GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 42,735: 1,706 725 0 40,649 41,780 42,355 42,505: 380 230
Old : 42,735: 1,706 725 0 40,649 41,780 42,355 42,505: 380 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,417: 0 0 0 2,587 2,562 2,587 2,562: -170 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.7 0.0 95.1 97.8 99.1 99.5: 0.9 0.5
Old : 100.0: 4.0 1.7 0.0 95.1 97.8 99.1 99.5: 0.9 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 : 52: 1 3 0 35 43 36 46:
Old : 52: 1 3 0 35 43 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 40.2 65.8 59.5 27.6 28.8 41.3 40.8
Old : 41.1 40.2 65.8 59.5 27.6 28.8 41.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 25,722: 0 0 0 25,481 25,587 25,481 25,587: 241 135
Old : 25,722: 0 0 0 25,481 25,587 25,481 25,587: 241 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,072: 0 0 0 1,072 1,072 1,072 1,072: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 0.5
Old : 100.0: 0.0 0.0 0.0 99.1 99.5 99.1 99.5: 0.9 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 : 33: 0 0 0 26 26 26 26:
Old : 33: 0 0 0 26 26 26 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 : 55.8 66.6 79.0 82.0 35.8 35.5 41.4 41.9
Old : 55.8 66.6 79.0 82.0 35.8 35.5 41.4 41.9
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 7,611: 138 216 144 6,323 6,091 6,605 6,451: 1,006 1,160
Old : 7,611: 138 216 144 6,323 6,091 6,605 6,451: 1,006 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 155: 0 0 0 163 173 163 173: -8 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.8 1.9 83.1 80.0 86.8 84.8: 13.2 15.2
Old : 100.0: 1.8 2.8 1.9 83.1 80.0 86.8 84.8: 13.2 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 : 27: 1 1 1 25 20 26 22:
Old : 27: 1 1 1 25 20 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 : 38.0 51.8 53.4 66.1 33.2 41.1 43.6 45.8
Old : 38.0 51.8 53.4 66.1 33.2 41.1 43.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 10,932: 324 115 0 9,367 9,936 9,691 10,051: 1,241 881
Old : 10,932: 324 115 0 9,367 9,936 9,691 10,051: 1,241 881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 153: 0 15 -5 237 173 232 183: -79 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.1 0.0 85.7 90.9 88.6 91.9: 11.4 8.1
Old : 100.0: 3.0 1.1 0.0 85.7 90.9 88.6 91.9: 11.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 2 0 47 47 48 49:
Old : 56: 1 2 0 47 47 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 27.7 36.5 42.0 13.8 17.0 20.7 24.1
Old : 23.5 27.7 36.5 42.0 13.8 17.0 20.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 8,938: 64 142 147 7,790 7,752 8,001 8,041: 937 897
Old : 8,938: 64 142 147 7,790 7,752 8,001 8,041: 937 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 124: 5 10 0 98 19 103 29: 21 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 1.6 87.2 86.7 89.5 90.0: 10.5 10.0
Old : 100.0: 0.7 1.6 1.6 87.2 86.7 89.5 90.0: 10.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 2 2 3 50 54 53 58:
Old : 63: 2 2 3 50 54 53 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 21.8 44.7 36.8 26.4 16.7 35.6 28.4
Old : 29.9 21.8 44.7 36.8 26.4 16.7 35.6 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 4,321: 535 0 30 2,826 3,583 3,391 3,613: 930 708
Old : 4,321: 535 0 30 2,826 3,583 3,391 3,613: 930 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 21: 0 0 30 1 -19 31 11: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.7 65.4 82.9 78.5 83.6: 21.5 16.4
Old : 100.0: 12.4 0.0 0.7 65.4 82.9 78.5 83.6: 21.5 16.4
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 : 25: 1 0 1 19 21 21 22:
Old : 25: 1 0 1 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 36.0 64.8 56.1 35.5 31.7 47.1 46.4
Old : 45.3 36.0 64.8 56.1 35.5 31.7 47.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,797: 0 60 50 1,297 1,181 1,347 1,291: 450 506
Old : 1,797: 0 60 50 1,297 1,181 1,347 1,291: 450 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 2.8 72.2 65.7 75.0 71.8: 25.0 28.2
Old : 100.0: 0.0 3.3 2.8 72.2 65.7 75.0 71.8: 25.0 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 16 14 17 16:
Old : 20: 0 1 1 16 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 49.3 58.4 60.2 43.4 45.7 50.5 49.3
Old : 47.0 49.3 58.4 60.2 43.4 45.7 50.5 49.3
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 15,355: 0 0 0 15,305 15,335 15,305 15,335: 50 20
Old : 15,355: 0 0 0 15,305 15,335 15,305 15,335: 50 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,102: 0 0 0 1,102 1,102 1,102 1,102: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.9 99.7 99.9: 0.3 0.1
Old : 100.0: 0.0 0.0 0.0 99.7 99.9 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 : 27: 0 0 0 19 25 19 25:
Old : 27: 0 0 0 19 25 19 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 : 71.9 42.0 87.9 63.0 52.3 25.6 53.6 38.3
Old : 71.9 42.0 87.9 63.0 52.3 25.6 53.6 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 391,188: 49,165 28,292 67,032 228,422 270,310 344,619 365,634: 46,569 25,553
Old : 391,188: 49,165 28,292 67,032 228,422 270,310 344,619 365,634: 46,569 25,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 568: -3,919 -1,509 2,737 3,646 426 2,464 1,654: -1,896 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.2 17.1 58.4 69.1 88.1 93.5: 11.9 6.5
Old : 100.0: 12.6 7.2 17.1 58.4 69.1 88.1 93.5: 11.9 6.5
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 : 165: 47 20 47 77 80 149 131:
Old : 165: 47 20 47 77 80 149 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 28.7 30.2 40.1 13.8 19.3 21.5 26.9
Old : 18.3 28.7 30.2 40.1 13.8 19.3 21.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 72,622: 1,556 5,692 17,125 50,135 46,520 68,815 69,336: 3,807 3,286
Old : 72,622: 1,556 5,692 17,125 50,135 46,520 68,815 69,336: 3,807 3,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -17: -53 -11 -149 246 179 43 18: -60 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.8 23.6 69.0 64.1 94.8 95.5: 5.2 4.5
Old : 100.0: 2.1 7.8 23.6 69.0 64.1 94.8 95.5: 5.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 8 14 14 22 23:
Old : 23: 5 4 8 14 14 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 : 49.5 55.6 70.1 74.0 8.5 9.7 11.4 12.8
Old : 49.5 55.6 70.1 74.0 8.5 9.7 11.4 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 20,505: 1,056 2,030 680 18,329 17,341 20,065 20,051: 440 454
Old : 20,505: 1,056 2,030 680 18,329 17,341 20,065 20,051: 440 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,305: 15 -50 125 1,265 1,365 1,405 1,440: -100 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.9 3.3 89.4 84.6 97.9 97.8: 2.1 2.2
Old : 100.0: 5.1 9.9 3.3 89.4 84.6 97.9 97.8: 2.1 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 : 74: 7 6 4 45 48 55 55:
Old : 74: 7 6 4 45 48 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 26.7 49.0 42.6 21.5 20.7 30.8 28.9
Old : 32.4 26.7 49.0 42.6 21.5 20.7 30.8 28.9
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 19,537: 0 1,075 525 18,292 17,237 18,817 18,837: 720 700
Old : 19,537: 0 1,075 525 18,292 17,237 18,817 18,837: 720 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5: 0 -450 0 5 455 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 2.7 93.6 88.2 96.3 96.4: 3.7 3.6
Old : 100.0: 0.0 5.5 2.7 93.6 88.2 96.3 96.4: 3.7 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 : 41: 0 3 2 29 27 31 30:
Old : 41: 0 3 2 29 27 31 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 : 52.1 48.8 69.7 74.1 43.4 41.7 56.0 59.0
Old : 52.1 48.8 69.7 74.1 43.4 41.7 56.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 15,122: 6,683 150 577 7,802 13,875 15,062 14,602: 60 520
Old : 15,122: 6,683 150 577 7,802 13,875 15,062 14,602: 60 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -750: -1,050 150 0 300 -900 -750 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 1.0 3.8 51.6 91.8 99.6 96.6: 0.4 3.4
Old : 100.0: 44.2 1.0 3.8 51.6 91.8 99.6 96.6: 0.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 10 16 13 19:
Old : 21: 3 1 2 10 16 13 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 : 76.3 56.1 92.3 76.8 66.9 49.4 71.2 62.4
Old : 76.3 56.1 92.3 76.8 66.9 49.4 71.2 62.4
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 4,892: 616 124 301 2,514 2,945 3,431 3,370: 1,461 1,522
Old : 4,892: 616 124 301 2,514 2,945 3,431 3,370: 1,461 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 37: -12 0 6 20 26 14 32: 23 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.5 6.2 51.4 60.2 70.1 68.9: 29.9 31.1
Old : 100.0: 12.6 2.5 6.2 51.4 60.2 70.1 68.9: 29.9 31.1
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 : 22: 4 1 4 15 17 20 21:
Old : 22: 4 1 4 15 17 20 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 : 40.9 28.7 55.6 47.0 32.5 27.8 40.9 39.1
Old : 40.9 28.7 55.6 47.0 32.5 27.8 40.9 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 3,679: 25 490 0 3,604 3,139 3,629 3,629: 50 50
Old : 3,679: 25 490 0 3,604 3,139 3,629 3,629: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.3 0.0 98.0 85.3 98.6 98.6: 1.4 1.4
Old : 100.0: 0.7 13.3 0.0 98.0 85.3 98.6 98.6: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 4 0 15 14 16 18:
Old : 28: 1 4 0 15 14 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 : 66.2 59.5 84.4 77.7 65.3 56.8 77.1 73.1
Old : 66.2 59.5 84.4 77.7 65.3 56.8 77.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 987,289: 183,219 271,179 360,298 361,783 307,191 905,299 938,668: 81,990 48,621
Old : 987,289: 183,219 271,179 360,298 361,783 307,191 905,299 938,668: 81,990 48,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -26,492: 7,856 6,264 -26,275 -3,290 -1,939 -21,709 -21,950: -4,783 -4,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 27.5 36.5 36.6 31.1 91.7 95.1: 8.3 4.9
Old : 100.0: 18.6 27.5 36.5 36.6 31.1 91.7 95.1: 8.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 86 102 134 82 76 253 245:
Old : 292: 86 102 134 82 76 253 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.5 35.5 45.6 15.8 19.1 20.3 26.3
Old : 24.7 33.5 35.5 45.6 15.8 19.1 20.3 26.3
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 66,707: 2,515 0 1,908 50,386 55,814 54,809 57,722: 11,898 8,985
Old : 66,707: 2,515 0 1,908 50,386 55,814 54,809 57,722: 11,898 8,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -286: 108 0 -329 -125 43 -346 -286: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 2.9 75.5 83.7 82.2 86.5: 17.8 13.5
Old : 100.0: 3.8 0.0 2.9 75.5 83.7 82.2 86.5: 17.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 21 21 23 23:
Old : 26: 2 0 2 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 45.4 58.0 66.1 35.6 36.4 44.0 45.7
Old : 43.6 45.4 58.0 66.1 35.6 36.4 44.0 45.7
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 69,640: 0 0 0 56,227 56,517 56,227 56,517: 13,413 13,123
Old : 69,640: 0 0 0 56,227 56,517 56,227 56,517: 13,413 13,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -190: 0 0 0 -190 16 -190 16: 0 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.7 81.2 80.7 81.2: 19.3 18.8
Old : 100.0: 0.0 0.0 0.0 80.7 81.2 80.7 81.2: 19.3 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 20 17 20:
Old : 23: 0 0 0 17 20 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 : 37.7 42.2 58.3 59.1 28.2 37.8 43.4 50.4
Old : 37.7 42.2 58.3 59.1 28.2 37.8 43.4 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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 80,418: 0 0 0 67,403 76,311 67,403 76,311: 13,015 4,107
Old : 80,418: 0 0 0 67,403 76,311 67,403 76,311: 13,015 4,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 242: 0 0 0 242 394 242 394: 0 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 83.8 94.9 83.8 94.9: 16.2 5.1
Old : 100.0: 0.0 0.0 0.0 83.8 94.9 83.8 94.9: 16.2 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 : 22: 0 0 0 17 19 17 19:
Old : 22: 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 : 43.9 54.0 65.1 73.4 40.6 49.3 54.4 64.9
Old : 43.9 54.0 65.1 73.4 40.6 49.3 54.4 64.9
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 93,202: 5,873 1,134 4,608 71,787 80,971 82,268 86,713: 10,934 6,489
