GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 35,110: 1,619 755 0 33,216 34,245 34,835 35,000: 275 110
Old : 35,110: 1,619 755 0 33,216 34,245 34,835 35,000: 275 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -9,168: -87 30 0 -8,976 -9,078 -9,063 -9,048: -105 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.2 0.0 94.6 97.5 99.2 99.7: 0.8 0.3
Old : 100.0: 4.6 2.2 0.0 94.6 97.5 99.2 99.7: 0.8 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 4 0 32 42 33 46:
Old : 51: 1 4 0 32 42 33 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 : 48.6 38.2 70.2 59.4 32.3 23.8 46.3 35.8
Old : 48.6 38.2 70.2 59.4 32.3 23.8 46.3 35.8
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,967: 0 0 0 23,796 23,842 23,796 23,842: 171 125
Old : 23,967: 0 0 0 23,796 23,842 23,796 23,842: 171 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,668: 0 0 0 -3,618 -3,658 -3,618 -3,658: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.5 99.3 99.5: 0.7 0.5
Old : 100.0: 0.0 0.0 0.0 99.3 99.5 99.3 99.5: 0.7 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 : 35: 0 0 0 27 26 27 26:
Old : 35: 0 0 0 27 26 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 66.3 82.1 83.9 32.9 39.1 45.5 44.9
Old : 57.7 66.3 82.1 83.9 32.9 39.1 45.5 44.9
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, April 6, 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 : 7,203: 60 216 144 5,567 5,442 5,771 5,802: 1,432 1,401
Old : 7,203: 60 216 144 5,567 5,442 5,771 5,802: 1,432 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -507: -78 0 0 -907 -676 -985 -676: 478 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.0 2.0 77.3 75.6 80.1 80.5: 19.9 19.5
Old : 100.0: 0.8 3.0 2.0 77.3 75.6 80.1 80.5: 19.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 20 16 21 18:
Old : 22: 1 1 1 20 16 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 : 38.8 51.2 55.1 65.8 33.4 41.4 43.6 45.7
Old : 38.8 51.2 55.1 65.8 33.4 41.4 43.6 45.7
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,631: 302 68 0 7,879 8,569 8,181 8,637: 1,450 994
Old : 9,631: 302 68 0 7,879 8,569 8,181 8,637: 1,450 994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,478: -22 -67 0 -1,543 -1,442 -1,565 -1,509: 87 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.7 0.0 81.8 89.0 84.9 89.7: 15.1 10.3
Old : 100.0: 3.1 0.7 0.0 81.8 89.0 84.9 89.7: 15.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 1 0 41 44 42 45:
Old : 48: 1 1 0 41 44 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 27.3 37.8 42.0 15.5 16.6 21.9 23.7
Old : 24.5 27.3 37.8 42.0 15.5 16.6 21.9 23.7
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,964: 241 190 119 5,979 6,094 6,339 6,403: 625 561
Old : 6,964: 241 190 119 5,979 6,094 6,339 6,403: 625 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,347: -65 -30 -64 -2,123 -2,218 -2,252 -2,312: -95 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.7 1.7 85.9 87.5 91.0 91.9: 9.0 8.1
Old : 100.0: 3.5 2.7 1.7 85.9 87.5 91.0 91.9: 9.0 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 : 64: 4 2 3 45 52 49 57:
Old : 64: 4 2 3 45 52 49 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 : 34.8 24.0 45.3 36.8 32.3 18.5 41.8 30.9
Old : 34.8 24.0 45.3 36.8 32.3 18.5 41.8 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 3,899: 390 0 30 2,557 3,016 2,977 3,046: 922 853
Old : 3,899: 390 0 30 2,557 3,016 2,977 3,046: 922 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -526: -145 0 0 -318 -626 -463 -626: -63 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.8 65.6 77.4 76.4 78.1: 23.6 21.9
Old : 100.0: 10.0 0.0 0.8 65.6 77.4 76.4 78.1: 23.6 21.9
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 : 23: 1 0 1 14 19 16 20:
Old : 23: 1 0 1 14 19 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 : 45.7 37.9 66.0 57.2 34.2 32.2 44.3 45.1
Old : 45.7 37.9 66.0 57.2 34.2 32.2 44.3 45.1
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, April 6, 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 : 1,664: 0 0 0 1,325 1,350 1,325 1,350: 339 314
Old : 1,664: 0 0 0 1,325 1,350 1,325 1,350: 339 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -511: 0 -60 -50 -371 -299 -421 -409: -90 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 79.6 81.1 79.6 81.1: 20.4 18.9
Old : 100.0: 0.0 0.0 0.0 79.6 81.1 79.6 81.1: 20.4 18.9
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 : 23: 0 0 0 21 20 21 20:
Old : 23: 0 0 0 21 20 21 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 : 37.4 38.2 54.3 56.8 30.8 31.4 35.3 35.9
Old : 37.4 38.2 54.3 56.8 30.8 31.4 35.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 15,337: 0 0 0 15,287 15,262 15,287 15,262: 50 75
Old : 15,337: 0 0 0 15,287 15,262 15,287 15,262: 50 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -388: 0 0 0 -388 -368 -388 -368: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.5 99.7 99.5: 0.3 0.5
Old : 100.0: 0.0 0.0 0.0 99.7 99.5 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 23 17 23:
Old : 25: 0 0 0 17 23 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 44.6 88.5 64.6 52.8 28.7 55.1 43.6
Old : 72.2 44.6 88.5 64.6 52.8 28.7 55.1 43.6
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, April 6, 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 : 391,219: 63,220 29,352 66,281 212,216 270,963 341,717 366,596: 49,502 24,623
Old : 391,219: 63,220 29,352 66,281 212,216 270,963 341,717 366,596: 49,502 24,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 11,774: 12,404 4,760 1,517 -6,115 2,859 7,806 9,136: 3,968 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.5 16.9 54.2 69.3 87.3 93.7: 12.7 6.3
Old : 100.0: 16.2 7.5 16.9 54.2 69.3 87.3 93.7: 12.7 6.3
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 : 162: 48 18 43 73 80 143 127:
Old : 162: 48 18 43 73 80 143 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.0 32.0 40.9 13.1 18.4 21.2 25.8
Old : 20.2 28.0 32.0 40.9 13.1 18.4 21.2 25.8
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, April 6, 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 : 95,795: 803 8,332 20,682 67,786 61,522 89,272 90,537: 6,524 5,258
Old : 95,795: 803 8,332 20,682 67,786 61,522 89,272 90,537: 6,524 5,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 7,148: -432 1,298 -142 6,067 4,586 5,493 5,742: 1,655 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.7 21.6 70.8 64.2 93.2 94.5: 6.8 5.5
Old : 100.0: 0.8 8.7 21.6 70.8 64.2 93.2 94.5: 6.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 7 13 13 20 21:
