GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 33,839: 1,190 4,957 243 32,317 28,629 33,750 33,829: 89 10
Old : 33,839: 1,190 4,957 243 32,317 28,629 33,750 33,829: 89 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,212: -83 53 0 -4,172 -4,255 -4,255 -4,202: 43 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 14.6 0.7 95.5 84.6 99.7 100.0: 0.3 0.0
Old : 100.0: 3.5 14.6 0.7 95.5 84.6 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 1 4 2 38 46 41 51:
Old : 59: 1 4 2 38 46 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 40.1 59.4 56.7 34.4 34.9 46.7 45.1
Old : 41.1 40.1 59.4 56.7 34.4 34.9 46.7 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 24,544: 300 0 0 24,143 24,307 24,443 24,307: 101 237
Old : 24,544: 300 0 0 24,143 24,307 24,443 24,307: 101 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,022: 300 0 0 -3,308 -3,022 -3,008 -3,022: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.4 99.0 99.6 99.0: 0.4 1.0
Old : 100.0: 1.2 0.0 0.0 98.4 99.0 99.6 99.0: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 28 31 29 31:
Old : 38: 1 0 0 28 31 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 59.7 79.4 78.8 41.3 42.2 52.9 51.8
Old : 59.6 59.7 79.4 78.8 41.3 42.2 52.9 51.8
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, September 7, 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 : 5,863: 132 216 79 3,960 4,526 4,171 4,821: 1,692 1,042
Old : 5,863: 132 216 79 3,960 4,526 4,171 4,821: 1,692 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -492: -5 0 0 -406 -348 -411 -348: -81 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.7 1.3 67.5 77.2 71.1 82.2: 28.9 17.8
Old : 100.0: 2.3 3.7 1.3 67.5 77.2 71.1 82.2: 28.9 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 : 25: 1 1 1 21 20 22 22:
Old : 25: 1 1 1 21 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 46.9 50.4 67.1 26.4 35.4 35.2 47.6
Old : 35.2 46.9 50.4 67.1 26.4 35.4 35.2 47.6
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 8,983: 904 144 152 6,562 7,494 7,618 7,790: 1,365 1,193
Old : 8,983: 904 144 152 6,562 7,494 7,618 7,790: 1,365 1,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -806: -59 -218 -41 -717 -512 -817 -771: 11 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.6 1.7 73.0 83.4 84.8 86.7: 15.2 13.3
Old : 100.0: 10.1 1.6 1.7 73.0 83.4 84.8 86.7: 15.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 1 4 37 41 41 46:
Old : 48: 4 1 4 37 41 41 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 : 26.9 23.2 41.1 38.3 19.9 16.2 26.5 25.1
Old : 26.9 23.2 41.1 38.3 19.9 16.2 26.5 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 7,609: 297 498 484 6,224 6,141 7,005 7,123: 604 486
Old : 7,609: 297 498 484 6,224 6,141 7,005 7,123: 604 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,518: 4 219 -326 -1,145 -1,398 -1,467 -1,505: -51 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.5 6.4 81.8 80.7 92.1 93.6: 7.9 6.4
Old : 100.0: 3.9 6.5 6.4 81.8 80.7 92.1 93.6: 7.9 6.4
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 : 62: 4 5 6 44 52 51 60:
Old : 62: 4 5 6 44 52 51 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 23.6 45.6 38.1 24.8 17.7 33.6 28.2
Old : 32.7 23.6 45.6 38.1 24.8 17.7 33.6 28.2
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,464: 145 0 20 1,690 2,019 1,855 2,039: 609 425
Old : 2,464: 145 0 20 1,690 2,019 1,855 2,039: 609 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -460: -85 0 15 -333 -365 -403 -350: -57 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.8 68.6 81.9 75.3 82.8: 24.7 17.2
Old : 100.0: 5.9 0.0 0.8 68.6 81.9 75.3 82.8: 24.7 17.2
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 : 23: 2 0 1 16 18 18 19:
Old : 23: 2 0 1 16 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 41.3 58.1 58.9 28.3 28.2 38.6 40.8
Old : 38.3 41.3 58.1 58.9 28.3 28.2 38.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 1,822: 30 25 0 1,316 1,308 1,346 1,333: 476 489
Old : 1,822: 30 25 0 1,316 1,308 1,346 1,333: 476 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -450: -10 0 0 -445 -521 -455 -521: 5 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.4 0.0 72.2 71.8 73.9 73.2: 26.1 26.8
Old : 100.0: 1.6 1.4 0.0 72.2 71.8 73.9 73.2: 26.1 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 17 16 18:
Old : 22: 1 1 0 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 33.5 58.7 54.7 28.7 26.0 38.9 38.7
Old : 38.4 33.5 58.7 54.7 28.7 26.0 38.9 38.7
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, September 7, 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 : 1,727: 30 40 0 1,183 1,189 1,213 1,229: 514 498
Old : 1,727: 30 40 0 1,183 1,189 1,213 1,229: 514 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -208: -30 20 -25 -54 -11 -109 -16: -99 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.3 0.0 68.5 68.8 70.2 71.2: 29.8 28.8
Old : 100.0: 1.7 2.3 0.0 68.5 68.8 70.2 71.2: 29.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 18 18 19 19:
Old : 23: 1 1 0 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 32.4 51.1 51.9 30.5 25.0 37.8 37.7
Old : 37.8 32.4 51.1 51.9 30.5 25.0 37.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 16,755: 0 0 0 16,665 16,660 16,665 16,660: 90 95
Old : 16,755: 0 0 0 16,665 16,660 16,665 16,660: 90 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,278: 0 0 0 -4,253 -4,258 -4,253 -4,258: -25 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.4 99.5 99.4: 0.5 0.6
Old : 100.0: 0.0 0.0 0.0 99.5 99.4 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 : 28: 0 0 0 19 22 19 22:
Old : 28: 0 0 0 19 22 19 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 : 74.4 51.3 88.3 75.9 62.7 44.1 70.4 64.0
Old : 74.4 51.3 88.3 75.9 62.7 44.1 70.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 420,660: 37,328 27,333 81,295 263,480 277,412 382,103 386,040: 38,557 34,620
Old : 420,660: 37,328 27,333 81,295 263,480 277,412 382,103 386,040: 38,557 34,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,401: 3,289 -6,770 1,014 -2,252 11,247 2,050 5,490: 3,351 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.5 19.3 62.6 65.9 90.8 91.8: 9.2 8.2
Old : 100.0: 8.9 6.5 19.3 62.6 65.9 90.8 91.8: 9.2 8.2
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 : 163: 34 36 45 70 87 126 150:
Old : 163: 34 36 45 70 87 126 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 23.2 36.7 33.4 12.3 8.7 19.2 14.4
Old : 21.8 23.2 36.7 33.4 12.3 8.7 19.2 14.4
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, September 7, 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 : 107,771: 1,039 6,208 22,978 78,608 74,840 102,626 104,026: 5,145 3,745
Old : 107,771: 1,039 6,208 22,978 78,608 74,840 102,626 104,026: 5,145 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,044: 93 -150 873 1,052 1,391 2,018 2,114: 26 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.8 21.3 72.9 69.4 95.2 96.5: 4.8 3.5
Old : 100.0: 1.0 5.8 21.3 72.9 69.4 95.2 96.5: 4.8 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 6 8 12 12 20 21:
Old : 21: 3 6 8 12 12 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 : 58.1 65.4 75.3 83.5 11.5 13.1 14.1 16.2
Old : 58.1 65.4 75.3 83.5 11.5 13.1 14.1 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 16,153: 0 948 1,300 14,753 13,805 16,053 16,053: 100 100
Old : 16,153: 0 948 1,300 14,753 13,805 16,053 16,053: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,470: -181 -897 431 -5,820 -5,104 -5,570 -5,570: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 8.0 91.3 85.5 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 5.9 8.0 91.3 85.5 99.4 99.4: 0.6 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 : 65: 0 4 6 45 52 51 61:
Old : 65: 0 4 6 45 52 51 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 26.2 54.1 41.5 33.0 22.5 43.4 34.8
Old : 39.6 26.2 54.1 41.5 33.0 22.5 43.4 34.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,307: 970 0 300 8,659 9,581 9,929 9,881: 378 426
Old : 10,307: 970 0 300 8,659 9,581 9,929 9,881: 378 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,742: 100 0 -233 -1,552 -1,439 -1,685 -1,672: -57 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 2.9 84.0 93.0 96.3 95.9: 3.7 4.1
Old : 100.0: 9.4 0.0 2.9 84.0 93.0 96.3 95.9: 3.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 0 2 27 24 31 26:
Old : 39: 4 0 2 27 24 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 52.0 58.9 72.9 28.4 30.5 40.5 48.4
Old : 36.5 52.0 58.9 72.9 28.4 30.5 40.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 4,271: 237 163 301 2,912 2,325 3,450 2,789: 821 1,482
Old : 4,271: 237 163 301 2,912 2,325 3,450 2,789: 821 1,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -375: -60 49 -56 -187 -490 -303 -497: -72 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.8 7.0 68.2 54.4 80.8 65.3: 19.2 34.7
Old : 100.0: 5.5 3.8 7.0 68.2 54.4 80.8 65.3: 19.2 34.7
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: 3 2 3 19 18 23 22:
Old : 25: 3 2 3 19 18 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 : 38.6 34.7 56.1 48.5 32.2 27.1 44.1 34.7
Old : 38.6 34.7 56.1 48.5 32.2 27.1 44.1 34.7
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, September 7, 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 : 932,272: 166,675 280,562 296,046 388,417 309,529 851,138 886,137: 81,134 46,135
Old : 932,272: 166,675 280,562 296,046 388,417 309,529 851,138 886,137: 81,134 46,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 12,201: -2,670 6,519 -7,485 20,520 9,831 10,365 8,865: 1,835 3,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 30.1 31.8 41.7 33.2 91.3 95.1: 8.7 4.9
Old : 100.0: 17.9 30.1 31.8 41.7 33.2 91.3 95.1: 8.7 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 : 305: 89 108 140 91 80 264 257:
Old : 305: 89 108 140 91 80 264 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 26.5 31.8 40.5 15.9 17.1 22.7 26.2
Old : 19.3 26.5 31.8 40.5 15.9 17.1 22.7 26.2
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, September 7, 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 : 53,517: 725 0 1,288 40,974 43,752 42,987 45,040: 10,530 8,477
Old : 53,517: 725 0 1,288 40,974 43,752 42,987 45,040: 10,530 8,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,225: -418 0 0 -3,952 -4,857 -4,370 -4,857: 1,145 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 2.4 76.6 81.8 80.3 84.2: 19.7 15.8
Old : 100.0: 1.4 0.0 2.4 76.6 81.8 80.3 84.2: 19.7 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 17 16 19 18:
Old : 21: 2 0 2 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 48.1 64.4 69.6 38.8 44.3 49.5 53.6
Old : 48.2 48.1 64.4 69.6 38.8 44.3 49.5 53.6
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, September 7, 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 : 31,920: 835 170 2,584 25,875 21,254 29,294 24,008: 2,626 7,912
Old : 31,920: 835 170 2,584 25,875 21,254 29,294 24,008: 2,626 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,838: 591 128 -813 -4,160 -3,465 -4,382 -4,150: 544 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.5 8.1 81.1 66.6 91.8 75.2: 8.2 24.8
Old : 100.0: 2.6 0.5 8.1 81.1 66.6 91.8 75.2: 8.2 24.8
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: 1 1 2 13 15 15 17:
Old : 20: 1 1 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
Old : 50.1 37.9 73.4 62.2 30.3 27.9 41.1 31.2
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, September 7, 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 : 63,790: 0 0 0 56,890 53,303 56,890 53,303: 6,900 10,487
Old : 63,790: 0 0 0 56,890 53,303 56,890 53,303: 6,900 10,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 3,622: 0 0 0 4,506 5,311 4,506 5,311: -884 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 83.6 89.2 83.6: 10.8 16.4
Old : 100.0: 0.0 0.0 0.0 89.2 83.6 89.2 83.6: 10.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 19 23 19 23:
Old : 27: 0 0 0 19 23 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 57.2 63.8 71.6 39.7 53.5 58.4 63.8
Old : 41.7 57.2 63.8 71.6 39.7 53.5 58.4 63.8
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, September 7, 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 : 63,554: 0 0 0 53,874 60,689 53,874 60,689: 9,680 2,865
Old : 63,554: 0 0 0 53,874 60,689 53,874 60,689: 9,680 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,523: 0 0 0 -2,892 -2,077 -2,892 -2,077: 369 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.8 95.5 84.8 95.5: 15.2 4.5
Old : 100.0: 0.0 0.0 0.0 84.8 95.5 84.8 95.5: 15.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 18 17 18:
Old : 22: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
Old : 48.5 54.0 68.8 77.4 44.6 47.9 59.2 68.2
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, September 7, 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 : 71,476: 3,293 0 7,327 53,599 57,972 64,219 65,299: 7,257 6,177
Old : 71,476: 3,293 0 7,327 53,599 57,972 64,219 65,299: 7,257 6,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -6,537: -92 0 -230 -6,007 -6,161 -6,329 -6,391: -208 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 10.3 75.0 81.1 89.8 91.4: 10.2 8.6
Old : 100.0: 4.6 0.0 10.3 75.0 81.1 89.8 91.4: 10.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 0 4 21 26 25 30:
Old : 32: 4 0 4 21 26 25 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 : 45.3 42.8 62.2 60.4 43.1 40.0 53.0 53.8
Old : 45.3 42.8 62.2 60.4 43.1 40.0 53.0 53.8
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, September 7, 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 : 63,151: 248 6,039 1,634 55,651 39,942 57,533 47,615: 5,618 15,536
Old : 63,151: 248 6,039 1,634 55,651 39,942 57,533 47,615: 5,618 15,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,771: -240 -233 -124 -4,508 -3,630 -4,872 -3,987: 101 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 9.6 2.6 88.1 63.2 91.1 75.4: 8.9 24.6
Old : 100.0: 0.4 9.6 2.6 88.1 63.2 91.1 75.4: 8.9 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 12 18 15 20:
Old : 24: 1 2 2 12 18 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 41.2 83.4 58.5 62.1 40.2 70.6 49.9
