GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,694: 532 1,813 222 39,873 38,483 40,627 40,518: 67 176
Old : 40,694: 532 1,813 222 39,873 38,483 40,627 40,518: 67 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -9,681: -45 -4,575 137 -9,733 -5,227 -9,641 -9,665: -40 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.5 0.5 98.0 94.6 99.8 99.6: 0.2 0.4
Old : 100.0: 1.3 4.5 0.5 98.0 94.6 99.8 99.6: 0.2 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 : 58: 1 3 1 41 47 43 50:
Old : 58: 1 3 1 41 47 43 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.8 49.7 56.0 22.7 23.9 34.2 33.1
Old : 30.2 35.8 49.7 56.0 22.7 23.9 34.2 33.1
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,294: 0 0 0 18,170 18,134 18,170 18,134: 124 160
Old : 18,294: 0 0 0 18,170 18,134 18,170 18,134: 124 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -4,301: 0 0 0 -4,292 -4,276 -4,292 -4,276: -9 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Old : 100.0: 0.0 0.0 0.0 99.3 99.1 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 27 27 27 27:
Old : 36: 0 0 0 27 27 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 47.3 69.1 75.9 39.7 43.0 62.5 62.7
Old : 42.9 47.3 69.1 75.9 39.7 43.0 62.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,585: 208 152 254 7,634 7,931 8,096 8,337: 1,489 1,248
Old : 9,585: 208 152 254 7,634 7,931 8,096 8,337: 1,489 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,911: -987 -193 -26 -916 -1,699 -1,929 -1,918: 18 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.6 2.6 79.6 82.7 84.5 87.0: 15.5 13.0
Old : 100.0: 2.2 1.6 2.6 79.6 82.7 84.5 87.0: 15.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 3 2 32 37 34 41:
Old : 43: 1 3 2 32 37 34 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 : 33.8 25.0 50.9 39.3 23.6 15.5 31.7 23.1
Old : 33.8 25.0 50.9 39.3 23.6 15.5 31.7 23.1
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,272: 778 130 290 5,909 6,347 6,977 6,767: 295 505
Old : 7,272: 778 130 290 5,909 6,347 6,977 6,767: 295 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,740: 94 -30 -183 -1,386 -1,368 -1,475 -1,581: -265 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.8 4.0 81.3 87.3 95.9 93.1: 4.1 6.9
Old : 100.0: 10.7 1.8 4.0 81.3 87.3 95.9 93.1: 4.1 6.9
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 : 69: 5 2 4 52 58 57 64:
Old : 69: 5 2 4 52 58 57 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.1 42.8 34.5 23.8 19.9 34.7 26.7
Old : 28.4 22.1 42.8 34.5 23.8 19.9 34.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,164: 425 116 454 1,529 2,144 2,408 2,714: 756 450
Old : 3,164: 425 116 454 1,529 2,144 2,408 2,714: 756 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -707: -265 104 -99 -306 -726 -670 -721: -37 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.7 14.3 48.3 67.8 76.1 85.8: 23.9 14.2
Old : 100.0: 13.4 3.7 14.3 48.3 67.8 76.1 85.8: 23.9 14.2
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 : 25: 3 1 2 17 18 21 20:
Old : 25: 3 1 2 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 45.6 55.7 67.4 26.8 33.6 35.3 42.9
Old : 40.8 45.6 55.7 67.4 26.8 33.6 35.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,964: 45 35 0 1,477 1,660 1,522 1,695: 442 269
Old : 1,964: 45 35 0 1,477 1,660 1,522 1,695: 442 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -572: 20 20 -80 -486 -462 -546 -522: -26 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.8 0.0 75.2 84.5 77.5 86.3: 22.5 13.7
Old : 100.0: 2.3 1.8 0.0 75.2 84.5 77.5 86.3: 22.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 20 19 21 20:
Old : 26: 1 1 0 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 46.4 53.7 66.8 27.9 36.7 37.2 46.0
Old : 35.6 46.4 53.7 66.8 27.9 36.7 37.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 15,291: 0 0 0 14,878 14,691 14,878 14,691: 413 600
Old : 15,291: 0 0 0 14,878 14,691 14,878 14,691: 413 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -3,983: 0 0 0 -3,803 -4,583 -3,803 -4,583: -180 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 96.1 97.3 96.1: 2.7 3.9
Old : 100.0: 0.0 0.0 0.0 97.3 96.1 97.3 96.1: 2.7 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 : 28: 0 0 0 19 20 19 20:
Old : 28: 0 0 0 19 20 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 56.1 81.4 80.1 65.9 47.5 74.5 68.1
Old : 67.4 56.1 81.4 80.1 65.9 47.5 74.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 306,312: 60,979 38,653 30,483 171,406 210,186 262,868 279,322: 43,444 26,990
Old : 306,312: 60,979 38,653 30,483 171,406 210,186 262,868 279,322: 43,444 26,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 5,771: -820 -2,084 -815 8,044 8,128 6,409 5,229: -638 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 12.6 10.0 56.0 68.6 85.8 91.2: 14.2 8.8