Old : 93,202: 5,873 1,134 4,608 71,787 80,971 82,268 86,713: 10,934 6,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,525: -606 -302 1,595 3,360 384 4,349 1,677: -1,824 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.2 4.9 77.0 86.9 88.3 93.0: 11.7 7.0
Old : 100.0: 6.3 1.2 4.9 77.0 86.9 88.3 93.0: 11.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 4 20 26 24 30:
Old : 32: 3 1 4 20 26 24 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 : 44.7 45.2 65.2 60.5 39.6 42.6 55.3 57.6
Old : 44.7 45.2 65.2 60.5 39.6 42.6 55.3 57.6
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 89,880: 1,767 8,787 4,309 76,159 66,304 82,235 79,400: 7,645 10,480
Old : 89,880: 1,767 8,787 4,309 76,159 66,304 82,235 79,400: 7,645 10,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,449: 1,767 -1,807 1,339 -4,555 -1,161 -1,449 -1,629: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.8 4.8 84.7 73.8 91.5 88.3: 8.5 11.7
Old : 100.0: 2.0 9.8 4.8 84.7 73.8 91.5 88.3: 8.5 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 : 25: 2 1 2 11 19 14 21:
Old : 25: 2 1 2 11 19 14 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 : 63.1 38.9 79.2 59.3 59.5 36.9 71.0 57.2
Old : 63.1 38.9 79.2 59.3 59.5 36.9 71.0 57.2
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 84,067: 5,195 2,158 3,801 58,453 68,722 67,449 74,681: 16,618 9,386
Old : 84,067: 5,195 2,158 3,801 58,453 68,722 67,449 74,681: 16,618 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 317: -42 0 58 -371 222 -355 280: 672 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.6 4.5 69.5 81.7 80.2 88.8: 19.8 11.2
Old : 100.0: 6.2 2.6 4.5 69.5 81.7 80.2 88.8: 19.8 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 : 26: 3 1 3 18 19 22 22:
Old : 26: 3 1 3 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 48.5 59.3 66.5 33.8 47.6 50.6 63.3
Old : 36.9 48.5 59.3 66.5 33.8 47.6 50.6 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,769,575: 99,264 106,057 624,841 1,038,373 1,029,398 1,762,478 1,760,296: 7,098 9,280
Old : 1,769,575: 99,264 106,057 624,841 1,038,373 1,029,398 1,762,478 1,760,296: 7,098 9,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 94,396: 5,347 505 57,160 31,746 36,092 94,253 93,756: 143 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.0 35.3 58.7 58.2 99.6 99.5: 0.4 0.5
Old : 100.0: 5.6 6.0 35.3 58.7 58.2 99.6 99.5: 0.4 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 : 136: 47 22 58 66 65 132 126:
Old : 136: 47 22 58 66 65 132 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 30.6 51.6 49.0 7.8 9.1 10.3 11.4
Old : 31.5 30.6 51.6 49.0 7.8 9.1 10.3 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 15,825: 5,070 3,545 6,379 3,440 5,275 14,889 15,199: 936 626
Old : 15,825: 5,070 3,545 6,379 3,440 5,275 14,889 15,199: 936 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 22.4 40.3 21.7 33.3 94.1 96.0: 5.9 4.0
Old : 100.0: 32.0 22.4 40.3 21.7 33.3 94.1 96.0: 5.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 7 8 7 9 16 20:
Old : 21: 5 7 8 7 9 16 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 : 63.3 54.2 86.3 81.0 32.6 24.7 33.2 31.8
Old : 63.3 54.2 86.3 81.0 32.6 24.7 33.2 31.8
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 85,856: 0 0 0 83,096 81,768 83,096 81,768: 2,760 4,088
Old : 85,856: 0 0 0 83,096 81,768 83,096 81,768: 2,760 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,712: 0 0 0 1,712 1,712 1,712 1,712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 95.2 96.8 95.2: 3.2 4.8
Old : 100.0: 0.0 0.0 0.0 96.8 95.2 96.8 95.2: 3.2 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 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 50.4 83.2 74.9 57.3 46.5 68.6 63.9
Old : 67.2 50.4 83.2 74.9 57.3 46.5 68.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 192,594: 4,027 2,913 5,932 174,167 178,562 184,127 187,407: 8,467 5,187
Old : 192,594: 4,027 2,913 5,932 174,167 178,562 184,127 187,407: 8,467 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -282: 390 0 -140 440 196 690 56: -972 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.5 3.1 90.4 92.7 95.6 97.3: 4.4 2.7
Old : 100.0: 2.1 1.5 3.1 90.4 92.7 95.6 97.3: 4.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 4 39 38 44 42:
Old : 48: 3 2 4 39 38 44 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 : 30.0 43.7 48.5 59.8 23.1 41.3 35.3 48.7
Old : 30.0 43.7 48.5 59.8 23.1 41.3 35.3 48.7
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 137,405: 2,416 3,576 1,466 119,878 125,061 123,760 130,103: 13,645 7,302
Old : 137,405: 2,416 3,576 1,466 119,878 125,061 123,760 130,103: 13,645 7,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 759: 0 -253 250 129 189 379 186: 380 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.6 1.1 87.2 91.0 90.1 94.7: 9.9 5.3
Old : 100.0: 1.8 2.6 1.1 87.2 91.0 90.1 94.7: 9.9 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 : 30: 1 1 1 22 22 24 23:
Old : 30: 1 1 1 22 22 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 49.7 66.5 74.9 44.1 48.6 57.2 70.5
Old : 51.2 49.7 66.5 74.9 44.1 48.6 57.2 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 229,540: 8,243 1,683 10,632 191,224 210,220 210,099 222,535: 19,441 7,005
Old : 229,540: 8,243 1,683 10,632 191,224 210,220 210,099 222,535: 19,441 7,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -769: 866 167 -150 -1,770 -656 -1,054 -639: 285 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.7 4.6 83.3 91.6 91.5 96.9: 8.5 3.1
Old : 100.0: 3.6 0.7 4.6 83.3 91.6 91.5 96.9: 8.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 2 31 33 33 35:
Old : 40: 1 1 2 31 33 33 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 : 35.4 30.2 54.4 53.7 28.4 25.9 41.7 44.1
Old : 35.4 30.2 54.4 53.7 28.4 25.9 41.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 2,983,492: 698,952 113,822 942,423 1,313,810 1,908,847 2,955,185 2,965,092: 28,307 18,400
Old : 2,983,492: 698,952 113,822 942,423 1,313,810 1,908,847 2,955,185 2,965,092: 28,307 18,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -14,942: 2,215 -4,741 -14,245 3,491 15,162 -8,539 -3,824: -6,403 -11,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.8 31.6 44.0 64.0 99.1 99.4: 0.9 0.6
