GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 49,327: 458 0 444 48,333 48,584 49,235 49,028: 92 299
Old : 49,327: 458 0 444 48,333 48,584 49,235 49,028: 92 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,524: 125 -25 -81 1,480 1,625 1,524 1,519: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.9 98.0 98.5 99.8 99.4: 0.2 0.6
Old : 100.0: 0.9 0.0 0.9 98.0 98.5 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 0 1 41 45 44 46:
Old : 57: 3 0 1 41 45 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 33.0 56.8 49.3 15.0 11.8 22.4 18.9
Old : 36.1 33.0 56.8 49.3 15.0 11.8 22.4 18.9
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,400: 0 50 0 12,262 12,250 12,262 12,300: 138 100
Old : 12,400: 0 50 0 12,262 12,250 12,262 12,300: 138 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 551: 0 50 0 551 501 551 551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 98.9 98.8 98.9 99.2: 1.1 0.8
Old : 100.0: 0.0 0.4 0.0 98.9 98.8 98.9 99.2: 1.1 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 : 30: 0 1 0 23 26 23 27:
Old : 30: 0 1 0 23 26 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 47.5 65.0 66.5 16.7 18.8 25.9 27.1
Old : 41.8 47.5 65.0 66.5 16.7 18.8 25.9 27.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,600: 0 281 219 9,389 9,102 9,608 9,602: 992 998
Old : 10,600: 0 281 219 9,389 9,102 9,608 9,602: 992 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 514: 0 -37 30 603 666 633 659: -119 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 2.1 88.6 85.9 90.6 90.6: 9.4 9.4
Old : 100.0: 0.0 2.7 2.1 88.6 85.9 90.6 90.6: 9.4 9.4
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 : 44: 0 3 3 35 40 38 43:
Old : 44: 0 3 3 35 40 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 : 33.1 24.2 54.0 39.9 14.1 8.0 19.6 12.3
Old : 33.1 24.2 54.0 39.9 14.1 8.0 19.6 12.3
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,787: 745 141 152 5,414 5,668 6,311 5,961: 476 826
Old : 6,787: 745 141 152 5,414 5,668 6,311 5,961: 476 826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 326: -46 -10 57 257 198 268 245: 58 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.1 2.2 79.8 83.5 93.0 87.8: 7.0 12.2
Old : 100.0: 11.0 2.1 2.2 79.8 83.5 93.0 87.8: 7.0 12.2
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 : 61: 3 3 2 47 52 51 56:
Old : 61: 3 3 2 47 52 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 29.9 48.3 40.8 27.7 26.1 39.9 35.3
Old : 33.7 29.9 48.3 40.8 27.7 26.1 39.9 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,047: 310 563 96 2,056 2,158 2,462 2,817: 585 230
Old : 3,047: 310 563 96 2,056 2,158 2,462 2,817: 585 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 170: 0 50 0 92 115 92 165: 78 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.5 3.2 67.5 70.8 80.8 92.5: 19.2 7.5
Old : 100.0: 10.2 18.5 3.2 67.5 70.8 80.8 92.5: 19.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 22 22 26 24:
Old : 32: 2 1 2 22 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 : 21.9 44.1 38.3 62.4 19.3 32.2 30.8 43.0
Old : 21.9 44.1 38.3 62.4 19.3 32.2 30.8 43.0
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,679: 58 155 6 1,138 1,226 1,202 1,387: 477 292
Old : 1,679: 58 155 6 1,138 1,226 1,202 1,387: 477 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 38: 0 0 0 33 53 33 53: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 9.2 0.4 67.8 73.0 71.6 82.6: 28.4 17.4
Old : 100.0: 3.5 9.2 0.4 67.8 73.0 71.6 82.6: 28.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 14 17 15 19:
Old : 22: 1 1 1 14 17 15 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 : 40.1 48.5 58.8 61.6 31.4 42.7 42.2 53.7
Old : 40.1 48.5 58.8 61.6 31.4 42.7 42.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,811: 0 0 0 2,796 2,811 2,796 2,811: 15 0
Old : 2,811: 0 0 0 2,796 2,811 2,796 2,811: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 13 13 13:
Old : 20: 0 0 0 13 13 13 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 : 69.7 76.7 90.9 93.7 68.3 71.8 84.5 86.0
Old : 69.7 76.7 90.9 93.7 68.3 71.8 84.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 9,860: 0 0 0 9,830 9,543 9,830 9,543: 30 317
Old : 9,860: 0 0 0 9,830 9,543 9,830 9,543: 30 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 121: 0 0 0 121 121 121 121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 96.8 99.7 96.8: 0.3 3.2
Old : 100.0: 0.0 0.0 0.0 99.7 96.8 99.7 96.8: 0.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 26 16 26 16:
Old : 30: 0 0 0 26 16 26 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 : 49.1 68.8 69.8 88.2 46.5 63.6 59.1 68.9
Old : 49.1 68.8 69.8 88.2 46.5 63.6 59.1 68.9
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,899: 0 248 451 25,448 25,200 25,899 25,899: 0 0
Old : 25,899: 0 248 451 25,448 25,200 25,899 25,899: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,910: 0 -90 90 4,820 4,910 4,910 4,910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.7 98.3 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 1.7 98.3 97.3 100.0 100.0: 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 2 1 29 28 30 30:
Old : 37: 0 2 1 29 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 48.5 74.2 73.4 26.8 29.3 37.0 37.8
Old : 51.8 48.5 74.2 73.4 26.8 29.3 37.0 37.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 297,574: 61,024 37,866 36,797 151,436 198,191 249,257 272,854: 48,317 24,720
