GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 17, 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 : 36,900: 996 433 261 35,503 35,648 36,760 36,342: 140 558
Old : 36,900: 996 433 261 35,503 35,648 36,760 36,342: 140 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 2,079: 140 60 -40 2,036 2,091 2,136 2,111: -57 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.2 0.7 96.2 96.6 99.6 98.5: 0.4 1.5
Old : 100.0: 2.7 1.2 0.7 96.2 96.6 99.6 98.5: 0.4 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 : 57: 2 2 1 43 44 45 47:
Old : 57: 2 2 1 43 44 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 35.0 53.0 52.1 21.6 26.5 32.7 37.3
Old : 35.7 35.0 53.0 52.1 21.6 26.5 32.7 37.3
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, May 17, 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 : 15,344: 0 0 0 15,218 15,224 15,218 15,224: 126 120
Old : 15,344: 0 0 0 15,218 15,224 15,218 15,224: 126 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 864: 0 0 0 873 864 873 864: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Old : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 27 26 27 26:
Old : 36: 0 0 0 27 26 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 53.8 63.9 74.0 33.9 49.4 56.7 63.0
Old : 39.3 53.8 63.9 74.0 33.9 49.4 56.7 63.0
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, May 17, 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 : 10,105: 100 390 127 8,336 7,941 8,563 8,458: 1,542 1,647
Old : 10,105: 100 390 127 8,336 7,941 8,563 8,458: 1,542 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 314: 4 5 -34 293 184 263 155: 51 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.9 1.3 82.5 78.6 84.7 83.7: 15.3 16.3
Old : 100.0: 1.0 3.9 1.3 82.5 78.6 84.7 83.7: 15.3 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 : 38: 2 2 2 31 34 34 37:
Old : 38: 2 2 2 31 34 34 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 : 34.5 26.3 51.9 39.5 15.5 9.8 22.9 15.8
Old : 34.5 26.3 51.9 39.5 15.5 9.8 22.9 15.8
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, May 17, 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 : 6,829: 665 155 305 5,242 5,571 6,212 6,031: 617 798
Old : 6,829: 665 155 305 5,242 5,571 6,212 6,031: 617 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 602: 90 10 27 441 629 558 666: 44 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.3 4.5 76.8 81.6 91.0 88.3: 9.0 11.7
Old : 100.0: 9.7 2.3 4.5 76.8 81.6 91.0 88.3: 9.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 2 9 42 50 51 60:
Old : 63: 8 2 9 42 50 51 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 22.3 41.4 34.0 20.6 20.1 31.3 29.4
Old : 26.7 22.3 41.4 34.0 20.6 20.1 31.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, May 17, 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 : 2,981: 514 430 141 1,739 1,963 2,394 2,534: 587 447
Old : 2,981: 514 430 141 1,739 1,963 2,394 2,534: 587 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 295: 15 -145 15 188 355 218 225: 77 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.4 4.7 58.3 65.9 80.3 85.0: 19.7 15.0
Old : 100.0: 17.2 14.4 4.7 58.3 65.9 80.3 85.0: 19.7 15.0
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 2 1 15 15 16 18:
Old : 22: 1 2 1 15 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 38.5 63.6 62.5 34.8 31.4 43.1 46.5
Old : 43.5 38.5 63.6 62.5 34.8 31.4 43.1 46.5
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, May 17, 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 : 1,583: 0 50 0 1,221 1,139 1,221 1,189: 362 394
Old : 1,583: 0 50 0 1,221 1,139 1,221 1,189: 362 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 25: 0 0 0 -80 -4 -80 -4: 105 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 77.1 72.0 77.1 75.1: 22.9 24.9
Old : 100.0: 0.0 3.2 0.0 77.1 72.0 77.1 75.1: 22.9 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 19 16 19 17:
Old : 24: 0 1 0 19 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 35.2 54.7 52.4 20.7 16.7 31.4 28.1
Old : 34.8 35.2 54.7 52.4 20.7 16.7 31.4 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, May 17, 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 : 1,606: 0 15 35 1,104 1,331 1,139 1,381: 467 225
Old : 1,606: 0 15 35 1,104 1,331 1,139 1,381: 467 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 109: 0 0 0 68 100 68 100: 41 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 2.2 68.7 82.9 70.9 86.0: 29.1 14.0
Old : 100.0: 0.0 0.9 2.2 68.7 82.9 70.9 86.0: 29.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 18 15 19 16:
Old : 21: 0 1 1 18 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 54.5 52.7 73.9 33.9 50.0 43.1 59.9
Old : 38.0 54.5 52.7 73.9 33.9 50.0 43.1 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, May 17, 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 : 11,618: 0 0 0 11,438 11,198 11,438 11,198: 180 420
Old : 11,618: 0 0 0 11,438 11,198 11,438 11,198: 180 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 588: 0 0 0 648 588 648 588: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6
Old : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 19 20 19:
Old : 25: 0 0 0 20 19 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 : 66.4 57.6 81.6 81.8 63.3 49.0 71.0 66.7
Old : 66.4 57.6 81.6 81.8 63.3 49.0 71.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders - Futures Only, May 17, 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 : 13,061: 0 1,097 0 12,941 11,943 12,941 13,040: 120 21
Old : 13,061: 0 1,097 0 12,941 11,943 12,941 13,040: 120 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,118: 0 330 0 1,143 788 1,143 1,118: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.0 99.1 91.4 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 8.4 0.0 99.1 91.4 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 24 19 24 20:
Old : 31: 0 1 0 24 19 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 : 40.0 53.3 65.9 81.6 35.3 34.9 53.6 55.7