Old : 100.0: 23.4 3.8 31.6 44.0 64.0 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 41 22 58 111 100 178 160:
Old : 185: 41 22 58 111 100 178 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 33.4 43.4 46.3 17.2 21.7 23.8 29.9
Old : 31.9 33.4 43.4 46.3 17.2 21.7 23.8 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,034,914: 91,162 276,674 181,520 757,168 573,205 1,029,850 1,031,399: 5,064 3,515
Old : 1,034,914: 91,162 276,674 181,520 757,168 573,205 1,029,850 1,031,399: 5,064 3,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 39,116: -5,146 -8,618 31,916 13,177 16,568 39,947 39,866: -831 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 26.7 17.5 73.2 55.4 99.5 99.7: 0.5 0.3
Old : 100.0: 8.8 26.7 17.5 73.2 55.4 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 17 31 39 43 42 84 88:
Old : 94: 17 31 39 43 42 84 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 36.7 52.3 55.4 33.3 29.7 43.0 41.4
Old : 38.6 36.7 52.3 55.4 33.3 29.7 43.0 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 3,905: 185 856 0 3,627 2,897 3,812 3,753: 93 152
Old : 3,905: 185 856 0 3,627 2,897 3,812 3,753: 93 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 306: 25 107 0 241 164 266 271: 40 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.9 0.0 92.9 74.2 97.6 96.1: 2.4 3.9
Old : 100.0: 4.7 21.9 0.0 92.9 74.2 97.6 96.1: 2.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 0 17 18 18 23:
Old : 29: 1 5 0 17 18 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 46.2 86.5 71.3 48.4 44.3 71.6 61.6
Old : 57.3 46.2 86.5 71.3 48.4 44.3 71.6 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 166,147: 1,811 64 10,967 150,569 154,421 163,347 165,452: 2,801 696
Old : 166,147: 1,811 64 10,967 150,569 154,421 163,347 165,452: 2,801 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,749: 373 45 808 4,580 5,148 5,760 6,001: -11 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 6.6 90.6 92.9 98.3 99.6: 1.7 0.4
Old : 100.0: 1.1 0.0 6.6 90.6 92.9 98.3 99.6: 1.7 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 : 45: 7 2 6 34 29 42 36:
Old : 45: 7 2 6 34 29 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 56.3 79.3 81.9 3.7 6.4 6.2 9.0
Old : 52.1 56.3 79.3 81.9 3.7 6.4 6.2 9.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 21,780: 120 1,156 310 19,942 19,263 20,372 20,729: 1,408 1,051
Old : 21,780: 120 1,156 310 19,942 19,263 20,372 20,729: 1,408 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 227: 0 16 4 175 197 179 217: 48 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.3 1.4 91.6 88.4 93.5 95.2: 6.5 4.8
Old : 100.0: 0.6 5.3 1.4 91.6 88.4 93.5 95.2: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 22 20 24 23:
Old : 29: 1 2 2 22 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 42.9 62.9 68.8 27.0 27.4 41.2 43.4
Old : 42.2 42.9 62.9 68.8 27.0 27.4 41.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 14,334: 0 0 0 12,460 12,832 12,460 12,832: 1,874 1,502
Old : 14,334: 0 0 0 12,460 12,832 12,460 12,832: 1,874 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 94: 0 0 0 4 -50 4 -50: 90 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 89.5 86.9 89.5: 13.1 10.5
Old : 100.0: 0.0 0.0 0.0 86.9 89.5 86.9 89.5: 13.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 18 14 18 14:
Old : 20: 0 0 0 18 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 68.9 65.6 83.2 27.5 63.5 48.0 64.6
Old : 37.9 68.9 65.6 83.2 27.5 63.5 48.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 31,193: 0 2,170 240 28,846 27,932 29,086 30,342: 2,107 851
Old : 31,193: 0 2,170 240 28,846 27,932 29,086 30,342: 2,107 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 10: 0 0 0 10 0 10 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.8 92.5 89.5 93.2 97.3: 6.8 2.7
Old : 100.0: 0.0 7.0 0.8 92.5 89.5 93.2 97.3: 6.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 26 21 28 23:
Old : 30: 0 2 2 26 21 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 44.7 59.5 69.0 25.0 28.3 35.6 41.4
Old : 40.0 44.7 59.5 69.0 25.0 28.3 35.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 13,045: 768 0 194 10,979 11,737 11,941 11,931: 1,104 1,114
Old : 13,045: 768 0 194 10,979 11,737 11,941 11,931: 1,104 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 552: 308 0 34 -50 604 292 638: 260 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.5 84.2 90.0 91.5 91.5: 8.5 8.5
Old : 100.0: 5.9 0.0 1.5 84.2 90.0 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 20 15 22 17:
Old : 23: 2 0 2 20 15 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 : 36.8 43.0 57.1 72.6 35.8 38.3 53.1 55.1
Old : 36.8 43.0 57.1 72.6 35.8 38.3 53.1 55.1
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 49,288: 348 0 1,230 46,393 47,208 47,970 48,438: 1,318 850
Old : 49,288: 348 0 1,230 46,393 47,208 47,970 48,438: 1,318 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 481: -44 0 1 515 466 472 467: 9 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 2.5 94.1 95.8 97.3 98.3: 2.7 1.7
Old : 100.0: 0.7 0.0 2.5 94.1 95.8 97.3 98.3: 2.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 23 21 24 22:
Old : 26: 1 0 1 23 21 24 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 : 63.1 62.1 81.8 84.6 24.8 34.9 32.5 38.2
Old : 63.1 62.1 81.8 84.6 24.8 34.9 32.5 38.2
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 11,118: 0 0 0 10,036 10,322 10,036 10,322: 1,082 796
Old : 11,118: 0 0 0 10,036 10,322 10,036 10,322: 1,082 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -54: 0 0 0 -54 -56 -54 -56: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 92.8 90.3 92.8: 9.7 7.2
Old : 100.0: 0.0 0.0 0.0 90.3 92.8 90.3 92.8: 9.7 7.2
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 18 21 18:
Old : 22: 0 0 0 21 18 21 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 : 34.6 65.9 59.3 81.1 31.4 57.3 49.6 63.0
Old : 34.6 65.9 59.3 81.1 31.4 57.3 49.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 58,496: 0 0 0 58,496 58,194 58,496 58,194: 0 302