Old : 65.6 41.2 83.4 58.5 62.1 40.2 70.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 38,696: 4,075 2,137 1,594 27,663 27,106 33,332 30,837: 5,364 7,859
Old : 38,696: 4,075 2,137 1,594 27,663 27,106 33,332 30,837: 5,364 7,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,500: -2,248 150 -554 -3,598 -4,706 -6,400 -5,110: 900 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.5 4.1 71.5 70.0 86.1 79.7: 13.9 20.3
Old : 100.0: 10.5 5.5 4.1 71.5 70.0 86.1 79.7: 13.9 20.3
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 : 20: 3 1 3 11 12 15 15:
Old : 20: 3 1 3 11 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 49.7 75.1 69.6 57.3 41.0 66.6 58.2
Old : 60.3 49.7 75.1 69.6 57.3 41.0 66.6 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 71,048: 3,941 1,320 4,258 52,539 61,748 60,738 67,326: 10,310 3,722
Old : 71,048: 3,941 1,320 4,258 52,539 61,748 60,738 67,326: 10,310 3,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,155: -20 -40 -565 -2,559 -2,702 -3,144 -3,307: -1,011 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.9 6.0 73.9 86.9 85.5 94.8: 14.5 5.2
Old : 100.0: 5.5 1.9 6.0 73.9 86.9 85.5 94.8: 14.5 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 : 31: 3 1 3 22 23 26 26:
Old : 31: 3 1 3 22 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 58.3 58.9 76.7 36.9 55.4 54.9 72.3
Old : 38.3 58.3 58.9 76.7 36.9 55.4 54.9 72.3
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, September 7, 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 : 1,747,806: 86,513 97,634 568,129 1,083,028 1,071,350 1,737,671 1,737,113: 10,135 10,692
Old : 1,747,806: 86,513 97,634 568,129 1,083,028 1,071,350 1,737,671 1,737,113: 10,135 10,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 33,335: 6,506 6,331 15,874 6,636 7,011 29,016 29,216: 4,319 4,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.6 32.5 62.0 61.3 99.4 99.4: 0.6 0.6
Old : 100.0: 4.9 5.6 32.5 62.0 61.3 99.4 99.4: 0.6 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 : 143: 51 27 64 61 61 136 128:
Old : 143: 51 27 64 61 61 136 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 33.5 54.8 51.9 6.2 5.8 8.2 7.7
Old : 32.7 33.5 54.8 51.9 6.2 5.8 8.2 7.7
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, September 7, 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 : 51,054: 10,361 10,345 17,824 22,586 22,455 50,771 50,624: 283 430
Old : 51,054: 10,361 10,345 17,824 22,586 22,455 50,771 50,624: 283 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -388: -994 -1,000 939 -418 -530 -474 -591: 86 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.3 34.9 44.2 44.0 99.4 99.2: 0.6 0.8
Old : 100.0: 20.3 20.3 34.9 44.2 44.0 99.4 99.2: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 13 13 24 23 37 42:
Old : 45: 6 13 13 24 23 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 51.9 87.4 77.2 38.9 25.0 41.3 36.6
Old : 58.9 51.9 87.4 77.2 38.9 25.0 41.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 57,911: 840 0 0 56,543 56,385 57,383 56,385: 528 1,526
Old : 57,911: 840 0 0 56,543 56,385 57,383 56,385: 528 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,171: 0 0 0 -7,099 -6,571 -7,099 -6,571: -72 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 97.6 97.4 99.1 97.4: 0.9 2.6
Old : 100.0: 1.5 0.0 0.0 97.6 97.4 99.1 97.4: 0.9 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 : 25: 1 0 0 17 18 18 18:
Old : 25: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 62.6 89.3 84.9 69.8 59.8 76.9 73.7
Old : 73.3 62.6 89.3 84.9 69.8 59.8 76.9 73.7
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, September 7, 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 : 144,630: 3,381 7,220 4,741 132,182 127,940 140,304 139,901: 4,326 4,729
Old : 144,630: 3,381 7,220 4,741 132,182 127,940 140,304 139,901: 4,326 4,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,645: -1,393 45 15 -7,964 -9,311 -9,342 -9,251: -303 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.0 3.3 91.4 88.5 97.0 96.7: 3.0 3.3
Old : 100.0: 2.3 5.0 3.3 91.4 88.5 97.0 96.7: 3.0 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 : 44: 3 2 4 34 36 39 40:
Old : 44: 3 2 4 34 36 39 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 : 37.1 41.2 57.0 61.4 35.0 38.6 45.3 51.8
Old : 37.1 41.2 57.0 61.4 35.0 38.6 45.3 51.8
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, September 7, 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 : 110,759: 608 4,000 693 101,192 100,852 102,493 105,544: 8,267 5,215
Old : 110,759: 608 4,000 693 101,192 100,852 102,493 105,544: 8,267 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,730: -363 -61 -223 -4,505 -5,122 -5,090 -5,406: -640 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.6 0.6 91.4 91.1 92.5 95.3: 7.5 4.7
Old : 100.0: 0.5 3.6 0.6 91.4 91.1 92.5 95.3: 7.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 2 25 23 28 25:
Old : 33: 2 1 2 25 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 51.9 70.8 73.0 47.9 50.6 58.9 69.9
Old : 55.3 51.9 70.8 73.0 47.9 50.6 58.9 69.9
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, September 7, 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 : 186,007: 9,439 1,860 7,219 155,101 170,468 171,759 179,547: 14,248 6,460
Old : 186,007: 9,439 1,860 7,219 155,101 170,468 171,759 179,547: 14,248 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -10,745: -1,162 -30 308 -9,326 -10,476 -10,180 -10,198: -565 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.0 3.9 83.4 91.6 92.3 96.5: 7.7 3.5
Old : 100.0: 5.1 1.0 3.9 83.4 91.6 92.3 96.5: 7.7 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 : 46: 3 1 2 35 36 38 39:
Old : 46: 3 1 2 35 36 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 29.5 51.3 51.9 24.5 23.6 36.3 41.1
Old : 31.7 29.5 51.3 51.9 24.5 23.6 36.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 2,690,629: 542,688 162,752 809,767 1,316,676 1,700,084 2,669,131 2,672,603: 21,498 18,026
Old : 2,690,629: 542,688 162,752 809,767 1,316,676 1,700,084 2,669,131 2,672,603: 21,498 18,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 25,203: 4,947 -3,825 12,884 6,654 14,378 24,485 23,437: 718 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.0 30.1 48.9 63.2 99.2 99.3: 0.8 0.7
Old : 100.0: 20.2 6.0 30.1 48.9 63.2 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 33 32 60 112 99 177 165:
Old : 185: 33 32 60 112 99 177 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 25.6 38.0 40.1 17.5 20.3 23.2 27.5
Old : 27.1 25.6 38.0 40.1 17.5 20.3 23.2 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,014,143: 88,046 166,328 174,220 749,004 669,703 1,011,270 1,010,251: 2,873 3,892
Old : 1,014,143: 88,046 166,328 174,220 749,004 669,703 1,011,270 1,010,251: 2,873 3,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,401: -6,639 3,462 8,718 3,106 -6,925 5,185 5,255: 216 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.4 17.2 73.9 66.0 99.7 99.6: 0.3 0.4