Old : 40.0 53.3 65.9 81.6 35.3 34.9 53.6 55.7
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, May 17, 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 : 310,771: 54,140 29,121 35,434 181,653 219,293 271,227 283,848: 39,544 26,923
Old : 310,771: 54,140 29,121 35,434 181,653 219,293 271,227 283,848: 39,544 26,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,454: -918 -2,972 410 5,317 7,959 4,809 5,397: -1,355 -1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.4 11.4 58.5 70.6 87.3 91.3: 12.7 8.7
Old : 100.0: 17.4 9.4 11.4 58.5 70.6 87.3 91.3: 12.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 48 14 41 71 77 134 122:
Old : 154: 48 14 41 71 77 134 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 28.4 29.4 40.7 12.8 17.4 19.6 23.4
Old : 18.5 28.4 29.4 40.7 12.8 17.4 19.6 23.4
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, May 17, 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 : 13,490: 375 1,091 440 12,635 11,959 13,450 13,490: 40 0
Old : 13,490: 375 1,091 440 12,635 11,959 13,450 13,490: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 474: -100 150 150 424 174 474 474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.1 3.3 93.7 88.7 99.7 100.0: 0.3 0.0
Old : 100.0: 2.8 8.1 3.3 93.7 88.7 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 2 6 6 39 38 47 48:
Old : 67: 2 6 6 39 38 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 31.1 50.4 48.9 25.1 28.5 41.4 44.8
Old : 31.7 31.1 50.4 48.9 25.1 28.5 41.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, May 17, 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 : 7,305: 1,165 460 170 5,949 6,675 7,284 7,305: 21 0
Old : 7,305: 1,165 460 170 5,949 6,675 7,284 7,305: 21 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 261: 390 0 0 -150 261 240 261: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.3 2.3 81.4 91.4 99.7 100.0: 0.3 0.0
Old : 100.0: 15.9 6.3 2.3 81.4 91.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 1 22 17 29 18:
Old : 39: 6 1 1 22 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 : 36.7 53.6 59.2 80.5 36.7 51.9 58.6 73.8
Old : 36.7 53.6 59.2 80.5 36.7 51.9 58.6 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders - Futures Only, May 17, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 3,818: 295 644 312 1,952 1,635 2,559 2,591: 1,259 1,227
Old : 3,818: 295 644 312 1,952 1,635 2,559 2,591: 1,259 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 20: -36 5 0 36 -18 0 -13: 20 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.9 8.2 51.1 42.8 67.0 67.9: 33.0 32.1
Old : 100.0: 7.7 16.9 8.2 51.1 42.8 67.0 67.9: 33.0 32.1
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: 2 2 4 14 11 18 15:
Old : 20: 2 2 4 14 11 18 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 : 34.8 39.1 54.0 56.3 33.7 33.0 42.0 42.4
Old : 34.8 39.1 54.0 56.3 33.7 33.0 42.0 42.4
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, May 17, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 956,074: 128,391 326,543 341,540 410,713 246,115 880,644 914,198: 75,430 41,876
Old : 956,074: 128,391 326,543 341,540 410,713 246,115 880,644 914,198: 75,430 41,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -25,083: -7,221 -10,544 -12,353 -2,916 -5,885 -22,490 -28,782: -2,593 3,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 34.2 35.7 43.0 25.7 92.1 95.6: 7.9 4.4
Old : 100.0: 13.4 34.2 35.7 43.0 25.7 92.1 95.6: 7.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 103 121 148 82 73 277 268:
Old : 330: 103 121 148 82 73 277 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 20.7 31.9 32.2 15.7 11.3 23.9 18.6
Old : 18.4 20.7 31.9 32.2 15.7 11.3 23.9 18.6
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, May 17, 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 : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208
Old : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 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 77.1 93.2 77.1 93.2: 22.9 6.8
Old : 100.0: 0.0 0.0 0.0 77.1 93.2 77.1 93.2: 22.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 14 14 14:
Old : 20: 0 0 0 14 14 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 : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
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, May 17, 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 : 39,908: 2,496 1,392 1,778 32,594 31,350 36,868 34,520: 3,040 5,388
Old : 39,908: 2,496 1,392 1,778 32,594 31,350 36,868 34,520: 3,040 5,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,224: 0 0 0 1,224 1,224 1,224 1,224: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.5 4.5 81.7 78.6 92.4 86.5: 7.6 13.5
Old : 100.0: 6.3 3.5 4.5 81.7 78.6 92.4 86.5: 7.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 14 14 17 17:
Old : 22: 2 1 3 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7
Old : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, May 17, 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 : 88,190: 110 7,339 3,190 79,437 73,033 82,737 83,562: 5,453 4,628
Old : 88,190: 110 7,339 3,190 79,437 73,033 82,737 83,562: 5,453 4,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 80: 0 0 0 386 330 386 330: -306 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.3 3.6 90.1 82.8 93.8 94.8: 6.2 5.2
Old : 100.0: 0.1 8.3 3.6 90.1 82.8 93.8 94.8: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 17 23 20 26:
Old : 31: 1 2 3 17 23 20 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 : 46.9 39.5 70.8 62.2 44.1 37.3 58.0 53.8
Old : 46.9 39.5 70.8 62.2 44.1 37.3 58.0 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, May 17, 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 : 72,779: 1,226 0 1,316 61,419 63,564 63,961 64,880: 8,818 7,899