Old : 21: 4 4 7 13 13 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 : 50.9 58.2 69.3 75.0 9.5 14.6 14.4 16.8
Old : 50.9 58.2 69.3 75.0 9.5 14.6 14.4 16.8
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, April 6, 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 : 17,056: 575 1,373 680 15,585 14,805 16,840 16,858: 216 198
Old : 17,056: 575 1,373 680 15,585 14,805 16,840 16,858: 216 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,212: -481 -1,175 -250 -4,689 -3,995 -5,420 -5,420: -792 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.0 4.0 91.4 86.8 98.7 98.8: 1.3 1.2
Old : 100.0: 3.4 8.0 4.0 91.4 86.8 98.7 98.8: 1.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 4 7 5 42 39 50 48:
Old : 72: 4 7 5 42 39 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 31.5 51.0 48.4 28.4 26.1 37.4 37.8
Old : 33.9 31.5 51.0 48.4 28.4 26.1 37.4 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 24,092: 5,877 1,050 450 17,252 19,451 23,579 20,951: 513 3,141
Old : 24,092: 5,877 1,050 450 17,252 19,451 23,579 20,951: 513 3,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 4,005: 5,502 -25 -75 -1,215 1,664 4,212 1,564: -207 2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.4 1.9 71.6 80.7 97.9 87.0: 2.1 13.0
Old : 100.0: 24.4 4.4 1.9 71.6 80.7 97.9 87.0: 2.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 2 28 24 33 27:
Old : 41: 3 3 2 28 24 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 44.2 74.0 68.2 48.5 39.2 63.5 56.9
Old : 55.6 44.2 74.0 68.2 48.5 39.2 63.5 56.9
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, April 6, 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 : 14,290: 6,880 150 530 6,820 13,110 14,230 13,790: 60 500
Old : 14,290: 6,880 150 530 6,820 13,110 14,230 13,790: 60 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -757: 272 0 -47 -982 -690 -757 -737: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 1.0 3.7 47.7 91.7 99.6 96.5: 0.4 3.5
Old : 100.0: 48.1 1.0 3.7 47.7 91.7 99.6 96.5: 0.4 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 : 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 : 79.3 55.9 92.5 75.7 70.3 50.4 74.1 63.1
Old : 79.3 55.9 92.5 75.7 70.3 50.4 74.1 63.1
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, April 6, 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 : 4,519: 538 114 226 2,350 2,773 3,114 3,113: 1,405 1,406
Old : 4,519: 538 114 226 2,350 2,773 3,114 3,113: 1,405 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -417: -106 -10 -65 -157 -172 -328 -247: -89 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.5 5.0 52.0 61.4 68.9 68.9: 31.1 31.1
Old : 100.0: 11.9 2.5 5.0 52.0 61.4 68.9 68.9: 31.1 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: 3 1 2 16 18 19 21:
Old : 22: 3 1 2 16 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 28.9 54.2 44.7 31.0 26.4 38.1 37.0
Old : 40.4 28.9 54.2 44.7 31.0 26.4 38.1 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 988,316: 186,419 278,403 347,978 375,002 310,879 909,399 937,260: 78,917 51,055
Old : 988,316: 186,419 278,403 347,978 375,002 310,879 909,399 937,260: 78,917 51,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 31,820: 1,181 12,638 7,550 20,692 6,935 29,424 27,123: 2,397 4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.2 35.2 37.9 31.5 92.0 94.8: 8.0 5.2
Old : 100.0: 18.9 28.2 35.2 37.9 31.5 92.0 94.8: 8.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 85 107 132 88 78 255 251:
Old : 300: 85 107 132 88 78 255 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 34.5 34.2 46.8 15.7 20.9 20.3 27.1
Old : 22.6 34.5 34.2 46.8 15.7 20.9 20.3 27.1
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, April 6, 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 : 63,534: 2,477 0 1,756 47,185 52,510 51,418 54,266: 12,116 9,268
Old : 63,534: 2,477 0 1,756 47,185 52,510 51,418 54,266: 12,116 9,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,506: -224 0 -12 -3,792 -3,591 -4,028 -3,603: 522 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 2.8 74.3 82.6 80.9 85.4: 19.1 14.6
Old : 100.0: 3.9 0.0 2.8 74.3 82.6 80.9 85.4: 19.1 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 22 21 24 23:
Old : 26: 2 0 2 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 46.0 58.5 66.9 36.4 37.4 44.8 46.8
Old : 44.4 46.0 58.5 66.9 36.4 37.4 44.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 38,814: 2,012 0 2,708 28,979 29,216 33,699 31,924: 5,115 6,890
Old : 38,814: 2,012 0 2,708 28,979 29,216 33,699 31,924: 5,115 6,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,709: -3,091 0 668 -896 -3,479 -3,319 -2,811: -390 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 7.0 74.7 75.3 86.8 82.2: 13.2 17.8
Old : 100.0: 5.2 0.0 7.0 74.7 75.3 86.8 82.2: 13.2 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 10 15 12 17:
Old : 20: 2 0 2 10 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 36.2 77.0 57.6 41.8 34.7 55.5 47.8
Old : 53.5 36.2 77.0 57.6 41.8 34.7 55.5 47.8
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 65,546: 0 0 0 52,846 53,123 52,846 53,123: 12,700 12,423
Old : 65,546: 0 0 0 52,846 53,123 52,846 53,123: 12,700 12,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,506: 0 0 0 -3,862 -3,630 -3,862 -3,630: -644 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 80.6 81.0 80.6 81.0: 19.4 19.0
Old : 100.0: 0.0 0.0 0.0 80.6 81.0 80.6 81.0: 19.4 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 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 : 37.1 42.1 59.2 58.9 28.5 37.3 42.9 49.9
Old : 37.1 42.1 59.2 58.9 28.5 37.3 42.9 49.9
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 76,752: 0 0 0 64,682 72,586 64,682 72,586: 12,070 4,166
Old : 76,752: 0 0 0 64,682 72,586 64,682 72,586: 12,070 4,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,073: 0 0 0 -3,128 -3,725 -3,128 -3,725: -945 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.3 94.6 84.3 94.6: 15.7 5.4
Old : 100.0: 0.0 0.0 0.0 84.3 94.6 84.3 94.6: 15.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.7 54.0 65.6 73.6 41.2 49.3 55.5 65.0
Old : 45.7 54.0 65.6 73.6 41.2 49.3 55.5 65.0
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, April 6, 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 : 90,018: 2,785 2,507 4,121 73,350 76,545 80,256 83,173: 9,762 6,845
