GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, July 20, 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 : 32,913: 1,356 1,470 300 31,184 31,143 32,840 32,913: 73 0
Old : 32,913: 1,356 1,470 300 31,184 31,143 32,840 32,913: 73 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 630: 0 75 0 630 555 630 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.5 0.9 94.7 94.6 99.8 100.0: 0.2 0.0
Old : 100.0: 4.1 4.5 0.9 94.7 94.6 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 44 38 48:
Old : 54: 1 3 1 36 44 38 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 36.7 60.0 55.6 36.2 24.5 46.3 36.4
Old : 40.7 36.7 60.0 55.6 36.2 24.5 46.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 20, 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 : 23,066: 0 0 0 22,862 22,796 22,862 22,796: 204 270
Old : 23,066: 0 0 0 22,862 22,796 22,862 22,796: 204 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 2,731: 0 0 0 2,731 2,836 2,731 2,836: 0 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 28 31 28 31:
Old : 37: 0 0 0 28 31 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 67.1 77.8 82.8 43.5 56.1 54.1 59.1
Old : 61.2 67.1 77.8 82.8 43.5 56.1 54.1 59.1
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 20, 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 : 6,629: 142 216 79 4,542 4,958 4,763 5,253: 1,866 1,376
Old : 6,629: 142 216 79 4,542 4,958 4,763 5,253: 1,866 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -9: 0 0 0 -23 -13 -23 -13: 14 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.3 1.2 68.5 74.8 71.9 79.2: 28.1 20.8
Old : 100.0: 2.1 3.3 1.2 68.5 74.8 71.9 79.2: 28.1 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 : 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 : 38.5 47.9 54.6 64.7 32.9 36.6 40.5 46.2
Old : 38.5 47.9 54.6 64.7 32.9 36.6 40.5 46.2
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 20, 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 : 9,233: 591 324 123 6,999 7,600 7,713 8,047: 1,520 1,186
Old : 9,233: 591 324 123 6,999 7,600 7,713 8,047: 1,520 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 157: -1 23 11 131 145 141 179: 16 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.5 1.3 75.8 82.3 83.5 87.2: 16.5 12.8
Old : 100.0: 6.4 3.5 1.3 75.8 82.3 83.5 87.2: 16.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 4 5 39 41 44 48:
Old : 49: 3 4 5 39 41 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 24.7 38.3 38.9 18.0 14.5 26.4 23.0
Old : 24.9 24.7 38.3 38.9 18.0 14.5 26.4 23.0
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 20, 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 : 8,488: 335 365 566 6,861 6,565 7,762 7,496: 726 992
Old : 8,488: 335 365 566 6,861 6,565 7,762 7,496: 726 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 413: -23 -129 165 186 393 328 429: 85 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.3 6.7 80.8 77.3 91.4 88.3: 8.6 11.7
Old : 100.0: 3.9 4.3 6.7 80.8 77.3 91.4 88.3: 8.6 11.7
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 : 62: 5 4 6 44 48 51 56:
Old : 62: 5 4 6 44 48 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 18.8 46.8 33.9 27.4 17.8 35.6 29.9
Old : 33.3 18.8 46.8 33.9 27.4 17.8 35.6 29.9
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 20, 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 : 2,909: 275 100 0 2,102 2,034 2,377 2,134: 532 775
Old : 2,909: 275 100 0 2,102 2,034 2,377 2,134: 532 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 72: 0 0 -10 80 65 70 55: 2 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.4 0.0 72.3 69.9 81.7 73.4: 18.3 26.6
Old : 100.0: 9.5 3.4 0.0 72.3 69.9 81.7 73.4: 18.3 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 17 15 19 16:
Old : 23: 2 1 0 17 15 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 : 40.3 42.7 60.7 58.5 29.0 29.6 43.7 39.3
Old : 40.3 42.7 60.7 58.5 29.0 29.6 43.7 39.3
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 20, 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 : 2,144: 0 76 0 1,725 1,709 1,725 1,785: 419 359
Old : 2,144: 0 76 0 1,725 1,709 1,725 1,785: 419 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 52: 0 0 0 47 42 47 42: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 80.5 79.7 80.5 83.3: 19.5 16.7
Old : 100.0: 0.0 3.5 0.0 80.5 79.7 80.5 83.3: 19.5 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 : 44.2 42.8 64.6 59.8 41.9 30.4 56.1 45.5
Old : 44.2 42.8 64.6 59.8 41.9 30.4 56.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, July 20, 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 : 1,583: 60 66 20 971 1,069 1,051 1,155: 532 428
Old : 1,583: 60 66 20 971 1,069 1,051 1,155: 532 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 51: 0 5 20 20 4 40 29: 11 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.2 1.3 61.3 67.5 66.4 73.0: 33.6 27.0
Old : 100.0: 3.8 4.2 1.3 61.3 67.5 66.4 73.0: 33.6 27.0
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: 1 2 1 16 17 18 19:
Old : 23: 1 2 1 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 34.2 53.4 52.6 36.5 33.2 43.1 45.3
Old : 39.9 34.2 53.4 52.6 36.5 33.2 43.1 45.3
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 20, 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 : 21,069: 0 0 0 20,994 20,869 20,994 20,869: 75 200
Old : 21,069: 0 0 0 20,994 20,869 20,994 20,869: 75 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 525: 0 0 0 525 525 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.1 99.6 99.1: 0.4 0.9
Old : 100.0: 0.0 0.0 0.0 99.6 99.1 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 19 20 19 20:
Old : 27: 0 0 0 19 20 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 : 73.2 61.9 89.1 82.1 71.0 49.3 77.9 67.8
Old : 73.2 61.9 89.1 82.1 71.0 49.3 77.9 67.8
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 20, 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 : 303,463: 36,365 20,956 33,149 198,301 215,829 267,815 269,934: 35,648 33,529