Old : 297,574: 61,024 37,866 36,797 151,436 198,191 249,257 272,854: 48,317 24,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -3,587: 747 -1,134 653 -4,677 882 -3,277 401: -310 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.7 12.4 50.9 66.6 83.8 91.7: 16.2 8.3
Old : 100.0: 20.5 12.7 12.4 50.9 66.6 83.8 91.7: 16.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 47 25 41 83 94 155 141:
Old : 180: 47 25 41 83 94 155 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 24.1 22.5 35.7 10.6 18.1 18.2 25.3
Old : 13.0 24.1 22.5 35.7 10.6 18.1 18.2 25.3
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 13,250: 250 580 650 11,676 11,920 12,576 13,150: 674 100
Old : 13,250: 250 580 650 11,676 11,920 12,576 13,150: 674 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -3,882: -185 375 -115 -4,256 -4,235 -4,556 -3,975: 674 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.4 4.9 88.1 90.0 94.9 99.2: 5.1 0.8
Old : 100.0: 1.9 4.4 4.9 88.1 90.0 94.9 99.2: 5.1 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 : 59: 2 3 3 43 42 47 47:
Old : 59: 2 3 3 43 42 47 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 : 24.0 29.0 40.8 43.8 20.0 25.0 32.4 36.9
Old : 24.0 29.0 40.8 43.8 20.0 25.0 32.4 36.9
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,849: 1,003 310 100 6,560 7,174 7,663 7,584: 186 265
Old : 7,849: 1,003 310 100 6,560 7,174 7,663 7,584: 186 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 510: -174 -100 0 600 435 426 335: 84 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.9 1.3 83.6 91.4 97.6 96.6: 2.4 3.4
Old : 100.0: 12.8 3.9 1.3 83.6 91.4 97.6 96.6: 2.4 3.4
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 : 38: 6 2 1 23 20 29 23:
Old : 38: 6 2 1 23 20 29 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 : 36.8 44.8 53.3 64.6 21.7 40.1 36.7 55.2
Old : 36.8 44.8 53.3 64.6 21.7 40.1 36.7 55.2
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 10,000 MMBTU'S) :
: : :
All : 996,935: 167,515 346,126 337,469 425,045 268,313 930,029 951,908: 66,906 45,027
Old : 996,935: 167,515 346,126 337,469 425,045 268,313 930,029 951,908: 66,906 45,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 25,136: 21,662 39,260 1,710 4,538 518 27,910 41,488: -2,774 -16,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 34.7 33.9 42.6 26.9 93.3 95.5: 6.7 4.5
Old : 100.0: 16.8 34.7 33.9 42.6 26.9 93.3 95.5: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 89 124 122 90 76 254 258:
Old : 322: 89 124 122 90 76 254 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 21.5 31.4 33.7 12.9 14.8 19.4 19.9
Old : 19.5 21.5 31.4 33.7 12.9 14.8 19.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 59,650: 0 9,955 2,370 53,731 40,985 56,101 53,310: 3,549 6,340
Old : 59,650: 0 9,955 2,370 53,731 40,985 56,101 53,310: 3,549 6,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 427: -618 1,299 232 -362 -2,691 -748 -1,160: 1,175 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 4.0 90.1 68.7 94.1 89.4: 5.9 10.6
Old : 100.0: 0.0 16.7 4.0 90.1 68.7 94.1 89.4: 5.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 13 17 16 20:
Old : 23: 0 3 3 13 17 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 52.9 78.9 73.1 49.4 44.7 65.8 60.1
Old : 50.6 52.9 78.9 73.1 49.4 44.7 65.8 60.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 57,794: 3,995 3,564 629 45,786 45,841 50,410 50,034: 7,384 7,760
Old : 57,794: 3,995 3,564 629 45,786 45,841 50,410 50,034: 7,384 7,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -60: -156 0 48 0 -108 -108 -60: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.2 1.1 79.2 79.3 87.2 86.6: 12.8 13.4
Old : 100.0: 6.9 6.2 1.1 79.2 79.3 87.2 86.6: 12.8 13.4
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: 1 1 1 13 16 14 18:
Old : 20: 1 1 1 13 16 14 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 : 59.0 49.7 77.0 70.5 53.3 47.0 61.6 59.8
Old : 59.0 49.7 77.0 70.5 53.3 47.0 61.6 59.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 93,208: 2,901 0 2,939 77,451 85,194 83,291 88,133: 9,917 5,075
Old : 93,208: 2,901 0 2,939 77,451 85,194 83,291 88,133: 9,917 5,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 291: -395 0 264 422 -829 291 -565: 0 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 3.2 83.1 91.4 89.4 94.6: 10.6 5.4
Old : 100.0: 3.1 0.0 3.2 83.1 91.4 89.4 94.6: 10.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 3 18 22 21 25:
Old : 29: 3 0 3 18 22 21 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 : 41.9 41.2 63.8 64.4 31.2 37.5 48.4 56.1
Old : 41.9 41.2 63.8 64.4 31.2 37.5 48.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 2,536,642: 458,670 160,269 708,065 1,346,893 1,657,308 2,513,628 2,525,642: 23,014 11,000
Old : 2,536,642: 458,670 160,269 708,065 1,346,893 1,657,308 2,513,628 2,525,642: 23,014 11,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 126,212: 40,047 10,149 70,822 84,832 77,745 195,701 158,716: -69,489 -32,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.3 27.9 53.1 65.3 99.1 99.6: 0.9 0.4
Old : 100.0: 18.1 6.3 27.9 53.1 65.3 99.1 99.6: 0.9 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 : 169: 34 25 48 102 92 161 143:
Old : 169: 34 25 48 102 92 161 143:
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 : 22.1 28.2 35.2 45.8 12.0 17.4 19.6 27.1