Old : 100.0: 8.7 16.4 17.2 73.9 66.0 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 27 26 40 45 41 90 89:
Old : 98: 27 26 40 45 41 90 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 35.9 48.6 53.6 21.8 27.7 31.8 38.2
Old : 34.5 35.9 48.6 53.6 21.8 27.7 31.8 38.2
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, September 7, 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 : 5,425: 0 1,190 0 5,309 4,089 5,309 5,279: 116 146
Old : 5,425: 0 1,190 0 5,309 4,089 5,309 5,279: 116 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,006: 0 -155 0 -1,036 -835 -1,036 -990: 30 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.9 0.0 97.9 75.4 97.9 97.3: 2.1 2.7
Old : 100.0: 0.0 21.9 0.0 97.9 75.4 97.9 97.3: 2.1 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 : 34: 0 1 0 21 25 21 26:
Old : 34: 0 1 0 21 25 21 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 : 48.1 50.4 68.1 71.5 41.5 47.6 59.1 60.4
Old : 48.1 50.4 68.1 71.5 41.5 47.6 59.1 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 2,808: 0 0 0 2,783 2,725 2,783 2,725: 25 83
Old : 2,808: 0 0 0 2,783 2,725 2,783 2,725: 25 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,019: 0 -51 0 -1,014 -936 -1,014 -987: -5 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 97.0 99.1 97.0: 0.9 3.0
Old : 100.0: 0.0 0.0 0.0 99.1 97.0 99.1 97.0: 0.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 19 16 19:
Old : 23: 0 0 0 16 19 16 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 : 63.0 64.6 83.3 76.7 48.8 49.7 57.9 56.9
Old : 63.0 64.6 83.3 76.7 48.8 49.7 57.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,212: 48 0 55 1,647 1,809 1,750 1,864: 462 348
Old : 2,212: 48 0 55 1,647 1,809 1,750 1,864: 462 348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -400: -84 0 -4 -235 -285 -323 -289: -77 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 2.5 74.5 81.8 79.1 84.3: 20.9 15.7
Old : 100.0: 2.2 0.0 2.5 74.5 81.8 79.1 84.3: 20.9 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 26 28 27 29:
Old : 30: 1 0 1 26 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 22.6 46.5 40.4 26.8 16.1 30.9 26.9
Old : 32.3 22.6 46.5 40.4 26.8 16.1 30.9 26.9
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, September 7, 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 : 196,253: 2,679 269 16,204 174,099 178,746 192,981 195,219: 3,272 1,034
Old : 196,253: 2,679 269 16,204 174,099 178,746 192,981 195,219: 3,272 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 4,668: 793 -28 666 3,202 3,786 4,660 4,423: 8 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 8.3 88.7 91.1 98.3 99.5: 1.7 0.5
Old : 100.0: 1.4 0.1 8.3 88.7 91.1 98.3 99.5: 1.7 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 : 41: 5 1 6 34 26 40 32:
Old : 41: 5 1 6 34 26 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 53.2 78.2 85.4 6.9 9.5 9.1 12.5
Old : 49.2 53.2 78.2 85.4 6.9 9.5 9.1 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,256: 344 42 0 6,783 7,447 7,127 7,489: 1,129 767
Old : 8,256: 344 42 0 6,783 7,447 7,127 7,489: 1,129 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -573: -88 0 0 -804 -784 -892 -784: 319 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.5 0.0 82.2 90.2 86.3 90.7: 13.7 9.3
Old : 100.0: 4.2 0.5 0.0 82.2 90.2 86.3 90.7: 13.7 9.3
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 : 20: 1 1 0 13 13 14 14:
Old : 20: 1 1 0 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 61.5 74.4 85.2 46.1 52.3 58.7 66.0
Old : 51.2 61.5 74.4 85.2 46.1 52.3 58.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 17,097: 0 648 100 15,275 15,360 15,375 16,108: 1,722 989
Old : 17,097: 0 648 100 15,275 15,360 15,375 16,108: 1,722 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -694: 0 -56 -40 -1,115 -516 -1,155 -612: 461 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.6 89.3 89.8 89.9 94.2: 10.1 5.8
Old : 100.0: 0.0 3.8 0.6 89.3 89.8 89.9 94.2: 10.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 1 18 19 19 22:
Old : 26: 0 3 1 18 19 19 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 : 43.1 44.6 65.6 67.4 33.6 28.6 47.8 45.1
Old : 43.1 44.6 65.6 67.4 33.6 28.6 47.8 45.1
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, September 7, 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 : 30,956: 0 2,010 200 27,654 28,014 27,854 30,224: 3,102 732
Old : 30,956: 0 2,010 200 27,654 28,014 27,854 30,224: 3,102 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -867: 0 -130 0 -799 -675 -799 -805: -68 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.6 89.3 90.5 90.0 97.6: 10.0 2.4
Old : 100.0: 0.0 6.5 0.6 89.3 90.5 90.0 97.6: 10.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 2 25 23 27 25:
Old : 29: 0 2 2 25 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 53.2 59.0 75.2 28.6 40.4 39.2 48.2
Old : 39.0 53.2 59.0 75.2 28.6 40.4 39.2 48.2
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, September 7, 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 : 12,392: 516 0 136 9,905 11,011 10,557 11,147: 1,835 1,245
Old : 12,392: 516 0 136 9,905 11,011 10,557 11,147: 1,835 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -294: -110 0 20 -272 -273 -362 -253: 68 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 1.1 79.9 88.9 85.2 90.0: 14.8 10.0
Old : 100.0: 4.2 0.0 1.1 79.9 88.9 85.2 90.0: 14.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 18 16 20 18:
Old : 22: 2 0 2 18 16 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 : 41.4 48.3 61.5 73.6 35.7 43.5 49.0 58.1
Old : 41.4 48.3 61.5 73.6 35.7 43.5 49.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 31,204: 0 2,150 0 31,204 29,054 31,204 31,204: 0 0
Old : 31,204: 0 2,150 0 31,204 29,054 31,204 31,204: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,640: 0 -550 0 -2,640 -2,090 -2,640 -2,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.9 0.0 100.0 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 15 9 15 10:
Old : 21: 0 1 0 15 9 15 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 : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
Old : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
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, September 7, 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 : 46,575: 40 439 390 45,382 45,216 45,812 46,045: 763 530
Old : 46,575: 40 439 390 45,382 45,216 45,812 46,045: 763 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -797: -40 -7 20 -734 -770 -754 -757: -42 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.8 97.4 97.1 98.4 98.9: 1.6 1.1
Old : 100.0: 0.1 0.9 0.8 97.4 97.1 98.4 98.9: 1.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 27 23 29 24:
Old : 30: 1 1 1 27 23 29 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 : 63.0 65.2 82.8 86.1 25.0 35.3 33.8 39.1
Old : 63.0 65.2 82.8 86.1 25.0 35.3 33.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 9,713: 0 0 0 8,583 8,518 8,583 8,518: 1,130 1,195
Old : 9,713: 0 0 0 8,583 8,518 8,583 8,518: 1,130 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -468: 0 0 0 -407 -436 -407 -436: -61 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.4 87.7 88.4 87.7: 11.6 12.3