Old : 303,463: 36,365 20,956 33,149 198,301 215,829 267,815 269,934: 35,648 33,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -9,628: 3,267 509 -1,432 -10,524 -7,389 -8,689 -8,312: -939 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.9 10.9 65.3 71.1 88.3 89.0: 11.7 11.0
Old : 100.0: 12.0 6.9 10.9 65.3 71.1 88.3 89.0: 11.7 11.0
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 : 144: 26 25 38 79 76 127 123:
Old : 144: 26 25 38 79 76 127 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 22.6 31.1 36.1 15.7 16.5 26.8 23.5
Old : 18.0 22.6 31.1 36.1 15.7 16.5 26.8 23.5
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 20, 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 : 15,779: 500 716 350 14,929 14,713 15,779 15,779: 0 0
Old : 15,779: 500 716 350 14,929 14,713 15,779 15,779: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 698: 0 150 -50 948 598 898 698: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.5 2.2 94.6 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 4.5 2.2 94.6 93.2 100.0 100.0: 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 : 65: 3 7 4 43 47 48 56:
Old : 65: 3 7 4 43 47 48 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 24.4 52.4 40.4 21.9 19.1 31.1 29.8
Old : 33.3 24.4 52.4 40.4 21.9 19.1 31.1 29.8
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 20, 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 : 13,178: 925 180 570 11,341 12,008 12,836 12,758: 342 420
Old : 13,178: 925 180 570 11,341 12,008 12,836 12,758: 342 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 75: 75 0 0 0 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.4 4.3 86.1 91.1 97.4 96.8: 2.6 3.2
Old : 100.0: 7.0 1.4 4.3 86.1 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 : 39.2 56.7 59.3 76.1 29.2 39.4 41.6 48.0
Old : 39.2 56.7 59.3 76.1 29.2 39.4 41.6 48.0
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 20, 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 : 4,268: 588 96 226 2,308 2,309 3,122 2,631: 1,146 1,637
Old : 4,268: 588 96 226 2,308 2,309 3,122 2,631: 1,146 1,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 20: -7 0 3 14 -13 10 -10: 10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.2 5.3 54.1 54.1 73.1 61.6: 26.9 38.4
Old : 100.0: 13.8 2.2 5.3 54.1 54.1 73.1 61.6: 26.9 38.4
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 : 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 : 34.7 26.1 54.1 42.5 24.0 20.4 37.2 28.3
Old : 34.7 26.1 54.1 42.5 24.0 20.4 37.2 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, July 20, 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 : 785,515: 99,975 255,955 264,142 349,302 225,601 713,419 745,698: 72,096 39,817
Old : 785,515: 99,975 255,955 264,142 349,302 225,601 713,419 745,698: 72,096 39,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -15,092: -9,820 -9,807 19,958 -23,221 -23,539 -13,083 -13,388: -2,009 -1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 32.6 33.6 44.5 28.7 90.8 94.9: 9.2 5.1
Old : 100.0: 12.7 32.6 33.6 44.5 28.7 90.8 94.9: 9.2 5.1
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 : 274: 82 90 131 83 71 243 228:
Old : 274: 82 90 131 83 71 243 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 29.2 27.1 40.9 13.1 20.8 18.9 28.5
Old : 15.5 29.2 27.1 40.9 13.1 20.8 18.9 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 20, 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 : 55,875: 715 0 1,986 46,016 46,867 48,717 48,853: 7,158 7,022
Old : 55,875: 715 0 1,986 46,016 46,867 48,717 48,853: 7,158 7,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 235: -24 0 0 1,428 1,782 1,404 1,782: -1,169 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.6 82.4 83.9 87.2 87.4: 12.8 12.6
Old : 100.0: 1.3 0.0 3.6 82.4 83.9 87.2 87.4: 12.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 22 19 24 21:
Old : 25: 2 0 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 47.4 63.3 67.1 37.5 40.5 50.3 50.9
Old : 45.2 47.4 63.3 67.1 37.5 40.5 50.3 50.9
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 20, 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 : 37,012: 677 0 2,483 29,974 26,492 33,134 28,975: 3,878 8,037
Old : 37,012: 677 0 2,483 29,974 26,492 33,134 28,975: 3,878 8,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 884: 669 -163 -141 339 759 867 455: 17 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 6.7 81.0 71.6 89.5 78.3: 10.5 21.7
Old : 100.0: 1.8 0.0 6.7 81.0 71.6 89.5 78.3: 10.5 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 14 16 16 18:
Old : 21: 2 0 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 : 49.9 35.3 73.7 56.4 33.3 30.4 49.4 40.7
Old : 49.9 35.3 73.7 56.4 33.3 30.4 49.4 40.7
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 20, 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 : 65,382: 0 0 0 56,852 52,223 56,852 52,223: 8,530 13,159
Old : 65,382: 0 0 0 56,852 52,223 56,852 52,223: 8,530 13,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 74: 0 0 0 74 -174 74 -174: 0 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 79.9 87.0 79.9: 13.0 20.1
Old : 100.0: 0.0 0.0 0.0 87.0 79.9 87.0 79.9: 13.0 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 : 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 : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 50.4
Old : 40.7 45.5 63.1 60.6 37.5 40.4 52.0 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 20, 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 : 69,787: 0 0 0 60,599 66,419 60,599 66,419: 9,188 3,368
Old : 69,787: 0 0 0 60,599 66,419 60,599 66,419: 9,188 3,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -173: 0 0 0 -335 -61 -335 -61: 162 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.8 95.2 86.8 95.2: 13.2 4.8
Old : 100.0: 0.0 0.0 0.0 86.8 95.2 86.8 95.2: 13.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 46.2 51.6 64.9 76.6 40.9 47.6 56.0 65.6
Old : 46.2 51.6 64.9 76.6 40.9 47.6 56.0 65.6