Old : 72,779: 1,226 0 1,316 61,419 63,564 63,961 64,880: 8,818 7,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 242: 304 0 -62 0 304 242 242: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 1.8 84.4 87.3 87.9 89.1: 12.1 10.9
Old : 100.0: 1.7 0.0 1.8 84.4 87.3 87.9 89.1: 12.1 10.9
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 : 20: 1 0 1 14 17 15 18:
Old : 20: 1 0 1 14 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 52.8 75.4 71.9 48.7 51.8 59.8 63.7
Old : 60.4 52.8 75.4 71.9 48.7 51.8 59.8 63.7
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, May 17, 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 : 128,214: 5,168 0 3,587 105,676 118,007 114,431 121,594: 13,783 6,620
Old : 128,214: 5,168 0 3,587 105,676 118,007 114,431 121,594: 13,783 6,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 99: 932 0 -564 -269 563 99 -1: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 2.8 82.4 92.0 89.3 94.8: 10.7 5.2
Old : 100.0: 4.0 0.0 2.8 82.4 92.0 89.3 94.8: 10.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 22 25 25 27:
Old : 33: 3 0 2 22 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 : 33.1 40.1 56.4 61.9 29.5 34.8 40.5 50.9
Old : 33.1 40.1 56.4 61.9 29.5 34.8 40.5 50.9
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, May 17, 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 : 2,653,985: 582,658 71,365 768,487 1,270,460 1,784,665 2,621,605 2,624,517: 32,380 29,468
Old : 2,653,985: 582,658 71,365 768,487 1,270,460 1,784,665 2,621,605 2,624,517: 32,380 29,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 6,466: -97,008 -15,606 47,684 52,871 -27,594 3,547 4,484: 2,919 1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 2.7 29.0 47.9 67.2 98.8 98.9: 1.2 1.1
Old : 100.0: 22.0 2.7 29.0 47.9 67.2 98.8 98.9: 1.2 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 : 174: 47 20 50 103 91 167 144:
Old : 174: 47 20 50 103 91 167 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7
Old : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7
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, May 17, 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 : 991,505: 170,570 86,226 167,439 649,542 732,715 987,551 986,380: 3,954 5,125
Old : 991,505: 170,570 86,226 167,439 649,542 732,715 987,551 986,380: 3,954 5,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 18,379: 18,325 9,642 -6,497 7,019 14,942 18,847 18,087: -468 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.7 16.9 65.5 73.9 99.6 99.5: 0.4 0.5
Old : 100.0: 17.2 8.7 16.9 65.5 73.9 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 25 29 39 45 37 92 83:
Old : 101: 25 29 39 45 37 92 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4
Old : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4
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, May 17, 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 : 7,630: 285 30 120 6,695 7,020 7,100 7,170: 530 460
Old : 7,630: 285 30 120 6,695 7,020 7,100 7,170: 530 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 90: 0 -15 0 -70 20 -70 5: 160 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.4 1.6 87.7 92.0 93.1 94.0: 6.9 6.0
Old : 100.0: 3.7 0.4 1.6 87.7 92.0 93.1 94.0: 6.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 15 15 17 16:
Old : 20: 1 1 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 40.5 81.8 66.8 42.8 33.4 55.4 50.7
Old : 58.9 40.5 81.8 66.8 42.8 33.4 55.4 50.7
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, May 17, 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 : 11,155: 218 1,027 131 10,667 9,740 11,016 10,898: 139 257
Old : 11,155: 218 1,027 131 10,667 9,740 11,016 10,898: 139 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 432: 58 60 40 345 369 443 469: -11 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.2 1.2 95.6 87.3 98.8 97.7: 1.2 2.3
Old : 100.0: 2.0 9.2 1.2 95.6 87.3 98.8 97.7: 1.2 2.3
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 : 49: 3 3 4 32 31 39 36:
Old : 49: 3 3 4 32 31 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 57.8 54.6 70.1 35.3 51.2 51.5 61.1
Old : 35.8 57.8 54.6 70.1 35.3 51.2 51.5 61.1
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, May 17, 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 : 1,502: 60 11 54 1,191 1,066 1,305 1,131: 197 371
Old : 1,502: 60 11 54 1,191 1,066 1,305 1,131: 197 371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 36: 3 4 -8 178 -11 173 -15: -137 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.7 3.6 79.3 71.0 86.9 75.3: 13.1 24.7
Old : 100.0: 4.0 0.7 3.6 79.3 71.0 86.9 75.3: 13.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 25 23 28 26:
Old : 30: 2 1 3 25 23 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 : 22.1 33.1 39.2 48.5 19.7 29.6 33.3 38.7
Old : 22.1 33.1 39.2 48.5 19.7 29.6 33.3 38.7
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, May 17, 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 : 48,474: 15,236 736 1,260 29,936 45,266 46,432 47,262: 2,042 1,212
Old : 48,474: 15,236 736 1,260 29,936 45,266 46,432 47,262: 2,042 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 286: 468 -28 28 -248 286 248 286: 38 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 1.5 2.6 61.8 93.4 95.8 97.5: 4.2 2.5
Old : 100.0: 31.4 1.5 2.6 61.8 93.4 95.8 97.5: 4.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 3 3 35 27 41 32:
Old : 46: 5 3 3 35 27 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 58.7 64.3 78.8 41.3 52.2 52.9 62.2
Old : 46.3 58.7 64.3 78.8 41.3 52.2 52.9 62.2
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, May 17, 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 : 15,021: 0 1,382 100 13,707 12,389 13,807 13,871: 1,214 1,150
Old : 15,021: 0 1,382 100 13,707 12,389 13,807 13,871: 1,214 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 116: 0 36 0 64 80 64 116: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 0.7 91.3 82.5 91.9 92.3: 8.1 7.7