Old : 90,018: 2,785 2,507 4,121 73,350 76,545 80,256 83,173: 9,762 6,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -3,979: -3,246 514 712 -249 -5,447 -2,783 -4,221: -1,196 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.8 4.6 81.5 85.0 89.2 92.4: 10.8 7.6
Old : 100.0: 3.1 2.8 4.6 81.5 85.0 89.2 92.4: 10.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 4 19 23 23 27:
Old : 31: 2 2 4 19 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 44.8 65.7 60.3 39.4 43.4 58.7 58.1
Old : 44.4 44.8 65.7 60.3 39.4 43.4 58.7 58.1
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, April 6, 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 : 85,349: 1,472 10,166 2,641 73,913 58,605 78,026 71,412: 7,323 13,937
Old : 85,349: 1,472 10,166 2,641 73,913 58,605 78,026 71,412: 7,323 13,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,988: -240 892 -1,514 -2,550 -7,823 -4,304 -8,445: -684 3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.9 3.1 86.6 68.7 91.4 83.7: 8.6 16.3
Old : 100.0: 1.7 11.9 3.1 86.6 68.7 91.4 83.7: 8.6 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 11 19 14 21:
Old : 25: 1 2 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 : 63.3 39.3 81.6 56.9 60.5 38.4 71.4 55.7
Old : 63.3 39.3 81.6 56.9 60.5 38.4 71.4 55.7
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, April 6, 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 : 82,371: 3,842 2,028 4,251 58,218 67,229 66,311 73,508: 16,060 8,863
Old : 82,371: 3,842 2,028 4,251 58,218 67,229 66,311 73,508: 16,060 8,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,254: 1,335 -130 -859 -4,204 -2,374 -3,728 -3,363: -526 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.5 5.2 70.7 81.6 80.5 89.2: 19.5 10.8
Old : 100.0: 4.7 2.5 5.2 70.7 81.6 80.5 89.2: 19.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 17 18 21 21:
Old : 25: 3 1 3 17 18 21 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 : 38.9 46.2 62.2 63.6 31.6 45.9 50.2 61.3
Old : 38.9 46.2 62.2 63.6 31.6 45.9 50.2 61.3
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, April 6, 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 : 1,661,924: 82,277 109,516 555,110 1,017,031 988,108 1,654,418 1,652,735: 7,506 9,189
Old : 1,661,924: 82,277 109,516 555,110 1,017,031 988,108 1,654,418 1,652,735: 7,506 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 35,851: -654 1,173 20,229 16,442 14,621 36,016 36,023: -165 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.6 33.4 61.2 59.5 99.5 99.4: 0.5 0.6
Old : 100.0: 5.0 6.6 33.4 61.2 59.5 99.5 99.4: 0.5 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 : 125: 44 20 54 59 60 121 116:
Old : 125: 44 20 54 59 60 121 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 31.9 54.3 50.6 8.1 9.1 10.1 11.5
Old : 32.9 31.9 54.3 50.6 8.1 9.1 10.1 11.5
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, April 6, 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 : 21,352: 7,578 5,596 8,827 4,081 5,979 20,486 20,402: 867 950
Old : 21,352: 7,578 5,596 8,827 4,081 5,979 20,486 20,402: 867 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 3,563: 1,212 1,379 1,914 338 198 3,464 3,491: 99 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 26.2 41.3 19.1 28.0 95.9 95.6: 4.1 4.4
Old : 100.0: 35.5 26.2 41.3 19.1 28.0 95.9 95.6: 4.1 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 : 24: 5 9 9 8 9 18 22:
Old : 24: 5 9 9 8 9 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 : 65.1 57.8 88.8 82.1 35.4 27.5 36.6 32.7
Old : 65.1 57.8 88.8 82.1 35.4 27.5 36.6 32.7
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, April 6, 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 : 81,648: 0 0 0 79,204 77,980 79,204 77,980: 2,444 3,668
Old : 81,648: 0 0 0 79,204 77,980 79,204 77,980: 2,444 3,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,298: 0 0 0 -5,760 -5,746 -5,760 -5,746: -538 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.0 95.5 97.0 95.5: 3.0 4.5
Old : 100.0: 0.0 0.0 0.0 97.0 95.5 97.0 95.5: 3.0 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: 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 : 68.1 51.1 84.0 75.2 56.3 47.1 68.9 63.9
Old : 68.1 51.1 84.0 75.2 56.3 47.1 68.9 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, April 6, 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 : 182,998: 4,394 3,336 4,971 165,073 169,972 174,438 178,279: 8,560 4,719
Old : 182,998: 4,394 3,336 4,971 165,073 169,972 174,438 178,279: 8,560 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -11,798: -674 540 -422 -10,825 -11,356 -11,921 -11,238: 123 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.8 2.7 90.2 92.9 95.3 97.4: 4.7 2.6
Old : 100.0: 2.4 1.8 2.7 90.2 92.9 95.3 97.4: 4.7 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 : 47: 4 1 4 38 37 43 41:
Old : 47: 4 1 4 38 37 43 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 : 30.9 42.5 49.2 59.5 24.1 40.0 35.0 47.5
Old : 30.9 42.5 49.2 59.5 24.1 40.0 35.0 47.5
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, April 6, 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 : 131,331: 2,160 3,034 1,650 114,009 119,840 117,819 124,524: 13,512 6,807
Old : 131,331: 2,160 3,034 1,650 114,009 119,840 117,819 124,524: 13,512 6,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -7,140: -256 -386 91 -5,879 -6,315 -6,044 -6,610: -1,096 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.3 1.3 86.8 91.3 89.7 94.8: 10.3 5.2
Old : 100.0: 1.6 2.3 1.3 86.8 91.3 89.7 94.8: 10.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.4 49.6 67.0 75.0 45.0 48.4 56.4 70.1
Old : 52.4 49.6 67.0 75.0 45.0 48.4 56.4 70.1
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, April 6, 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 : 220,870: 7,870 0 9,772 185,713 204,145 203,355 213,917: 17,515 6,953
Old : 220,870: 7,870 0 9,772 185,713 204,145 203,355 213,917: 17,515 6,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -9,885: 1,458 -953 -1,050 -8,319 -7,808 -7,911 -9,811: -1,974 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 4.4 84.1 92.4 92.1 96.9: 7.9 3.1
Old : 100.0: 3.6 0.0 4.4 84.1 92.4 92.1 96.9: 7.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 2 31 35 33 37:
Old : 40: 2 0 2 31 35 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 30.3 54.5 53.7 28.1 25.7 41.2 43.5
Old : 35.6 30.3 54.5 53.7 28.1 25.7 41.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 2,897,512: 707,786 126,751 881,650 1,277,737 1,871,455 2,867,173 2,879,856: 30,339 17,656
