.2
Old : 46.9 56.6 72.3 74.8 43.6 54.4 61.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 63,483: 4,039 0 0 59,444 63,483 63,483 63,483: 0 0
Old : 63,483: 4,039 0 0 59,444 63,483 63,483 63,483: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 176: 0 0 0 176 176 176 176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.0 93.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 0.0 0.0 93.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 23 27 25 27:
Old : 34: 2 0 0 23 27 25 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 : 47.4 44.5 67.5 71.8 28.0 28.5 41.8 40.1
Old : 47.4 44.5 67.5 71.8 28.0 28.5 41.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 10,467: 258 0 0 10,038 10,127 10,296 10,127: 171 340
Old : 10,467: 258 0 0 10,038 10,127 10,296 10,127: 171 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 95.9 96.8 98.4 96.8: 1.6 3.2
Old : 100.0: 2.5 0.0 0.0 95.9 96.8 98.4 96.8: 1.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 13 16 13:
Old : 21: 1 0 0 15 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 58.1 77.0 83.4 46.0 54.2 58.6 63.0
Old : 47.7 58.1 77.0 83.4 46.0 54.2 58.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 638,982: 0 58,825 0 638,982 580,157 638,982 638,982: 0 0
Old : 638,982: 0 58,825 0 638,982 580,157 638,982 638,982: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.2 0.0 100.0 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 9 14 10:
Old : 21: 0 1 0 14 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 71.4 86.4 94.9 37.5 42.2 57.6 62.6
Old : 56.2 71.4 86.4 94.9 37.5 42.2 57.6 62.6
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,211,786: 62,793 28,552 0 1,148,993 1,183,234 1,211,786 1,211,786: 0 0
Old : 1,211,786: 62,793 28,552 0 1,148,993 1,183,234 1,211,786 1,211,786: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.4 0.0 94.8 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 2.4 0.0 94.8 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 0 25 24 27 26:
Old : 37: 2 2 0 25 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.9 66.0 70.3 25.2 25.5 37.1 34.6
Old : 46.5 47.9 66.0 70.3 25.2 25.5 37.1 34.6
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,121: 60 21 158 20,041 20,735 20,259 20,914: 862 207
Old : 21,121: 60 21 158 20,041 20,735 20,259 20,914: 862 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 570: -4 21 28 551 400 575 449: -5 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.7 94.9 98.2 95.9 99.0: 4.1 1.0
Old : 100.0: 0.3 0.1 0.7 94.9 98.2 95.9 99.0: 4.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 2 35 25 37 27:
Old : 40: 1 1 2 35 25 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 48.5 60.8 70.9 36.2 42.2 46.8 54.8
Old : 37.5 48.5 60.8 70.9 36.2 42.2 46.8 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,461: 8 0 30 8,999 9,186 9,037 9,216: 424 245
Old : 9,461: 8 0 30 8,999 9,186 9,037 9,216: 424 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 218: 8 -17 17 58 188 83 188: 135 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.3 95.1 97.1 95.5 97.4: 4.5 2.6
Old : 100.0: 0.1 0.0 0.3 95.1 97.1 95.5 97.4: 4.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 16 17 17 18:
Old : 23: 1 0 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 52.0 86.8 78.1 68.8 47.8 73.7 68.0
Old : 74.9 52.0 86.8 78.1 68.8 47.8 73.7 68.0
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,783: 0 0 0 9,308 8,993 9,308 8,993: 475 790
Old : 9,783: 0 0 0 9,308 8,993 9,308 8,993: 475 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 85: 0 0 0 65 135 65 135: 20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 91.9 95.1 91.9: 4.9 8.1
Old : 100.0: 0.0 0.0 0.0 95.1 91.9 95.1 91.9: 4.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 18 18 18 18:
Old : 24: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.0 70.9 77.1 37.4 45.8 53.3 56.6
Old : 47.3 57.0 70.9 77.1 37.4 45.8 53.3 56.6
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,276,328: 239,531 204,886 310,664 654,988 683,030 1,205,183 1,198,580: 71,145 77,748