Old : 100.0: 19.9 12.6 10.0 56.0 68.6 85.8 91.2: 14.2 8.8
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 : 162: 55 21 37 67 75 138 120:
Old : 162: 55 21 37 67 75 138 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 24.4 24.4 38.7 13.2 17.0 21.9 24.7
Old : 13.5 24.4 24.4 38.7 13.2 17.0 21.9 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 15,152: 480 784 170 14,083 13,764 14,733 14,718: 419 434
Old : 15,152: 480 784 170 14,083 13,764 14,733 14,718: 419 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -4,271: 160 124 -310 -3,952 -3,916 -4,102 -4,102: -169 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.2 1.1 92.9 90.8 97.2 97.1: 2.8 2.9
Old : 100.0: 3.2 5.2 1.1 92.9 90.8 97.2 97.1: 2.8 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 : 72: 3 3 2 45 47 49 52:
Old : 72: 3 3 2 45 47 49 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 : 32.6 27.1 50.6 43.9 26.0 23.5 39.0 34.4
Old : 32.6 27.1 50.6 43.9 26.0 23.5 39.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,811: 530 385 245 6,736 6,881 7,511 7,511: 300 300
Old : 7,811: 530 385 245 6,736 6,881 7,511 7,511: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 480: 180 -120 0 300 600 480 480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.9 3.1 86.2 88.1 96.2 96.2: 3.8 3.8
Old : 100.0: 6.8 4.9 3.1 86.2 88.1 96.2 96.2: 3.8 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 : 33: 3 1 1 24 17 28 18:
Old : 33: 3 1 1 24 17 28 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 : 39.0 54.5 59.4 78.7 39.0 46.7 57.0 64.5
Old : 39.0 54.5 59.4 78.7 39.0 46.7 57.0 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 956,442: 132,981 387,495 301,156 440,064 215,092 874,201 903,743: 82,241 52,699
Old : 956,442: 132,981 387,495 301,156 440,064 215,092 874,201 903,743: 82,241 52,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -25,766: -8,932 -14,249 -26,819 8,490 12,428 -27,261 -28,640: 1,495 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 40.5 31.5 46.0 22.5 91.4 94.5: 8.6 5.5
Old : 100.0: 13.9 40.5 31.5 46.0 22.5 91.4 94.5: 8.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 84 124 122 70 64 238 236:
Old : 295: 84 124 122 70 64 238 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 26.5 33.9 37.3 17.2 18.1 25.7 24.7
Old : 19.7 26.5 33.9 37.3 17.2 18.1 25.7 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,275: 0 0 0 41,466 48,561 41,466 48,561: 10,809 3,714
Old : 52,275: 0 0 0 41,466 48,561 41,466 48,561: 10,809 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -2,969: 0 0 0 -2,449 -2,504 -2,449 -2,504: -520 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 79.3 92.9 79.3 92.9: 20.7 7.1
Old : 100.0: 0.0 0.0 0.0 79.3 92.9 79.3 92.9: 20.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 15 15 15:
Old : 21: 0 0 0 15 15 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 : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
Old : 46.5 51.1 64.0 75.7 42.7 47.6 55.8 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,960: 2,938 2,522 2,174 33,525 30,997 38,637 35,693: 5,323 8,267
Old : 43,960: 2,938 2,522 2,174 33,525 30,997 38,637 35,693: 5,323 8,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -4,318: 358 37 -401 -5,277 -3,889 -5,320 -4,253: 1,002 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.7 4.9 76.3 70.5 87.9 81.2: 12.1 18.8
Old : 100.0: 6.7 5.7 4.9 76.3 70.5 87.9 81.2: 12.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 3 13 11 16 14:
Old : 21: 2 1 3 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 55.0 71.3 69.7 47.4 53.1 67.6 64.9
Old : 48.7 55.0 71.3 69.7 47.4 53.1 67.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 95,124: 0 8,328 2,396 85,285 79,984 87,681 90,708: 7,443 4,416
Old : 95,124: 0 8,328 2,396 85,285 79,984 87,681 90,708: 7,443 4,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: -290 -410 290 0 -1,006 0 -1,126: 0 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 2.5 89.7 84.1 92.2 95.4: 7.8 4.6
Old : 100.0: 0.0 8.8 2.5 89.7 84.1 92.2 95.4: 7.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 3 15 21 18 24:
Old : 28: 0 3 3 15 21 18 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 : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
Old : 47.6 38.3 70.6 61.8 44.8 38.0 60.0 56.9
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,246: 10,840 0 2,596 115,843 133,758 129,279 136,354: 13,967 6,892
Old : 143,246: 10,840 0 2,596 115,843 133,758 129,279 136,354: 13,967 6,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 110: -988 0 442 96 -212 -450 230: 560 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.8 80.9 93.4 90.2 95.2: 9.8 4.8