Old : 22.1 28.2 35.2 45.8 12.0 17.4 19.6 27.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,111,237: 172,155 101,405 221,167 714,201 785,383 1,107,523 1,107,955: 3,714 3,282
Old : 1,111,237: 172,155 101,405 221,167 714,201 785,383 1,107,523 1,107,955: 3,714 3,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 22,686: 8,776 583 -887 14,961 24,001 22,850 23,697: -164 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.1 19.9 64.3 70.7 99.7 99.7: 0.3 0.3
Old : 100.0: 15.5 9.1 19.9 64.3 70.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 17 35 40 40 78 76:
Old : 86: 22 17 35 40 40 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.9 53.0 56.0 15.4 21.4 24.5 31.6
Old : 35.2 33.9 53.0 56.0 15.4 21.4 24.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 18,410: 101 1,407 64 17,660 16,554 17,825 18,025: 585 385
Old : 18,410: 101 1,407 64 17,660 16,554 17,825 18,025: 585 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 490: -1 127 -81 617 459 535 505: -45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.6 0.3 95.9 89.9 96.8 97.9: 3.2 2.1
Old : 100.0: 0.5 7.6 0.3 95.9 89.9 96.8 97.9: 3.2 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 : 60: 1 7 4 39 46 44 53:
Old : 60: 1 7 4 39 46 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 32.2 54.0 53.9 25.4 29.9 38.2 39.4
Old : 33.7 32.2 54.0 53.9 25.4 29.9 38.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,361: 0 163 216 1,261 1,177 1,477 1,556: 884 805
Old : 2,361: 0 163 216 1,261 1,177 1,477 1,556: 884 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 246: 0 -6 31 221 306 252 331: -6 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 9.1 53.4 49.9 62.6 65.9: 37.4 34.1
Old : 100.0: 0.0 6.9 9.1 53.4 49.9 62.6 65.9: 37.4 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 19 19 22 23:
Old : 23: 0 3 3 19 19 22 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 : 27.1 26.1 41.0 40.5 19.9 18.7 23.4 24.7
Old : 27.1 26.1 41.0 40.5 19.9 18.7 23.4 24.7
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,311: 78 0 5 804 955 887 960: 424 351
Old : 1,311: 78 0 5 804 955 887 960: 424 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 58: 0 0 0 173 116 173 116: -115 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.4 61.3 72.8 67.7 73.2: 32.3 26.8
Old : 100.0: 5.9 0.0 0.4 61.3 72.8 67.7 73.2: 32.3 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 19 19 20 20:
Old : 25: 1 0 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 : 31.5 26.6 48.0 45.0 29.7 25.3 42.0 42.1
Old : 31.5 26.6 48.0 45.0 29.7 25.3 42.0 42.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 56,987: 23,096 180 2,661 28,971 52,827 54,728 55,668: 2,259 1,319
Old : 56,987: 23,096 180 2,661 28,971 52,827 54,728 55,668: 2,259 1,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,790: 1,310 0 356 -116 1,434 1,550 1,790: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 0.3 4.7 50.8 92.7 96.0 97.7: 4.0 2.3
Old : 100.0: 40.5 0.3 4.7 50.8 92.7 96.0 97.7: 4.0 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 : 41: 4 1 3 35 29 39 33:
Old : 41: 4 1 3 35 29 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 68.4 71.0 80.7 51.3 59.4 60.3 67.5
Old : 56.8 68.4 71.0 80.7 51.3 59.4 60.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,717: 40 1,232 1,284 13,240 12,718 14,564 15,234: 1,153 483
Old : 15,717: 40 1,232 1,284 13,240 12,718 14,564 15,234: 1,153 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 422: -84 -118 460 52 76 428 418: -6 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 7.8 8.2 84.2 80.9 92.7 96.9: 7.3 3.1
Old : 100.0: 0.3 7.8 8.2 84.2 80.9 92.7 96.9: 7.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 3 22 22 25 26:
Old : 31: 1 3 3 22 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 43.5 72.6 62.4 50.3 36.9 60.3 50.6
Old : 51.5 43.5 72.6 62.4 50.3 36.9 60.3 50.6
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,737: 732 720 428 7,460 9,014 8,620 10,162: 2,117 575
Old : 10,737: 732 720 428 7,460 9,014 8,620 10,162: 2,117 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 410: 222 -138 138 24 698 384 698: 26 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.7 4.0 69.5 84.0 80.3 94.6: 19.7 5.4
Old : 100.0: 6.8 6.7 4.0 69.5 84.0 80.3 94.6: 19.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 16 18 19:
Old : 22: 2 1 2 16 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 49.9 57.7 75.8 31.3 41.5 43.7 59.9
Old : 36.3 49.9 57.7 75.8 31.3 41.5 43.7 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,861: 3,194 232 88 7,780 10,220 11,062 10,540: 799 1,321
Old : 11,861: 3,194 232 88 7,780 10,220 11,062 10,540: 799 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 127: 168 0 0 6 108 174 108: -47 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 2.0 0.7 65.6 86.2 93.3 88.9: 6.7 11.1
Old : 100.0: 26.9 2.0 0.7 65.6 86.2 93.3 88.9: 6.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 13 15 16 16:
Old : 21: 2 1 1 13 15 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 : 54.6 44.0 79.9 69.4 49.9 31.7 64.1 50.3
Old : 54.6 44.0 79.9 69.4 49.9 31.7 64.1 50.3
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,920: 2,798 3,190 238 22,545 22,302 25,581 25,730: 2,339 2,190