Old : 2,897,512: 707,786 126,751 881,650 1,277,737 1,871,455 2,867,173 2,879,856: 30,339 17,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 21,067: -5,657 1,252 -117 26,386 21,354 20,612 22,489: 455 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.4 30.4 44.1 64.6 99.0 99.4: 1.0 0.6
Old : 100.0: 24.4 4.4 30.4 44.1 64.6 99.0 99.4: 1.0 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 : 179: 38 20 58 109 99 175 157:
Old : 179: 38 20 58 109 99 175 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.0 44.7 46.5 18.5 22.2 25.8 30.2
Old : 32.8 34.0 44.7 46.5 18.5 22.2 25.8 30.2
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, April 6, 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 : 986,502: 105,306 241,056 145,486 731,423 597,362 982,215 983,904: 4,287 2,598
Old : 986,502: 105,306 241,056 145,486 731,423 597,362 982,215 983,904: 4,287 2,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 30,898: 13,628 973 6,440 10,742 23,540 30,810 30,953: 88 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 24.4 14.7 74.1 60.6 99.6 99.7: 0.4 0.3
Old : 100.0: 10.7 24.4 14.7 74.1 60.6 99.6 99.7: 0.4 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 : 85: 17 23 33 43 41 77 80:
Old : 85: 17 23 33 43 41 77 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.0 56.6 59.0 36.1 34.6 48.6 46.0
Old : 40.9 39.0 56.6 59.0 36.1 34.6 48.6 46.0
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, April 6, 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 : 3,361: 185 612 0 2,961 2,545 3,146 3,157: 215 204
Old : 3,361: 185 612 0 2,961 2,545 3,146 3,157: 215 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -881: 0 -324 0 -1,013 -589 -1,013 -913: 132 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 18.2 0.0 88.1 75.7 93.6 93.9: 6.4 6.1
Old : 100.0: 5.5 18.2 0.0 88.1 75.7 93.6 93.9: 6.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 12 12 13 14:
Old : 20: 1 2 0 12 12 13 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 : 58.4 58.3 85.7 83.2 58.4 54.1 74.7 72.4
Old : 58.4 58.3 85.7 83.2 58.4 54.1 74.7 72.4
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, April 6, 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 : 172,595: 1,457 192 11,319 157,086 160,451 169,862 171,962: 2,733 633
Old : 172,595: 1,457 192 11,319 157,086 160,451 169,862 171,962: 2,733 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,306: -533 145 199 2,213 1,002 1,879 1,345: -573 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.1 6.6 91.0 93.0 98.4 99.6: 1.6 0.4
Old : 100.0: 0.8 0.1 6.6 91.0 93.0 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 7 34 30 43 38:
Old : 46: 7 3 7 34 30 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 55.8 79.5 81.6 3.4 5.2 5.5 7.6
Old : 52.6 55.8 79.5 81.6 3.4 5.2 5.5 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 21,083: 80 1,102 310 19,231 18,732 19,621 20,144: 1,462 939
Old : 21,083: 80 1,102 310 19,231 18,732 19,621 20,144: 1,462 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -615: -40 -54 0 -605 -322 -645 -376: 30 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.2 1.5 91.2 88.8 93.1 95.5: 6.9 4.5
Old : 100.0: 0.4 5.2 1.5 91.2 88.8 93.1 95.5: 6.9 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 : 30: 1 2 2 23 23 25 26:
Old : 30: 1 2 2 23 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 42.6 63.1 68.1 26.5 27.1 40.2 43.0
Old : 42.2 42.6 63.1 68.1 26.5 27.1 40.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 30,254: 0 2,130 240 27,776 26,992 28,016 29,362: 2,238 892
Old : 30,254: 0 2,130 240 27,776 26,992 28,016 29,362: 2,238 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -953: 0 -40 0 -1,136 -952 -1,136 -992: 183 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.8 91.8 89.2 92.6 97.1: 7.4 2.9
Old : 100.0: 0.0 7.0 0.8 91.8 89.2 92.6 97.1: 7.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 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 : 40.1 45.0 60.0 69.4 24.9 29.3 35.0 41.9
Old : 40.1 45.0 60.0 69.4 24.9 29.3 35.0 41.9
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,701: 712 0 180 10,729 11,468 11,621 11,648: 1,080 1,053
Old : 12,701: 712 0 180 10,729 11,468 11,621 11,648: 1,080 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -474: -54 0 -14 -382 -399 -450 -413: -24 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 1.4 84.5 90.3 91.5 91.7: 8.5 8.3
Old : 100.0: 5.6 0.0 1.4 84.5 90.3 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 19 16 21 18:
Old : 23: 2 0 2 19 16 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 : 37.6 44.2 57.8 72.8 37.0 38.6 53.3 55.4
Old : 37.6 44.2 57.8 72.8 37.0 38.6 53.3 55.4
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, April 6, 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 : 48,511: 250 0 1,063 45,786 46,640 47,099 47,703: 1,412 808
Old : 48,511: 250 0 1,063 45,786 46,640 47,099 47,703: 1,412 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -12: -38 0 -172 285 200 76 28: -87 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 2.2 94.4 96.1 97.1 98.3: 2.9 1.7
Old : 100.0: 0.5 0.0 2.2 94.4 96.1 97.1 98.3: 2.9 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 : 62.5 63.8 81.4 85.5 24.4 36.7 33.5 39.5
Old : 62.5 63.8 81.4 85.5 24.4 36.7 33.5 39.5
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, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MW X OFF PEAK HOURS PER MONTH) :
: : :
All : 10,810: 0 0 0 9,554 9,910 9,554 9,910: 1,256 900
Old : 10,810: 0 0 0 9,554 9,910 9,554 9,910: 1,256 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -422: 0 0 0 -572 -616 -572 -616: 150 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.4 91.7 88.4 91.7: 11.6 8.3
Old : 100.0: 0.0 0.0 0.0 88.4 91.7 88.4 91.7: 11.6 8.3
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 : 22: 0 0 0 20 18 20 18:
Old : 22: 0 0 0 20 18 20 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 : 35.2 64.7 60.2 81.0 32.4 56.8 50.7 62.2
Old : 35.2 64.7 60.2 81.0 32.4 56.8 50.7 62.2
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, April 6, 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 : 56,394: 0 0 0 56,394 56,115 56,394 56,115: 0 279
Old : 56,394: 0 0 0 56,394 56,115 56,394 56,115: 0 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,102: 0 0 0 -2,102 -2,079 -2,102 -2,079: 0 -23
: : :
: : 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 : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4
Old : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4
