GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 15, 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 : 40,862: 532 1,828 282 39,951 38,581 40,765 40,691: 97 171
Old : 40,862: 532 1,828 282 39,951 38,581 40,765 40,691: 97 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 168: 0 15 60 78 98 138 173: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.5 0.7 97.8 94.4 99.8 99.6: 0.2 0.4
Old : 100.0: 1.3 4.5 0.7 97.8 94.4 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 : 57: 1 3 1 41 46 43 49:
Old : 57: 1 3 1 41 46 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 34.3 52.8 54.0 24.9 24.3 36.8 33.3
Old : 33.3 34.3 52.8 54.0 24.9 24.3 36.8 33.3
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 15, 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 : 17,841: 0 0 0 17,717 17,681 17,717 17,681: 124 160
Old : 17,841: 0 0 0 17,717 17,681 17,717 17,681: 124 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -453: 0 0 0 -453 -453 -453 -453: 0 0
: : :
: : 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 28 27 28:
Old : 36: 0 0 0 27 28 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 48.7 69.1 77.0 39.0 45.4 62.8 65.5
Old : 42.1 48.7 69.1 77.0 39.0 45.4 62.8 65.5
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 15, 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 : 10,130: 205 172 281 7,904 8,362 8,390 8,815: 1,740 1,315
Old : 10,130: 205 172 281 7,904 8,362 8,390 8,815: 1,740 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 545: -3 20 27 270 431 294 478: 251 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 2.8 78.0 82.5 82.8 87.0: 17.2 13.0
Old : 100.0: 2.0 1.7 2.8 78.0 82.5 82.8 87.0: 17.2 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 : 44: 1 3 2 33 38 35 42:
Old : 44: 1 3 2 33 38 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 24.9 51.3 40.1 22.6 14.4 29.8 21.8
Old : 34.2 24.9 51.3 40.1 22.6 14.4 29.8 21.8
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 15, 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 : 7,725: 878 240 291 6,233 6,652 7,402 7,183: 323 542
Old : 7,725: 878 240 291 6,233 6,652 7,402 7,183: 323 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 453: 100 110 1 324 305 425 416: 28 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.1 3.8 80.7 86.1 95.8 93.0: 4.2 7.0
Old : 100.0: 11.4 3.1 3.8 80.7 86.1 95.8 93.0: 4.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 5 4 4 54 61 59 69:
Old : 72: 5 4 4 54 61 59 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 21.2 43.1 32.7 24.1 20.4 35.4 28.3
Old : 29.2 21.2 43.1 32.7 24.1 20.4 35.4 28.3
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 15, 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 : 3,271: 575 176 374 1,641 2,191 2,590 2,741: 681 530
Old : 3,271: 575 176 374 1,641 2,191 2,590 2,741: 681 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 107: 150 60 -80 112 47 182 27: -75 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.4 11.4 50.2 67.0 79.2 83.8: 20.8 16.2
Old : 100.0: 17.6 5.4 11.4 50.2 67.0 79.2 83.8: 20.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 18 18 22 20:
Old : 26: 3 1 2 18 18 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 : 41.6 46.0 58.0 66.0 30.5 34.3 39.7 44.1
Old : 41.6 46.0 58.0 66.0 30.5 34.3 39.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, March 15, 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 : 1,682: 0 30 0 1,128 903 1,128 933: 554 749
Old : 1,682: 0 30 0 1,128 903 1,128 933: 554 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -376: 0 30 0 -340 -473 -340 -443: -36 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 67.1 53.7 67.1 55.5: 32.9 44.5
Old : 100.0: 0.0 1.8 0.0 67.1 53.7 67.1 55.5: 32.9 44.5
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 0 16 14 16 15:
Old : 20: 0 1 0 16 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 29.7 45.2 43.5 23.5 20.8 34.2 24.9
Old : 26.5 29.7 45.2 43.5 23.5 20.8 34.2 24.9
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 15, 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 : 2,056: 45 30 0 1,522 1,765 1,567 1,795: 489 261
Old : 2,056: 45 30 0 1,522 1,765 1,567 1,795: 489 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 92: 0 -5 0 45 105 45 100: 47 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.0 74.0 85.8 76.2 87.3: 23.8 12.7
Old : 100.0: 2.2 1.5 0.0 74.0 85.8 76.2 87.3: 23.8 12.7
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 18 21 19:
Old : 26: 1 1 0 20 18 21 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 : 34.7 49.0 53.0 68.4 26.4 39.7 35.3 49.2
Old : 34.7 49.0 53.0 68.4 26.4 39.7 35.3 49.2
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 15, 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 : 15,301: 0 0 0 14,888 14,701 14,888 14,701: 413 600
Old : 15,301: 0 0 0 14,888 14,701 14,888 14,701: 413 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : 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 20 21 20 21:
Old : 28: 0 0 0 20 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 52.2 82.4 79.7 64.6 41.7 72.7 65.4
Old : 66.2 52.2 82.4 79.7 64.6 41.7 72.7 65.4
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 15, 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 : 309,125: 66,464 38,632 26,016 172,692 218,931 265,172 283,579: 43,953 25,546
Old : 309,125: 66,464 38,632 26,016 172,692 218,931 265,172 283,579: 43,953 25,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,813: 5,485 -21 -4,467 1,286 8,745 2,304 4,257: 509 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.5 8.4 55.9 70.8 85.8 91.7: 14.2 8.3
Old : 100.0: 21.5 12.5 8.4 55.9 70.8 85.8 91.7: 14.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 58 17 37 71 80 144 124:
Old : 167: 58 17 37 71 80 144 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 24.7 24.9 40.4 13.6 17.2 22.2 24.6
Old : 13.9 24.7 24.9 40.4 13.6 17.2 22.2 24.6
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 15, 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 : 15,747: 400 754 400 14,578 14,209 15,378 15,363: 369 384
Old : 15,747: 400 754 400 14,578 14,209 15,378 15,363: 369 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 595: -80 -30 230 495 445 645 645: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.8 2.5 92.6 90.2 97.7 97.6: 2.3 2.4
Old : 100.0: 2.5 4.8 2.5 92.6 90.2 97.7 97.6: 2.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 5 2 4 45 49 51 55:
Old : 73: 5 2 4 45 49 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 25.0 49.6 39.8 24.2 20.9 36.8 32.0
Old : 31.7 25.0 49.6 39.8 24.2 20.9 36.8 32.0
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 15, 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 : 7,856: 680 385 245 6,631 6,926 7,556 7,556: 300 300
Old : 7,856: 680 385 245 6,631 6,926 7,556 7,556: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 45: 150 0 0 -105 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 4.9 3.1 84.4 88.2 96.2 96.2: 3.8 3.8
Old : 100.0: 8.7 4.9 3.1 84.4 88.2 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 : 34: 4 1 1 24 17 29 18:
Old : 34: 4 1 1 24 17 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 54.8 58.2 78.9 38.8 47.4 56.6 65.0
Old : 38.8 54.8 58.2 78.9 38.8 47.4 56.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, March 15, 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 : 918,567: 130,767 382,918 280,075 425,349 209,561 836,191 872,554: 82,376 46,013
Old : 918,567: 130,767 382,918 280,075 425,349 209,561 836,191 872,554: 82,376 46,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -37,875: -2,214 -4,577 -21,081 -14,715 -5,531 -38,010 -31,189: 135 -6,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 41.7 30.5 46.3 22.8 91.0 95.0: 9.0 5.0
Old : 100.0: 14.2 41.7 30.5 46.3 22.8 91.0 95.0: 9.0 5.0
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 : 298: 88 119 126 75 69 247 239:
Old : 298: 88 119 126 75 69 247 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 25.4 32.2 35.9 17.7 18.9 26.5 25.9
Old : 19.5 25.4 32.2 35.9 17.7 18.9 26.5 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, March 15, 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 8, 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 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 15, 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 : 44,098: 2,938 2,626 2,174 33,851 31,117 38,963 35,917: 5,135 8,181
Old : 44,098: 2,938 2,626 2,174 33,851 31,117 38,963 35,917: 5,135 8,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 138: 0 104 0 326 120 326 224: -188 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.0 4.9 76.8 70.6 88.4 81.4: 11.6 18.6
Old : 100.0: 6.7 6.0 4.9 76.8 70.6 88.4 81.4: 11.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 14 12 17 15:
Old : 22: 2 1 3 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 55.1 71.1 69.7 47.3 53.2 67.4 64.9
Old : 48.5 55.1 71.1 69.7 47.3 53.2 67.4 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 15, 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 8, 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 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 15, 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 : 143,832: 10,344 0 2,924 116,127 133,598 129,395 136,522: 14,437 7,310
Old : 143,832: 10,344 0 2,924 116,127 133,598 129,395 136,522: 14,437 7,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 586: -496 0 328 284 -160 116 168: 470 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 2.0 80.7 92.9 90.0 94.9: 10.0 5.1
Old : 100.0: 7.2 0.0 2.0 80.7 92.9 90.0 94.9: 10.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 32.1 39.3 55.1 62.7 29.5 33.6 44.2 50.1
Old : 32.1 39.3 55.1 62.7 29.5 33.6 44.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, March 15, 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 : 2,525,061: 507,032 99,835 755,374 1,237,897 1,646,566 2,500,303 2,501,775: 24,758 23,286