Old : 100.0: 0.0 9.2 0.7 91.3 82.5 91.9 92.3: 8.1 7.7
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 : 28: 0 3 1 21 19 22 22:
Old : 28: 0 3 1 21 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 49.1 68.1 66.7 47.2 39.9 59.4 54.6
Old : 49.1 49.1 68.1 66.7 47.2 39.9 59.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, May 17, 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 : 10,811: 642 1,038 30 7,605 8,533 8,277 9,601: 2,534 1,210
Old : 10,811: 642 1,038 30 7,605 8,533 8,277 9,601: 2,534 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.6 0.3 70.3 78.9 76.6 88.8: 23.4 11.2
Old : 100.0: 5.9 9.6 0.3 70.3 78.9 76.6 88.8: 23.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 14 14 16 16:
Old : 20: 1 2 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 55.5 56.7 72.8 27.9 47.1 43.3 62.8
Old : 32.4 55.5 56.7 72.8 27.9 47.1 43.3 62.8
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, May 17, 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 : 29,413: 302 2,120 814 25,868 25,175 26,984 28,109: 2,429 1,304
Old : 29,413: 302 2,120 814 25,868 25,175 26,984 28,109: 2,429 1,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 6: 10 0 -10 -20 28 -20 18: 26 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.2 2.8 87.9 85.6 91.7 95.6: 8.3 4.4
Old : 100.0: 1.0 7.2 2.8 87.9 85.6 91.7 95.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 24 18 27 21:
Old : 28: 3 1 2 24 18 27 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 : 37.7 54.9 57.9 77.0 22.0 48.3 36.8 54.2
Old : 37.7 54.9 57.9 77.0 22.0 48.3 36.8 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, May 17, 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 : 11,820: 18 416 352 10,334 10,452 10,704 11,220: 1,116 600
Old : 11,820: 18 416 352 10,334 10,452 10,704 11,220: 1,116 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 70: 0 14 0 54 56 54 70: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 3.0 87.4 88.4 90.6 94.9: 9.4 5.1
Old : 100.0: 0.2 3.5 3.0 87.4 88.4 90.6 94.9: 9.4 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 : 24: 1 1 1 19 16 20 18:
Old : 24: 1 1 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 45.8 66.9 69.4 42.5 39.1 62.6 61.3
Old : 43.1 45.8 66.9 69.4 42.5 39.1 62.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Commitments of Traders - Futures Only, May 17, 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 : 22,763: 147 0 0 22,446 22,593 22,593 22,593: 170 170
Old : 22,763: 147 0 0 22,446 22,593 22,593 22,593: 170 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 411: 0 0 0 411 411 411 411: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.6 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.6 0.0 0.0 98.6 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 13 9 14 9:
Old : 21: 1 0 0 13 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 86.9 91.0 98.0 41.3 52.1 54.4 60.5
Old : 69.1 86.9 91.0 98.0 41.3 52.1 54.4 60.5
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, May 17, 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 : 12,030: 330 632 74 9,476 10,232 9,880 10,938: 2,150 1,092
Old : 12,030: 330 632 74 9,476 10,232 9,880 10,938: 2,150 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.3 0.6 78.8 85.1 82.1 90.9: 17.9 9.1
Old : 100.0: 2.7 5.3 0.6 78.8 85.1 82.1 90.9: 17.9 9.1
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 : 24: 1 2 2 19 16 21 19:
Old : 24: 1 2 2 19 16 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 : 39.3 55.9 61.1 77.3 37.4 42.7 47.9 58.8
Old : 39.3 55.9 61.1 77.3 37.4 42.7 47.9 58.8
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, May 17, 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 : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21
Old : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 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 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 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 1 0 12 13 12 14:
Old : 23: 0 1 0 12 13 12 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 : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
Old : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
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, May 17, 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 : 717,034: 0 6,322 0 717,034 710,712 717,034 717,034: 0 0
Old : 717,034: 0 6,322 0 717,034 710,712 717,034 717,034: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 23,791: 0 0 0 23,791 23,791 23,791 23,791: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 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 : 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 : 86.4 76.1 96.3 96.9 85.3 71.8 92.8 92.6
Old : 86.4 76.1 96.3 96.9 85.3 71.8 92.8 92.6
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, May 17, 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 : 55,778: 0 0 0 55,778 55,778 55,778 55,778: 0 0
Old : 55,778: 0 0 0 55,778 55,778 55,778 55,778: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 2,970: 0 0 0 2,970 2,970 2,970 2,970: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 13 17 13:
Old : 26: 0 0 0 17 13 17 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 : 63.4 77.8 88.6 93.0 63.4 77.4 83.6 84.9
Old : 63.4 77.8 88.6 93.0 63.4 77.4 83.6 84.9
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, May 17, 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 : 993,002: 0 0 0 993,002 993,002 993,002 993,002: 0 0
Old : 993,002: 0 0 0 993,002 993,002 993,002 993,002: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 46,960: 0 0 0 46,960 46,960 46,960 46,960: 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 12 18 12:
Old : 23: 0 0 0 18 12 18 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 : 65.1 80.0 86.8 97.0 65.1 78.8 83.1 86.4
Old : 65.1 80.0 86.8 97.0 65.1 78.8 83.1 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, May 17, 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 : 176,023: 0 468 1,999 174,024 173,556 176,023 176,023: 0 0