Old : 58,496: 0 0 0 58,496 58,194 58,496 58,194: 0 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 3,490: 0 0 0 3,490 3,490 3,490 3,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.5 100.0 99.5: 0.0 0.5
Old : 100.0: 0.0 0.0 0.0 100.0 99.5 100.0 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 : 20: 0 0 0 13 9 13 9:
Old : 20: 0 0 0 13 9 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 : 81.5 81.9 94.4 98.0 81.5 79.3 93.8 94.6
Old : 81.5 81.9 94.4 98.0 81.5 79.3 93.8 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 899,030: 0 0 0 899,030 899,030 899,030 899,030: 0 0
Old : 899,030: 0 0 0 899,030 899,030 899,030 899,030: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 47,040: 0 0 0 47,040 47,040 47,040 47,040: 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 : 20: 0 0 0 13 9 13 9:
Old : 20: 0 0 0 13 9 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 : 75.1 84.6 92.4 99.5 74.6 83.3 91.9 98.2
Old : 75.1 84.6 92.4 99.5 74.6 83.3 91.9 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 495,459: 0 2,334 0 495,459 493,125 495,459 495,459: 0 0
Old : 495,459: 0 2,334 0 495,459 493,125 495,459 495,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,680: 0 0 0 4,680 4,680 4,680 4,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 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 : 90.8 65.7 99.8 98.0 84.4 56.2 90.5 88.6
Old : 90.8 65.7 99.8 98.0 84.4 56.2 90.5 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 49,595: 220 0 0 49,050 49,595 49,270 49,595: 325 0
Old : 49,595: 220 0 0 49,050 49,595 49,270 49,595: 325 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.9 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.4 0.0 0.0 98.9 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 8 16 8:
Old : 20: 1 0 0 15 8 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 96.8 85.4 100.0 61.6 86.4 79.6 88.1
Old : 61.6 96.8 85.4 100.0 61.6 86.4 79.6 88.1
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 33,071: 0 0 0 32,420 32,855 32,420 32,855: 651 216
Old : 33,071: 0 0 0 32,420 32,855 32,420 32,855: 651 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 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 98.0 99.3 98.0 99.3: 2.0 0.7
Old : 100.0: 0.0 0.0 0.0 98.0 99.3 98.0 99.3: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 9 14 9:
Old : 20: 0 0 0 14 9 14 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 : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Old : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 91,991: 0 3,545 0 91,840 88,446 91,840 91,991: 151 0
Old : 91,991: 0 3,545 0 91,840 88,446 91,840 91,991: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,280: 0 0 0 1,280 1,280 1,280 1,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 99.8 96.1 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 3.9 0.0 99.8 96.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 15 11 15 13:
Old : 26: 0 2 0 15 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 71.0 88.9 90.5 70.5 68.8 88.9 88.2
Old : 70.5 71.0 88.9 90.5 70.5 68.8 88.9 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,498,753: 0 58,150 0 1,498,753 1,440,603 1,498,753 1,498,753: 0 0
Old : 1,498,753: 0 58,150 0 1,498,753 1,440,603 1,498,753 1,498,753: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 23,440: 0 0 0 23,440 23,440 23,440 23,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.9 0.0 100.0 96.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 15 12 15 14:
Old : 26: 0 2 0 15 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 70.2 90.3 92.4 74.2 69.4 89.0 91.7
Old : 74.2 70.2 90.3 92.4 74.2 69.4 89.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 178,905: 3,935 0 0 174,970 177,812 178,905 177,812: 0 1,093
Old : 178,905: 3,935 0 0 174,970 177,812 178,905 177,812: 0 1,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,139: 0 0 0 2,139 2,139 2,139 2,139: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.8 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 2.2 0.0 0.0 97.8 99.4 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 0 20 23 22 23:
Old : 35: 2 0 0 20 23 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 : 55.5 60.5 78.3 79.5 55.5 58.5 77.0 76.1
Old : 55.5 60.5 78.3 79.5 55.5 58.5 77.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,948,750: 59,317 0 0 2,889,433 2,948,750 2,948,750 2,948,750: 0 0
Old : 2,948,750: 59,317 0 0 2,889,433 2,948,750 2,948,750 2,948,750: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 39,004: 0 0 0 39,004 39,004 39,004 39,004: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 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 : 34: 2 0 0 20 23 22 23:
Old : 34: 2 0 0 20 23 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 : 63.2 65.1 85.1 84.5 63.2 64.3 84.6 82.8
Old : 63.2 65.1 85.1 84.5 63.2 64.3 84.6 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 65,100: 0 2,890 0 65,100 62,102 65,100 64,992: 0 108
Old : 65,100: 0 2,890 0 65,100 62,102 65,100 64,992: 0 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,275: 0 0 0 -1,275 -1,275 -1,275 -1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.0 100.0 95.4 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 4.4 0.0 100.0 95.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 17 22 18:
Old : 27: 0 1 0 22 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 58.5 74.9 79.7 45.6 53.6 63.4 66.2
Old : 55.2 58.5 74.9 79.7 45.6 53.6 63.4 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,051,008: 0 72,320 0 1,051,008 978,688 1,051,008 1,051,008: 0 0
Old : 1,051,008: 0 72,320 0 1,051,008 978,688 1,051,008 1,051,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 0: -9,360 0 0 9,360 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 17 19 17 20:
Old : 28: 0 1 0 17 19 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 : 61.0 51.5 83.1 77.0 57.0 48.9 70.4 69.9
Old : 61.0 51.5 83.1 77.0 57.0 48.9 70.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 56,798: 4,530 495 45 52,223 56,258 56,798 56,798: 0 0