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 20, 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 : 76,485: 1,835 177 5,675 61,330 61,821 68,840 67,673: 7,645 8,812
Old : 76,485: 1,835 177 5,675 61,330 61,821 68,840 67,673: 7,645 8,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 483: 256 -124 149 102 602 507 627: -24 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.2 7.4 80.2 80.8 90.0 88.5: 10.0 11.5
Old : 100.0: 2.4 0.2 7.4 80.2 80.8 90.0 88.5: 10.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 4 21 24 25 28:
Old : 33: 3 1 4 21 24 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 44.0 63.5 59.7 43.6 40.9 55.3 51.6
Old : 45.8 44.0 63.5 59.7 43.6 40.9 55.3 51.6
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 20, 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 : 74,419: 736 10,774 1,679 66,994 45,424 69,409 57,877: 5,010 16,542
Old : 74,419: 736 10,774 1,679 66,994 45,424 69,409 57,877: 5,010 16,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -137: 0 -610 283 1,012 -823 1,295 -1,150: -1,432 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 14.5 2.3 90.0 61.0 93.3 77.8: 6.7 22.2
Old : 100.0: 1.0 14.5 2.3 90.0 61.0 93.3 77.8: 6.7 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 12 18 15 20:
Old : 24: 1 2 2 12 18 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 42.3 82.3 57.9 59.9 40.2 71.3 52.0
Old : 63.9 42.3 82.3 57.9 59.9 40.2 71.3 52.0
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 20, 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 : 75,119: 6,984 1,458 2,864 53,962 64,988 63,810 69,310: 11,309 5,809
Old : 75,119: 6,984 1,458 2,864 53,962 64,988 63,810 69,310: 11,309 5,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -605: 154 0 -267 -492 -552 -605 -819: 0 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 1.9 3.8 71.8 86.5 84.9 92.3: 15.1 7.7
Old : 100.0: 9.3 1.9 3.8 71.8 86.5 84.9 92.3: 15.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 36.5 53.5 58.0 71.5 32.0 51.2 50.4 68.4
Old : 36.5 53.5 58.0 71.5 32.0 51.2 50.4 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A37
Commitments of Traders - Futures Only, July 20, 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 : 30,016: 2,758 0 0 25,156 23,798 27,914 23,798: 2,102 6,218
Old : 30,016: 2,758 0 0 25,156 23,798 27,914 23,798: 2,102 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 83.8 79.3 93.0 79.3: 7.0 20.7
Old : 100.0: 9.2 0.0 0.0 83.8 79.3 93.0 79.3: 7.0 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 : 20: 1 0 0 11 13 12 13:
Old : 20: 1 0 0 11 13 12 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 : 62.0 52.4 81.4 69.0 59.4 48.5 78.1 63.9
Old : 62.0 52.4 81.4 69.0 59.4 48.5 78.1 63.9
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 20, 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 : 32,621: 0 0 0 27,142 28,108 27,142 28,108: 5,479 4,513
Old : 32,621: 0 0 0 27,142 28,108 27,142 28,108: 5,479 4,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -856: 0 0 0 -856 -856 -856 -856: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.2 86.2 83.2 86.2: 16.8 13.8
Old : 100.0: 0.0 0.0 0.0 83.2 86.2 83.2 86.2: 16.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 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 : 44.8 54.8 71.7 72.0 42.4 44.8 53.9 57.0
Old : 44.8 54.8 71.7 72.0 42.4 44.8 53.9 57.0
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 20, 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 : 66,527: 0 0 0 65,541 64,147 65,541 64,147: 986 2,380
Old : 66,527: 0 0 0 65,541 64,147 65,541 64,147: 986 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 248: 0 0 0 248 248 248 248: 0 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 : 26: 0 0 0 17 19 17 19:
Old : 26: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 55.9 85.5 78.9 60.0 52.2 69.1 65.2
Old : 68.9 55.9 85.5 78.9 60.0 52.2 69.1 65.2
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 20, 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 : 154,128: 4,888 6,609 4,104 139,621 138,481 148,613 149,194: 5,515 4,934
Old : 154,128: 4,888 6,609 4,104 139,621 138,481 148,613 149,194: 5,515 4,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -562: 24 90 -90 -587 -929 -653 -929: 91 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.3 2.7 90.6 89.8 96.4 96.8: 3.6 3.2
Old : 100.0: 3.2 4.3 2.7 90.6 89.8 96.4 96.8: 3.6 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 : 45: 4 1 4 36 36 41 40:
Old : 45: 4 1 4 36 36 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 40.1 54.6 61.0 33.0 39.5 45.9 52.2
Old : 35.6 40.1 54.6 61.0 33.0 39.5 45.9 52.2
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 20, 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 : 121,267: 1,147 3,535 783 109,239 111,265 111,169 115,583: 10,098 5,684
Old : 121,267: 1,147 3,535 783 109,239 111,265 111,169 115,583: 10,098 5,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 432: 0 1,896 -768 1,200 -696 432 432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.9 0.6 90.1 91.8 91.7 95.3: 8.3 4.7
Old : 100.0: 0.9 2.9 0.6 90.1 91.8 91.7 95.3: 8.3 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 : 31: 1 1 1 24 22 26 23:
Old : 31: 1 1 1 24 22 26 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 : 52.6 52.0 67.1 74.6 44.8 50.8 55.6 70.2
Old : 52.6 52.0 67.1 74.6 44.8 50.8 55.6 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 20, 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 : 204,086: 5,401 0 10,140 172,694 187,126 188,235 197,266: 15,851 6,820
Old : 204,086: 5,401 0 10,140 172,694 187,126 188,235 197,266: 15,851 6,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -940: -1,788 0 968 -1,847 -2,746 -2,667 -1,778: 1,727 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 5.0 84.6 91.7 92.2 96.7: 7.8 3.3
Old : 100.0: 2.6 0.0 5.0 84.6 91.7 92.2 96.7: 7.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 0 3 36 39 39 42:
Old : 46: 3 0 3 36 39 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 28.0 53.3 47.9 25.5 23.2 36.6 39.5
Old : 34.3 28.0 53.3 47.9 25.5 23.2 36.6 39.5