Old : 176,023: 0 468 1,999 174,024 173,556 176,023 176,023: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,390: 0 0 0 3,390 3,390 3,390 3,390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.1 98.9 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 1.1 98.9 98.6 100.0 100.0: 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 : 39: 0 1 1 23 27 24 28:
Old : 39: 0 1 1 23 27 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 52.0 90.4 72.0 65.5 52.0 87.2 71.7
Old : 65.6 52.0 90.4 72.0 65.5 52.0 87.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, May 17, 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 : 3,043,179: 0 38,316 13,278 3,029,901 2,991,585 3,043,179 3,043,179: 0 0
Old : 3,043,179: 0 38,316 13,278 3,029,901 2,991,585 3,043,179 3,043,179: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 46,960: 0 0 0 46,960 46,960 46,960 46,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.4 99.6 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.4 99.6 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 17 27 18 28:
Old : 37: 0 1 1 17 27 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 54.5 93.6 76.3 68.9 54.5 91.4 76.3
Old : 69.5 54.5 93.6 76.3 68.9 54.5 91.4 76.3
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, May 17, 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 : 49,660: 4,450 1,380 132 45,078 48,148 49,660 49,660: 0 0
Old : 49,660: 4,450 1,380 132 45,078 48,148 49,660 49,660: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 210: 0 0 0 210 465 210 465: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.8 0.3 90.8 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 2.8 0.3 90.8 97.0 100.0 100.0: 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: 3 2 1 24 20 28 22:
Old : 34: 3 2 1 24 20 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 59.9 67.6 75.7 44.1 57.2 57.4 67.9
Old : 51.3 59.9 67.6 75.7 44.1 57.2 57.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, May 17, 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 : 1,186,024: 46,720 46,429 0 1,139,304 1,139,595 1,186,024 1,186,024: 0 0
Old : 1,186,024: 46,720 46,429 0 1,139,304 1,139,595 1,186,024 1,186,024: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 9,845: 0 0 0 9,845 9,845 9,845 9,845: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.9 0.0 96.1 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 3.9 0.0 96.1 96.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 0 24 22 26 24:
Old : 36: 2 2 0 24 22 26 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 : 48.3 56.3 67.6 74.6 47.8 55.0 62.1 73.1
Old : 48.3 56.3 67.6 74.6 47.8 55.0 62.1 73.1
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, May 17, 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 : 51,832: 105 0 0 51,684 51,279 51,789 51,279: 43 553
Old : 51,832: 105 0 0 51,684 51,279 51,789 51,279: 43 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 86: 0 0 0 86 86 86 86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1
Old : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 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 : 29: 1 0 0 20 20 21 20:
Old : 29: 1 0 0 20 20 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 46.7 79.6 75.3 40.2 35.7 55.0 53.0
Old : 56.6 46.7 79.6 75.3 40.2 35.7 55.0 53.0
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, May 17, 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 : 37,844: 0 3,655 170 37,420 33,849 37,590 37,674: 254 170
Old : 37,844: 0 3,655 170 37,420 33,849 37,590 37,674: 254 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 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 9.7 0.4 98.9 89.4 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 9.7 0.4 98.9 89.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 80.2 77.7 91.5 92.5 76.9 71.0 85.0 85.8
Old : 80.2 77.7 91.5 92.5 76.9 71.0 85.0 85.8
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, May 17, 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 : 20,519: 510 526 0 19,584 19,674 20,094 20,200: 425 319
Old : 20,519: 510 526 0 19,584 19,674 20,094 20,200: 425 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 0: 0 0 0 425 0 425 0: -425 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.6 0.0 95.4 95.9 97.9 98.4: 2.1 1.6
Old : 100.0: 2.5 2.6 0.0 95.4 95.9 97.9 98.4: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 17 13 18 14:
Old : 24: 1 1 0 17 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 : 47.9 51.2 75.2 79.0 46.6 44.6 66.8 65.1
Old : 47.9 51.2 75.2 79.0 46.6 44.6 66.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders - Futures Only, May 17, 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 : 402,605: 2,040 0 0 400,565 402,605 402,605 402,605: 0 0
Old : 402,605: 2,040 0 0 400,565 402,605 402,605 402,605: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,600: 0 0 0 1,600 1,600 1,600 1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 13 9 14 9:
Old : 21: 1 0 0 13 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 88.5 91.3 99.6 39.3 52.5 53.7 60.1
Old : 71.4 88.5 91.3 99.6 39.3 52.5 53.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, May 17, 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 : 990,825: 23,400 18,461 2,400 965,025 969,964 990,825 990,825: 0 0
Old : 990,825: 23,400 18,461 2,400 965,025 969,964 990,825 990,825: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,600: 0 0 0 1,600 1,600 1,600 1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.9 0.2 97.4 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 1.9 0.2 97.4 97.9 100.0 100.0: 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 : 33: 1 2 1 21 22 23 24:
Old : 33: 1 2 1 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 55.8 79.0 77.7 35.3 33.9 47.8 43.3