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, April 6, 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 : 851,585: 0 0 0 851,585 851,585 851,585 851,585: 0 0
Old : 851,585: 0 0 0 851,585 851,585 851,585 851,585: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -47,445: 0 0 0 -47,445 -47,445 -47,445 -47,445: 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 : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5
Old : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 29,162: 0 362 0 28,969 27,734 28,969 28,096: 193 1,066
Old : 29,162: 0 362 0 28,969 27,734 28,969 28,096: 193 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,323: 0 -28 0 -1,300 -1,162 -1,300 -1,190: -23 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 99.3 95.1 99.3 96.3: 0.7 3.7
Old : 100.0: 0.0 1.2 0.0 99.3 95.1 99.3 96.3: 0.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 11 9 11 11:
Old : 21: 0 2 0 11 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 67.2 97.2 94.7 83.1 58.5 89.9 85.9
Old : 88.6 67.2 97.2 94.7 83.1 58.5 89.9 85.9
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, April 6, 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 : 474,834: 0 1,584 0 474,834 473,250 474,834 474,834: 0 0
Old : 474,834: 0 1,584 0 474,834 473,250 474,834 474,834: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -20,625: 0 -750 0 -20,625 -19,875 -20,625 -20,625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 92.9 68.3 99.8 98.5 85.8 58.4 90.1 88.6
Old : 92.9 68.3 99.8 98.5 85.8 58.4 90.1 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, April 6, 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 : 47,686: 220 0 0 47,256 47,686 47,476 47,686: 210 0
Old : 47,686: 220 0 0 47,256 47,686 47,476 47,686: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,909: 0 0 0 -1,794 -1,909 -1,794 -1,909: -115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.1 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.5 0.0 0.0 99.1 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0
Old : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0
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, April 6, 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 : 32,902: 0 0 0 32,435 32,709 32,435 32,709: 467 193
Old : 32,902: 0 0 0 32,435 32,709 32,435 32,709: 467 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -169: 0 0 0 15 -146 15 -146: -184 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 99.4 98.6 99.4: 1.4 0.6
Old : 100.0: 0.0 0.0 0.0 98.6 99.4 98.6 99.4: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 10 14 10:
Old : 21: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 68.1 88.0 95.5 62.5 61.9 79.5 86.0
Old : 66.4 68.1 88.0 95.5 62.5 61.9 79.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 87,725: 770 630 0 86,804 87,095 87,574 87,725: 151 0
Old : 87,725: 770 630 0 86,804 87,095 87,574 87,725: 151 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,920: 770 -345 0 -2,920 -2,575 -2,150 -2,920: -770 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.0 99.0 99.3 99.8 100.0: 0.2 0.0
Old : 100.0: 0.9 0.7 0.0 99.0 99.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 16 14 17 15:
Old : 27: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
Old : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
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, April 6, 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 : 1,447,697: 0 7,920 0 1,447,697 1,439,777 1,447,697 1,447,697: 0 0
Old : 1,447,697: 0 7,920 0 1,447,697 1,439,777 1,447,697 1,447,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -45,640: 0 -3,750 0 -45,640 -41,890 -45,640 -45,640: 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 : 25: 0 1 0 15 11 15 12:
Old : 25: 0 1 0 15 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
Old : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 170,853: 882 660 0 169,971 169,983 170,853 170,643: 0 210
Old : 170,853: 882 660 0 169,971 169,983 170,853 170,643: 0 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,859: -483 660 0 -6,376 -5,976 -6,859 -5,316: 0 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 0.0 99.5 99.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.5 0.4 0.0 99.5 99.5 100.0 99.9: 0.0 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 : 38: 1 1 0 24 26 25 27:
Old : 38: 1 1 0 24 26 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 59.2 81.9 78.2 56.1 56.9 80.6 74.7
Old : 56.4 59.2 81.9 78.2 56.1 56.9 80.6 74.7
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, April 6, 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 : 2,822,883: 8,712 0 0 2,814,171 2,822,883 2,822,883 2,822,883: 0 0
Old : 2,822,883: 8,712 0 0 2,814,171 2,822,883 2,822,883 2,822,883: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -83,298: -4,125 0 0 -79,173 -83,298 -83,298 -83,298: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 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 : 32: 1 0 0 22 22 23 22:
Old : 32: 1 0 0 22 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 64.7 88.5 84.2 63.8 64.1 88.2 82.9
Old : 63.8 64.7 88.5 84.2 63.8 64.1 88.2 82.9
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, April 6, 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 : 62,432: 0 2,775 0 62,432 59,572 62,432 62,347: 0 85
Old : 62,432: 0 2,775 0 62,432 59,572 62,432 62,347: 0 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,668: 0 -115 0 -2,668 -2,530 -2,668 -2,645: 0 -23
: : :
: : 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 99.9: 0.0 0.1
Old : 100.0: 0.0 4.4 0.0 100.0 95.4 100.0 99.9: 0.0 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 : 29: 0 1 0 22 19 22 20:
Old : 29: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6
Old : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6
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, April 6, 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 : 1,016,917: 0 72,320 0 1,016,917 944,597 1,016,917 1,016,917: 0 0
Old : 1,016,917: 0 72,320 0 1,016,917 944,597 1,016,917 1,016,917: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -55,875: 0 0 0 -55,875 -55,875 -55,875 -55,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 100.0 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.1 0.0 100.0 92.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 18 20 18 21:
Old : 29: 0 1 0 18 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 52.5 80.7 75.0 54.1 49.8 69.4 68.3