Old : 2,525,061: 507,032 99,835 755,374 1,237,897 1,646,566 2,500,303 2,501,775: 24,758 23,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -23,204: -6,444 -2,685 -19,049 1,834 -1,864 -23,659 -23,598: 455 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.0 29.9 49.0 65.2 99.0 99.1: 1.0 0.9
Old : 100.0: 20.1 4.0 29.9 49.0 65.2 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 : 170: 39 24 60 100 84 167 145:
Old : 170: 39 24 60 100 84 167 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.2 36.2 47.1 14.6 23.9 21.5 32.0
Old : 26.7 30.2 36.2 47.1 14.6 23.9 21.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 15, 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 : 1,017,295: 190,988 88,135 201,425 620,900 724,276 1,013,313 1,013,836: 3,982 3,459
Old : 1,017,295: 190,988 88,135 201,425 620,900 724,276 1,013,313 1,013,836: 3,982 3,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 15,441: 10,160 7,666 2,710 2,738 5,644 15,608 16,020: -167 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 8.7 19.8 61.0 71.2 99.6 99.7: 0.4 0.3
Old : 100.0: 18.8 8.7 19.8 61.0 71.2 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 33 23 43 42 35 91 85:
Old : 100: 33 23 43 42 35 91 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.1 42.9 56.1 12.6 24.5 22.1 34.3
Old : 23.7 36.1 42.9 56.1 12.6 24.5 22.1 34.3
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 15, 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 : 7,775: 330 180 0 7,240 7,235 7,570 7,415: 205 360
Old : 7,775: 330 180 0 7,240 7,235 7,570 7,415: 205 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 15: -60 180 0 75 -60 15 120: 0 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 0.0 93.1 93.1 97.4 95.4: 2.6 4.6
Old : 100.0: 4.2 2.3 0.0 93.1 93.1 97.4 95.4: 2.6 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 : 24: 1 1 0 18 18 19 19:
Old : 24: 1 1 0 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 39.5 76.1 68.5 42.9 32.9 52.1 53.6
Old : 60.8 39.5 76.1 68.5 42.9 32.9 52.1 53.6
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 15, 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 : 11,733: 0 497 86 11,491 11,022 11,577 11,605: 156 128
Old : 11,733: 0 497 86 11,491 11,022 11,577 11,605: 156 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 127: -30 75 25 174 19 169 119: -42 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.7 97.9 93.9 98.7 98.9: 1.3 1.1
Old : 100.0: 0.0 4.2 0.7 97.9 93.9 98.7 98.9: 1.3 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 : 38: 0 3 3 27 31 30 34:
Old : 38: 0 3 3 27 31 30 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 : 37.7 67.6 60.8 78.9 30.4 60.1 48.8 66.6
Old : 37.7 67.6 60.8 78.9 30.4 60.1 48.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders - Futures Only, March 15, 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 : 1,698: 0 55 0 1,115 1,642 1,115 1,697: 583 1
Old : 1,698: 0 55 0 1,115 1,642 1,115 1,697: 583 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 65.7 96.7 65.7 99.9: 34.3 0.1
Old : 100.0: 0.0 3.2 0.0 65.7 96.7 65.7 99.9: 34.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 13 13 14:
Old : 20: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 64.4 50.8 86.5 23.3 57.7 36.2 67.6
Old : 30.2 64.4 50.8 86.5 23.3 57.7 36.2 67.6
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 15, 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 : 2,267: 0 90 0 1,489 1,254 1,489 1,344: 778 923
Old : 2,267: 0 90 0 1,489 1,254 1,489 1,344: 778 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 150: -56 0 -6 43 -20 -19 -26: 169 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 65.7 55.3 65.7 59.3: 34.3 40.7
Old : 100.0: 0.0 4.0 0.0 65.7 55.3 65.7 59.3: 34.3 40.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 17 17 17 18:
Old : 20: 0 1 0 17 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 20.7 53.5 36.9 24.7 17.4 31.9 24.8
Old : 35.9 20.7 53.5 36.9 24.7 17.4 31.9 24.8
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 15, 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 : 1,542: 38 0 12 985 1,067 1,035 1,079: 507 463
Old : 1,542: 38 0 12 985 1,067 1,035 1,079: 507 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 102: 13 0 2 51 194 66 196: 36 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.8 63.9 69.2 67.1 70.0: 32.9 30.0
Old : 100.0: 2.5 0.0 0.8 63.9 69.2 67.1 70.0: 32.9 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 18 19 19:
Old : 22: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 35.1 44.4 53.4 22.5 32.2 34.6 41.4
Old : 24.8 35.1 44.4 53.4 22.5 32.2 34.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, March 15, 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 : 47,081: 11,724 1,070 1,182 32,097 44,049 45,003 46,301: 2,078 780