Old : 27,920: 2,798 3,190 238 22,545 22,302 25,581 25,730: 2,339 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 218: 8 0 10 83 224 101 234: 117 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.4 0.9 80.7 79.9 91.6 92.2: 8.4 7.8
Old : 100.0: 10.0 11.4 0.9 80.7 79.9 91.6 92.2: 8.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 23 21 25 23:
Old : 26: 2 1 1 23 21 25 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 : 39.3 55.9 60.0 77.5 25.2 50.3 41.0 57.5
Old : 39.3 55.9 60.0 77.5 25.2 50.3 41.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,930: 3,768 18 480 4,431 8,202 8,679 8,700: 1,251 1,230
Old : 9,930: 3,768 18 480 4,431 8,202 8,679 8,700: 1,251 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 522: 240 18 480 162 162 882 660: -360 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 0.2 4.8 44.6 82.6 87.4 87.6: 12.6 12.4
Old : 100.0: 37.9 0.2 4.8 44.6 82.6 87.4 87.6: 12.6 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 : 21: 1 1 1 17 16 19 17:
Old : 21: 1 1 1 17 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 : 58.4 47.2 73.5 67.7 56.9 44.1 67.8 60.5
Old : 58.4 47.2 73.5 67.7 56.9 44.1 67.8 60.5
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,660: 0 1,510 622 10,964 9,910 11,586 12,042: 1,074 618
Old : 12,660: 0 1,510 622 10,964 9,910 11,586 12,042: 1,074 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 516: 0 616 -176 668 76 492 516: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.9 4.9 86.6 78.3 91.5 95.1: 8.5 4.9
Old : 100.0: 0.0 11.9 4.9 86.6 78.3 91.5 95.1: 8.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 20 16 22 19:
Old : 26: 0 3 2 20 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 43.5 65.9 69.1 41.8 30.1 58.0 48.6
Old : 46.0 43.5 65.9 69.1 41.8 30.1 58.0 48.6
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,026: 0 0 0 54,832 55,026 54,832 55,026: 194 0
Old : 55,026: 0 0 0 54,832 55,026 54,832 55,026: 194 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,532: 0 0 0 1,380 1,532 1,380 1,532: 152 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 18 15 18 15:
Old : 27: 0 0 0 18 15 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 : 67.6 85.6 84.0 96.8 67.6 80.6 81.3 90.0
Old : 67.6 85.6 84.0 96.8 67.6 80.6 81.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 918,630: 0 0 0 915,871 918,630 915,871 918,630: 2,759 0
Old : 918,630: 0 0 0 915,871 918,630 915,871 918,630: 2,759 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 27,095: 0 0 0 24,336 27,095 24,336 27,095: 2,759 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 0.0 0.0 99.7 100.0 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 : 28: 0 0 0 19 16 19 16:
Old : 28: 0 0 0 19 16 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 : 69.7 84.8 86.8 96.1 68.6 77.6 82.6 86.7
Old : 69.7 84.8 86.8 96.1 68.6 77.6 82.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 32,206: 105 19,341 0 32,101 12,865 32,206 32,206: 0 0
Old : 32,206: 105 19,341 0 32,101 12,865 32,206 32,206: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 60.1 0.0 99.7 39.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 60.1 0.0 99.7 39.9 100.0 100.0: 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 : 20: 1 1 0 13 8 14 9:
Old : 20: 1 1 0 13 8 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 : 81.9 86.2 95.8 98.4 77.6 86.2 90.4 93.1
Old : 81.9 86.2 95.8 98.4 77.6 86.2 90.4 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0
Old : 342,972: 0 0 0 342,972 342,972 342,972 342,972: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 11 11 11 11:
Old : 20: 0 0 0 11 11 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6
Old : 72.0 71.0 96.4 94.7 58.2 64.9 80.4 82.6
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0
Old : 39,309: 0 0 0 39,309 39,309 39,309 39,309: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 12 14 12:
Old : 23: 0 0 0 14 12 14 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 : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7
Old : 61.1 75.6 87.9 95.1 61.1 75.6 83.1 88.7
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0
Old : 727,626: 0 0 0 727,626 727,626 727,626 727,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 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 : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5
Old : 59.2 75.3 89.2 96.8 59.2 75.3 82.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 127,614: 210 0 0 127,149 127,614 127,359 127,614: 255 0
Old : 127,614: 210 0 0 127,149 127,614 127,359 127,614: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,630: 0 0 0 1,630 1,630 1,630 1,630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.6 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.2 0.0 0.0 99.6 100.0 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 : 38: 1 0 0 16 29 17 29:
Old : 38: 1 0 0 16 29 17 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 : 63.3 42.9 86.1 64.8 63.0 42.9 81.1 64.5
Old : 63.3 42.9 86.1 64.8 63.0 42.9 81.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,170,823: 7,930 0 0 2,162,893 2,170,823 2,170,823 2,170,823: 0 0
Old : 2,170,823: 7,930 0 0 2,162,893 2,170,823 2,170,823 2,170,823: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 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 : 40: 1 0 0 19 29 20 29:
Old : 40: 1 0 0 19 29 20 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 : 67.1 48.8 88.2 72.1 65.2 48.8 83.9 72.1