Old : 100.0: 0.0 0.0 0.0 88.4 87.7 88.4 87.7: 11.6 12.3
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 21 17 21 17:
Old : 22: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 60.0 60.2 76.4 34.2 52.0 49.4 57.7
Old : 38.7 60.0 60.2 76.4 34.2 52.0 49.4 57.7
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, September 7, 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 : 52,795: 0 0 0 52,795 52,795 52,795 52,795: 0 0
Old : 52,795: 0 0 0 52,795 52,795 52,795 52,795: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,816: 0 0 0 -2,816 -2,772 -2,816 -2,772: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 11 13 11:
Old : 22: 0 0 0 13 11 13 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 : 85.9 81.2 95.6 98.9 85.9 81.2 95.6 98.0
Old : 85.9 81.2 95.6 98.9 85.9 81.2 95.6 98.0
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, September 7, 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 : 771,514: 0 0 0 771,514 771,514 771,514 771,514: 0 0
Old : 771,514: 0 0 0 771,514 771,514 771,514 771,514: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -46,648: 0 0 0 -46,648 -46,648 -46,648 -46,648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 9 13 9:
Old : 21: 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 : 85.8 82.5 94.6 99.5 85.8 82.5 94.6 99.4
Old : 85.8 82.5 94.6 99.5 85.8 82.5 94.6 99.4
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 39,996: 0 1,720 0 39,996 38,276 39,996 39,996: 0 0
Old : 39,996: 0 1,720 0 39,996 38,276 39,996 39,996: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,893: 0 -550 0 -1,893 -1,343 -1,893 -1,893: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 15 8 15 9:
Old : 20: 0 1 0 15 8 15 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 : 62.9 87.7 84.7 99.8 59.8 75.3 77.8 84.8
Old : 62.9 87.7 84.7 99.8 59.8 75.3 77.8 84.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 35,659: 0 0 0 34,873 35,659 34,873 35,659: 786 0
Old : 35,659: 0 0 0 34,873 35,659 34,873 35,659: 786 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,792: 0 0 0 -1,770 -1,792 -1,770 -1,792: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 0.0
Old : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 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 : 23: 0 0 0 14 11 14 11:
Old : 23: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 76.9 92.4 97.0 64.5 72.8 76.9 84.2
Old : 80.0 76.9 92.4 97.0 64.5 72.8 76.9 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 522,667: 0 0 0 522,667 522,667 522,667 522,667: 0 0
Old : 522,667: 0 0 0 522,667 522,667 522,667 522,667: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -25,872: 0 0 0 -25,872 -25,872 -25,872 -25,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 13 12 13 12:
Old : 22: 0 0 0 13 12 13 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 : 81.3 75.9 95.0 96.7 59.9 69.9 73.6 78.3
Old : 81.3 75.9 95.0 96.7 59.9 69.9 73.6 78.3
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 77,465: 0 0 0 77,379 77,465 77,379 77,465: 86 0
Old : 77,465: 0 0 0 77,379 77,465 77,379 77,465: 86 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,884: 0 0 0 -4,862 -4,884 -4,862 -4,884: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 17 17 17 17:
Old : 28: 0 0 0 17 17 17 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 : 68.2 62.4 90.2 84.6 68.1 61.8 87.3 83.6
Old : 68.2 62.4 90.2 84.6 68.1 61.8 87.3 83.6
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,318,272: 0 0 0 1,318,272 1,318,272 1,318,272 1,318,272: 0 0
Old : 1,318,272: 0 0 0 1,318,272 1,318,272 1,318,272 1,318,272: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -76,048: 0 0 0 -76,048 -76,048 -76,048 -76,048: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 14 17 14:
Old : 26: 0 0 0 17 14 17 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 : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
Old : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
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, September 7, 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 : 213,440: 1,720 0 0 211,209 213,247 212,929 213,247: 511 193
Old : 213,440: 1,720 0 0 211,209 213,247 212,929 213,247: 511 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,614: -990 0 0 -8,624 -9,807 -9,614 -9,807: 0 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 99.0 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 0.8 0.0 0.0 99.0 99.9 99.8 99.9: 0.2 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 : 39: 1 0 0 26 29 27 29:
Old : 39: 1 0 0 26 29 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 56.4 84.9 77.5 64.0 55.0 83.3 74.2
Old : 64.0 56.4 84.9 77.5 64.0 55.0 83.3 74.2
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,711,578: 0 0 0 3,711,578 3,711,578 3,711,578 3,711,578: 0 0
Old : 3,711,578: 0 0 0 3,711,578 3,711,578 3,711,578 3,711,578: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -93,881: 0 0 0 -93,881 -93,881 -93,881 -93,881: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 26 23 26 23:
Old : 37: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 61.5 87.4 80.5 65.8 61.2 85.3 79.6
Old : 65.9 61.5 87.4 80.5 65.8 61.2 85.3 79.6
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, September 7, 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 : 59,256: 1,275 2,240 0 57,981 56,761 59,256 59,001: 0 255
Old : 59,256: 1,275 2,240 0 57,981 56,761 59,256 59,001: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,664: 0 -110 0 -4,664 -4,554 -4,664 -4,664: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.8 0.0 97.8 95.8 100.0 99.6: 0.0 0.4
Old : 100.0: 2.2 3.8 0.0 97.8 95.8 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 25 20 26 21:
Old : 33: 1 1 0 25 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 57.8 66.3 77.5 44.2 51.2 56.4 60.9
Old : 46.4 57.8 66.3 77.5 44.2 51.2 56.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 1,077,197: 23,400 68,160 0 1,053,797 1,009,037 1,077,197 1,077,197: 0 0
Old : 1,077,197: 23,400 68,160 0 1,053,797 1,009,037 1,077,197 1,077,197: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -46,648: 0 -1,960 0 -46,648 -44,688 -46,648 -46,648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.3 0.0 97.8 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 6.3 0.0 97.8 93.7 100.0 100.0: 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 : 35: 1 2 0 25 24 26 26:
Old : 35: 1 2 0 25 24 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 54.3 73.6 72.5 48.2 50.1 59.9 62.9
Old : 53.3 54.3 73.6 72.5 48.2 50.1 59.9 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 60,245: 2,150 0 0 58,095 60,245 60,245 60,245: 0 0
Old : 60,245: 2,150 0 0 58,095 60,245 60,245 60,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,806: -550 -110 0 -3,256 -3,696 -3,806 -3,806: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 96.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 0.0 0.0 96.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 0 25 26 26 26:
Old : 34: 1 0 0 25 26 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 45.4 69.1 73.9 24.7 29.9 36.3 41.7
Old : 50.6 45.4 69.1 73.9 24.7 29.9 36.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 11,480: 130 608 42 10,925 10,533 11,097 11,183: 383 297
Old : 11,480: 130 608 42 10,925 10,533 11,097 11,183: 383 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,714: 0 44 -44 1,525 1,714 1,481 1,714: 233 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 0.4 95.2 91.8 96.7 97.4: 3.3 2.6
Old : 100.0: 1.1 5.3 0.4 95.2 91.8 96.7 97.4: 3.3 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 : 22: 1 1 1 14 14 16 15:
Old : 22: 1 1 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 58.6 83.4 79.7 62.7 54.2 71.6 70.9
Old : 64.2 58.6 83.4 79.7 62.7 54.2 71.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 552,462: 0 38,825 0 552,462 513,637 552,462 552,462: 0 0
Old : 552,462: 0 38,825 0 552,462 513,637 552,462 552,462: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -44,688: 0 -9,800 0 -44,688 -34,888 -44,688 -44,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 100.0 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.0 0.0 100.0 93.0 100.0 100.0: 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 1 0 13 9 13 10:
Old : 20: 0 1 0 13 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
Old : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
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, September 7, 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 : 1,118,686: 49,363 23,400 1,152 1,068,171 1,094,134 1,118,686 1,118,686: 0 0
Old : 1,118,686: 49,363 23,400 1,152 1,068,171 1,094,134 1,118,686 1,118,686: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -66,248: -7,840 0 -1,960 -56,448 -64,288 -66,248 -66,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.1 0.1 95.5 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 2.1 0.1 95.5 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 23 24 25 26:
Old : 37: 2 1 1 23 24 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 : 48.8 51.3 68.5 74.1 26.0 28.3 39.1 37.9
Old : 48.8 51.3 68.5 74.1 26.0 28.3 39.1 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 24,513: 188 0 610 22,690 23,491 23,488 24,101: 1,025 412
Old : 24,513: 188 0 610 22,690 23,491 23,488 24,101: 1,025 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -972: 60 -530 528 -1,552 -1,095 -964 -1,097: -8 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 2.5 92.6 95.8 95.8 98.3: 4.2 1.7
Old : 100.0: 0.8 0.0 2.5 92.6 95.8 95.8 98.3: 4.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 0 3 31 29 34 32:
Old : 39: 3 0 3 31 29 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 45.3 58.5 69.4 28.6 35.0 39.5 48.6
Old : 36.7 45.3 58.5 69.4 28.6 35.0 39.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 14,549: 45 0 0 14,114 13,707 14,159 13,707: 390 842
Old : 14,549: 45 0 0 14,114 13,707 14,159 13,707: 390 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,292: -45 0 0 -1,181 -1,397 -1,226 -1,397: -66 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 97.0 94.2 97.3 94.2: 2.7 5.8
Old : 100.0: 0.3 0.0 0.0 97.0 94.2 97.3 94.2: 2.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 17 14 18 14:
Old : 21: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 65.0 91.2 84.2 61.7 63.8 78.4 76.6
Old : 70.5 65.0 91.2 84.2 61.7 63.8 78.4 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,200: 460 0 209 8,271 8,643 8,940 8,852: 260 348
Old : 9,200: 460 0 209 8,271 8,643 8,940 8,852: 260 348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -713: 1 0 -1 -704 -701 -704 -702: -9 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 2.3 89.9 93.9 97.2 96.2: 2.8 3.8
Old : 100.0: 5.0 0.0 2.3 89.9 93.9 97.2 96.2: 2.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 22 17 25 19:
Old : 28: 3 0 2 22 17 25 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 : 66.5 51.4 79.5 74.8 63.2 47.5 69.1 64.7
Old : 66.5 51.4 79.5 74.8 63.2 47.5 69.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 8,795: 0 0 0 8,332 8,066 8,332 8,066: 463 729
Old : 8,795: 0 0 0 8,332 8,066 8,332 8,066: 463 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -800: 0 0 0 -940 -757 -940 -757: 140 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 91.7 94.7 91.7: 5.3 8.3
Old : 100.0: 0.0 0.0 0.0 94.7 91.7 94.7 91.7: 5.3 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 : 26: 0 0 0 19 18 19 18:
Old : 26: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 59.0 73.4 77.6 51.4 54.3 65.5 67.8
Old : 55.9 59.0 73.4 77.6 51.4 54.3 65.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665T
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 4,441: 130 0 50 4,119 4,178 4,299 4,228: 142 213
Old : 4,441: 130 0 50 4,119 4,178 4,299 4,228: 142 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1: 0 0 0 20 196 20 196: -19 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 1.1 92.7 94.1 96.8 95.2: 3.2 4.8
Old : 100.0: 2.9 0.0 1.1 92.7 94.1 96.8 95.2: 3.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 14 19 15:
Old : 22: 1 0 1 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 61.5 71.9 85.2 39.6 49.0 53.1 62.4
Old : 50.5 61.5 71.9 85.2 39.6 49.0 53.1 62.4
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, September 7, 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 : 2,690,039: 283,361 179,811 871,029 1,442,463 1,561,588 2,596,852 2,612,428: 93,187 77,611
Old : 2,690,039: 283,361 179,811 871,029 1,442,463 1,561,588 2,596,852 2,612,428: 93,187 77,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 33,501: -498 -3,349 -14,335 52,524 55,895 37,691 38,212: -4,189 -4,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.7 32.4 53.6 58.1 96.5 97.1: 3.5 2.9
Old : 100.0: 10.5 6.7 32.4 53.6 58.1 96.5 97.1: 3.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 148 141 203 95 99 359 343:
Old : 411: 148 141 203 95 99 359 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.6 32.1 28.1 8.3 5.4 11.4 8.2
Old : 20.5 15.6 32.1 28.1 8.3 5.4 11.4 8.2
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, September 7, 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 : 192,443: 64,990 31,613 46,189 79,633 110,956 190,812 188,758: 1,631 3,685
Old : 192,443: 64,990 31,613 46,189 79,633 110,956 190,812 188,758: 1,631 3,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 10,626: 3,316 -52 4,175 2,705 6,038 10,196 10,161: 430 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 16.4 24.0 41.4 57.7 99.2 98.1: 0.8 1.9
Old : 100.0: 33.8 16.4 24.0 41.4 57.7 99.2 98.1: 0.8 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 : 44: 5 14 11 24 23 37 40:
Old : 44: 5 14 11 24 23 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 : 68.7 50.0 79.9 65.7 47.8 31.3 51.7 41.1
Old : 68.7 50.0 79.9 65.7 47.8 31.3 51.7 41.1
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, September 7, 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 : 231,991: 28,323 14,865 15,594 162,833 151,318 206,750 181,777: 25,241 50,214