Old : 57.4 55.8 79.0 77.7 35.3 33.9 47.8 43.3
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, May 17, 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 : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0
Old : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 14 8 16 9:
Old : 21: 2 0 1 14 8 16 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 : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Old : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders - Futures Only, May 17, 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 : 159,576: 0 0 0 159,576 159,576 159,576 159,576: 0 0
Old : 159,576: 0 0 0 159,576 159,576 159,576 159,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 10 12 10 12:
Old : 20: 0 0 0 10 12 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 74.0 94.5 92.3 71.1 74.0 91.8 90.0
Old : 73.9 74.0 94.5 92.3 71.1 74.0 91.8 90.0
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, May 17, 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 : 22,833: 81 70 20 22,333 22,348 22,434 22,438: 399 395
Old : 22,833: 81 70 20 22,333 22,348 22,434 22,438: 399 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -893: -130 0 -48 -810 -845 -988 -893: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.1 97.8 97.9 98.3 98.3: 1.7 1.7
Old : 100.0: 0.4 0.3 0.1 97.8 97.9 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 1 34 36 36 37:
Old : 42: 1 1 1 34 36 36 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 : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5
Old : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5
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, May 17, 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 : 16,126: 988 110 70 14,866 15,464 15,924 15,644: 202 482
Old : 16,126: 988 110 70 14,866 15,464 15,924 15,644: 202 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 71: -35 55 0 106 16 71 71: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.7 0.4 92.2 95.9 98.7 97.0: 1.3 3.0
Old : 100.0: 6.1 0.7 0.4 92.2 95.9 98.7 97.0: 1.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 2 20 23 24 25:
Old : 29: 3 1 2 20 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7
Old : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7
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, May 17, 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 : 7,852: 0 30 45 7,500 7,235 7,545 7,310: 307 542
Old : 7,852: 0 30 45 7,500 7,235 7,545 7,310: 307 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 48: 0 30 -30 218 28 188 28: -140 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.6 95.5 92.1 96.1 93.1: 3.9 6.9
Old : 100.0: 0.0 0.4 0.6 95.5 92.1 96.1 93.1: 3.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 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 : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9
Old : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9
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, May 17, 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 : 11,644: 0 0 0 11,178 11,323 11,178 11,323: 466 321
Old : 11,644: 0 0 0 11,178 11,323 11,178 11,323: 466 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4: -40 0 -5 26 -24 -19 -29: 15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.0 97.2 96.0 97.2: 4.0 2.8
Old : 100.0: 0.0 0.0 0.0 96.0 97.2 96.0 97.2: 4.0 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 : 29: 0 0 0 20 20 20 20:
Old : 29: 0 0 0 20 20 20 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 : 60.9 56.6 77.6 77.1 58.8 53.6 73.7 70.9
Old : 60.9 56.6 77.6 77.1 58.8 53.6 73.7 70.9
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, May 17, 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 : 1,582,868: 344,633 141,554 413,835 723,749 955,276 1,482,217 1,510,665: 100,651 72,203
Old : 1,582,868: 344,633 141,554 413,835 723,749 955,276 1,482,217 1,510,665: 100,651 72,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -70,931: -35,982 -27,547 -20,397 -22,694 -34,338 -79,073 -82,282: 8,142 11,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.9 26.1 45.7 60.4 93.6 95.4: 6.4 4.6
Old : 100.0: 21.8 8.9 26.1 45.7 60.4 93.6 95.4: 6.4 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 : 354: 142 83 168 97 99 325 285:
Old : 354: 142 83 168 97 99 325 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 12.6 27.0 23.6 13.4 11.1 18.0 17.3
Old : 17.9 12.6 27.0 23.6 13.4 11.1 18.0 17.3
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, May 17, 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 : 217,282: 53,916 14,683 5,307 118,752 140,620 177,975 160,610: 39,307 56,672
Old : 217,282: 53,916 14,683 5,307 118,752 140,620 177,975 160,610: 39,307 56,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 120: 439 -2,299 -460 -918 2,741 -939 -18: 1,059 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.8 2.4 54.7 64.7 81.9 73.9: 18.1 26.1
Old : 100.0: 24.8 6.8 2.4 54.7 64.7 81.9 73.9: 18.1 26.1
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: 7 3 6 22 22 31 29:
Old : 33: 7 3 6 22 22 31 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 : 43.4 28.5 58.0 47.0 41.7 24.4 55.6 41.2
Old : 43.4 28.5 58.0 47.0 41.7 24.4 55.6 41.2
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, May 17, 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 : 31,979: 0 525 900 31,029 30,504 31,929 31,929: 50 50
Old : 31,979: 0 525 900 31,029 30,504 31,929 31,929: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,650: 0 25 -50 1,750 1,725 1,700 1,700: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 2.8 97.0 95.4 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 1.6 2.8 97.0 95.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 0 4 3 35 36 38 43:
Old : 49: 0 4 3 35 36 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 37.9 60.2 58.4 22.6 23.8 28.2 31.4
Old : 42.4 37.9 60.2 58.4 22.6 23.8 28.2 31.4