Old : 1,276,328: 239,531 204,886 310,664 654,988 683,030 1,205,183 1,198,580: 71,145 77,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 4,475: 822 -7,608 -12,628 29,287 22,260 17,481 2,024: -13,006 2,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.1 24.3 51.3 53.5 94.4 93.9: 5.6 6.1
Old : 100.0: 18.8 16.1 24.3 51.3 53.5 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 : 316: 92 107 141 83 97 263 270:
Old : 316: 92 107 141 83 97 263 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 14.9 32.6 23.5 18.4 10.3 25.3 15.4
Old : 22.2 14.9 32.6 23.5 18.4 10.3 25.3 15.4
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 233,200: 27,962 21,716 12,891 168,712 151,753 209,565 186,360: 23,635 46,840
Old : 233,200: 27,962 21,716 12,891 168,712 151,753 209,565 186,360: 23,635 46,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,329: -150 227 -409 3,025 2,252 2,466 2,070: 863 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.3 5.5 72.3 65.1 89.9 79.9: 10.1 20.1
Old : 100.0: 12.0 9.3 5.5 72.3 65.1 89.9 79.9: 10.1 20.1
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 : 42: 5 4 4 32 26 39 32:
Old : 42: 5 4 4 32 26 39 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 : 31.2 32.7 49.9 48.3 29.8 27.2 44.5 40.1
Old : 31.2 32.7 49.9 48.3 29.8 27.2 44.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 43,132: 200 25 514 42,418 42,576 43,132 43,115: 0 17
Old : 43,132: 200 25 514 42,418 42,576 43,132 43,115: 0 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 567: -50 0 100 519 452 569 552: -2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.1 1.2 98.3 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.1 1.2 98.3 98.7 100.0 100.0: 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 : 56: 2 1 3 47 43 51 46:
Old : 56: 2 1 3 47 43 51 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 : 47.7 33.3 63.8 51.8 28.6 16.3 34.3 26.6
Old : 47.7 33.3 63.8 51.8 28.6 16.3 34.3 26.6
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 120,348: 12,154 29,612 9,647 93,373 74,852 115,174 114,111: 5,174 6,237
Old : 120,348: 12,154 29,612 9,647 93,373 74,852 115,174 114,111: 5,174 6,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,034: 0 534 3,772 -617 -1,423 3,155 2,883: -121 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 24.6 8.0 77.6 62.2 95.7 94.8: 4.3 5.2
Old : 100.0: 10.1 24.6 8.0 77.6 62.2 95.7 94.8: 4.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 11 11 25 24 39 38:
Old : 42: 6 11 11 25 24 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 38.3 57.8 56.6 26.4 24.9 35.8 33.6
Old : 40.6 38.3 57.8 56.6 26.4 24.9 35.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,782: 0 3,574 10,286 26,529 22,690 36,815 36,550: 1,967 2,232
Old : 38,782: 0 3,574 10,286 26,529 22,690 36,815 36,550: 1,967 2,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 450: 0 0 3 364 269 367 272: 83 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 26.5 68.4 58.5 94.9 94.2: 5.1 5.8
Old : 100.0: 0.0 9.2 26.5 68.4 58.5 94.9 94.2: 5.1 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 : 25: 0 4 5 15 16 20 24:
Old : 25: 0 4 5 15 16 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 43.6 67.9 61.9 17.0 14.6 25.2 21.3
Old : 43.0 43.6 67.9 61.9 17.0 14.6 25.2 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 22,955: 5,250 300 300 17,360 22,355 22,910 22,955: 45 0
Old : 22,955: 5,250 300 300 17,360 22,355 22,910 22,955: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 290: 606 -150 0 -10 440 596 290: -306 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.3 1.3 75.6 97.4 99.8 100.0: 0.2 0.0
Old : 100.0: 22.9 1.3 1.3 75.6 97.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 23 26 26 27:
Old : 37: 2 1 1 23 26 26 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 : 54.5 42.0 77.5 65.2 39.8 34.1 55.3 52.0
Old : 54.5 42.0 77.5 65.2 39.8 34.1 55.3 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 19,679: 14,703 1,988 224 2,761 16,734 17,688 18,946: 1,991 733