Old : 100.0: 7.6 0.0 1.8 80.9 93.4 90.2 95.2: 9.8 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 : 33: 3 0 2 21 24 24 26:
Old : 33: 3 0 2 21 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.8 55.3 63.6 29.6 34.1 44.1 50.6
Old : 32.3 39.8 55.3 63.6 29.6 34.1 44.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,548,265: 513,476 102,520 774,423 1,236,063 1,648,430 2,523,962 2,525,373: 24,303 22,892
Old : 2,548,265: 513,476 102,520 774,423 1,236,063 1,648,430 2,523,962 2,525,373: 24,303 22,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -26,181: -3,378 5,255 -22,624 -132 -8,495 -26,134 -25,864: -47 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.0 30.4 48.5 64.7 99.0 99.1: 1.0 0.9
Old : 100.0: 20.2 4.0 30.4 48.5 64.7 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 38 25 61 98 81 165 143:
Old : 168: 38 25 61 98 81 165 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 29.8 35.9 46.5 15.0 23.8 21.6 31.8
Old : 26.4 29.8 35.9 46.5 15.0 23.8 21.6 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,001,854: 180,828 80,469 198,715 618,162 718,632 997,705 997,816: 4,149 4,038
Old : 1,001,854: 180,828 80,469 198,715 618,162 718,632 997,705 997,816: 4,149 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 34,509: 5,671 10,006 13,274 16,153 11,566 35,098 34,846: -589 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.0 19.8 61.7 71.7 99.6 99.6: 0.4 0.4
Old : 100.0: 18.0 8.0 19.8 61.7 71.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 31 21 41 41 34 85 83:
Old : 95: 31 21 41 41 34 85 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 36.7 43.6 57.9 13.2 25.2 23.3 35.8
Old : 23.6 36.7 43.6 57.9 13.2 25.2 23.3 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,760: 390 0 0 7,165 7,295 7,555 7,295: 205 465
Old : 7,760: 390 0 0 7,165 7,295 7,555 7,295: 205 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -260: 0 0 0 -225 -310 -225 -310: -35 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.0 92.3 94.0 97.4 94.0: 2.6 6.0
Old : 100.0: 5.0 0.0 0.0 92.3 94.0 97.4 94.0: 2.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 18 18 19 18:
Old : 23: 1 0 0 18 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 : 60.4 40.9 77.0 68.6 44.0 35.5 53.9 57.2
Old : 60.4 40.9 77.0 68.6 44.0 35.5 53.9 57.2
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,606: 30 422 61 11,317 11,003 11,408 11,486: 198 120
Old : 11,606: 30 422 61 11,317 11,003 11,408 11,486: 198 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 668: 30 -111 61 656 847 747 797: -79 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.6 0.5 97.5 94.8 98.3 99.0: 1.7 1.0
Old : 100.0: 0.3 3.6 0.5 97.5 94.8 98.3 99.0: 1.7 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 2 2 26 31 28 34:
Old : 38: 1 2 2 26 31 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 67.6 61.8 79.4 30.7 59.6 49.0 66.7
Old : 38.4 67.6 61.8 79.4 30.7 59.6 49.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,117: 56 90 6 1,446 1,274 1,508 1,370: 609 747
Old : 2,117: 56 90 6 1,446 1,274 1,508 1,370: 609 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -446: 6 0 -18 -454 -320 -466 -338: 20 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.3 0.3 68.3 60.2 71.2 64.7: 28.8 35.3
Old : 100.0: 2.6 4.3 0.3 68.3 60.2 71.2 64.7: 28.8 35.3
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 1 16 17 17 19:
Old : 20: 1 1 1 16 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 22.2 56.4 38.7 25.1 16.6 35.5 25.0
Old : 36.5 22.2 56.4 38.7 25.1 16.6 35.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,440: 25 0 10 934 873 969 883: 471 557
Old : 1,440: 25 0 10 934 873 969 883: 471 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -505: -67 -33 -11 -293 -317 -371 -361: -134 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.7 64.9 60.6 67.3 61.3: 32.7 38.7
Old : 100.0: 1.7 0.0 0.7 64.9 60.6 67.3 61.3: 32.7 38.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 16 17 17:
Old : 20: 1 0 1 16 16 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 : 26.0 34.4 44.6 51.3 21.9 31.1 33.2 34.0
Old : 26.0 34.4 44.6 51.3 21.9 31.1 33.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,213: 11,244 1,060 1,192 32,704 44,061 45,140 46,313: 2,073 900
Old : 47,213: 11,244 1,060 1,192 32,704 44,061 45,140 46,313: 2,073 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 954: 152 -12 6 750 926 908 920: 46 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.2 2.5 69.3 93.3 95.6 98.1: 4.4 1.9
Old : 100.0: 23.8 2.2 2.5 69.3 93.3 95.6 98.1: 4.4 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 : 41: 4 3 3 30 23 35 28:
Old : 41: 4 3 3 30 23 35 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 : 43.7 60.5 65.1 77.6 36.8 54.7 50.2 62.5