Old : 67.1 48.8 88.2 72.1 65.2 48.8 83.9 72.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 48,295: 1,275 3,044 1,407 45,613 43,844 48,295 48,295: 0 0
Old : 48,295: 1,275 3,044 1,407 45,613 43,844 48,295 48,295: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,559: -729 1,821 729 2,559 9 2,559 2,559: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 6.3 2.9 94.4 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 6.3 2.9 94.4 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 4 2 29 24 32 28:
Old : 38: 1 4 2 29 24 32 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 : 37.5 49.7 57.7 69.8 37.0 48.2 56.2 63.9
Old : 37.5 49.7 57.7 69.8 37.0 48.2 56.2 63.9
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,169,033: 46,920 55,450 9,285 1,112,828 1,104,298 1,169,033 1,169,033: 0 0
Old : 1,169,033: 46,920 55,450 9,285 1,112,828 1,104,298 1,169,033 1,169,033: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 40,315: 0 0 0 40,315 40,315 40,315 40,315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.7 0.8 95.2 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 4.7 0.8 95.2 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 1 27 23 30 26:
Old : 38: 2 3 1 27 23 30 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 : 40.4 56.9 59.9 77.2 39.5 52.7 57.0 71.9
Old : 40.4 56.9 59.9 77.2 39.5 52.7 57.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 53,234: 0 612 0 53,192 52,367 53,192 52,979: 42 255
Old : 53,234: 0 612 0 53,192 52,367 53,192 52,979: 42 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 99.9 98.4 99.9 99.5: 0.1 0.5
Old : 100.0: 0.0 1.1 0.0 99.9 98.4 99.9 99.5: 0.1 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 : 27: 0 2 0 20 18 20 20:
Old : 27: 0 2 0 20 18 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 : 57.7 66.7 79.0 85.7 52.4 58.8 68.8 75.0
Old : 57.7 66.7 79.0 85.7 52.4 58.8 68.8 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 18,005: 0 4,932 294 17,711 12,779 18,005 18,005: 0 0
Old : 18,005: 0 4,932 294 17,711 12,779 18,005 18,005: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 609: 0 -294 294 315 609 609 609: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.4 1.6 98.4 71.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 27.4 1.6 98.4 71.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 13 8 14 10:
Old : 21: 0 2 1 13 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 83.8 90.6 98.4 74.1 79.4 90.1 92.7
Old : 74.1 83.8 90.6 98.4 74.1 79.4 90.1 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0
Old : 22,630: 126 0 0 22,504 22,630 22,630 22,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 10 15 11 15:
Old : 21: 1 0 0 10 15 11 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 : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8
Old : 66.0 69.3 98.1 87.6 58.0 69.3 84.6 83.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 46,437: 2,550 855 420 43,341 45,162 46,311 46,437: 126 0
Old : 46,437: 2,550 855 420 43,341 45,162 46,311 46,437: 126 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 105: 0 0 0 105 147 105 147: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.8 0.9 93.3 97.3 99.7 100.0: 0.3 0.0
Old : 100.0: 5.5 1.8 0.9 93.3 97.3 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 : 29: 1 1 1 16 19 18 20:
Old : 29: 1 1 1 16 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 52.1 90.9 74.1 58.2 34.7 72.3 56.3
Old : 72.5 52.1 90.9 74.1 58.2 34.7 72.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,443: 16,798 0 2,917 13,473 30,526 33,188 33,443: 255 0
Old : 33,443: 16,798 0 2,917 13,473 30,526 33,188 33,443: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 15: -750 0 0 765 15 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 0.0 8.7 40.3 91.3 99.2 100.0: 0.8 0.0
Old : 100.0: 50.2 0.0 8.7 40.3 91.3 99.2 100.0: 0.8 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 2 10 15 12 17:
Old : 21: 2 0 2 10 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 76.6 95.6 90.1 68.5 73.1 79.0 80.1
Old : 78.1 76.6 95.6 90.1 68.5 73.1 79.0 80.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 18,528: 765 196 147 17,064 17,930 17,976 18,273: 552 255
Old : 18,528: 765 196 147 17,064 17,930 17,976 18,273: 552 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 510: 0 0 0 0 510 0 510: 510 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.1 0.8 92.1 96.8 97.0 98.6: 3.0 1.4
Old : 100.0: 4.1 1.1 0.8 92.1 96.8 97.0 98.6: 3.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 14 14 16 16:
Old : 24: 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 : 54.2 58.1 75.2 83.0 45.9 52.5 65.4 74.2
Old : 54.2 58.1 75.2 83.0 45.9 52.5 65.4 74.2
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 966,019: 23,400 40,941 1,224 941,395 923,854 966,019 966,019: 0 0
Old : 966,019: 23,400 40,941 1,224 941,395 923,854 966,019 966,019: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 23,520: 0 0 0 23,520 23,520 23,520 23,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.2 0.1 97.5 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 4.2 0.1 97.5 95.6 100.0 100.0: 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 : 32: 1 2 1 22 22 24 24:
Old : 32: 1 2 1 22 22 24 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 : 56.7 69.6 78.3 87.3 41.2 52.7 58.0 64.8