Old : 19,679: 14,703 1,988 224 2,761 16,734 17,688 18,946: 1,991 733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 173: 728 -35 54 -522 180 260 199: -87 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 10.1 1.1 14.0 85.0 89.9 96.3: 10.1 3.7
Old : 100.0: 74.7 10.1 1.1 14.0 85.0 89.9 96.3: 10.1 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 : 121: 55 17 6 22 31 80 52:
Old : 121: 55 17 6 22 31 80 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 36.1 51.6 52.6 39.4 36.1 51.6 52.1
Old : 39.4 36.1 51.6 52.6 39.4 36.1 51.6 52.1
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 27,985: 16,227 2,324 208 7,743 23,770 24,178 26,302: 3,807 1,683
Old : 27,985: 16,227 2,324 208 7,743 23,770 24,178 26,302: 3,807 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -112: 296 229 -106 -362 -181 -172 -58: 60 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 8.3 0.7 27.7 84.9 86.4 94.0: 13.6 6.0
Old : 100.0: 58.0 8.3 0.7 27.7 84.9 86.4 94.0: 13.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 43 16 2 16 28 61 45:
Old : 99: 43 16 2 16 28 61 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 39.4 42.9 61.5 26.2 39.4 42.9 61.5
Old : 26.2 39.4 42.9 61.5 26.2 39.4 42.9 61.5
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 229,391: 53,469 14,127 22,045 137,134 179,984 212,648 216,156: 16,743 13,235
Old : 229,391: 53,469 14,127 22,045 137,134 179,984 212,648 216,156: 16,743 13,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -828: 596 -2,669 840 -1,681 2,220 -245 391: -583 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.2 9.6 59.8 78.5 92.7 94.2: 7.3 5.8
Old : 100.0: 23.3 6.2 9.6 59.8 78.5 92.7 94.2: 7.3 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 : 180: 46 29 47 78 88 150 144:
Old : 180: 46 29 47 78 88 150 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 23.9 36.6 34.6 14.7 12.6 23.3 20.4
Old : 23.6 23.9 36.6 34.6 14.7 12.6 23.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 27,398: 6,192 157 1,297 15,558 21,623 23,047 23,077: 4,351 4,321
Old : 27,398: 6,192 157 1,297 15,558 21,623 23,047 23,077: 4,351 4,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 544: 347 0 13 8 399 368 412: 176 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 0.6 4.7 56.8 78.9 84.1 84.2: 15.9 15.8
Old : 100.0: 22.6 0.6 4.7 56.8 78.9 84.1 84.2: 15.9 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 : 28: 6 1 7 16 18 23 25:
Old : 28: 6 1 7 16 18 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 43.4 66.4 58.4 38.5 41.5 56.7 55.0
Old : 45.3 43.4 66.4 58.4 38.5 41.5 56.7 55.0
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 18,075: 250 510 770 15,935 16,551 16,955 17,831: 1,120 244
Old : 18,075: 250 510 770 15,935 16,551 16,955 17,831: 1,120 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 537: 0 -170 0 387 695 387 525: 150 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.8 4.3 88.2 91.6 93.8 98.7: 6.2 1.3
Old : 100.0: 1.4 2.8 4.3 88.2 91.6 93.8 98.7: 6.2 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 : 21: 1 1 1 17 11 19 12:
Old : 21: 1 1 1 17 11 19 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 : 43.4 79.6 62.9 96.5 43.1 70.3 59.2 75.4
Old : 43.4 79.6 62.9 96.5 43.1 70.3 59.2 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,313: 200 190 300 5,813 5,823 6,313 6,313: 0 0
Old : 6,313: 200 190 300 5,813 5,823 6,313 6,313: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 147: 0 0 50 297 297 347 347: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.0 4.8 92.1 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 3.0 4.8 92.1 92.2 100.0 100.0: 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 : 42: 2 2 4 28 29 33 33:
Old : 42: 2 2 4 28 29 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 31.3 61.0 49.8 37.8 28.9 47.3 41.2
Old : 44.6 31.3 61.0 49.8 37.8 28.9 47.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 97,704: 3,127 0 1,449 92,110 96,071 96,686 97,520: 1,018 184
Old : 97,704: 3,127 0 1,449 92,110 96,071 96,686 97,520: 1,018 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 78: -100 0 0 358 258 258 258: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 1.5 94.3 98.3 99.0 99.8: 1.0 0.2