Old : 231,991: 28,323 14,865 15,594 162,833 151,318 206,750 181,777: 25,241 50,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -14,585: 998 -1,718 -2,214 -13,443 -16,162 -14,659 -20,094: 74 5,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.4 6.7 70.2 65.2 89.1 78.4: 10.9 21.6
Old : 100.0: 12.2 6.4 6.7 70.2 65.2 89.1 78.4: 10.9 21.6
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 : 37: 7 3 5 26 24 34 31:
Old : 37: 7 3 5 26 24 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.7 51.1 48.4 32.7 29.4 44.8 40.4
Old : 32.7 31.7 51.1 48.4 32.7 29.4 44.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 137,510: 14,057 6,643 35,913 83,362 90,546 133,332 133,102: 4,178 4,408
Old : 137,510: 14,057 6,643 35,913 83,362 90,546 133,332 133,102: 4,178 4,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,792: 631 -1,167 683 -917 924 397 440: 1,395 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.8 26.1 60.6 65.8 97.0 96.8: 3.0 3.2
Old : 100.0: 10.2 4.8 26.1 60.6 65.8 97.0 96.8: 3.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 26 8 28 26 27 63 55:
Old : 64: 26 8 28 26 27 63 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 38.8 52.5 62.4 11.2 15.0 15.2 18.6
Old : 32.3 38.8 52.5 62.4 11.2 15.0 15.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 602,759: 34,730 2,587 96,890 448,483 481,079 580,103 580,556: 22,656 22,203
Old : 602,759: 34,730 2,587 96,890 448,483 481,079 580,103 580,556: 22,656 22,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 7,013: -1,167 597 937 7,310 6,404 7,080 7,938: -67 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.4 16.1 74.4 79.8 96.2 96.3: 3.8 3.7
Old : 100.0: 5.8 0.4 16.1 74.4 79.8 96.2 96.3: 3.8 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 : 48: 8 3 11 35 37 46 48:
Old : 48: 8 3 11 35 37 46 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 : 34.4 25.9 51.7 43.9 8.9 6.6 13.7 11.5
Old : 34.4 25.9 51.7 43.9 8.9 6.6 13.7 11.5
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, September 7, 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 : 39,451: 258 835 0 39,118 38,541 39,376 39,376: 75 75
Old : 39,451: 258 835 0 39,118 38,541 39,376 39,376: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -6,792: 142 50 -375 -6,247 -6,155 -6,480 -6,480: -312 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.1 0.0 99.2 97.7 99.8 99.8: 0.2 0.2
Old : 100.0: 0.7 2.1 0.0 99.2 97.7 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 : 55: 3 2 0 46 40 49 42:
Old : 55: 3 2 0 46 40 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 36.1 61.9 58.1 25.9 27.0 34.1 37.5
Old : 43.8 36.1 61.9 58.1 25.9 27.0 34.1 37.5
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, September 7, 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 : 106,380: 6,312 34,203 5,370 90,171 61,633 101,853 101,206: 4,527 5,174
Old : 106,380: 6,312 34,203 5,370 90,171 61,633 101,853 101,206: 4,527 5,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -5,102: -5,631 1,053 -332 801 -6,010 -5,162 -5,289: 60 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 32.2 5.0 84.8 57.9 95.7 95.1: 4.3 4.9
Old : 100.0: 5.9 32.2 5.0 84.8 57.9 95.7 95.1: 4.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 13 11 25 24 38 39:
Old : 42: 4 13 11 25 24 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 38.6 57.4 54.9 24.9 27.7 36.0 36.9
Old : 39.9 38.6 57.4 54.9 24.9 27.7 36.0 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 34,891: 0 3,319 4,156 28,405 24,394 32,561 31,869: 2,330 3,022
Old : 34,891: 0 3,319 4,156 28,405 24,394 32,561 31,869: 2,330 3,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -985: 0 -1,100 -500 -700 588 -1,200 -1,012: 215 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 11.9 81.4 69.9 93.3 91.3: 6.7 8.7
Old : 100.0: 0.0 9.5 11.9 81.4 69.9 93.3 91.3: 6.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 5 4 14 15 18 22:
Old : 23: 0 5 4 14 15 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 : 46.5 39.1 68.3 62.3 21.4 17.5 29.5 24.9
Old : 46.5 39.1 68.3 62.3 21.4 17.5 29.5 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 19,635: 5,100 500 100 14,105 18,660 19,305 19,260: 330 375
Old : 19,635: 5,100 500 100 14,105 18,660 19,305 19,260: 330 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,840: 0 100 -100 -1,995 -2,095 -2,095 -2,095: 255 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.5 0.5 71.8 95.0 98.3 98.1: 1.7 1.9
Old : 100.0: 26.0 2.5 0.5 71.8 95.0 98.3 98.1: 1.7 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 : 36: 2 1 1 22 25 25 26:
Old : 36: 2 1 1 22 25 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 : 56.3 44.9 81.2 67.8 41.2 33.2 57.9 47.3
Old : 56.3 44.9 81.2 67.8 41.2 33.2 57.9 47.3
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, September 7, 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 : 21,688: 16,442 2,335 151 2,561 18,437 19,154 20,923: 2,534 765
Old : 21,688: 16,442 2,335 151 2,561 18,437 19,154 20,923: 2,534 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,431: 1,341 497 -146 -59 1,074 1,136 1,425: 295 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 10.8 0.7 11.8 85.0 88.3 96.5: 11.7 3.5
Old : 100.0: 75.8 10.8 0.7 11.8 85.0 88.3 96.5: 11.7 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 : 142: 76 18 6 20 35 101 55:
Old : 142: 76 18 6 20 35 101 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 39.7 44.5 56.8 31.7 39.7 44.5 56.5
Old : 31.7 39.7 44.5 56.8 31.7 39.7 44.5 56.5
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, September 7, 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 : 32,664: 19,504 3,033 439 7,732 27,921 27,676 31,393: 4,988 1,271
Old : 32,664: 19,504 3,033 439 7,732 27,921 27,676 31,393: 4,988 1,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,629: 1,006 83 365 -259 1,713 1,111 2,160: 518 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 9.3 1.3 23.7 85.5 84.7 96.1: 15.3 3.9
Old : 100.0: 59.7 9.3 1.3 23.7 85.5 84.7 96.1: 15.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 57 18 8 17 30 79 52:
Old : 118: 57 18 8 17 30 79 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 32.9 35.5 53.1 22.8 32.8 35.5 53.1
Old : 22.8 32.9 35.5 53.1 22.8 32.8 35.5 53.1
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, September 7, 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 : 278,596: 52,002 29,198 42,692 170,819 188,109 265,513 260,000: 13,083 18,596
Old : 278,596: 52,002 29,198 42,692 170,819 188,109 265,513 260,000: 13,083 18,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,519: 1,428 -5,704 798 2,977 8,825 5,203 3,919: 316 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.5 15.3 61.3 67.5 95.3 93.3: 4.7 6.7
Old : 100.0: 18.7 10.5 15.3 61.3 67.5 95.3 93.3: 4.7 6.7
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 : 203: 52 41 56 74 84 161 157:
Old : 203: 52 41 56 74 84 161 157:
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 : 25.1 22.1 35.8 32.3 10.7 8.1 17.8 13.9
Old : 25.1 22.1 35.8 32.3 10.7 8.1 17.8 13.9