Old : 43.7 60.5 65.1 77.6 36.8 54.7 50.2 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 14,719: 82 598 86 13,415 13,113 13,583 13,797: 1,136 922
Old : 14,719: 82 598 86 13,415 13,113 13,583 13,797: 1,136 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 48: 0 140 0 0 -50 0 90: 48 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.1 0.6 91.1 89.1 92.3 93.7: 7.7 6.3
Old : 100.0: 0.6 4.1 0.6 91.1 89.1 92.3 93.7: 7.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 2 18 15 20 19:
Old : 26: 1 3 2 18 15 20 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 : 50.9 59.7 71.8 79.8 48.7 49.0 63.8 67.1
Old : 50.9 59.7 71.8 79.8 48.7 49.0 63.8 67.1
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,136: 104 3,226 220 26,808 25,644 27,132 29,090: 3,004 1,046
Old : 30,136: 104 3,226 220 26,808 25,644 27,132 29,090: 3,004 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -90: 0 -120 0 -90 30 -90 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.7 0.7 89.0 85.1 90.0 96.5: 10.0 3.5
Old : 100.0: 0.3 10.7 0.7 89.0 85.1 90.0 96.5: 10.0 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 : 27: 1 2 2 22 17 24 20:
Old : 27: 1 2 2 22 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 53.8 60.1 76.9 25.1 47.4 41.3 55.8
Old : 38.7 53.8 60.1 76.9 25.1 47.4 41.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,778: 0 406 0 9,274 9,556 9,274 9,962: 1,504 816
Old : 10,778: 0 406 0 9,274 9,556 9,274 9,962: 1,504 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 14: 0 4 0 4 10 4 14: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 86.0 88.7 86.0 92.4: 14.0 7.6
Old : 100.0: 0.0 3.8 0.0 86.0 88.7 86.0 92.4: 14.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 11 16 12:
Old : 20: 0 1 0 16 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 50.3 70.4 80.1 48.5 44.9 69.2 72.4
Old : 49.2 50.3 70.4 80.1 48.5 44.9 69.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,253: 20 740 76 10,123 10,639 10,219 11,455: 2,034 798
Old : 12,253: 20 740 76 10,123 10,639 10,219 11,455: 2,034 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 132: 0 0 0 132 132 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.0 0.6 82.6 86.8 83.4 93.5: 16.6 6.5
Old : 100.0: 0.2 6.0 0.6 82.6 86.8 83.4 93.5: 16.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 17 20 19:
Old : 23: 1 1 1 19 17 20 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 : 44.5 58.9 63.7 80.0 43.0 49.5 53.0 64.9
Old : 44.5 58.9 63.7 80.0 43.0 49.5 53.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,200: 0 428 0 47,731 47,625 47,731 48,053: 469 147
Old : 48,200: 0 428 0 47,731 47,625 47,731 48,053: 469 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 99.0 98.8 99.0 99.7: 1.0 0.3
Old : 100.0: 0.0 0.9 0.0 99.0 98.8 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 11 12 11 13:
Old : 22: 0 1 0 11 12 11 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 : 87.0 78.4 96.1 96.5 87.0 78.4 96.1 96.5
Old : 87.0 78.4 96.1 96.5 87.0 78.4 96.1 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 685,029: 0 7,840 0 685,029 677,189 685,029 685,029: 0 0
Old : 685,029: 0 7,840 0 685,029 677,189 685,029 685,029: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 744: 0 0 0 744 744 744 744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 100.0 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.1 0.0 100.0 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 14 12 14 13:
Old : 24: 0 1 0 14 12 14 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 : 87.2 76.2 95.4 96.2 87.2 75.1 95.4 95.0
Old : 87.2 76.2 95.4 96.2 87.2 75.1 95.4 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 62,010: 0 210 0 62,010 61,800 62,010 62,010: 0 0
Old : 62,010: 0 210 0 62,010 61,800 62,010 62,010: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 210: 0 210 0 210 0 210 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 18 13 18 14:
Old : 27: 0 1 0 18 13 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 : 63.4 80.5 81.8 93.6 63.4 79.7 80.6 87.9
Old : 63.4 80.5 81.8 93.6 63.4 79.7 80.6 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,076,572: 0 0 0 1,076,572 1,076,572 1,076,572 1,076,572: 0 0
Old : 1,076,572: 0 0 0 1,076,572 1,076,572 1,076,572 1,076,572: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 11 18 11:
Old : 23: 0 0 0 18 11 18 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 : 63.3 83.5 83.8 97.4 63.3 83.0 81.1 88.5
Old : 63.3 83.5 83.8 97.4 63.3 83.0 81.1 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,614: 276 0 210 187,128 187,404 187,614 187,614: 0 0
Old : 187,614: 276 0 210 187,128 187,404 187,614 187,614: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -210: 210 0 0 -420 -210 -210 -210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.1 99.7 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.1 99.7 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 19 27 21 28:
Old : 38: 2 0 1 19 27 21 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 : 69.6 55.1 91.6 76.5 69.6 55.1 88.7 76.5
Old : 69.6 55.1 91.6 76.5 69.6 55.1 88.7 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,294,723: 0 0 0 3,294,723 3,294,723 3,294,723 3,294,723: 0 0
Old : 3,294,723: 0 0 0 3,294,723 3,294,723 3,294,723 3,294,723: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 17 27 17 27:
Old : 36: 0 0 0 17 27 17 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 : 71.5 57.6 93.7 79.4 71.2 57.6 91.4 79.4
Old : 71.5 57.6 93.7 79.4 71.2 57.6 91.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 56,449: 4,670 1,600 132 51,647 54,207 56,449 55,939: 0 510
Old : 56,449: 4,670 1,600 132 51,647 54,207 56,449 55,939: 0 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 43: 0 0 0 43 43 43 43: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.8 0.2 91.5 96.0 100.0 99.1: 0.0 0.9
Old : 100.0: 8.3 2.8 0.2 91.5 96.0 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 25 18 29 20:
Old : 33: 3 2 1 25 18 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 61.2 68.0 76.2 45.1 59.9 58.0 68.3
Old : 51.9 61.2 68.0 76.2 45.1 59.9 58.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,118,666: 30,905 84,665 0 1,087,761 1,034,001 1,118,666 1,118,666: 0 0
Old : 1,118,666: 30,905 84,665 0 1,087,761 1,034,001 1,118,666 1,118,666: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.6 0.0 97.2 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 7.6 0.0 97.2 92.4 100.0 100.0: 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 : 39: 3 1 0 25 25 28 26:
Old : 39: 3 1 0 25 25 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 53.4 66.3 73.1 46.7 50.6 61.2 67.9
Old : 48.5 53.4 66.3 73.1 46.7 50.6 61.2 67.9
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 47,816: 0 92 0 47,750 47,426 47,750 47,518: 66 298
Old : 47,816: 0 92 0 47,750 47,426 47,750 47,518: 66 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,275: -1,020 0 -255 0 -1,275 -1,275 -1,530: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 99.9 99.2 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 0.2 0.0 99.9 99.2 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 19 17 19 18:
Old : 25: 0 1 0 19 17 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 : 58.2 50.4 81.9 77.9 37.7 36.5 52.0 48.2
Old : 58.2 50.4 81.9 77.9 37.7 36.5 52.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,139: 0 2,556 170 38,671 36,199 38,841 38,925: 298 214
Old : 39,139: 0 2,556 170 38,671 36,199 38,841 38,925: 298 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 10,200: 0 0 0 10,200 10,200 10,200 10,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.4 98.8 92.5 99.2 99.5: 0.8 0.5
Old : 100.0: 0.0 6.5 0.4 98.8 92.5 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 13 14 14:
Old : 20: 0 1 1 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 : 81.0 76.9 91.9 92.2 76.6 69.4 83.6 83.3
Old : 81.0 76.9 91.9 92.2 76.6 69.4 83.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,128: 510 86 0 16,721 17,468 17,231 17,554: 897 574
Old : 18,128: 510 86 0 16,721 17,468 17,231 17,554: 897 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 0: 0 0 0 230 0 230 0: -230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 0.0 92.2 96.4 95.1 96.8: 4.9 3.2
Old : 100.0: 2.8 0.5 0.0 92.2 96.4 95.1 96.8: 4.9 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 : 22: 1 1 0 15 13 16 14:
Old : 22: 1 1 0 15 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 64.3 74.5 86.3 48.1 53.2 62.4 69.3
Old : 50.6 64.3 74.5 86.3 48.1 53.2 62.4 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 940,343: 0 28,195 4,000 936,343 908,148 940,343 940,343: 0 0
Old : 940,343: 0 28,195 4,000 936,343 908,148 940,343 940,343: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -401: 0 0 0 -401 -401 -401 -401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.4 99.6 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.4 99.6 96.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 19 21 20 23:
Old : 30: 0 2 1 19 21 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 55.6 84.0 76.4 33.9 29.2 45.0 38.1
Old : 60.1 55.6 84.0 76.4 33.9 29.2 45.0 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,267: 424 140 31 21,480 21,841 21,935 22,012: 332 255
Old : 22,267: 424 140 31 21,480 21,841 21,935 22,012: 332 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,895: -232 0 16 -1,733 -1,856 -1,949 -1,840: 54 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.6 0.1 96.5 98.1 98.5 98.9: 1.5 1.1
Old : 100.0: 1.9 0.6 0.1 96.5 98.1 98.5 98.9: 1.5 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 : 42: 2 1 2 37 33 40 35:
Old : 42: 2 1 2 37 33 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 45.1 63.2 66.9 30.6 36.3 41.2 47.3
Old : 41.5 45.1 63.2 66.9 30.6 36.3 41.2 47.3
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,379: 951 80 10 15,120 15,850 16,081 15,940: 298 439
Old : 16,379: 951 80 10 15,120 15,850 16,081 15,940: 298 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 310: -85 80 -25 435 255 325 310: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.5 0.1 92.3 96.8 98.2 97.3: 1.8 2.7
Old : 100.0: 5.8 0.5 0.1 92.3 96.8 98.2 97.3: 1.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 19 20 22 21:
Old : 26: 2 1 1 19 20 22 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 : 61.1 62.7 82.1 86.8 47.2 53.3 62.7 70.5
Old : 61.1 62.7 82.1 86.8 47.2 53.3 62.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,534: 0 5 145 6,755 6,728 6,900 6,878: 634 656
Old : 7,534: 0 5 145 6,755 6,728 6,900 6,878: 634 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 497: 0 -12 40 380 526 420 554: 77 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 1.9 89.7 89.3 91.6 91.3: 8.4 8.7
Old : 100.0: 0.0 0.1 1.9 89.7 89.3 91.6 91.3: 8.4 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 : 22: 0 1 1 16 19 17 20:
Old : 22: 0 1 1 16 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 52.0 81.0 72.5 64.4 46.6 66.3 60.5
Old : 68.1 52.0 81.0 72.5 64.4 46.6 66.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,739: 0 0 0 10,019 10,138 10,019 10,138: 720 601
Old : 10,739: 0 0 0 10,019 10,138 10,019 10,138: 720 601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 265: 0 0 0 85 220 85 220: 180 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.3 94.4 93.3 94.4: 6.7 5.6
Old : 100.0: 0.0 0.0 0.0 93.3 94.4 93.3 94.4: 6.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 18 16 18:
Old : 23: 0 0 0 16 18 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 : 58.4 59.1 77.8 77.4 55.3 57.3 73.1 73.4
Old : 58.4 59.1 77.8 77.4 55.3 57.3 73.1 73.4
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,572,544: 409,817 134,235 383,456 675,232 992,296 1,468,505 1,509,987: 104,039 62,557
Old : 1,572,544: 409,817 134,235 383,456 675,232 992,296 1,468,505 1,509,987: 104,039 62,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 3,025: 10,775 7,080 -6,361 4,050 1,445 8,464 2,164: -5,439 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.5 24.4 42.9 63.1 93.4 96.0: 6.6 4.0
Old : 100.0: 26.1 8.5 24.4 42.9 63.1 93.4 96.0: 6.6 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 : 364: 147 90 173 89 102 335 288:
Old : 364: 147 90 173 89 102 335 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 14.1 24.1 24.5 12.6 11.5 18.1 17.5
Old : 15.8 14.1 24.1 24.5 12.6 11.5 18.1 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 223,859: 44,182 17,488 9,076 128,938 135,090 182,196 161,654: 41,663 62,205
Old : 223,859: 44,182 17,488 9,076 128,938 135,090 182,196 161,654: 41,663 62,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 5,109: 969 2,956 244 3,236 1,350 4,449 4,550: 660 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.8 4.1 57.6 60.3 81.4 72.2: 18.6 27.8
Old : 100.0: 19.7 7.8 4.1 57.6 60.3 81.4 72.2: 18.6 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 4 6 20 21 27 30:
Old : 33: 6 4 6 20 21 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 26.3 60.5 44.9 42.4 24.8 54.0 40.0
Old : 44.7 26.3 60.5 44.9 42.4 24.8 54.0 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,955: 340 712 300 33,261 32,781 33,901 33,793: 54 162
Old : 33,955: 340 712 300 33,261 32,781 33,901 33,793: 54 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,502: 75 -560 0 1,427 2,062 1,502 1,502: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.1 0.9 98.0 96.5 99.8 99.5: 0.2 0.5
Old : 100.0: 1.0 2.1 0.9 98.0 96.5 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 3 2 32 39 36 44:
Old : 52: 2 3 2 32 39 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 47.1 69.1 68.1 21.7 22.9 29.9 30.6
Old : 52.4 47.1 69.1 68.1 21.7 22.9 29.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,704: 6,889 30,538 5,303 73,346 48,574 85,538 84,415: 4,166 5,289
Old : 89,704: 6,889 30,538 5,303 73,346 48,574 85,538 84,415: 4,166 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,044: 1,307 298 801 -131 1,505 1,977 2,604: 67 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 34.0 5.9 81.8 54.1 95.4 94.1: 4.6 5.9
Old : 100.0: 7.7 34.0 5.9 81.8 54.1 95.4 94.1: 4.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 11 12 25 22 41 36:
Old : 44: 6 11 12 25 22 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 42.3 62.2 60.4 32.9 34.5 44.5 43.4