Old : 56,798: 4,530 495 45 52,223 56,258 56,798 56,798: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.9 0.1 91.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 0.9 0.1 91.9 99.0 100.0 100.0: 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 : 33: 1 2 1 22 26 24 28:
Old : 33: 1 2 1 22 26 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 43.4 76.8 60.3 50.6 31.3 63.8 45.9
Old : 56.6 43.4 76.8 60.3 50.6 31.3 63.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,031,969: 93,540 28,552 0 938,429 1,003,417 1,031,969 1,031,969: 0 0
Old : 1,031,969: 93,540 28,552 0 938,429 1,003,417 1,031,969 1,031,969: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.8 0.0 90.9 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.1 2.8 0.0 90.9 97.2 100.0 100.0: 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 : 35: 2 2 0 21 23 23 25:
Old : 35: 2 2 0 21 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.4 70.7 64.5 47.3 34.5 57.8 49.1
Old : 47.7 48.4 70.7 64.5 47.3 34.5 57.8 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 21,333: 150 45 125 20,635 20,993 20,910 21,163: 423 170
Old : 21,333: 150 45 125 20,635 20,993 20,910 21,163: 423 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 898: 0 0 0 898 918 898 918: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.2 0.6 96.7 98.4 98.0 99.2: 2.0 0.8
Old : 100.0: 0.7 0.2 0.6 96.7 98.4 98.0 99.2: 2.0 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 : 43: 1 1 2 36 37 38 39:
Old : 43: 1 1 2 36 37 38 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 : 40.3 40.7 61.1 62.2 32.7 36.9 46.7 50.2
Old : 40.3 40.7 61.1 62.2 32.7 36.9 46.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 17,856: 0 280 40 16,813 17,336 16,853 17,656: 1,003 200
Old : 17,856: 0 280 40 16,813 17,336 16,853 17,656: 1,003 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -177: 0 0 0 -207 -182 -207 -182: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.2 94.2 97.1 94.4 98.9: 5.6 1.1
Old : 100.0: 0.0 1.6 0.2 94.2 97.1 94.4 98.9: 5.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 15 16 16 18:
Old : 23: 0 2 1 15 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 : 57.1 65.0 82.4 87.5 50.0 57.1 62.4 65.2
Old : 57.1 65.0 82.4 87.5 50.0 57.1 62.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 10,643: 0 92 31 10,423 10,400 10,454 10,523: 189 120
Old : 10,643: 0 92 31 10,423 10,400 10,454 10,523: 189 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 515: 0 0 0 515 505 515 505: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.3 97.9 97.7 98.2 98.9: 1.8 1.1
Old : 100.0: 0.0 0.9 0.3 97.9 97.7 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 21 20 23:
Old : 28: 0 2 1 19 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 51.6 84.5 75.6 58.0 33.9 62.4 49.4
Old : 63.7 51.6 84.5 75.6 58.0 33.9 62.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 8,893: 345 0 0 8,046 8,559 8,391 8,559: 502 334
Old : 8,893: 345 0 0 8,046 8,559 8,391 8,559: 502 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -359: 0 0 0 -434 -499 -434 -499: 75 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 90.5 96.2 94.4 96.2: 5.6 3.8
Old : 100.0: 3.9 0.0 0.0 90.5 96.2 94.4 96.2: 5.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 27 25 28 25:
Old : 32: 1 0 0 27 25 28 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 : 36.3 49.4 56.5 72.6 30.7 40.6 44.3 54.2
Old : 36.3 49.4 56.5 72.6 30.7 40.6 44.3 54.2
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 2,582,395: 284,939 90,496 809,183 1,398,660 1,606,781 2,492,783 2,506,461: 89,611 75,933
Old : 2,582,395: 284,939 90,496 809,183 1,398,660 1,606,781 2,492,783 2,506,461: 89,611 75,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -93,387: -10,432 3,651 -30,163 -48,763 -58,500 -89,358 -85,013: -4,030 -8,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.5 31.3 54.2 62.2 96.5 97.1: 3.5 2.9
Old : 100.0: 11.0 3.5 31.3 54.2 62.2 96.5 97.1: 3.5 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 : 347: 137 99 170 89 97 317 284:
Old : 347: 137 99 170 89 97 317 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 18.5 34.1 32.2 7.9 5.8 10.8 8.9
Old : 21.8 18.5 34.1 32.2 7.9 5.8 10.8 8.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 87,711: 1,339 34,909 20,449 63,401 30,960 85,189 86,318: 2,521 1,393
Old : 87,711: 1,339 34,909 20,449 63,401 30,960 85,189 86,318: 2,521 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,070: -1,127 12,152 -5,108 8,029 -6,032 1,794 1,011: -724 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 39.8 23.3 72.3 35.3 97.1 98.4: 2.9 1.6
Old : 100.0: 1.5 39.8 23.3 72.3 35.3 97.1 98.4: 2.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 11 10 17 16 27 28:
Old : 32: 1 11 10 17 16 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 52.4 73.9 70.4 42.8 32.8 49.0 45.2
Old : 56.0 52.4 73.9 70.4 42.8 32.8 49.0 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 224,651: 34,816 34,973 898 161,872 141,155 197,586 177,026: 27,065 47,625
Old : 224,651: 34,816 34,973 898 161,872 141,155 197,586 177,026: 27,065 47,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,613: 774 318 -185 1,295 828 1,884 961: 729 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.6 0.4 72.1 62.8 88.0 78.8: 12.0 21.2
Old : 100.0: 15.5 15.6 0.4 72.1 62.8 88.0 78.8: 12.0 21.2
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 : 40: 5 5 6 29 25 37 33:
Old : 40: 5 5 6 29 25 37 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 : 31.4 33.2 51.8 49.3 30.1 26.3 48.7 39.7
Old : 31.4 33.2 51.8 49.3 30.1 26.3 48.7 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 141,212: 31,117 5,290 24,059 83,262 108,892 138,438 138,241: 2,775 2,971
Old : 141,212: 31,117 5,290 24,059 83,262 108,892 138,438 138,241: 2,775 2,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -10,463: -659 -72 -10,024 323 -111 -10,360 -10,207: -103 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.7 17.0 59.0 77.1 98.0 97.9: 2.0 2.1
Old : 100.0: 22.0 3.7 17.0 59.0 77.1 98.0 97.9: 2.0 2.1