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, September 7, 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 : 25,515: 3,152 480 2,174 14,960 18,972 20,286 21,626: 5,229 3,889
Old : 25,515: 3,152 480 2,174 14,960 18,972 20,286 21,626: 5,229 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,644: -1,155 284 147 -1,484 -3,682 -2,492 -3,251: -152 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.9 8.5 58.6 74.4 79.5 84.8: 20.5 15.2
Old : 100.0: 12.4 1.9 8.5 58.6 74.4 79.5 84.8: 20.5 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 6 20 21 26 27:
Old : 32: 4 2 6 20 21 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 39.9 54.8 56.8 28.1 38.3 42.8 52.3
Old : 34.8 39.9 54.8 56.8 28.1 38.3 42.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 17,711: 225 115 392 16,494 16,820 17,111 17,327: 600 384
Old : 17,711: 225 115 392 16,494 16,820 17,111 17,327: 600 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,527: -365 115 -8 -1,754 -2,731 -2,127 -2,624: -400 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.6 2.2 93.1 95.0 96.6 97.8: 3.4 2.2
Old : 100.0: 1.3 0.6 2.2 93.1 95.0 96.6 97.8: 3.4 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 : 21: 1 1 2 16 11 18 13:
Old : 21: 1 1 2 16 11 18 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 : 46.8 79.3 71.8 94.2 40.7 66.8 58.6 71.7
Old : 46.8 79.3 71.8 94.2 40.7 66.8 58.6 71.7
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, September 7, 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 : 7,476: 250 282 236 6,750 6,826 7,236 7,344: 240 132
Old : 7,476: 250 282 236 6,750 6,826 7,236 7,344: 240 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,118: 0 217 -214 -1,936 -2,118 -2,150 -2,115: 32 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.8 3.2 90.3 91.3 96.8 98.2: 3.2 1.8
Old : 100.0: 3.3 3.8 3.2 90.3 91.3 96.8 98.2: 3.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 3 2 31 34 36 38:
Old : 48: 3 3 2 31 34 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 : 39.2 34.8 55.9 51.2 27.6 34.8 37.0 45.7
Old : 39.2 34.8 55.9 51.2 27.6 34.8 37.0 45.7
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, September 7, 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 : 56,602: 1,070 961 637 53,825 54,250 55,532 55,848: 1,070 754
Old : 56,602: 1,070 961 637 53,825 54,250 55,532 55,848: 1,070 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -13,140: -155 224 -206 -12,649 -13,458 -13,010 -13,440: -130 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.7 1.1 95.1 95.8 98.1 98.7: 1.9 1.3
Old : 100.0: 1.9 1.7 1.1 95.1 95.8 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 2 2 36 33 39 36:
Old : 51: 2 2 2 36 33 39 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 : 55.3 61.7 70.1 76.0 28.0 26.4 36.6 35.8
Old : 55.3 61.7 70.1 76.0 28.0 26.4 36.6 35.8
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, September 7, 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 : 22,027: 800 290 0 21,012 21,262 21,812 21,552: 215 475
Old : 22,027: 800 290 0 21,012 21,262 21,812 21,552: 215 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,177: -200 0 0 -3,972 -4,127 -4,172 -4,127: -5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.3 0.0 95.4 96.5 99.0 97.8: 1.0 2.2
Old : 100.0: 3.6 1.3 0.0 95.4 96.5 99.0 97.8: 1.0 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 : 29: 1 1 0 21 17 22 18:
Old : 29: 1 1 0 21 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 68.5 82.1 85.2 47.9 54.2 60.3 63.5
Old : 60.2 68.5 82.1 85.2 47.9 54.2 60.3 63.5
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, September 7, 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 : 7,273: 50 150 0 6,953 7,123 7,003 7,273: 270 0
Old : 7,273: 50 150 0 6,953 7,123 7,003 7,273: 270 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,652: -50 0 0 -2,602 -2,652 -2,652 -2,652: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.1 0.0 95.6 97.9 96.3 100.0: 3.7 0.0
Old : 100.0: 0.7 2.1 0.0 95.6 97.9 96.3 100.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 0 24 27 25 28:
Old : 42: 1 1 0 24 27 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 52.7 67.1 69.5 34.0 32.3 51.5 46.8
Old : 40.4 52.7 67.1 69.5 34.0 32.3 51.5 46.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,853: 4,509 0 225 13,634 18,058 18,368 18,283: 485 570
Old : 18,853: 4,509 0 225 13,634 18,058 18,368 18,283: 485 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,312: -199 0 0 -2,988 -3,262 -3,187 -3,262: -125 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 1.2 72.3 95.8 97.4 97.0: 2.6 3.0
Old : 100.0: 23.9 0.0 1.2 72.3 95.8 97.4 97.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 1 30 25 32 26:
Old : 37: 2 0 1 30 25 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.9 67.8 77.3 54.9 54.2 63.4 69.5
Old : 55.9 57.9 67.8 77.3 54.9 54.2 63.4 69.5
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, September 7, 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 : 17,228: 1,199 1,258 106 15,277 15,167 16,582 16,531: 646 697
Old : 17,228: 1,199 1,258 106 15,277 15,167 16,582 16,531: 646 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,549: -404 -300 -127 -2,104 -2,072 -2,635 -2,499: 86 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.6 88.7 88.0 96.3 96.0: 3.7 4.0
Old : 100.0: 7.0 7.3 0.6 88.7 88.0 96.3 96.0: 3.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 4 2 32 35 37 40:
Old : 51: 4 4 2 32 35 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 : 35.5 41.2 56.6 60.3 31.7 38.7 49.2 53.3
Old : 35.5 41.2 56.6 60.3 31.7 38.7 49.2 53.3
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, September 7, 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 : 13,528: 732 296 295 12,243 12,448 13,270 13,039: 258 489
Old : 13,528: 732 296 295 12,243 12,448 13,270 13,039: 258 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,043: -149 -308 -95 -1,980 -1,795 -2,224 -2,198: 181 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.2 2.2 90.5 92.0 98.1 96.4: 1.9 3.6
Old : 100.0: 5.4 2.2 2.2 90.5 92.0 98.1 96.4: 1.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 1 26 25 29 28:
Old : 37: 3 2 1 26 25 29 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 : 41.2 51.0 67.1 73.7 36.6 43.7 54.6 54.2
Old : 41.2 51.0 67.1 73.7 36.6 43.7 54.6 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 30,613: 1,664 1,404 1,924 25,112 26,064 28,700 29,392: 1,913 1,221
Old : 30,613: 1,664 1,404 1,924 25,112 26,064 28,700 29,392: 1,913 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,394: -389 88 -77 -1,898 -2,513 -2,364 -2,502: -30 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.6 6.3 82.0 85.1 93.8 96.0: 6.2 4.0
Old : 100.0: 5.4 4.6 6.3 82.0 85.1 93.8 96.0: 6.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 3 6 34 34 41 41:
Old : 51: 4 3 6 34 34 41 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 : 29.3 37.7 47.0 55.9 25.6 34.8 38.4 48.6
Old : 29.3 37.7 47.0 55.9 25.6 34.8 38.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010