Old : 60.1 52.5 80.7 75.0 54.1 49.8 69.4 68.3
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, April 6, 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 : 54,157: 4,185 518 22 49,950 53,617 54,157 54,157: 0 0
Old : 54,157: 4,185 518 22 49,950 53,617 54,157 54,157: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,641: -345 23 -23 -2,273 -2,641 -2,641 -2,641: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 0.0 92.2 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 1.0 0.0 92.2 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 21 26 23 28:
Old : 33: 1 2 1 21 26 23 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 : 56.3 44.9 77.3 61.3 50.5 30.3 63.3 45.4
Old : 56.3 44.9 77.3 61.3 50.5 30.3 63.3 45.4
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, April 6, 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 : 993,329: 87,915 28,552 0 905,414 964,777 993,329 993,329: 0 0
Old : 993,329: 87,915 28,552 0 905,414 964,777 993,329 993,329: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -38,640: -5,625 0 0 -33,015 -38,640 -38,640 -38,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.9 0.0 91.1 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.9 2.9 0.0 91.1 97.1 100.0 100.0: 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 : 35: 2 2 0 22 23 24 25:
Old : 35: 2 2 0 22 23 24 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 : 47.4 49.4 70.5 65.5 47.0 33.9 57.4 48.0
Old : 47.4 49.4 70.5 65.5 47.0 33.9 57.4 48.0
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, April 6, 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 : 20,235: 0 77 172 19,688 19,971 19,860 20,220: 375 15
Old : 20,235: 0 77 172 19,688 19,971 19,860 20,220: 375 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,202: -171 32 -79 -1,985 -2,130 -2,235 -2,177: 33 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.9 97.3 98.7 98.1 99.9: 1.9 0.1
Old : 100.0: 0.0 0.4 0.9 97.3 98.7 98.1 99.9: 1.9 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 : 42: 0 2 2 34 36 36 38:
Old : 42: 0 2 2 34 36 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 41.4 61.1 61.8 34.8 37.4 48.6 49.8
Old : 42.6 41.4 61.1 61.8 34.8 37.4 48.6 49.8
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, April 6, 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 : 17,833: 0 270 25 16,960 17,338 16,985 17,633: 848 200
Old : 17,833: 0 270 25 16,960 17,338 16,985 17,633: 848 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -919: 0 -25 0 -764 -894 -764 -919: -155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.1 95.1 97.2 95.2 98.9: 4.8 1.1
Old : 100.0: 0.0 1.5 0.1 95.1 97.2 95.2 98.9: 4.8 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 : 23: 0 1 1 14 16 15 18:
Old : 23: 0 1 1 14 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 64.0 85.9 85.9 43.6 56.9 62.5 65.4
Old : 60.5 64.0 85.9 85.9 43.6 56.9 62.5 65.4
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, April 6, 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 : 10,249: 0 57 29 10,052 10,068 10,081 10,154: 168 95
Old : 10,249: 0 57 29 10,052 10,068 10,081 10,154: 168 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -717: 0 -25 -12 -684 -655 -696 -692: -21 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.3 98.1 98.2 98.4 99.1: 1.6 0.9
Old : 100.0: 0.0 0.6 0.3 98.1 98.2 98.4 99.1: 1.6 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 : 24: 0 1 1 17 19 18 20:
Old : 24: 0 1 1 17 19 18 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 : 68.8 45.3 85.9 74.0 63.9 32.7 68.9 54.8
Old : 68.8 45.3 85.9 74.0 63.9 32.7 68.9 54.8
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, April 6, 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 : 8,478: 430 0 0 7,690 8,059 8,120 8,059: 358 419
Old : 8,478: 430 0 0 7,690 8,059 8,120 8,059: 358 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -685: -35 0 0 -506 -770 -541 -770: -144 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 90.7 95.1 95.8 95.1: 4.2 4.9
Old : 100.0: 5.1 0.0 0.0 90.7 95.1 95.8 95.1: 4.2 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 : 32: 1 0 0 26 22 27 22:
Old : 32: 1 0 0 26 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 : 42.4 51.3 63.0 75.1 32.4 43.3 48.4 59.6
Old : 42.4 51.3 63.0 75.1 32.4 43.3 48.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 2,719,825: 324,338 104,618 877,700 1,413,417 1,647,320 2,615,455 2,629,638: 104,370 90,186
Old : 2,719,825: 324,338 104,618 877,700 1,413,417 1,647,320 2,615,455 2,629,638: 104,370 90,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 146,995: 31,275 16,293 70,420 32,852 46,505 134,546 133,217: 12,449 13,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.8 32.3 52.0 60.6 96.2 96.7: 3.8 3.3
Old : 100.0: 11.9 3.8 32.3 52.0 60.6 96.2 96.7: 3.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 151 106 190 93 101 343 313:
Old : 378: 151 106 190 93 101 343 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 17.1 31.8 30.4 7.4 6.0 10.2 9.0
Old : 19.9 17.1 31.8 30.4 7.4 6.0 10.2 9.0
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, April 6, 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 : 91,621: 1,370 35,967 21,478 66,001 31,895 88,850 89,340: 2,771 2,281
Old : 91,621: 1,370 35,967 21,478 66,001 31,895 88,850 89,340: 2,771 2,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,863: -403 966 262 1,783 62 1,642 1,290: 221 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 39.3 23.4 72.0 34.8 97.0 97.5: 3.0 2.5
Old : 100.0: 1.5 39.3 23.4 72.0 34.8 97.0 97.5: 3.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 10 9 18 16 27 27:
Old : 32: 1 10 9 18 16 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 52.1 69.8 70.5 42.2 33.6 48.5 45.5
Old : 52.9 52.1 69.8 70.5 42.2 33.6 48.5 45.5
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, April 6, 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 : 218,199: 37,306 37,597 824 152,737 129,047 190,867 167,468: 27,332 50,731
Old : 218,199: 37,306 37,597 824 152,737 129,047 190,867 167,468: 27,332 50,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,426: -59 2,199 -67 -8,633 -14,109 -8,759 -11,977: 7,333 10,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.2 0.4 70.0 59.1 87.5 76.8: 12.5 23.2
Old : 100.0: 17.1 17.2 0.4 70.0 59.1 87.5 76.8: 12.5 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 5 4 24 23 32 30:
Old : 37: 6 5 4 24 23 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 30.9 52.2 47.7 31.1 25.6 48.8 39.0