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, May 17, 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 : 76,021: 2,507 18,071 4,468 65,242 48,430 72,217 70,969: 3,804 5,052
Old : 76,021: 2,507 18,071 4,468 65,242 48,430 72,217 70,969: 3,804 5,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,077: -1,703 -841 -63 -149 -922 -1,915 -1,826: -162 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 23.8 5.9 85.8 63.7 95.0 93.4: 5.0 6.6
Old : 100.0: 3.3 23.8 5.9 85.8 63.7 95.0 93.4: 5.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 7 10 25 22 36 32:
Old : 37: 3 7 10 25 22 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 37.9 69.2 60.6 43.8 32.4 55.4 46.8
Old : 54.7 37.9 69.2 60.6 43.8 32.4 55.4 46.8
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, May 17, 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 : 30,139: 2,359 1,033 3,406 21,393 23,712 27,158 28,151: 2,981 1,988
Old : 30,139: 2,359 1,033 3,406 21,393 23,712 27,158 28,151: 2,981 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4,289: -1,856 233 -1,140 -523 -2,651 -3,519 -3,558: -770 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.4 11.3 71.0 78.7 90.1 93.4: 9.9 6.6
Old : 100.0: 7.8 3.4 11.3 71.0 78.7 90.1 93.4: 9.9 6.6
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: 3 2 5 14 15 19 21:
Old : 22: 3 2 5 14 15 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.5 69.8 71.1 34.1 43.0 43.4 49.8
Old : 48.9 55.5 69.8 71.1 34.1 43.0 43.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, May 17, 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 : 15,245: 2,175 287 0 13,070 14,895 15,245 15,182: 0 63
Old : 15,245: 2,175 287 0 13,070 14,895 15,245 15,182: 0 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,650: 900 0 0 750 1,650 1,650 1,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.9 0.0 85.7 97.7 100.0 99.6: 0.0 0.4
Old : 100.0: 14.3 1.9 0.0 85.7 97.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 0 19 19 24 20:
Old : 30: 5 1 0 19 19 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 : 42.0 62.1 64.5 81.9 32.0 46.5 48.4 57.2
Old : 42.0 62.1 64.5 81.9 32.0 46.5 48.4 57.2
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, May 17, 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 : 19,857: 12,339 4,031 499 4,928 14,117 17,766 18,647: 2,091 1,210
Old : 19,857: 12,339 4,031 499 4,928 14,117 17,766 18,647: 2,091 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -853: -499 507 123 -455 -1,611 -831 -981: -22 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 20.3 2.5 24.8 71.1 89.5 93.9: 10.5 6.1
Old : 100.0: 62.1 20.3 2.5 24.8 71.1 89.5 93.9: 10.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 53 40 9 26 26 86 72:
Old : 142: 53 40 9 26 26 86 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 32.9 49.8 50.3 39.6 32.9 49.7 49.0
Old : 39.6 32.9 49.8 50.3 39.6 32.9 49.7 49.0
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, May 17, 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 : 35,215: 24,063 1,848 184 5,674 31,109 29,921 33,141: 5,294 2,074
Old : 35,215: 24,063 1,848 184 5,674 31,109 29,921 33,141: 5,294 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,176: -1,215 297 -64 482 -2,104 -797 -1,871: -379 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 5.2 0.5 16.1 88.3 85.0 94.1: 15.0 5.9
Old : 100.0: 68.3 5.2 0.5 16.1 88.3 85.0 94.1: 15.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 82 18 7 14 34 101 54:
Old : 143: 82 18 7 14 34 101 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 40.4 38.0 56.8 24.0 39.8 38.0 55.6
Old : 24.0 40.4 38.0 56.8 24.0 39.8 38.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, May 17, 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 : 277,617: 69,099 16,882 22,321 167,185 224,593 258,605 263,796: 19,012 13,821
Old : 277,617: 69,099 16,882 22,321 167,185 224,593 258,605 263,796: 19,012 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -13,191: -13,564 -5,820 5,811 -3,058 -12,397 -10,811 -12,406: -2,380 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.1 8.0 60.2 80.9 93.2 95.0: 6.8 5.0
Old : 100.0: 24.9 6.1 8.0 60.2 80.9 93.2 95.0: 6.8 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: 65 17 47 75 93 160 143:
Old : 192: 65 17 47 75 93 160 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 25.0 34.2 37.9 11.4 11.9 18.9 18.9
Old : 23.4 25.0 34.2 37.9 11.4 11.9 18.9 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, May 17, 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 : 30,199: 9,805 241 623 14,349 25,579 24,777 26,443: 5,422 3,756
Old : 30,199: 9,805 241 623 14,349 25,579 24,777 26,443: 5,422 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 732: -378 241 46 947 834 615 1,121: 117 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 0.8 2.1 47.5 84.7 82.0 87.6: 18.0 12.4
Old : 100.0: 32.5 0.8 2.1 47.5 84.7 82.0 87.6: 18.0 12.4
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 : 35: 7 1 4 18 21 26 25:
Old : 35: 7 1 4 18 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 40.3 59.7 62.8 45.0 38.0 57.2 59.1
Old : 46.5 40.3 59.7 62.8 45.0 38.0 57.2 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, May 17, 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 : 3,448: 0 275 150 3,298 2,951 3,448 3,376: 0 72
Old : 3,448: 0 275 150 3,298 2,951 3,448 3,376: 0 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 212: 0 0 0 212 212 212 212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 4.4 95.6 85.6 100.0 97.9: 0.0 2.1
Old : 100.0: 0.0 8.0 4.4 95.6 85.6 100.0 97.9: 0.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 2 18 19 20 22:
Old : 30: 0 1 2 18 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 42.8 69.1 66.3 26.6 26.8 41.5 38.1
Old : 42.5 42.8 69.1 66.3 26.6 26.8 41.5 38.1
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, May 17, 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 : 56,428: 1,347 404 243 54,075 55,727 55,665 56,374: 763 54