Old : 47,081: 11,724 1,070 1,182 32,097 44,049 45,003 46,301: 2,078 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -132: 480 10 -10 -607 -12 -137 -12: 5 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 2.3 2.5 68.2 93.6 95.6 98.3: 4.4 1.7
Old : 100.0: 24.9 2.3 2.5 68.2 93.6 95.6 98.3: 4.4 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 : 42: 4 3 3 31 23 36 28:
Old : 42: 4 3 3 31 23 36 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 : 44.9 60.0 64.7 77.5 37.9 54.2 50.6 62.3
Old : 44.9 60.0 64.7 77.5 37.9 54.2 50.6 62.3
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 15, 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 : 14,729: 82 598 86 13,425 13,003 13,593 13,687: 1,136 1,042
Old : 14,729: 82 598 86 13,425 13,003 13,593 13,687: 1,136 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 10: 0 0 0 10 -110 10 -110: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.1 0.6 91.1 88.3 92.3 92.9: 7.7 7.1
Old : 100.0: 0.6 4.1 0.6 91.1 88.3 92.3 92.9: 7.7 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 : 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 : 51.3 58.9 71.4 79.0 49.1 48.2 63.4 65.5
Old : 51.3 58.9 71.4 79.0 49.1 48.2 63.4 65.5
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 15, 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 : 30,084: 104 3,242 220 26,754 25,646 27,078 29,108: 3,006 976
Old : 30,084: 104 3,242 220 26,754 25,646 27,078 29,108: 3,006 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -52: 0 16 0 -54 2 -54 18: 2 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.8 0.7 88.9 85.2 90.0 96.8: 10.0 3.2
Old : 100.0: 0.3 10.8 0.7 88.9 85.2 90.0 96.8: 10.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 38.5 53.9 60.0 77.1 25.0 47.5 41.2 55.9
Old : 38.5 53.9 60.0 77.1 25.0 47.5 41.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, March 15, 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 : 10,796: 0 424 0 9,292 9,556 9,292 9,980: 1,504 816
Old : 10,796: 0 424 0 9,292 9,556 9,292 9,980: 1,504 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 18: 0 18 0 18 0 18 18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 86.1 88.5 86.1 92.4: 13.9 7.6
Old : 100.0: 0.0 3.9 0.0 86.1 88.5 86.1 92.4: 13.9 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 50.2 70.4 80.0 48.6 44.8 69.3 72.3
Old : 49.2 50.2 70.4 80.0 48.6 44.8 69.3 72.3
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 15, 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 : 12,283: 20 740 76 10,197 10,669 10,293 11,485: 1,990 798
Old : 12,283: 20 740 76 10,197 10,669 10,293 11,485: 1,990 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 30: 0 0 0 74 30 74 30: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.0 0.6 83.0 86.9 83.8 93.5: 16.2 6.5
Old : 100.0: 0.2 6.0 0.6 83.0 86.9 83.8 93.5: 16.2 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 : 44.7 59.0 63.9 80.0 43.2 49.6 53.3 65.0
Old : 44.7 59.0 63.9 80.0 43.2 49.6 53.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, March 15, 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 8, 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 15, 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 : 686,181: 0 7,840 0 686,181 678,341 686,181 686,181: 0 0
Old : 686,181: 0 7,840 0 686,181 678,341 686,181 686,181: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,152: 0 0 0 1,152 1,152 1,152 1,152: 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 : 87.3 76.3 95.4 96.2 87.3 75.1 95.4 95.0
Old : 87.3 76.3 95.4 96.2 87.3 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 15, 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 : 62,052: 0 210 0 62,052 61,842 62,052 62,052: 0 0
Old : 62,052: 0 210 0 62,052 61,842 62,052 62,052: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 42: 0 0 0 42 42 42 42: 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 80.7 87.9
Old : 63.4 80.5 81.8 93.6 63.4 79.7 80.7 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 15, 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 8, 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 15, 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 : 187,886: 706 0 210 186,970 187,676 187,886 187,886: 0 0
Old : 187,886: 706 0 210 186,970 187,676 187,886 187,886: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 272: 430 0 0 -158 272 272 272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.1 99.5 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.1 99.5 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 28 21 29:
Old : 38: 2 0 1 19 28 21 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 : 69.3 55.0 91.5 76.4 69.3 55.0 88.6 76.4
Old : 69.3 55.0 91.5 76.4 69.3 55.0 88.6 76.4
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 15, 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 : 3,292,683: 0 0 0 3,292,683 3,292,683 3,292,683 3,292,683: 0 0