Old : 56.7 69.6 78.3 87.3 41.2 52.7 58.0 64.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 980,219: 93,855 0 0 886,364 980,219 980,219 980,219: 0 0
Old : 980,219: 93,855 0 0 886,364 980,219 980,219 980,219: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -408: 0 0 0 -408 -408 -408 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 0.0 0.0 90.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 17 16 19 16:
Old : 26: 2 0 0 17 16 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 : 70.6 79.5 89.4 93.9 57.7 63.4 69.6 73.8
Old : 70.6 79.5 89.4 93.9 57.7 63.4 69.6 73.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 131,780: 0 3,965 0 131,780 127,815 131,780 131,780: 0 0
Old : 131,780: 0 3,965 0 131,780 127,815 131,780 131,780: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 100.0 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 0.0 100.0 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 : 21: 0 1 0 11 12 11 13:
Old : 21: 0 1 0 11 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 72.6 96.4 94.6 76.4 66.9 91.6 88.9
Old : 76.4 72.6 96.4 94.6 76.4 66.9 91.6 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 21,925: 260 56 87 21,412 21,618 21,759 21,761: 166 164
Old : 21,925: 260 56 87 21,412 21,618 21,759 21,761: 166 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 206: 50 0 0 156 204 206 204: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.4 97.7 98.6 99.2 99.3: 0.8 0.7
Old : 100.0: 1.2 0.3 0.4 97.7 98.6 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 1 3 39 40 43 43:
Old : 54: 3 1 3 39 40 43 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 : 39.1 43.0 58.8 65.3 30.2 36.5 43.5 53.1
Old : 39.1 43.0 58.8 65.3 30.2 36.5 43.5 53.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,302: 150 0 0 9,869 9,868 10,019 9,868: 283 434
Old : 10,302: 150 0 0 9,869 9,868 10,019 9,868: 283 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 437: -87 0 -25 473 398 361 373: 76 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 95.8 95.8 97.3 95.8: 2.7 4.2
Old : 100.0: 1.5 0.0 0.0 95.8 95.8 97.3 95.8: 2.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 17 20 18 20:
Old : 25: 1 0 0 17 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 64.0 82.4 82.3 52.4 63.6 67.4 71.1
Old : 63.0 64.0 82.4 82.3 52.4 63.6 67.4 71.1
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,050: 0 70 0 6,842 6,740 6,842 6,810: 208 240
Old : 7,050: 0 70 0 6,842 6,740 6,842 6,810: 208 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 336: 0 0 0 221 186 221 186: 115 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 97.0 95.6 97.0 96.6: 3.0 3.4
Old : 100.0: 0.0 1.0 0.0 97.0 95.6 97.0 96.6: 3.0 3.4
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: 0 1 0 23 21 23 22:
Old : 28: 0 1 0 23 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 57.4 77.7 80.3 56.3 51.4 68.7 66.2
Old : 58.2 57.4 77.7 80.3 56.3 51.4 68.7 66.2
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 10,478: 0 20 5 9,074 9,299 9,079 9,324: 1,399 1,154
Old : 10,478: 0 20 5 9,074 9,299 9,079 9,324: 1,399 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -129: 0 20 5 -200 -256 -195 -231: 66 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 86.6 88.7 86.6 89.0: 13.4 11.0
Old : 100.0: 0.0 0.2 0.0 86.6 88.7 86.6 89.0: 13.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 23 21 24 22:
Old : 30: 0 1 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 49.1 73.8 72.4 51.4 48.9 57.9 63.7
Old : 55.4 49.1 73.8 72.4 51.4 48.9 57.9 63.7
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,357,125: 321,118 147,711 339,357 616,503 794,522 1,276,978 1,281,590: 80,147 75,535
Old : 1,357,125: 321,118 147,711 339,357 616,503 794,522 1,276,978 1,281,590: 80,147 75,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -9,080: -8,270 -14,635 16,086 -11,281 -5,770 -3,465 -4,319: -5,615 -4,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.9 25.0 45.4 58.5 94.1 94.4: 5.9 5.6
Old : 100.0: 23.7 10.9 25.0 45.4 58.5 94.1 94.4: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 114 82 138 85 98 272 258:
Old : 312: 114 82 138 85 98 272 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.6 29.6 23.0 15.0 11.4 20.6 17.3
Old : 19.4 12.6 29.6 23.0 15.0 11.4 20.6 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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 204,023: 45,794 17,686 5,292 116,597 140,447 167,683 163,425: 36,340 40,598
Old : 204,023: 45,794 17,686 5,292 116,597 140,447 167,683 163,425: 36,340 40,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,442: 678 81 255 1,553 1,214 2,486 1,550: 956 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 8.7 2.6 57.1 68.8 82.2 80.1: 17.8 19.9
Old : 100.0: 22.4 8.7 2.6 57.1 68.8 82.2 80.1: 17.8 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 7 9 19 22 30 33:
Old : 36: 6 7 9 19 22 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 31.0 57.5 49.1 38.1 27.0 52.7 41.5
Old : 40.6 31.0 57.5 49.1 38.1 27.0 52.7 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,874: 525 766 125 13,202 12,982 13,852 13,873: 22 1
Old : 13,874: 525 766 125 13,202 12,982 13,852 13,873: 22 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,743: 0 -450 0 1,743 2,192 1,743 1,742: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.5 0.9 95.2 93.6 99.8 100.0: 0.2 0.0
Old : 100.0: 3.8 5.5 0.9 95.2 93.6 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 : 42: 3 3 2 29 28 32 33:
Old : 42: 3 3 2 29 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 48.0 62.0 70.0 37.4 42.3 48.4 57.4
Old : 42.1 48.0 62.0 70.0 37.4 42.3 48.4 57.4
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 70,862: 4,059 14,580 2,916 61,476 47,758 68,451 65,254: 2,411 5,608
Old : 70,862: 4,059 14,580 2,916 61,476 47,758 68,451 65,254: 2,411 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,408: 71 -357 -1,760 -2,777 -3,093 -4,466 -5,210: 58 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 20.6 4.1 86.8 67.4 96.6 92.1: 3.4 7.9
Old : 100.0: 5.7 20.6 4.1 86.8 67.4 96.6 92.1: 3.4 7.9
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 : 39: 4 7 11 26 23 38 34:
Old : 39: 4 7 11 26 23 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 36.0 67.5 58.6 33.7 32.0 50.3 47.4
Old : 49.7 36.0 67.5 58.6 33.7 32.0 50.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,778: 2,705 2,892 200 21,949 20,303 24,854 23,395: 1,924 3,383
Old : 26,778: 2,705 2,892 200 21,949 20,303 24,854 23,395: 1,924 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -8,843: -317 -3,713 -113 -7,217 -5,383 -7,647 -9,209: -1,196 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.8 0.7 82.0 75.8 92.8 87.4: 7.2 12.6
Old : 100.0: 10.1 10.8 0.7 82.0 75.8 92.8 87.4: 7.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 1 13 15 16 19:
Old : 21: 2 4 1 13 15 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 50.8 77.2 68.1 47.4 33.1 56.3 45.6
Old : 56.9 50.8 77.2 68.1 47.4 33.1 56.3 45.6
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 11,215: 2,627 100 0 8,540 11,035 11,167 11,135: 48 80
Old : 11,215: 2,627 100 0 8,540 11,035 11,167 11,135: 48 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 0.9 0.0 76.1 98.4 99.6 99.3: 0.4 0.7
Old : 100.0: 23.4 0.9 0.0 76.1 98.4 99.6 99.3: 0.4 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 : 30: 2 1 0 16 17 18 18:
Old : 30: 2 1 0 16 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 76.1 81.1 87.1 54.4 62.6 72.0 72.8
Old : 59.8 76.1 81.1 87.1 54.4 62.6 72.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,212: 3,961 3,616 6,285 9,190 9,178 19,436 19,079: 3,776 4,133
Old : 23,212: 3,961 3,616 6,285 9,190 9,178 19,436 19,079: 3,776 4,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,864: 210 2,372 -256 2,202 75 2,156 2,191: -292 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.6 27.1 39.6 39.5 83.7 82.2: 16.3 17.8
Old : 100.0: 17.1 15.6 27.1 39.6 39.5 83.7 82.2: 16.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 8 9 9 9 19 21:
Old : 23: 5 8 9 9 9 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 39.9 59.5 61.8 20.0 17.3 27.2 24.7
Old : 40.9 39.9 59.5 61.8 20.0 17.3 27.2 24.7
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 18,847: 11,490 4,014 364 5,804 13,487 17,658 17,865: 1,189 982
Old : 18,847: 11,490 4,014 364 5,804 13,487 17,658 17,865: 1,189 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -480: 498 127 -148 -619 -215 -269 -236: -211 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 21.3 1.9 30.8 71.6 93.7 94.8: 6.3 5.2
Old : 100.0: 61.0 21.3 1.9 30.8 71.6 93.7 94.8: 6.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 43 43 8 26 32 73 79:
Old : 133: 43 43 8 26 32 73 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 45.3 58.1 56.7 48.5 44.0 58.0 55.3
Old : 48.7 45.3 58.1 56.7 48.5 44.0 58.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 38,552: 26,771 5,022 253 5,884 30,649 32,908 35,924: 5,644 2,628
Old : 38,552: 26,771 5,022 253 5,884 30,649 32,908 35,924: 5,644 2,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -300: -17 -164 -16 -39 165 -72 -15: -228 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 13.0 0.7 15.3 79.5 85.4 93.2: 14.6 6.8
Old : 100.0: 69.4 13.0 0.7 15.3 79.5 85.4 93.2: 14.6 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 : 141: 65 34 4 19 32 85 69:
Old : 141: 65 34 4 19 32 85 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.7 38.8 55.5 25.3 38.0 38.7 54.8
Old : 25.3 38.7 38.8 55.5 25.3 38.0 38.7 54.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 297,549: 82,051 25,905 28,443 167,166 230,181 277,660 284,529: 19,889 13,020
Old : 297,549: 82,051 25,905 28,443 167,166 230,181 277,660 284,529: 19,889 13,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 14,063: 1,739 4,257 1,399 13,054 8,964 16,192 14,620: -2,129 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.7 9.6 56.2 77.4 93.3 95.6: 6.7 4.4
Old : 100.0: 27.6 8.7 9.6 56.2 77.4 93.3 95.6: 6.7 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 : 203: 65 28 51 87 91 178 151:
Old : 203: 65 28 51 87 91 178 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 26.6 27.3 39.6 10.9 16.2 17.6 23.0
Old : 17.7 26.6 27.3 39.6 10.9 16.2 17.6 23.0
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 22,585: 8,786 0 846 6,930 15,860 16,562 16,706: 6,023 5,879
Old : 22,585: 8,786 0 846 6,930 15,860 16,562 16,706: 6,023 5,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,564: 1,734 0 -150 -116 1,591 1,468 1,441: 96 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.0 3.7 30.7 70.2 73.3 74.0: 26.7 26.0
Old : 100.0: 38.9 0.0 3.7 30.7 70.2 73.3 74.0: 26.7 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 3 10 16 15 19:
Old : 25: 5 0 3 10 16 15 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 : 53.1 38.2 66.8 56.3 49.5 36.4 61.7 53.9