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 20, 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 : 47,062: 0 2,635 1,220 42,615 38,558 43,835 42,413: 3,227 4,649
Old : 47,062: 0 2,635 1,220 42,615 38,558 43,835 42,413: 3,227 4,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 2.6 90.6 81.9 93.1 90.1: 6.9 9.9
Old : 100.0: 0.0 5.6 2.6 90.6 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 : 47.5 57.8 70.7 79.5 43.0 46.5 60.8 64.3
Old : 47.5 57.8 70.7 79.5 43.0 46.5 60.8 64.3
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 20, 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 : 2,710,043: 659,958 170,479 771,555 1,248,186 1,748,131 2,679,699 2,690,165: 30,344 19,878
Old : 2,710,043: 659,958 170,479 771,555 1,248,186 1,748,131 2,679,699 2,690,165: 30,344 19,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 58,735: -20,321 15,077 40,359 38,821 -566 58,859 54,870: -124 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.3 28.5 46.1 64.5 98.9 99.3: 1.1 0.7
Old : 100.0: 24.4 6.3 28.5 46.1 64.5 98.9 99.3: 1.1 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 : 186: 35 31 61 111 100 180 163:
Old : 186: 35 31 61 111 100 180 163:
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 : 30.9 27.7 40.8 41.3 20.0 21.7 26.5 30.0
Old : 30.9 27.7 40.8 41.3 20.0 21.7 26.5 30.0
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 20, 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 : 1,024,080: 155,270 183,082 151,704 714,535 686,142 1,021,509 1,020,928: 2,571 3,152
Old : 1,024,080: 155,270 183,082 151,704 714,535 686,142 1,021,509 1,020,928: 2,571 3,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 18,965: 32,909 9,058 -5,631 -7,025 16,836 20,253 20,263: -1,288 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.9 14.8 69.8 67.0 99.7 99.7: 0.3 0.3
Old : 100.0: 15.2 17.9 14.8 69.8 67.0 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 28 25 47 44 41 94 92:
Old : 98: 28 25 47 44 41 94 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.2 48.8 54.1 22.4 32.1 32.6 40.7
Old : 34.0 39.2 48.8 54.1 22.4 32.1 32.6 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, July 20, 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 : 3,916: 0 1,617 0 3,748 2,212 3,748 3,829: 168 87
Old : 3,916: 0 1,617 0 3,748 2,212 3,748 3,829: 168 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 160: 0 131 0 201 104 201 235: -41 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.3 0.0 95.7 56.5 95.7 97.8: 4.3 2.2
Old : 100.0: 0.0 41.3 0.0 95.7 56.5 95.7 97.8: 4.3 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 : 27: 0 2 0 21 15 21 17:
Old : 27: 0 2 0 21 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 64.3 70.2 81.6 42.2 60.0 60.4 74.1
Old : 49.5 64.3 70.2 81.6 42.2 60.0 60.4 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, July 20, 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 : 2,202: 118 0 25 1,427 1,678 1,570 1,703: 632 499
Old : 2,202: 118 0 25 1,427 1,678 1,570 1,703: 632 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 1.1 64.8 76.2 71.3 77.3: 28.7 22.7
Old : 100.0: 5.4 0.0 1.1 64.8 76.2 71.3 77.3: 28.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 20 21 22 23:
Old : 24: 2 0 2 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 24.1 47.7 43.8 25.9 17.8 30.0 28.8
Old : 32.4 24.1 47.7 43.8 25.9 17.8 30.0 28.8
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 20, 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 : 40,978: 4,035 442 666 33,442 39,688 38,143 40,796: 2,835 182
Old : 40,978: 4,035 442 666 33,442 39,688 38,143 40,796: 2,835 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 96: 0 0 0 90 80 90 80: 6 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 1.1 1.6 81.6 96.9 93.1 99.6: 6.9 0.4
Old : 100.0: 9.8 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 : 31.0 45.0 51.1 68.2 22.4 31.9 33.2 48.6
Old : 31.0 45.0 51.1 68.2 22.4 31.9 33.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, July 20, 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 : 16,209: 0 638 180 14,821 14,416 15,001 15,234: 1,208 975
Old : 16,209: 0 638 180 14,821 14,416 15,001 15,234: 1,208 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 172: 0 36 0 134 256 134 292: 38 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 1.1 91.4 88.9 92.5 94.0: 7.5 6.0
Old : 100.0: 0.0 3.9 1.1 91.4 88.9 92.5 94.0: 7.5 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 : 29: 0 3 1 20 20 21 23:
Old : 29: 0 3 1 20 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 43.1 68.6 66.3 38.6 31.6 52.9 47.5
Old : 44.8 43.1 68.6 66.3 38.6 31.6 52.9 47.5
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 20, 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 10,626 11,314 10,626 11,314: 1,814 1,126
Old : 12,440: 0 0 0 10,626 11,314 10,626 11,314: 1,814 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 0: 0 0 0 -22 0 -22 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.4 90.9 85.4 90.9: 14.6 9.1
Old : 100.0: 0.0 0.0 0.0 85.4 90.9 85.4 90.9: 14.6 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 20, 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 : 29,378: 0 2,260 200 26,226 26,076 26,426 28,536: 2,952 842
Old : 29,378: 0 2,260 200 26,226 26,076 26,426 28,536: 2,952 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 340: 0 0 0 346 456 346 456: -6 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 0.7 89.3 88.8 90.0 97.1: 10.0 2.9
Old : 100.0: 0.0 7.7 0.7 89.3 88.8 90.0 97.1: 10.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 25 23 27 25:
Old : 30: 0 2 2 25 23 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 : 38.8 42.1 57.5 70.3 24.9 31.9 36.3 43.8
Old : 38.8 42.1 57.5 70.3 24.9 31.9 36.3 43.8
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 20, 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 : 12,399: 574 0 116 10,021 10,887 10,711 11,003: 1,688 1,396