Old : 3,292,683: 0 0 0 3,292,683 3,292,683 3,292,683 3,292,683: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -2,040: 0 0 0 -2,040 -2,040 -2,040 -2,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 71.6 57.7 93.8 79.5 71.2 57.7 91.4 79.5
Old : 71.6 57.7 93.8 79.5 71.2 57.7 91.4 79.5
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 15, 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 : 56,491: 4,670 1,600 132 51,689 54,249 56,491 55,981: 0 510
Old : 56,491: 4,670 1,600 132 51,689 54,249 56,491 55,981: 0 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 42: 0 0 0 42 42 42 42: 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 76.1 45.1 59.8 58.0 68.2
Old : 51.9 61.2 68.0 76.1 45.1 59.8 58.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, March 15, 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 8, 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 15, 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 : 48,771: 0 92 0 48,705 48,381 48,705 48,473: 66 298
Old : 48,771: 0 92 0 48,705 48,381 48,705 48,473: 66 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 955: 0 0 0 955 955 955 955: 0 0
: : :
: : 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 : 26: 0 1 0 20 17 20 18:
Old : 26: 0 1 0 20 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 49.4 80.3 78.4 37.0 35.8 51.0 49.2
Old : 57.0 49.4 80.3 78.4 37.0 35.8 51.0 49.2
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 15, 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 8, 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 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 15, 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 : 18,172: 510 86 0 16,765 17,512 17,275 17,598: 897 574
Old : 18,172: 510 86 0 16,765 17,512 17,275 17,598: 897 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 44: 0 0 0 44 44 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 0.0 92.3 96.4 95.1 96.8: 4.9 3.2
Old : 100.0: 2.8 0.5 0.0 92.3 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 : 50.5 64.1 74.3 86.3 47.9 53.0 62.2 69.4
Old : 50.5 64.1 74.3 86.3 47.9 53.0 62.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, March 15, 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 : 956,916: 0 28,195 4,000 952,916 924,721 956,916 956,916: 0 0
Old : 956,916: 0 28,195 4,000 952,916 924,721 956,916 956,916: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 16,573: 0 0 0 16,573 16,573 16,573 16,573: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.4 99.6 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.9 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 : 31: 0 2 1 20 21 21 23:
Old : 31: 0 2 1 20 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 56.4 82.4 76.8 33.3 28.7 44.2 37.5
Old : 59.0 56.4 82.4 76.8 33.3 28.7 44.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, March 15, 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 : 730,080: 88,155 0 13,845 628,080 716,235 730,080 730,080: 0 0
Old : 730,080: 88,155 0 13,845 628,080 716,235 730,080 730,080: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 1.9 86.0 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 12.1 0.0 1.9 86.0 98.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 13 8 15 9:
Old : 20: 2 0 1 13 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 88.3 92.5 99.2 62.8 74.8 77.5 81.5
Old : 69.2 88.3 92.5 99.2 62.8 74.8 77.5 81.5
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 15, 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 : 22,488: 379 140 36 21,750 21,901 22,165 22,077: 323 411
Old : 22,488: 379 140 36 21,750 21,901 22,165 22,077: 323 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 221: -45 0 5 270 60 230 65: -9 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 0.2 96.7 97.4 98.6 98.2: 1.4 1.8
Old : 100.0: 1.7 0.6 0.2 96.7 97.4 98.6 98.2: 1.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 36 32 39 34:
Old : 41: 2 1 2 36 32 39 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 : 43.0 44.3 63.8 66.7 32.9 35.3 43.0 47.5
Old : 43.0 44.3 63.8 66.7 32.9 35.3 43.0 47.5
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 15, 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 : 16,459: 951 20 30 15,120 15,970 16,101 16,020: 358 439
Old : 16,459: 951 20 30 15,120 15,970 16,101 16,020: 358 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 80: 0 -60 20 0 120 20 80: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.1 0.2 91.9 97.0 97.8 97.3: 2.2 2.7
Old : 100.0: 5.8 0.1 0.2 91.9 97.0 97.8 97.3: 2.2 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 : 25: 2 1 1 18 20 21 21:
Old : 25: 2 1 1 18 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 63.0 82.6 87.1 47.8 53.0 63.3 70.2
Old : 61.6 63.0 82.6 87.1 47.8 53.0 63.3 70.2
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 15, 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 : 7,451: 10 0 135 6,657 6,735 6,802 6,870: 649 581