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 : 65: 25 13 28 26 27 63 56:
Old : 65: 25 13 28 26 27 63 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 : 33.4 48.1 54.7 70.7 16.9 22.3 22.8 27.6
Old : 33.4 48.1 54.7 70.7 16.9 22.3 22.8 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 617,970: 39,970 251 82,910 472,043 516,023 594,922 599,183: 23,048 18,787
Old : 617,970: 39,970 251 82,910 472,043 516,023 594,922 599,183: 23,048 18,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,264: 913 -425 3,020 2,461 6,412 6,395 9,008: -1,131 -3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 13.4 76.4 83.5 96.3 97.0: 3.7 3.0
Old : 100.0: 6.5 0.0 13.4 76.4 83.5 96.3 97.0: 3.7 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 : 49: 9 1 10 38 39 48 49:
Old : 49: 9 1 10 38 39 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 24.5 53.9 44.0 11.1 8.8 15.3 14.3
Old : 33.5 24.5 53.9 44.0 11.1 8.8 15.3 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 61,971: 765 965 585 60,393 60,191 61,743 61,741: 228 230
Old : 61,971: 765 965 585 60,393 60,191 61,743 61,741: 228 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,495: -150 -469 100 2,652 2,977 2,602 2,608: -107 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 0.9 97.5 97.1 99.6 99.6: 0.4 0.4
Old : 100.0: 1.2 1.6 0.9 97.5 97.1 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 3 5 3 48 50 52 57:
Old : 66: 3 5 3 48 50 52 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 30.8 58.7 48.6 24.1 18.0 29.8 26.1
Old : 42.6 30.8 58.7 48.6 24.1 18.0 29.8 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 129,086: 18,916 33,343 8,468 95,713 81,631 123,097 123,442: 5,989 5,644
Old : 129,086: 18,916 33,343 8,468 95,713 81,631 123,097 123,442: 5,989 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -3,509: -577 963 -1,909 -1,448 -2,328 -3,934 -3,274: 425 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 25.8 6.6 74.1 63.2 95.4 95.6: 4.6 4.4
Old : 100.0: 14.7 25.8 6.6 74.1 63.2 95.4 95.6: 4.6 4.4
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 : 46: 7 15 14 24 23 43 40:
Old : 46: 7 15 14 24 23 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 37.3 59.1 52.7 27.7 24.6 37.9 34.5
Old : 42.0 37.3 59.1 52.7 27.7 24.6 37.9 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 36,112: 1,217 3,874 5,925 26,651 25,007 33,793 34,806: 2,319 1,306
Old : 36,112: 1,217 3,874 5,925 26,651 25,007 33,793 34,806: 2,319 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,719: 0 254 385 1,585 1,054 1,970 1,693: -251 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.7 16.4 73.8 69.2 93.6 96.4: 6.4 3.6
Old : 100.0: 3.4 10.7 16.4 73.8 69.2 93.6 96.4: 6.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 5 4 15 15 20 22:
Old : 25: 2 5 4 15 15 20 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 : 36.5 39.9 61.4 61.8 14.9 15.4 22.1 22.8
Old : 36.5 39.9 61.4 61.8 14.9 15.4 22.1 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 93,996: 590 600 1,896 57,120 64,412 59,606 66,908: 34,390 27,088
Old : 93,996: 590 600 1,896 57,120 64,412 59,606 66,908: 34,390 27,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,223: -36 0 102 1,929 1,822 1,995 1,924: 228 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 2.0 60.8 68.5 63.4 71.2: 36.6 28.8
Old : 100.0: 0.6 0.6 2.0 60.8 68.5 63.4 71.2: 36.6 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 22 20 24 22:
Old : 24: 1 1 2 22 20 24 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 : 32.8 31.7 45.7 49.8 23.9 26.0 28.8 35.0
Old : 32.8 31.7 45.7 49.8 23.9 26.0 28.8 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 31,485: 1,946 560 233 28,985 30,675 31,164 31,468: 321 17
Old : 31,485: 1,946 560 233 28,985 30,675 31,164 31,468: 321 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 205: 0 150 0 205 55 205 205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.8 0.7 92.1 97.4 99.0 99.9: 1.0 0.1
Old : 100.0: 6.2 1.8 0.7 92.1 97.4 99.0 99.9: 1.0 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 : 44: 3 2 2 27 32 31 36:
Old : 44: 3 2 2 27 32 31 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 : 56.0 37.7 71.0 55.6 48.2 34.2 60.9 48.5
Old : 56.0 37.7 71.0 55.6 48.2 34.2 60.9 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 24,170: 16,517 2,913 270 4,182 20,151 20,969 23,334: 3,201 836
Old : 24,170: 16,517 2,913 270 4,182 20,151 20,969 23,334: 3,201 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 761: 227 -16 48 547 441 822 473: -61 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 12.1 1.1 17.3 83.4 86.8 96.5: 13.2 3.5
Old : 100.0: 68.3 12.1 1.1 17.3 83.4 86.8 96.5: 13.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 86 21 7 21 29 113 52:
Old : 152: 86 21 7 21 29 113 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 38.8 35.9 60.5 23.4 38.8 35.9 59.3
Old : 23.4 38.8 35.9 60.5 23.4 38.8 35.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 38,255: 25,567 2,104 608 6,396 33,928 32,571 36,640: 5,684 1,615
Old : 38,255: 25,567 2,104 608 6,396 33,928 32,571 36,640: 5,684 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,325: 526 -628 95 257 1,846 878 1,313: 447 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 5.5 1.6 16.7 88.7 85.1 95.8: 14.9 4.2
Old : 100.0: 66.8 5.5 1.6 16.7 88.7 85.1 95.8: 14.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 92 13 6 18 35 113 53:
Old : 152: 92 13 6 18 35 113 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 29.7 30.3 48.9 18.1 29.7 30.3 48.9
Old : 18.1 29.7 30.3 48.9 18.1 29.7 30.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 370,833: 85,092 10,374 60,325 199,371 284,879 344,788 355,578: 26,045 15,255
Old : 370,833: 85,092 10,374 60,325 199,371 284,879 344,788 355,578: 26,045 15,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 13,036: -1,768 552 3,862 12,593 9,310 14,687 13,723: -1,651 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.8 16.3 53.8 76.8 93.0 95.9: 7.0 4.1
Old : 100.0: 22.9 2.8 16.3 53.8 76.8 93.0 95.9: 7.0 4.1
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 : 217: 75 28 57 85 95 188 160:
Old : 217: 75 28 57 85 95 188 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 24.2 30.7 37.5 11.7 12.3 19.0 19.1
Old : 18.1 24.2 30.7 37.5 11.7 12.3 19.0 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 26,290: 2,705 982 217 17,011 19,646 19,933 20,845: 6,357 5,445
Old : 26,290: 2,705 982 217 17,011 19,646 19,933 20,845: 6,357 5,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 598: 87 0 0 566 1,213 653 1,213: -55 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.7 0.8 64.7 74.7 75.8 79.3: 24.2 20.7
Old : 100.0: 10.3 3.7 0.8 64.7 74.7 75.8 79.3: 24.2 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 : 26: 2 1 1 16 20 18 22:
Old : 26: 2 1 1 16 20 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 : 52.0 41.1 65.3 61.2 41.5 33.4 50.4 51.1
Old : 52.0 41.1 65.3 61.2 41.5 33.4 50.4 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 9,111: 1,268 100 525 7,307 8,356 9,100 8,981: 11 130
Old : 9,111: 1,268 100 525 7,307 8,356 9,100 8,981: 11 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 460: 50 0 0 410 460 460 460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.1 5.8 80.2 91.7 99.9 98.6: 0.1 1.4
Old : 100.0: 13.9 1.1 5.8 80.2 91.7 99.9 98.6: 0.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 2 4 31 34 38 39:
Old : 48: 5 2 4 31 34 38 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 : 38.9 34.2 55.2 52.5 24.8 25.4 34.0 32.2
Old : 38.9 34.2 55.2 52.5 24.8 25.4 34.0 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 62,367: 3,330 1,421 1,676 56,323 59,075 61,329 62,172: 1,038 195
Old : 62,367: 3,330 1,421 1,676 56,323 59,075 61,329 62,172: 1,038 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,340: 100 300 0 1,162 1,040 1,262 1,340: 78 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.3 2.7 90.3 94.7 98.3 99.7: 1.7 0.3
Old : 100.0: 5.3 2.3 2.7 90.3 94.7 98.3 99.7: 1.7 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 : 47: 4 1 2 33 33 38 35:
Old : 47: 4 1 2 33 33 38 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 : 49.1 44.7 65.0 66.6 29.4 27.3 37.1 40.0
Old : 49.1 44.7 65.0 66.6 29.4 27.3 37.1 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 23,511: 2,000 0 0 21,411 23,011 23,411 23,011: 100 500
Old : 23,511: 2,000 0 0 21,411 23,011 23,411 23,011: 100 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -295: 0 0 0 -295 -295 -295 -295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 91.1 97.9 99.6 97.9: 0.4 2.1
Old : 100.0: 8.5 0.0 0.0 91.1 97.9 99.6 97.9: 0.4 2.1
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 : 27: 1 0 0 22 12 23 12:
Old : 27: 1 0 0 22 12 23 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 : 57.4 86.8 80.3 94.6 52.2 82.2 73.8 84.7
Old : 57.4 86.8 80.3 94.6 52.2 82.2 73.8 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 15,029: 1,128 550 100 13,801 14,379 15,029 15,029: 0 0
Old : 15,029: 1,128 550 100 13,801 14,379 15,029 15,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 265: 300 0 -300 265 565 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.7 0.7 91.8 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 3.7 0.7 91.8 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 1 1 32 30 37 31:
Old : 48: 4 1 1 32 30 37 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 : 52.4 47.5 68.7 67.8 40.3 37.4 52.7 52.5
Old : 52.4 47.5 68.7 67.8 40.3 37.4 52.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 18,709: 485 0 0 17,474 18,706 17,959 18,706: 750 3
Old : 18,709: 485 0 0 17,474 18,706 17,959 18,706: 750 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,930: 245 0 0 1,685 1,930 1,930 1,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 93.4 100.0 96.0 100.0: 4.0 0.0
Old : 100.0: 2.6 0.0 0.0 93.4 100.0 96.0 100.0: 4.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 25 22 27 22:
Old : 30: 2 0 0 25 22 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 60.4 64.7 81.2 35.4 53.8 52.2 63.7
Old : 41.8 60.4 64.7 81.2 35.4 53.8 52.2 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,414: 480 1,397 211 19,526 18,742 20,217 20,350: 197 64
Old : 20,414: 480 1,397 211 19,526 18,742 20,217 20,350: 197 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 942: 0 810 0 936 68 936 878: 6 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.8 1.0 95.7 91.8 99.0 99.7: 1.0 0.3
Old : 100.0: 2.4 6.8 1.0 95.7 91.8 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 3 2 34 37 37 41:
Old : 51: 1 3 2 34 37 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 37.0 50.7 54.3 28.0 28.6 45.9 42.5
Old : 31.7 37.0 50.7 54.3 28.0 28.6 45.9 42.5
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 with Delta-adjusted Options and Futures Combined, March 23, 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 : 11,321: 270 261 575 10,416 10,386 11,261 11,222: 60 99
Old : 11,321: 270 261 575 10,416 10,386 11,261 11,222: 60 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -444: 0 -325 154 -613 -309 -459 -480: 15 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 5.1 92.0 91.7 99.5 99.1: 0.5 0.9
Old : 100.0: 2.4 2.3 5.1 92.0 91.7 99.5 99.1: 0.5 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 : 32: 2 3 1 25 25 28 28:
Old : 32: 2 3 1 25 25 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 37.9 68.2 59.7 39.2 26.0 47.3 38.5
Old : 49.3 37.9 68.2 59.7 39.2 26.0 47.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 45,177: 3,632 2,485 1,227 37,073 40,309 41,932 44,021: 3,245 1,156
Old : 45,177: 3,632 2,485 1,227 37,073 40,309 41,932 44,021: 3,245 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 979: 375 38 -15 90 957 450 980: 529 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 2.7 82.1 89.2 92.8 97.4: 7.2 2.6
Old : 100.0: 8.0 5.5 2.7 82.1 89.2 92.8 97.4: 7.2 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 : 54: 4 6 4 34 40 41 47:
Old : 54: 4 6 4 34 40 41 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 : 27.3 33.1 47.4 54.9 22.5 28.1 37.4 43.2
Old : 27.3 33.1 47.4 54.9 22.5 28.1 37.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010