Old : 31.9 30.9 52.2 47.7 31.1 25.6 48.8 39.0
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, April 6, 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 : 159,333: 41,429 4,407 26,888 88,047 124,979 156,364 156,274: 2,969 3,060
Old : 159,333: 41,429 4,407 26,888 88,047 124,979 156,364 156,274: 2,969 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 16,599: 9,574 -661 1,295 5,546 15,767 16,415 16,401: 184 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.8 16.9 55.3 78.4 98.1 98.1: 1.9 1.9
Old : 100.0: 26.0 2.8 16.9 55.3 78.4 98.1 98.1: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 14 29 27 28 64 57:
Old : 65: 22 14 29 27 28 64 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 : 35.8 50.0 55.6 71.4 21.0 26.3 27.2 31.3
Old : 35.8 50.0 55.6 71.4 21.0 26.3 27.2 31.3
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, April 6, 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 : 651,101: 51,187 0 90,030 488,623 540,787 629,839 630,817: 21,262 20,284
Old : 651,101: 51,187 0 90,030 488,623 540,787 629,839 630,817: 21,262 20,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 21,831: 11,181 -361 5,898 2,368 13,435 19,447 18,972: 2,384 2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 13.8 75.0 83.1 96.7 96.9: 3.3 3.1
Old : 100.0: 7.9 0.0 13.8 75.0 83.1 96.7 96.9: 3.3 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 : 49: 10 0 10 38 39 48 49:
Old : 49: 10 0 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 : 33.4 23.8 53.0 43.7 10.5 9.1 15.1 14.4
Old : 33.4 23.8 53.0 43.7 10.5 9.1 15.1 14.4
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, April 6, 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 : 50,686: 195 979 405 49,903 49,169 50,503 50,553: 183 133
Old : 50,686: 195 979 405 49,903 49,169 50,503 50,553: 183 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -13,458: -340 57 -335 -12,713 -13,090 -13,388 -13,368: -70 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.9 0.8 98.5 97.0 99.6 99.7: 0.4 0.3
Old : 100.0: 0.4 1.9 0.8 98.5 97.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 4 3 43 43 47 49:
Old : 58: 3 4 3 43 43 47 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 : 47.0 32.3 63.8 51.9 31.9 22.1 40.1 31.3
Old : 47.0 32.3 63.8 51.9 31.9 22.1 40.1 31.3
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, April 6, 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 : 128,896: 14,609 38,766 7,774 100,054 76,430 122,437 122,970: 6,459 5,926
Old : 128,896: 14,609 38,766 7,774 100,054 76,430 122,437 122,970: 6,459 5,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,759: -238 3,089 -25 1,869 -1,420 1,606 1,644: 153 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 30.1 6.0 77.6 59.3 95.0 95.4: 5.0 4.6
Old : 100.0: 11.3 30.1 6.0 77.6 59.3 95.0 95.4: 5.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 13 13 24 23 41 39:
Old : 44: 7 13 13 24 23 41 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 : 44.7 33.7 61.6 51.8 30.6 25.6 38.8 35.5
Old : 44.7 33.7 61.6 51.8 30.6 25.6 38.8 35.5
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, April 6, 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 : 37,736: 1,434 4,474 6,429 27,002 25,727 34,865 36,630: 2,871 1,106
Old : 37,736: 1,434 4,474 6,429 27,002 25,727 34,865 36,630: 2,871 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 555: 419 200 300 -8 255 711 755: -156 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.9 17.0 71.6 68.2 92.4 97.1: 7.6 2.9
Old : 100.0: 3.8 11.9 17.0 71.6 68.2 92.4 97.1: 7.6 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 : 28: 3 7 6 15 15 23 24:
Old : 28: 3 7 6 15 15 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 38.2 59.7 60.8 13.3 14.7 20.3 21.8
Old : 35.8 38.2 59.7 60.8 13.3 14.7 20.3 21.8
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, April 6, 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 : 26,975: 1,759 450 150 24,775 26,375 26,684 26,975: 291 0
Old : 26,975: 1,759 450 150 24,775 26,375 26,684 26,975: 291 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,630: -187 -110 -83 -4,330 -4,420 -4,600 -4,613: -30 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.7 0.6 91.8 97.8 98.9 100.0: 1.1 0.0
Old : 100.0: 6.5 1.7 0.6 91.8 97.8 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 1 28 31 31 33:
Old : 41: 2 1 1 28 31 31 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 : 55.3 40.1 71.0 58.5 47.6 36.9 62.2 49.9
Old : 55.3 40.1 71.0 58.5 47.6 36.9 62.2 49.9
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, April 6, 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 : 24,075: 16,450 3,168 285 3,807 19,918 20,542 23,371: 3,533 704
Old : 24,075: 16,450 3,168 285 3,807 19,918 20,542 23,371: 3,533 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,151: 851 72 42 -13 877 880 991: 271 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 13.2 1.2 15.8 82.7 85.3 97.1: 14.7 2.9
Old : 100.0: 68.3 13.2 1.2 15.8 82.7 85.3 97.1: 14.7 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 : 155: 86 23 5 21 31 111 56:
Old : 155: 86 23 5 21 31 111 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 : 24.5 36.8 36.4 56.1 24.5 36.2 36.0 55.3
Old : 24.5 36.8 36.4 56.1 24.5 36.2 36.0 55.3
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, April 6, 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 : 38,393: 25,872 2,251 536 6,127 33,778 32,535 36,565: 5,858 1,828
Old : 38,393: 25,872 2,251 536 6,127 33,778 32,535 36,565: 5,858 1,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 280: 542 -232 -76 -527 363 -61 55: 342 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 5.9 1.4 16.0 88.0 84.7 95.2: 15.3 4.8
Old : 100.0: 67.4 5.9 1.4 16.0 88.0 84.7 95.2: 15.3 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 : 163: 100 17 4 21 34 122 54:
Old : 163: 100 17 4 21 34 122 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 28.7 29.8 48.3 18.2 28.7 29.8 47.5
Old : 18.2 28.7 29.8 48.3 18.2 28.7 29.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 365,256: 90,852 11,122 50,650 195,670 288,090 337,172 349,862: 28,084 15,393
Old : 365,256: 90,852 11,122 50,650 195,670 288,090 337,172 349,862: 28,084 15,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 14,129: 5,796 166 4,120 1,595 9,431 11,512 13,717: 2,618 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.0 13.9 53.6 78.9 92.3 95.8: 7.7 4.2
Old : 100.0: 24.9 3.0 13.9 53.6 78.9 92.3 95.8: 7.7 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 : 217: 71 31 52 87 99 184 161:
Old : 217: 71 31 52 87 99 184 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 22.6 29.4 35.7 12.7 13.0 21.2 20.9
Old : 16.9 22.6 29.4 35.7 12.7 13.0 21.2 20.9
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, April 6, 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 : 26,465: 3,359 733 1,028 15,477 20,013 19,864 21,774: 6,601 4,691
Old : 26,465: 3,359 733 1,028 15,477 20,013 19,864 21,774: 6,601 4,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,859: 151 -350 0 -1,712 -1,230 -1,561 -1,580: -298 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 2.8 3.9 58.5 75.6 75.1 82.3: 24.9 17.7
Old : 100.0: 12.7 2.8 3.9 58.5 75.6 75.1 82.3: 24.9 17.7
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 2 3 12 18 16 21:
Old : 25: 2 2 3 12 18 16 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 : 48.8 40.1 67.2 57.5 41.4 35.5 52.5 51.0
Old : 48.8 40.1 67.2 57.5 41.4 35.5 52.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 7,051: 658 100 325 6,068 6,509 7,051 6,934: 0 117
Old : 7,051: 658 100 325 6,068 6,509 7,051 6,934: 0 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,510: -510 0 -300 -1,639 -2,147 -2,449 -2,447: -61 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 1.4 4.6 86.1 92.3 100.0 98.3: 0.0 1.7
Old : 100.0: 9.3 1.4 4.6 86.1 92.3 100.0 98.3: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 1 3 26 32 31 36:
Old : 43: 4 1 3 26 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 : 46.2 32.4 64.6 54.4 33.6 27.4 42.8 39.9
Old : 46.2 32.4 64.6 54.4 33.6 27.4 42.8 39.9
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, April 6, 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 : 73,804: 3,690 1,682 1,696 67,032 70,081 72,418 73,459: 1,386 345
Old : 73,804: 3,690 1,682 1,696 67,032 70,081 72,418 73,459: 1,386 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,475: -190 -261 51 -1,264 -1,415 -1,403 -1,625: -72 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.3 2.3 90.8 95.0 98.1 99.5: 1.9 0.5
Old : 100.0: 5.0 2.3 2.3 90.8 95.0 98.1 99.5: 1.9 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 : 48: 4 1 2 33 33 38 35:
Old : 48: 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 : 53.0 47.2 69.6 67.8 23.8 21.8 30.8 32.3
Old : 53.0 47.2 69.6 67.8 23.8 21.8 30.8 32.3
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, April 6, 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 : 20,579: 1,855 0 0 18,685 20,129 20,540 20,129: 39 450
Old : 20,579: 1,855 0 0 18,685 20,129 20,540 20,129: 39 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,907: -145 0 0 -2,701 -2,857 -2,846 -2,857: -61 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 90.8 97.8 99.8 97.8: 0.2 2.2
Old : 100.0: 9.0 0.0 0.0 90.8 97.8 99.8 97.8: 0.2 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 : 26: 2 0 0 21 13 23 13:
Old : 26: 2 0 0 21 13 23 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 : 55.7 85.4 79.2 94.9 46.5 76.5 67.8 78.4
Old : 55.7 85.4 79.2 94.9 46.5 76.5 67.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,767: 450 650 0 13,317 13,117 13,767 13,767: 0 0
Old : 13,767: 450 650 0 13,317 13,117 13,767 13,767: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,662: -678 100 -100 -784 -1,562 -1,562 -1,562: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.7 0.0 96.7 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 4.7 0.0 96.7 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 1 0 26 26 27 27:
Old : 40: 1 1 0 26 26 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 49.1 73.7 69.3 45.1 38.0 57.3 54.6
Old : 57.1 49.1 73.7 69.3 45.1 38.0 57.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 17,893: 435 800 0 16,643 17,070 17,078 17,870: 815 23
Old : 17,893: 435 800 0 16,643 17,070 17,078 17,870: 815 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,587: 0 300 0 -1,652 -1,907 -1,652 -1,607: 65 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.5 0.0 93.0 95.4 95.4 99.9: 4.6 0.1
Old : 100.0: 2.4 4.5 0.0 93.0 95.4 95.4 99.9: 4.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 0 23 19 25 22:
Old : 33: 2 3 0 23 19 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 60.6 61.9 78.2 34.2 49.3 48.4 61.2
Old : 39.2 60.6 61.9 78.2 34.2 49.3 48.4 61.2
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, April 6, 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 : 19,822: 617 660 537 18,634 18,591 19,788 19,788: 34 34
Old : 19,822: 617 660 537 18,634 18,591 19,788 19,788: 34 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -599: 137 -737 326 -827 -101 -364 -512: -235 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.3 2.7 94.0 93.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.1 3.3 2.7 94.0 93.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 1 2 32 37 35 40:
Old : 48: 2 1 2 32 37 35 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 : 31.3 39.1 53.0 55.6 28.6 30.0 46.9 43.4
Old : 31.3 39.1 53.0 55.6 28.6 30.0 46.9 43.4
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, April 6, 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 : 9,448: 900 0 36 8,362 9,160 9,298 9,196: 150 252
Old : 9,448: 900 0 36 8,362 9,160 9,298 9,196: 150 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,183: 630 -351 -449 -2,426 -1,563 -2,245 -2,363: 62 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.4 88.5 97.0 98.4 97.3: 1.6 2.7
Old : 100.0: 9.5 0.0 0.4 88.5 97.0 98.4 97.3: 1.6 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 : 31: 2 0 1 23 20 25 21:
Old : 31: 2 0 1 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 53.2 68.6 76.7 46.9 47.4 61.1 61.3
Old : 49.7 53.2 68.6 76.7 46.9 47.4 61.1 61.3
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, April 6, 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 : 41,653: 2,867 1,437 1,362 34,322 37,726 38,551 40,525: 3,102 1,128
Old : 41,653: 2,867 1,437 1,362 34,322 37,726 38,551 40,525: 3,102 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,005: -765 -1,048 72 -3,192 -3,024 -3,885 -4,000: -120 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.4 3.3 82.4 90.6 92.6 97.3: 7.4 2.7
Old : 100.0: 6.9 3.4 3.3 82.4 90.6 92.6 97.3: 7.4 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: 4 4 4 31 34 37 40:
Old : 48: 4 4 4 31 34 37 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 : 29.0 34.5 49.5 56.2 25.9 29.3 38.9 44.6
Old : 29.0 34.5 49.5 56.2 25.9 29.3 38.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010