Old : 7,451: 10 0 135 6,657 6,735 6,802 6,870: 649 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -83: 10 -5 -10 -98 7 -98 -8: 15 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 1.8 89.3 90.4 91.3 92.2: 8.7 7.8
Old : 100.0: 0.1 0.0 1.8 89.3 90.4 91.3 92.2: 8.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 16 19 17 20:
Old : 22: 1 0 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 : 68.5 52.4 81.0 73.1 65.1 48.0 66.7 61.8
Old : 68.5 52.4 81.0 73.1 65.1 48.0 66.7 61.8
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 15, 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 : 10,886: 75 0 0 10,121 10,285 10,196 10,285: 690 601
Old : 10,886: 75 0 0 10,121 10,285 10,196 10,285: 690 601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 147: 75 0 0 102 147 177 147: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 93.0 94.5 93.7 94.5: 6.3 5.5
Old : 100.0: 0.7 0.0 0.0 93.0 94.5 93.7 94.5: 6.3 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 : 24: 1 0 0 16 18 17 18:
Old : 24: 1 0 0 16 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.9 75.7 77.3 52.2 57.1 70.3 70.8
Old : 56.3 58.9 75.7 77.3 52.2 57.1 70.3 70.8
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 15, 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 : 1,580,632: 394,890 140,322 398,160 674,319 984,522 1,467,369 1,523,004: 113,263 57,628
Old : 1,580,632: 394,890 140,322 398,160 674,319 984,522 1,467,369 1,523,004: 113,263 57,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 8,088: -14,927 6,087 14,704 -913 -7,774 -1,136 13,017: 9,224 -4,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 8.9 25.2 42.7 62.3 92.8 96.4: 7.2 3.6
Old : 100.0: 25.0 8.9 25.2 42.7 62.3 92.8 96.4: 7.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 156 94 170 91 102 337 291:
Old : 371: 156 94 170 91 102 337 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 14.2 24.7 24.6 12.6 11.3 17.6 17.2
Old : 16.2 14.2 24.7 24.6 12.6 11.3 17.6 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, March 15, 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 : 223,757: 44,678 21,557 9,455 131,106 127,508 185,239 158,520: 38,518 65,237
Old : 223,757: 44,678 21,557 9,455 131,106 127,508 185,239 158,520: 38,518 65,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -102: 496 4,069 379 2,168 -7,582 3,043 -3,134: -3,145 3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.6 4.2 58.6 57.0 82.8 70.8: 17.2 29.2
Old : 100.0: 20.0 9.6 4.2 58.6 57.0 82.8 70.8: 17.2 29.2
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 : 33: 6 5 7 19 20 27 30:
Old : 33: 6 5 7 19 20 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 : 45.5 25.7 61.4 44.5 43.8 23.6 55.8 39.6
Old : 45.5 25.7 61.4 44.5 43.8 23.6 55.8 39.6
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 15, 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 : 38,120: 340 712 300 37,246 36,766 37,886 37,778: 234 342
Old : 38,120: 340 712 300 37,246 36,766 37,886 37,778: 234 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,165: 0 0 0 3,985 3,985 3,985 3,985: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.9 0.8 97.7 96.4 99.4 99.1: 0.6 0.9
Old : 100.0: 0.9 1.9 0.8 97.7 96.4 99.4 99.1: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 3 2 33 41 37 46:
Old : 54: 2 3 2 33 41 37 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 45.7 67.0 64.1 19.2 21.6 27.8 28.1
Old : 47.9 45.7 67.0 64.1 19.2 21.6 27.8 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, March 15, 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 : 89,119: 5,582 30,192 4,501 74,852 48,757 84,935 83,450: 4,184 5,669
Old : 89,119: 5,582 30,192 4,501 74,852 48,757 84,935 83,450: 4,184 5,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -585: -1,307 -346 -802 1,506 183 -603 -965: 18 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 33.9 5.1 84.0 54.7 95.3 93.6: 4.7 6.4
Old : 100.0: 6.3 33.9 5.1 84.0 54.7 95.3 93.6: 4.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 10 10 25 22 38 35:
Old : 42: 5 10 10 25 22 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 43.1 64.8 62.4 35.3 34.7 46.9 45.0
Old : 48.9 43.1 64.8 62.4 35.3 34.7 46.9 45.0
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 15, 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 : 33,896: 5,005 93 4,270 20,278 26,141 29,553 30,504: 4,343 3,392
Old : 33,896: 5,005 93 4,270 20,278 26,141 29,553 30,504: 4,343 3,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 624: -1,726 -1,668 -57 2,312 2,164 529 439: 95 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.3 12.6 59.8 77.1 87.2 90.0: 12.8 10.0
Old : 100.0: 14.8 0.3 12.6 59.8 77.1 87.2 90.0: 12.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 2 4 14 15 22 19:
Old : 25: 6 2 4 14 15 22 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 : 42.5 45.8 60.5 65.8 23.7 35.0 35.3 43.9
Old : 42.5 45.8 60.5 65.8 23.7 35.0 35.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, March 15, 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 8, 2011 :