Old : 12,399: 574 0 116 10,021 10,887 10,711 11,003: 1,688 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 94: -70 0 16 76 78 22 94: 72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.9 80.8 87.8 86.4 88.7: 13.6 11.3
Old : 100.0: 4.6 0.0 0.9 80.8 87.8 86.4 88.7: 13.6 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 : 42.8 45.6 63.0 71.5 38.9 40.1 51.0 54.2
Old : 42.8 45.6 63.0 71.5 38.9 40.1 51.0 54.2
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 20, 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 13, 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 20, 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 : 16,385: 612 0 0 14,866 15,773 15,478 15,773: 907 612
Old : 16,385: 612 0 0 14,866 15,773 15,478 15,773: 907 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -88: 0 0 0 -4 -14 -4 -14: -84 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.0 90.7 96.3 94.5 96.3: 5.5 3.7
Old : 100.0: 3.7 0.0 0.0 90.7 96.3 94.5 96.3: 5.5 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 : 29: 1 0 0 26 23 27 23:
Old : 29: 1 0 0 26 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 61.7 65.2 78.7 44.0 55.4 59.8 68.3
Old : 46.4 61.7 65.2 78.7 44.0 55.4 59.8 68.3
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 20, 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 : 10,414: 0 0 0 9,119 9,252 9,119 9,252: 1,295 1,162
Old : 10,414: 0 0 0 9,119 9,252 9,119 9,252: 1,295 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 178: 0 0 0 58 -68 58 -68: 120 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.6 88.8 87.6 88.8: 12.4 11.2
Old : 100.0: 0.0 0.0 0.0 87.6 88.8 87.6 88.8: 12.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 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 : 38.1 63.4 59.4 77.5 34.3 55.9 51.2 61.5
Old : 38.1 63.4 59.4 77.5 34.3 55.9 51.2 61.5
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 20, 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 13, 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 99.6 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 : 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 : 86.6 84.8 96.3 98.8 86.6 84.8 96.3 97.9
Old : 86.6 84.8 96.3 98.8 86.6 84.8 96.3 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 20, 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 13, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 10 13 10:
Old : 22: 0 0 0 13 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 87.6 95.4 99.2 84.4 87.6 95.4 99.2
Old : 84.4 87.6 95.4 99.2 84.4 87.6 95.4 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 20, 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 13, 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 : 24: 0 0 0 15 11 15 11:
Old : 24: 0 0 0 15 11 15 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 91.0 95.6 61.0 72.6 76.5 84.7
Old : 75.5 76.3 91.0 95.6 61.0 72.6 76.5 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 20, 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 13, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 12 13 12 13:
Old : 22: 0 0 0 12 13 12 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 : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 78.7
Old : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 78.7
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 77,053: 0 0 0 76,924 77,053 76,924 77,053: 129 0
Old : 77,053: 0 0 0 76,924 77,053 76,924 77,053: 129 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 220: 0 0 0 220 220 220 220: 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 : 27: 0 0 0 16 15 16 15:
Old : 27: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 64.6 87.9 89.9 69.4 64.6 87.7 89.9
Old : 69.4 64.6 87.9 89.9 69.4 64.6 87.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, July 20, 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 : 1,318,974: 0 0 0 1,318,974 1,318,974 1,318,974 1,318,974: 0 0
Old : 1,318,974: 0 0 0 1,318,974 1,318,974 1,318,974 1,318,974: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,568: 0 0 0 1,568 1,568 1,568 1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 13 17 13:
Old : 26: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 61.6 86.7 89.7 70.2 60.4 86.7 87.4
Old : 70.2 61.6 86.7 89.7 70.2 60.4 86.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, July 20, 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 : 179,186: 3,445 0 0 175,741 179,186 179,186 179,186: 0 0
Old : 179,186: 3,445 0 0 175,741 179,186 179,186 179,186: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 9,680: 0 0 0 9,935 9,680 9,935 9,680: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 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 : 42: 2 0 0 28 30 30 30:
Old : 42: 2 0 0 28 30 30 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 : 53.5 50.8 79.1 73.4 53.5 49.2 77.3 69.3
Old : 53.5 50.8 79.1 73.4 53.5 49.2 77.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,005,896: 0 0 0 3,005,896 3,005,896 3,005,896 3,005,896: 0 0
Old : 3,005,896: 0 0 0 3,005,896 3,005,896 3,005,896 3,005,896: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 175,180: 0 0 0 175,180 175,180 175,180 175,180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 26 22 26 22:
Old : 37: 0 0 0 26 22 26 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 : 56.1 56.7 82.9 76.9 56.1 56.7 81.3 74.7
Old : 56.1 56.7 82.9 76.9 56.1 56.7 81.3 74.7
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 20, 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 : 68,114: 0 2,455 0 68,114 65,404 68,114 67,859: 0 255
Old : 68,114: 0 2,455 0 68,114 65,404 68,114 67,859: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 10,105: 0 0 0 10,105 10,105 10,105 10,105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 100.0 96.0 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 3.6 0.0 100.0 96.0 100.0 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 : 31: 0 1 0 25 19 25 20:
Old : 31: 0 1 0 25 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 59.5 70.5 80.7 40.7 47.9 51.7 56.1
Old : 51.1 59.5 70.5 80.7 40.7 47.9 51.7 56.1