Old : 100.0: 3.2 0.0 1.5 94.3 98.3 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 0 2 40 34 44 36:
Old : 49: 4 0 2 40 34 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 65.2 77.6 79.6 14.8 15.2 20.7 22.2
Old : 62.7 65.2 77.6 79.6 14.8 15.2 20.7 22.2
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 25,466: 1,200 0 0 24,131 25,091 25,331 25,091: 135 375
Old : 25,466: 1,200 0 0 24,131 25,091 25,331 25,091: 135 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,705: -71 0 0 1,776 1,724 1,705 1,724: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 94.8 98.5 99.5 98.5: 0.5 1.5
Old : 100.0: 4.7 0.0 0.0 94.8 98.5 99.5 98.5: 0.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 21 17 22 17:
Old : 30: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 79.4 81.3 89.2 55.1 70.9 75.6 77.4
Old : 59.7 79.4 81.3 89.2 55.1 70.9 75.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,217: 150 150 0 9,947 10,067 10,097 10,217: 120 0
Old : 10,217: 150 150 0 9,947 10,067 10,097 10,217: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 170: 0 0 0 100 170 100 170: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.5 0.0 97.4 98.5 98.8 100.0: 1.2 0.0
Old : 100.0: 1.5 1.5 0.0 97.4 98.5 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 0 26 26 27 27:
Old : 38: 1 1 0 26 26 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 59.4 71.3 77.7 33.3 39.9 47.4 51.6
Old : 48.9 59.4 71.3 77.7 33.3 39.9 47.4 51.6
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,250: 1,341 0 0 16,348 18,530 17,689 18,530: 1,561 720
Old : 19,250: 1,341 0 0 16,348 18,530 17,689 18,530: 1,561 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 743: 65 0 0 428 743 493 743: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 84.9 96.3 91.9 96.3: 8.1 3.7
Old : 100.0: 7.0 0.0 0.0 84.9 96.3 91.9 96.3: 8.1 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 : 33: 2 0 0 28 21 30 21:
Old : 33: 2 0 0 28 21 30 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 : 37.1 66.9 57.1 81.3 32.9 60.7 50.1 66.7
Old : 37.1 66.9 57.1 81.3 32.9 60.7 50.1 66.7
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 - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,896: 1,302 3,006 12 18,206 16,437 19,520 19,455: 376 441
Old : 19,896: 1,302 3,006 12 18,206 16,437 19,520 19,455: 376 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -35: 96 0 0 -287 -191 -191 -191: 156 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 15.1 0.1 91.5 82.6 98.1 97.8: 1.9 2.2
Old : 100.0: 6.5 15.1 0.1 91.5 82.6 98.1 97.8: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 5 1 32 37 35 43:
Old : 53: 3 5 1 32 37 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 40.2 56.2 58.0 31.8 39.1 51.5 53.2
Old : 34.5 40.2 56.2 58.0 31.8 39.1 51.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,970: 1,083 348 347 11,504 12,178 12,934 12,873: 36 97
Old : 12,970: 1,083 348 347 11,504 12,178 12,934 12,873: 36 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,246: 98 269 0 1,148 1,052 1,246 1,321: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.7 2.7 88.7 93.9 99.7 99.3: 0.3 0.7
Old : 100.0: 8.4 2.7 2.7 88.7 93.9 99.7 99.3: 0.3 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 : 35: 2 3 2 24 21 27 25:
Old : 35: 2 3 2 24 21 27 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 : 43.0 43.1 65.4 71.1 35.9 33.3 48.5 48.4
Old : 43.0 43.1 65.4 71.1 35.9 33.3 48.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 34,815: 2,134 534 1,879 26,474 30,497 30,487 32,910: 4,328 1,905
Old : 34,815: 2,134 534 1,879 26,474 30,497 30,487 32,910: 4,328 1,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 312: 0 0 0 225 345 225 345: 87 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.5 5.4 76.0 87.6 87.6 94.5: 12.4 5.5
Old : 100.0: 6.1 1.5 5.4 76.0 87.6 87.6 94.5: 12.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 4 29 34 34 39:
Old : 46: 3 2 4 29 34 34 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 : 31.1 34.1 49.6 53.6 27.4 33.7 40.1 48.7
Old : 31.1 34.1 49.6 53.6 27.4 33.7 40.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010