: 0: 0 0 0 0 0 0 0: 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 55.1 78.3 79.6 43.1 44.2 56.4 58.1
Old : 51.6 55.1 78.3 79.6 43.1 44.2 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 15, 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 : 20,961: 14,504 3,321 133 3,983 16,329 18,620 19,783: 2,341 1,178
Old : 20,961: 14,504 3,321 133 3,983 16,329 18,620 19,783: 2,341 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -2,230: -2,490 949 -3 667 -3,493 -1,826 -2,547: -404 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 15.8 0.6 19.0 77.9 88.8 94.4: 11.2 5.6
Old : 100.0: 69.2 15.8 0.6 19.0 77.9 88.8 94.4: 11.2 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 : 146: 67 31 7 26 29 97 64:
Old : 146: 67 31 7 26 29 97 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 : 40.5 37.9 52.0 55.2 40.5 37.8 52.0 55.0
Old : 40.5 37.9 52.0 55.2 40.5 37.8 52.0 55.0
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 15, 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 : 35,584: 23,298 3,300 381 6,875 30,194 30,554 33,875: 5,030 1,709
Old : 35,584: 23,298 3,300 381 6,875 30,194 30,554 33,875: 5,030 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -4,056: -4,972 1,822 93 1,701 -6,598 -3,178 -4,683: -878 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 9.3 1.1 19.3 84.9 85.9 95.2: 14.1 4.8
Old : 100.0: 65.5 9.3 1.1 19.3 84.9 85.9 95.2: 14.1 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 : 135: 67 24 9 19 35 91 64:
Old : 135: 67 24 9 19 35 91 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 : 20.0 37.8 32.5 53.9 20.0 37.5 32.4 53.5
Old : 20.0 37.8 32.5 53.9 20.0 37.5 32.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 15, 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 : 269,787: 77,235 14,509 17,172 151,167 224,652 245,574 256,333: 24,213 13,454
Old : 269,787: 77,235 14,509 17,172 151,167 224,652 245,574 256,333: 24,213 13,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -4,584: -1,137 -557 -381 -976 -4,182 -2,494 -5,120: -2,090 536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.4 6.4 56.0 83.3 91.0 95.0: 9.0 5.0
Old : 100.0: 28.6 5.4 6.4 56.0 83.3 91.0 95.0: 9.0 5.0
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 : 192: 74 15 37 80 90 164 133:
Old : 192: 74 15 37 80 90 164 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 26.0 34.3 38.9 13.2 13.2 21.4 21.6
Old : 24.1 26.0 34.3 38.9 13.2 13.2 21.4 21.6
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 15, 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 : 29,071: 6,885 543 544 17,853 23,234 25,282 24,321: 3,789 4,750
Old : 29,071: 6,885 543 544 17,853 23,234 25,282 24,321: 3,789 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,948: 2,765 -308 -62 1,837 4,358 4,540 3,988: -592 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.9 1.9 61.4 79.9 87.0 83.7: 13.0 16.3
Old : 100.0: 23.7 1.9 1.9 61.4 79.9 87.0 83.7: 13.0 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 2 3 19 21 27 24:
Old : 36: 6 2 3 19 21 27 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 : 41.8 42.7 57.6 63.1 39.7 40.3 55.5 59.2
Old : 41.8 42.7 57.6 63.1 39.7 40.3 55.5 59.2
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 15, 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 : 5,018: 460 50 150 4,408 4,818 5,018 5,018: 0 0
Old : 5,018: 460 50 150 4,408 4,818 5,018 5,018: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 150: 0 0 0 168 150 168 150: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.0 3.0 87.8 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 1.0 3.0 87.8 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 21 25 25 27:
Old : 34: 2 1 2 21 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 41.6 58.0 62.8 28.8 28.4 45.3 41.7
Old : 34.2 41.6 58.0 62.8 28.8 28.4 45.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, March 15, 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 : 53,555: 783 2,281 8 52,073 51,022 52,864 53,311: 691 244
Old : 53,555: 783 2,281 8 52,073 51,022 52,864 53,311: 691 244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,238: 136 0 0 2,067 2,242 2,203 2,242: 35 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.3 0.0 97.2 95.3 98.7 99.5: 1.3 0.5
Old : 100.0: 1.5 4.3 0.0 97.2 95.3 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 : 53: 2 1 1 38 39 41 40:
Old : 53: 2 1 1 38 39 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 55.1 69.2 72.9 44.1 39.4 50.5 53.2
Old : 50.5 55.1 69.2 72.9 44.1 39.4 50.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Commitments of Traders - Futures Only, March 15, 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 : 11,880: 0 0 0 11,510 11,880 11,510 11,880: 370 0
Old : 11,880: 0 0 0 11,510 11,880 11,510 11,880: 370 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0
Old : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 8 17 8:
Old : 20: 0 0 0 17 8 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 96.8 85.8 100.0 55.8 93.1 79.5 93.1
Old : 60.4 96.8 85.8 100.0 55.8 93.1 79.5 93.1
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 15, 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 : 20,585: 0 0 0 20,460 20,585 20,460 20,585: 125 0
Old : 20,585: 0 0 0 20,460 20,585 20,460 20,585: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 340: 0 0 0 215 340 215 340: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 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 14 18 14:
Old : 23: 0 0 0 18 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 81.9 92.5 97.7 75.8 69.5 81.3 81.9
Old : 82.8 81.9 92.5 97.7 75.8 69.5 81.3 81.9
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 15, 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 : 7,922: 75 3,525 75 7,442 4,322 7,592 7,922: 330 0
Old : 7,922: 75 3,525 75 7,442 4,322 7,592 7,922: 330 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 112: 25 0 -25 112 137 112 112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 44.5 0.9 93.9 54.6 95.8 100.0: 4.2 0.0
Old : 100.0: 0.9 44.5 0.9 93.9 54.6 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 : 42: 1 2 2 24 29 26 33:
Old : 42: 1 2 2 24 29 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 63.7 69.6 76.3 41.7 58.1 56.6 67.2
Old : 46.9 63.7 69.6 76.3 41.7 58.1 56.6 67.2
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 15, 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 : 13,561: 1,320 50 130 11,884 13,193 13,334 13,373: 227 188
Old : 13,561: 1,320 50 130 11,884 13,193 13,334 13,373: 227 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 54: -25 0 0 94 39 69 39: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.4 1.0 87.6 97.3 98.3 98.6: 1.7 1.4
Old : 100.0: 9.7 0.4 1.0 87.6 97.3 98.3 98.6: 1.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 27 19 29 21:
Old : 32: 1 1 2 27 19 29 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 : 35.2 63.8 62.1 86.4 32.0 55.8 51.8 65.0
Old : 35.2 63.8 62.1 86.4 32.0 55.8 51.8 65.0
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 15, 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 : 16,575: 2,446 2,164 620 13,250 13,536 16,316 16,320: 259 255
Old : 16,575: 2,446 2,164 620 13,250 13,536 16,316 16,320: 259 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 573: -29 116 -18 620 489 573 587: 0 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.1 3.7 79.9 81.7 98.4 98.5: 1.6 1.5
Old : 100.0: 14.8 13.1 3.7 79.9 81.7 98.4 98.5: 1.6 1.5
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 : 51: 6 2 4 33 32 40 37:
Old : 51: 6 2 4 33 32 40 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 : 28.2 37.5 48.2 58.8 27.7 36.2 46.1 52.9
Old : 28.2 37.5 48.2 58.8 27.7 36.2 46.1 52.9
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 15, 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 : 11,489: 1,239 401 173 9,330 10,597 10,742 11,171: 747 318
Old : 11,489: 1,239 401 173 9,330 10,597 10,742 11,171: 747 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,099: 218 75 23 777 1,085 1,018 1,183: 81 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.5 1.5 81.2 92.2 93.5 97.2: 6.5 2.8
Old : 100.0: 10.8 3.5 1.5 81.2 92.2 93.5 97.2: 6.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 2 27 29 30 33:
Old : 36: 2 3 2 27 29 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 35.2 58.4 54.2 29.4 27.6 39.0 37.4
Old : 37.4 35.2 58.4 54.2 29.4 27.6 39.0 37.4
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 15, 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 : 31,783: 10,821 853 1,252 19,234 29,402 31,307 31,507: 476 276
Old : 31,783: 10,821 853 1,252 19,234 29,402 31,307 31,507: 476 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 24: -150 -150 0 174 174 24 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 2.7 3.9 60.5 92.5 98.5 99.1: 1.5 0.9
Old : 100.0: 34.0 2.7 3.9 60.5 92.5 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 : 56: 9 3 5 31 33 43 39:
Old : 56: 9 3 5 31 33 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 54.6 49.8 69.2 26.7 49.9 45.7 64.4
Old : 29.1 54.6 49.8 69.2 26.7 49.9 45.7 64.4
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 15, 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 : 17,969: 1,512 203 316 13,272 14,401 15,100 14,920: 2,869 3,049
Old : 17,969: 1,512 203 316 13,272 14,401 15,100 14,920: 2,869 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 991: -13 203 13 557 1,281 557 1,497: 434 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.1 1.8 73.9 80.1 84.0 83.0: 16.0 17.0
Old : 100.0: 8.4 1.1 1.8 73.9 80.1 84.0 83.0: 16.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 18 18 19:
Old : 22: 1 1 1 16 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 57.5 61.8 72.3 42.7 49.9 58.5 63.0
Old : 42.9 57.5 61.8 72.3 42.7 49.9 58.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011