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 20, 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 : 1,214,859: 0 68,360 0 1,214,859 1,139,859 1,214,859 1,208,219: 0 6,640
Old : 1,214,859: 0 68,360 0 1,214,859 1,139,859 1,214,859 1,208,219: 0 6,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 230,232: 0 0 0 230,232 228,272 230,232 228,272: 0 1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 100.0 93.8 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 5.6 0.0 100.0 93.8 100.0 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 20 23 21:
Old : 30: 0 1 0 23 20 23 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 : 55.3 58.9 77.1 76.4 46.4 47.9 57.9 59.1
Old : 55.3 58.9 77.1 76.4 46.4 47.9 57.9 59.1
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 20, 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 : 63,505: 3,225 110 0 60,280 63,395 63,505 63,505: 0 0
Old : 63,505: 3,225 110 0 60,280 63,395 63,505 63,505: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 22: -814 110 0 836 -88 22 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.2 0.0 94.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 0.2 0.0 94.9 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 0 24 28 25 29:
Old : 36: 1 1 0 24 28 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 44.5 67.4 71.6 28.0 28.5 41.6 39.9
Old : 47.4 44.5 67.4 71.6 28.0 28.5 41.6 39.9
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 20, 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 : 10,445: 258 0 0 10,016 10,127 10,274 10,127: 171 318
Old : 10,445: 258 0 0 10,016 10,127 10,274 10,127: 171 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -22: 0 0 0 -22 0 -22 0: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 95.9 97.0 98.4 97.0: 1.6 3.0
Old : 100.0: 2.5 0.0 0.0 95.9 97.0 98.4 97.0: 1.6 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 : 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 : 47.8 58.2 77.0 83.6 46.1 54.3 58.5 63.1
Old : 47.8 58.2 77.0 83.6 46.1 54.3 58.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, July 20, 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 : 13,014: 0 220 0 12,821 12,432 12,821 12,652: 193 362
Old : 13,014: 0 220 0 12,821 12,432 12,821 12,652: 193 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 98.5 95.5 98.5 97.2: 1.5 2.8
Old : 100.0: 0.0 1.7 0.0 98.5 95.5 98.5 97.2: 1.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 14 16 15:
Old : 21: 0 1 0 16 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 55.1 84.9 80.4 48.9 50.8 72.1 68.5
Old : 58.2 55.1 84.9 80.4 48.9 50.8 72.1 68.5
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 20, 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 13, 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 20, 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: 58,825 28,552 0 1,152,961 1,183,234 1,211,786 1,211,786: 0 0
Old : 1,211,786: 58,825 28,552 0 1,152,961 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 13, 2010 :
: 0: -3,968 0 0 3,968 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.4 0.0 95.1 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 2.4 0.0 95.1 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: 1 2 0 26 24 27 26:
Old : 37: 1 2 0 26 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 20, 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 : 21,247: 94 0 180 20,158 20,897 20,432 21,077: 815 170
Old : 21,247: 94 0 180 20,158 20,897 20,432 21,077: 815 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 126: 34 -21 22 117 162 173 163: -47 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.8 94.9 98.4 96.2 99.2: 3.8 0.8
Old : 100.0: 0.4 0.0 0.8 94.9 98.4 96.2 99.2: 3.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 2 35 25 37 27:
Old : 40: 2 0 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 : 37.3 48.5 60.1 70.8 36.0 42.1 46.5 55.6
Old : 37.3 48.5 60.1 70.8 36.0 42.1 46.5 55.6
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 20, 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 : 9,568: 33 0 80 9,031 9,243 9,144 9,323: 424 245
Old : 9,568: 33 0 80 9,031 9,243 9,144 9,323: 424 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 107: 25 0 50 32 57 107 107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.8 94.4 96.6 95.6 97.4: 4.4 2.6
Old : 100.0: 0.3 0.0 0.8 94.4 96.6 95.6 97.4: 4.4 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 18 17 19:
Old : 23: 1 0 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 51.4 86.2 77.5 68.0 47.6 72.9 67.5
Old : 74.0 51.4 86.2 77.5 68.0 47.6 72.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, July 20, 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 : 9,788: 0 0 0 9,498 9,368 9,498 9,368: 290 420
Old : 9,788: 0 0 0 9,498 9,368 9,498 9,368: 290 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 5: 0 0 0 190 375 190 375: -185 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.0 95.7 97.0 95.7: 3.0 4.3
Old : 100.0: 0.0 0.0 0.0 97.0 95.7 97.0 95.7: 3.0 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 : 26: 0 0 0 20 20 20 20:
Old : 26: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 57.0 71.4 77.1 37.5 47.7 54.1 59.2
Old : 48.5 57.0 71.4 77.1 37.5 47.7 54.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, July 20, 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 : 1,214,183: 231,747 195,602 290,459 627,668 656,415 1,149,874 1,142,476: 64,309 71,707
Old : 1,214,183: 231,747 195,602 290,459 627,668 656,415 1,149,874 1,142,476: 64,309 71,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -62,145: -7,784 -9,284 -20,205 -27,320 -26,615 -55,309 -56,104: -6,836 -6,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.1 23.9 51.7 54.1 94.7 94.1: 5.3 5.9
Old : 100.0: 19.1 16.1 23.9 51.7 54.1 94.7 94.1: 5.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 89 102 136 77 97 251 264:
Old : 305: 89 102 136 77 97 251 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 15.5 35.0 23.9 19.9 11.0 27.1 16.7