Old : 46.5 42.3 62.2 60.4 32.9 34.5 44.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,272: 6,731 1,761 4,327 17,966 23,977 29,024 30,065: 4,248 3,207
Old : 33,272: 6,731 1,761 4,327 17,966 23,977 29,024 30,065: 4,248 3,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,275: 37 1,708 208 731 -911 976 1,005: 299 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.3 13.0 54.0 72.1 87.2 90.4: 12.8 9.6
Old : 100.0: 20.2 5.3 13.0 54.0 72.1 87.2 90.4: 12.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 3 4 14 15 22 20:
Old : 26: 6 3 4 14 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 46.1 59.0 64.4 21.8 36.3 35.3 46.1
Old : 39.2 46.1 59.0 64.4 21.8 36.3 35.3 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,545: 1,789 369 0 10,720 12,095 12,509 12,464: 36 81
Old : 12,545: 1,789 369 0 10,720 12,095 12,509 12,464: 36 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.9 0.0 85.5 96.4 99.7 99.4: 0.3 0.6
Old : 100.0: 14.3 2.9 0.0 85.5 96.4 99.7 99.4: 0.3 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 : 31: 3 1 0 17 22 20 23:
Old : 31: 3 1 0 17 22 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 54.1 78.3 79.6 43.1 43.0 56.4 58.1
Old : 51.6 54.1 78.3 79.6 43.1 43.0 56.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,191: 16,994 2,372 136 3,316 19,822 20,446 22,330: 2,745 861
Old : 23,191: 16,994 2,372 136 3,316 19,822 20,446 22,330: 2,745 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 734: -325 174 45 992 326 712 545: 22 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 10.2 0.6 14.3 85.5 88.2 96.3: 11.8 3.7
Old : 100.0: 73.3 10.2 0.6 14.3 85.5 88.2 96.3: 11.8 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 : 154: 85 21 8 27 29 117 54:
Old : 154: 85 21 8 27 29 117 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 38.0 47.2 57.0 34.9 37.7 47.1 55.2
Old : 34.9 38.0 47.2 57.0 34.9 37.7 47.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,640: 28,270 1,478 288 5,174 36,792 33,732 38,558: 5,908 1,082
Old : 39,640: 28,270 1,478 288 5,174 36,792 33,732 38,558: 5,908 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,981: -1,306 -354 71 -930 -1,692 -2,165 -1,975: 184 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 3.7 0.7 13.1 92.8 85.1 97.3: 14.9 2.7
Old : 100.0: 71.3 3.7 0.7 13.1 92.8 85.1 97.3: 14.9 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 : 140: 86 11 10 13 37 102 56:
Old : 140: 86 11 10 13 37 102 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 38.5 30.2 55.9 18.7 38.3 30.1 55.6
Old : 18.8 38.5 30.2 55.9 18.7 38.3 30.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 274,371: 78,372 15,066 17,553 152,143 228,834 248,068 261,453: 26,303 12,918
Old : 274,371: 78,372 15,066 17,553 152,143 228,834 248,068 261,453: 26,303 12,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -3,965: 3,459 245 -2,368 -5,867 -3,470 -4,776 -5,593: 811 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.5 6.4 55.5 83.4 90.4 95.3: 9.6 4.7
Old : 100.0: 28.6 5.5 6.4 55.5 83.4 90.4 95.3: 9.6 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 : 192: 76 15 37 72 87 160 129:
Old : 192: 76 15 37 72 87 160 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 25.4 34.1 39.4 13.1 12.2 21.0 20.6
Old : 23.7 25.4 34.1 39.4 13.1 12.2 21.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,123: 4,120 851 606 16,016 18,876 20,742 20,333: 4,381 4,790
Old : 25,123: 4,120 851 606 16,016 18,876 20,742 20,333: 4,381 4,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,099: 1,698 -142 -678 127 2,914 1,147 2,094: 952 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.4 2.4 63.8 75.1 82.6 80.9: 17.4 19.1
Old : 100.0: 16.4 3.4 2.4 63.8 75.1 82.6 80.9: 17.4 19.1
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 : 31: 4 2 3 19 17 25 20:
Old : 31: 4 2 3 19 17 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 47.5 52.6 64.5 33.1 44.9 49.0 60.4
Old : 35.9 47.5 52.6 64.5 33.1 44.9 49.0 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,868: 460 50 150 4,240 4,668 4,850 4,868: 18 0
Old : 4,868: 460 50 150 4,240 4,668 4,850 4,868: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -2,360: -90 50 -260 -2,028 -2,150 -2,378 -2,360: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.0 3.1 87.1 95.9 99.6 100.0: 0.4 0.0
Old : 100.0: 9.4 1.0 3.1 87.1 95.9 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 19 22 23 24:
Old : 30: 2 1 2 19 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 45.9 60.9 67.3 28.9 29.3 44.8 42.0
Old : 34.7 45.9 60.9 67.3 28.9 29.3 44.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,317: 647 2,281 8 50,006 48,780 50,661 51,069: 656 248
Old : 51,317: 647 2,281 8 50,006 48,780 50,661 51,069: 656 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -6,909: 338 -224 -1 -7,353 -6,698 -7,016 -6,923: 107 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.4 0.0 97.4 95.1 98.7 99.5: 1.3 0.5