Old : 56,428: 1,347 404 243 54,075 55,727 55,665 56,374: 763 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 2,444: -75 25 -22 2,562 2,462 2,465 2,465: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.7 0.4 95.8 98.8 98.6 99.9: 1.4 0.1
Old : 100.0: 2.4 0.7 0.4 95.8 98.8 98.6 99.9: 1.4 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 : 54: 3 1 2 44 35 48 37:
Old : 54: 3 1 2 44 35 48 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 : 47.5 44.7 64.8 67.9 24.0 25.9 35.0 37.8
Old : 47.5 44.7 64.8 67.9 24.0 25.9 35.0 37.8
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, May 17, 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 : 12,120: 0 0 0 11,920 12,120 11,920 12,120: 200 0
Old : 12,120: 0 0 0 11,920 12,120 11,920 12,120: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -665: 0 0 0 -665 -665 -665 -665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0
Old : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 9 19 9:
Old : 20: 0 0 0 19 9 19 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 : 57.3 96.4 78.5 99.9 52.8 90.1 73.8 90.1
Old : 57.3 96.4 78.5 99.9 52.8 90.1 73.8 90.1
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, May 17, 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 : 18,525: 0 0 0 18,485 18,525 18,485 18,525: 40 0
Old : 18,525: 0 0 0 18,485 18,525 18,485 18,525: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,055: 0 0 0 1,055 1,055 1,055 1,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 15 13 15 13:
Old : 22: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 72.8 95.5 97.2 73.0 57.0 78.7 79.7
Old : 82.5 72.8 95.5 97.2 73.0 57.0 78.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, May 17, 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 : 7,965: 145 4,065 0 7,820 3,900 7,965 7,965: 0 0
Old : 7,965: 145 4,065 0 7,820 3,900 7,965 7,965: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 195: 0 150 0 195 45 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 51.0 0.0 98.2 49.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 51.0 0.0 98.2 49.0 100.0 100.0: 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 : 44: 1 2 0 31 21 32 23:
Old : 44: 1 2 0 31 21 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 63.1 63.2 78.6 36.2 60.8 51.0 71.5
Old : 43.1 63.1 63.2 78.6 36.2 60.8 51.0 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, May 17, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,934: 644 0 45 9,751 10,689 10,440 10,734: 494 200
Old : 10,934: 644 0 45 9,751 10,689 10,440 10,734: 494 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 685: 175 0 0 495 685 670 685: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.4 89.2 97.8 95.5 98.2: 4.5 1.8
Old : 100.0: 5.9 0.0 0.4 89.2 97.8 95.5 98.2: 4.5 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 : 33: 2 0 1 22 21 24 22:
Old : 33: 2 0 1 22 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 60.0 60.4 82.5 25.6 36.5 39.6 45.3
Old : 41.2 60.0 60.4 82.5 25.6 36.5 39.6 45.3
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, May 17, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,361: 1,550 3,537 858 15,800 13,823 18,208 18,218: 153 143
Old : 18,361: 1,550 3,537 858 15,800 13,823 18,208 18,218: 153 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 907: -64 -495 313 603 1,034 852 852: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.3 4.7 86.1 75.3 99.2 99.2: 0.8 0.8
Old : 100.0: 8.4 19.3 4.7 86.1 75.3 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 4 5 38 36 45 42:
Old : 56: 4 4 5 38 36 45 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 : 31.1 38.5 50.5 55.0 26.4 34.8 42.5 46.5
Old : 31.1 38.5 50.5 55.0 26.4 34.8 42.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, May 17, 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 : 11,515: 553 150 492 10,250 10,764 11,295 11,406: 220 109
Old : 11,515: 553 150 492 10,250 10,764 11,295 11,406: 220 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 865: -145 0 0 1,015 870 870 870: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.3 4.3 89.0 93.5 98.1 99.1: 1.9 0.9
Old : 100.0: 4.8 1.3 4.3 89.0 93.5 98.1 99.1: 1.9 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 : 38: 2 1 2 26 30 29 32:
Old : 38: 2 1 2 26 30 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 39.1 59.5 56.7 34.1 31.0 41.7 39.2
Old : 41.1 39.1 59.5 56.7 34.1 31.0 41.7 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders - Futures Only, May 17, 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 : 30,466: 11,402 563 1,075 17,519 28,588 29,996 30,226: 470 240
Old : 30,466: 11,402 563 1,075 17,519 28,588 29,996 30,226: 470 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 894: 987 0 285 -378 633 894 918: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 1.8 3.5 57.5 93.8 98.5 99.2: 1.5 0.8
Old : 100.0: 37.4 1.8 3.5 57.5 93.8 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 1 7 27 29 41 37:
Old : 56: 11 1 7 27 29 41 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 : 31.4 55.3 51.0 70.7 29.5 52.6 46.8 65.3
Old : 31.4 55.3 51.0 70.7 29.5 52.6 46.8 65.3
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, May 17, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,730: 3,945 284 608 12,361 12,862 16,914 13,754: 1,816 4,976
Old : 18,730: 3,945 284 608 12,361 12,862 16,914 13,754: 1,816 4,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,206: -79 -141 259 773 287 953 405: 253 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.5 3.2 66.0 68.7 90.3 73.4: 9.7 26.6
Old : 100.0: 21.1 1.5 3.2 66.0 68.7 90.3 73.4: 9.7 26.6
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: 3 1 1 17 14 20 16:
Old : 26: 3 1 1 17 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 41.3 67.5 60.0 39.9 34.7 61.7 51.9
Old : 43.1 41.3 67.5 60.0 39.9 34.7 61.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011