Old : 23.9 15.5 35.0 23.9 19.9 11.0 27.1 16.7
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 20, 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 : 234,788: 28,004 22,158 12,852 169,139 154,252 209,995 189,262: 24,793 45,526
Old : 234,788: 28,004 22,158 12,852 169,139 154,252 209,995 189,262: 24,793 45,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,588: 42 442 -39 427 2,499 430 2,902: 1,158 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.4 5.5 72.0 65.7 89.4 80.6: 10.6 19.4
Old : 100.0: 11.9 9.4 5.5 72.0 65.7 89.4 80.6: 10.6 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 4 4 32 27 39 33:
Old : 42: 5 4 4 32 27 39 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 : 31.6 32.7 49.8 48.7 29.9 27.8 44.6 40.8
Old : 31.6 32.7 49.8 48.7 29.9 27.8 44.6 40.8
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 44,340: 150 75 814 43,251 43,309 44,215 44,198: 125 142
Old : 44,340: 150 75 814 43,251 43,309 44,215 44,198: 125 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,208: -50 50 300 833 733 1,083 1,083: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 1.8 97.5 97.7 99.7 99.7: 0.3 0.3
Old : 100.0: 0.3 0.2 1.8 97.5 97.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 2 4 47 43 51 47:
Old : 56: 1 2 4 47 43 51 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 : 45.7 32.0 61.2 50.4 28.0 15.9 33.7 25.8
Old : 45.7 32.0 61.2 50.4 28.0 15.9 33.7 25.8
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 20, 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 : 116,030: 12,312 28,790 8,708 90,640 72,209 111,660 109,707: 4,370 6,323
Old : 116,030: 12,312 28,790 8,708 90,640 72,209 111,660 109,707: 4,370 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -4,318: 158 -822 -939 -2,733 -2,643 -3,514 -4,404: -804 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 24.8 7.5 78.1 62.2 96.2 94.6: 3.8 5.4
Old : 100.0: 10.6 24.8 7.5 78.1 62.2 96.2 94.6: 3.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 12 11 25 24 38 38:
Old : 41: 4 12 11 25 24 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.5 58.4 57.7 27.4 25.2 38.0 34.9
Old : 41.2 38.5 58.4 57.7 27.4 25.2 38.0 34.9
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 35,058: 0 3,624 5,327 27,998 23,734 33,325 32,685: 1,733 2,373
Old : 35,058: 0 3,624 5,327 27,998 23,734 33,325 32,685: 1,733 2,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -3,724: 0 50 -4,959 1,469 1,044 -3,490 -3,865: -234 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 15.2 79.9 67.7 95.1 93.2: 4.9 6.8
Old : 100.0: 0.0 10.3 15.2 79.9 67.7 95.1 93.2: 4.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 4 15 16 19 23:
Old : 24: 0 5 4 15 16 19 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 : 42.0 37.6 67.2 59.0 18.1 15.5 27.8 22.9
Old : 42.0 37.6 67.2 59.0 18.1 15.5 27.8 22.9
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 20, 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 : 22,925: 5,250 300 300 17,310 22,305 22,860 22,905: 65 20
Old : 22,925: 5,250 300 300 17,310 22,305 22,860 22,905: 65 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -30: 0 0 0 -50 -50 -50 -50: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.3 1.3 75.5 97.3 99.7 99.9: 0.3 0.1
Old : 100.0: 22.9 1.3 1.3 75.5 97.3 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 24 26 27 27:
Old : 37: 2 1 1 24 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 : 53.3 41.2 76.0 64.4 38.5 32.8 53.8 50.8
Old : 53.3 41.2 76.0 64.4 38.5 32.8 53.8 50.8
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 20, 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 : 19,266: 14,318 2,100 200 2,769 16,195 17,287 18,495: 1,979 771
Old : 19,266: 14,318 2,100 200 2,769 16,195 17,287 18,495: 1,979 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -413: -385 112 -24 8 -539 -401 -451: -12 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 10.9 1.0 14.4 84.1 89.7 96.0: 10.3 4.0
Old : 100.0: 74.3 10.9 1.0 14.4 84.1 89.7 96.0: 10.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 53 16 6 22 30 78 51:
Old : 118: 53 16 6 22 30 78 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.4 52.2 52.1 39.7 36.4 52.2 51.6
Old : 39.7 36.4 52.2 52.1 39.7 36.4 52.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, July 20, 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 : 27,646: 15,983 2,562 229 7,428 23,187 23,640 25,978: 4,006 1,668
Old : 27,646: 15,983 2,562 229 7,428 23,187 23,640 25,978: 4,006 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -339: -244 238 21 -315 -583 -538 -324: 199 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 9.3 0.8 26.9 83.9 85.5 94.0: 14.5 6.0
Old : 100.0: 57.8 9.3 0.8 26.9 83.9 85.5 94.0: 14.5 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 : 96: 39 17 3 15 29 56 48:
Old : 96: 39 17 3 15 29 56 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 38.6 42.7 60.5 26.3 38.6 42.7 60.4
Old : 26.3 38.6 42.7 60.5 26.3 38.6 42.7 60.4
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 20, 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 : 245,190: 54,685 13,464 21,869 152,121 194,880 228,675 230,213: 16,515 14,977
Old : 245,190: 54,685 13,464 21,869 152,121 194,880 228,675 230,213: 16,515 14,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 15,799: 1,216 -663 -176 14,987 14,896 16,027 14,057: -228 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.5 8.9 62.0 79.5 93.3 93.9: 6.7 6.1
Old : 100.0: 22.3 5.5 8.9 62.0 79.5 93.3 93.9: 6.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 48 26 47 79 87 150 146:
Old : 181: 48 26 47 79 87 150 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 24.0 38.1 35.9 13.6 11.4 22.1 18.7
Old : 25.8 24.0 38.1 35.9 13.6 11.4 22.1 18.7
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 20, 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 : 28,760: 6,220 157 1,653 16,474 22,574 24,347 24,384: 4,413 4,376
Old : 28,760: 6,220 157 1,653 16,474 22,574 24,347 24,384: 4,413 4,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,362: 28 0 356 916 951 1,300 1,307: 62 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.5 5.7 57.3 78.5 84.7 84.8: 15.3 15.2