Old : 100.0: 1.3 4.4 0.0 97.4 95.1 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 1 1 41 37 44 38:
Old : 54: 2 1 1 41 37 44 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 : 48.0 54.1 67.1 72.8 39.5 38.3 47.7 53.1
Old : 48.0 54.1 67.1 72.8 39.5 38.3 47.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 20,245: 0 0 0 20,245 20,245 20,245 20,245: 0 0
Old : 20,245: 0 0 0 20,245 20,245 20,245 20,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -2,288: 0 0 0 -2,288 -2,288 -2,288 -2,288: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 18 16 18 16:
Old : 25: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 77.7 93.9 95.2 77.2 65.1 82.8 81.7
Old : 84.5 77.7 93.9 95.2 77.2 65.1 82.8 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,810: 50 3,525 100 7,330 4,185 7,480 7,810: 330 0
Old : 7,810: 50 3,525 100 7,330 4,185 7,480 7,810: 330 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,057: -50 -450 -50 -947 -557 -1,047 -1,057: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 45.1 1.3 93.9 53.6 95.8 100.0: 4.2 0.0
Old : 100.0: 0.6 45.1 1.3 93.9 53.6 95.8 100.0: 4.2 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 : 40: 1 2 2 24 27 26 31:
Old : 40: 1 2 2 24 27 26 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 : 48.9 62.8 69.5 78.2 43.6 56.3 59.3 67.0
Old : 48.9 62.8 69.5 78.2 43.6 56.3 59.3 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,507: 1,345 50 130 11,790 13,154 13,265 13,334: 242 173
Old : 13,507: 1,345 50 130 11,790 13,154 13,265 13,334: 242 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -9,406: -4,232 40 -40 -5,340 -9,431 -9,612 -9,431: 206 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.4 1.0 87.3 97.4 98.2 98.7: 1.8 1.3
Old : 100.0: 10.0 0.4 1.0 87.3 97.4 98.2 98.7: 1.8 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 : 32: 1 1 2 27 20 29 22:
Old : 32: 1 1 2 27 20 29 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 : 34.9 63.7 59.6 86.0 31.5 55.7 52.4 66.0
Old : 34.9 63.7 59.6 86.0 31.5 55.7 52.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,002: 2,475 2,048 638 12,630 13,047 15,743 15,733: 259 269
Old : 16,002: 2,475 2,048 638 12,630 13,047 15,743 15,733: 259 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,940: -2,730 -128 -300 1,090 -1,512 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.8 4.0 78.9 81.5 98.4 98.3: 1.6 1.7
Old : 100.0: 15.5 12.8 4.0 78.9 81.5 98.4 98.3: 1.6 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 : 50: 5 3 4 33 31 39 37:
Old : 50: 5 3 4 33 31 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 38.0 48.4 58.6 26.4 36.4 44.5 52.5
Old : 27.5 38.0 48.4 58.6 26.4 36.4 44.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,390: 1,021 326 150 8,553 9,512 9,724 9,988: 666 402
Old : 10,390: 1,021 326 150 8,553 9,512 9,724 9,988: 666 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 789: 396 179 -81 438 556 753 654: 36 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.1 1.4 82.3 91.5 93.6 96.1: 6.4 3.9
Old : 100.0: 9.8 3.1 1.4 82.3 91.5 93.6 96.1: 6.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 1 27 27 30 29:
Old : 35: 2 2 1 27 27 30 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 : 38.7 36.7 57.9 57.1 30.4 29.4 41.5 39.6
Old : 38.7 36.7 57.9 57.1 30.4 29.4 41.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,759: 10,971 1,003 1,252 19,060 29,228 31,283 31,483: 476 276
Old : 31,759: 10,971 1,003 1,252 19,060 29,228 31,283 31,483: 476 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -473: -78 -36 50 -205 -283 -233 -269: -240 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.2 3.9 60.0 92.0 98.5 99.1: 1.5 0.9
Old : 100.0: 34.5 3.2 3.9 60.0 92.0 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 10 4 5 30 33 43 40:
Old : 58: 10 4 5 30 33 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 53.7 49.7 68.1 26.8 49.0 45.7 63.0
Old : 29.1 53.7 49.7 68.1 26.8 49.0 45.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,978: 1,525 0 303 12,715 13,120 14,543 13,423: 2,435 3,555
Old : 16,978: 1,525 0 303 12,715 13,120 14,543 13,423: 2,435 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 518: 13 -309 -13 726 464 726 142: -208 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 1.8 74.9 77.3 85.7 79.1: 14.3 20.9
Old : 100.0: 9.0 0.0 1.8 74.9 77.3 85.7 79.1: 14.3 20.9
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 : 21: 2 0 1 16 17 18 18:
Old : 21: 2 0 1 16 17 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 : 41.2 57.9 61.2 72.0 40.9 51.2 59.0 62.0
Old : 41.2 57.9 61.2 72.0 40.9 51.2 59.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011