Old : 100.0: 21.6 0.5 5.7 57.3 78.5 84.7 84.8: 15.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 7 18 19 25 26:
Old : 30: 6 1 7 18 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 42.6 64.7 58.7 35.7 40.8 54.1 55.6
Old : 43.5 42.6 64.7 58.7 35.7 40.8 54.1 55.6
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 20, 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 : 18,450: 290 0 750 16,165 17,481 17,205 18,231: 1,245 219
Old : 18,450: 290 0 750 16,165 17,481 17,205 18,231: 1,245 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 375: 40 -510 -20 230 930 250 400: 125 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 4.1 87.6 94.7 93.3 98.8: 6.7 1.2
Old : 100.0: 1.6 0.0 4.1 87.6 94.7 93.3 98.8: 6.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 17 11 19 12:
Old : 21: 2 0 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 : 43.1 82.0 64.4 95.8 42.0 73.0 58.3 74.4
Old : 43.1 82.0 64.4 95.8 42.0 73.0 58.3 74.4
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 20, 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 : 6,723: 250 190 300 6,123 6,183 6,673 6,673: 50 50
Old : 6,723: 250 190 300 6,123 6,183 6,673 6,673: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 410: 50 0 0 310 360 360 360: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.8 4.5 91.1 92.0 99.3 99.3: 0.7 0.7
Old : 100.0: 3.7 2.8 4.5 91.1 92.0 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 4 30 31 35 35:
Old : 43: 3 2 4 30 31 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 30.1 59.6 47.5 36.2 27.9 45.1 39.4
Old : 43.4 30.1 59.6 47.5 36.2 27.9 45.1 39.4
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 20, 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 : 98,367: 3,157 50 1,569 92,598 96,514 97,324 98,133: 1,043 234
Old : 98,367: 3,157 50 1,569 92,598 96,514 97,324 98,133: 1,043 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 663: 30 50 120 488 443 638 613: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.1 1.6 94.1 98.1 98.9 99.8: 1.1 0.2
Old : 100.0: 3.2 0.1 1.6 94.1 98.1 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 1 2 40 33 45 36:
Old : 51: 5 1 2 40 33 45 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 : 63.3 64.3 78.5 78.6 15.6 14.3 21.5 22.2
Old : 63.3 64.3 78.5 78.6 15.6 14.3 21.5 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 20, 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 : 26,431: 1,200 0 0 25,091 26,076 26,291 26,076: 140 355
Old : 26,431: 1,200 0 0 25,091 26,076 26,291 26,076: 140 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 965: 0 0 0 960 985 960 985: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 94.9 98.7 99.5 98.7: 0.5 1.3
Old : 100.0: 4.5 0.0 0.0 94.9 98.7 99.5 98.7: 0.5 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 : 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 : 60.1 79.7 80.9 89.8 55.5 71.8 75.4 78.4
Old : 60.1 79.7 80.9 89.8 55.5 71.8 75.4 78.4
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 20, 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 13, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 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 20, 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 : 19,885: 1,341 0 150 17,158 19,015 18,649 19,165: 1,236 720
Old : 19,885: 1,341 0 150 17,158 19,015 18,649 19,165: 1,236 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 635: 0 0 150 810 485 960 635: -325 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.8 86.3 95.6 93.8 96.4: 6.2 3.6
Old : 100.0: 6.7 0.0 0.8 86.3 95.6 93.8 96.4: 6.2 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 : 34: 2 0 1 30 23 32 24:
Old : 34: 2 0 1 30 23 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 67.8 56.1 80.3 32.5 60.4 48.4 66.0
Old : 35.2 67.8 56.1 80.3 32.5 60.4 48.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, July 20, 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 : 19,857: 1,270 2,471 76 18,084 16,837 19,430 19,384: 427 473
Old : 19,857: 1,270 2,471 76 18,084 16,837 19,430 19,384: 427 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -39: -32 -535 64 -122 400 -90 -71: 51 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.4 0.4 91.1 84.8 97.8 97.6: 2.2 2.4
Old : 100.0: 6.4 12.4 0.4 91.1 84.8 97.8 97.6: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 2 32 38 36 43:
Old : 52: 3 4 2 32 38 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 40.8 56.0 58.5 30.5 39.6 49.9 53.8
Old : 34.1 40.8 56.0 58.5 30.5 39.6 49.9 53.8
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 20, 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 : 13,429: 1,425 482 347 11,619 12,503 13,391 13,332: 38 97
Old : 13,429: 1,425 482 347 11,619 12,503 13,391 13,332: 38 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 459: 342 134 0 115 325 457 459: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.6 2.6 86.5 93.1 99.7 99.3: 0.3 0.7
Old : 100.0: 10.6 3.6 2.6 86.5 93.1 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 : 36: 3 3 2 24 22 28 26:
Old : 36: 3 3 2 24 22 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.4 67.1 71.0 36.9 34.4 50.4 49.2
Old : 43.2 43.4 67.1 71.0 36.9 34.4 50.4 49.2
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 35,055: 2,171 484 1,979 26,499 30,720 30,649 33,183: 4,406 1,872
Old : 35,055: 2,171 484 1,979 26,499 30,720 30,649 33,183: 4,406 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 240: 37 -50 100 25 223 162 273: 78 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.4 5.6 75.6 87.6 87.4 94.7: 12.6 5.3
Old : 100.0: 6.2 1.4 5.6 75.6 87.6 87.4 94.7: 12.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 2 4 30 34 35 39:
Old : 46: 3 2 4 30 34 35 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 : 31.0 34.2 49.4 53.5 27.3 33.7 40.0 48.5
Old : 31.0 34.2 49.4 53.5 27.3 33.7 40.0 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010