Old : 53.1 38.2 66.8 56.3 49.5 36.4 61.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 24,855: 0 0 0 24,360 22,915 24,360 22,915: 495 1,940
Old : 24,855: 0 0 0 24,360 22,915 24,360 22,915: 495 1,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -515: 0 0 0 -515 -335 -515 -335: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 92.2 98.0 92.2: 2.0 7.8
Old : 100.0: 0.0 0.0 0.0 98.0 92.2 98.0 92.2: 2.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 12 17 12 17:
Old : 20: 0 0 0 12 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 53.5 94.0 77.3 78.7 52.0 84.2 72.4
Old : 81.2 53.5 94.0 77.3 78.7 52.0 84.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,394: 0 0 0 6,374 6,374 6,374 6,374: 20 20
Old : 6,394: 0 0 0 6,374 6,374 6,374 6,374: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 400: 0 0 0 400 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.7 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 0.0 0.0 99.7 99.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 30 27 30 27:
Old : 37: 0 0 0 30 27 30 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 : 37.5 43.2 63.8 72.4 34.5 33.1 46.2 48.0
Old : 37.5 43.2 63.8 72.4 34.5 33.1 46.2 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 55,184: 925 236 51 53,318 54,325 54,294 54,612: 890 572
Old : 55,184: 925 236 51 53,318 54,325 54,294 54,612: 890 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,495: 550 0 0 3,953 4,495 4,503 4,495: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.4 0.1 96.6 98.4 98.4 99.0: 1.6 1.0
Old : 100.0: 1.7 0.4 0.1 96.6 98.4 98.4 99.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 2 2 41 33 45 36:
Old : 55: 3 2 2 41 33 45 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 : 59.3 52.1 72.3 69.6 44.3 46.2 53.2 59.2
Old : 59.3 52.1 72.3 69.6 44.3 46.2 53.2 59.2
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,184: 0 50 19 13,045 13,115 13,064 13,184: 120 0
Old : 13,184: 0 50 19 13,045 13,115 13,064 13,184: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 91: 0 -38 19 85 135 104 116: -13 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.1 98.9 99.5 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 0.4 0.1 98.9 99.5 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 : 25: 0 1 1 21 17 22 18:
Old : 25: 0 1 1 21 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 79.9 75.5 93.9 30.6 50.0 45.5 54.0
Old : 58.0 79.9 75.5 93.9 30.6 50.0 45.5 54.0
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,770: 0 2,475 0 5,320 3,295 5,320 5,770: 450 0
Old : 5,770: 0 2,475 0 5,320 3,295 5,320 5,770: 450 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 535: 0 0 0 85 535 85 535: 450 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.9 0.0 92.2 57.1 92.2 100.0: 7.8 0.0
Old : 100.0: 0.0 42.9 0.0 92.2 57.1 92.2 100.0: 7.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 0 23 14 23 17:
Old : 36: 0 3 0 23 14 23 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 : 39.3 76.3 60.6 89.2 39.3 75.5 57.5 86.2
Old : 39.3 76.3 60.6 89.2 39.3 75.5 57.5 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,371: 0 308 87 4,846 4,916 4,933 5,311: 438 60
Old : 5,371: 0 308 87 4,846 4,916 4,933 5,311: 438 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 729: 0 94 0 729 635 729 729: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 1.6 90.2 91.5 91.8 98.9: 8.2 1.1
Old : 100.0: 0.0 5.7 1.6 90.2 91.5 91.8 98.9: 8.2 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 : 28: 0 2 1 21 17 22 19:
Old : 28: 0 2 1 21 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 48.1 69.5 78.5 23.9 25.4 31.9 37.8
Old : 49.7 48.1 69.5 78.5 23.9 25.4 31.9 37.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,867: 1,610 3,959 869 21,368 18,961 23,847 23,789: 20 78
Old : 23,867: 1,610 3,959 869 21,368 18,961 23,847 23,789: 20 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,494: 958 1,378 155 2,381 1,961 3,494 3,494: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.6 3.6 89.5 79.4 99.9 99.7: 0.1 0.3
Old : 100.0: 6.7 16.6 3.6 89.5 79.4 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 3 6 4 40 44 44 53:
Old : 65: 3 6 4 40 44 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.9 52.0 52.7 25.7 32.6 42.7 43.6
Old : 31.4 34.9 52.0 52.7 25.7 32.6 42.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders - Futures Only, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,883: 1,908 1,870 0 3,911 3,789 5,819 5,659: 64 224
Old : 5,883: 1,908 1,870 0 3,911 3,789 5,819 5,659: 64 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 31.8 0.0 66.5 64.4 98.9 96.2: 1.1 3.8
Old : 100.0: 32.4 31.8 0.0 66.5 64.4 98.9 96.2: 1.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 8 13 9 16:
Old : 20: 1 3 0 8 13 9 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 : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
Old : 85.3 67.2 97.7 84.7 78.7 67.2 86.6 79.0
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,356: 1,753 118 1,064 9,421 10,976 12,238 12,158: 118 198
Old : 12,356: 1,753 118 1,064 9,421 10,976 12,238 12,158: 118 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 668: 539 118 91 73 315 703 524: -35 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.0 8.6 76.2 88.8 99.0 98.4: 1.0 1.6
Old : 100.0: 14.2 1.0 8.6 76.2 88.8 99.0 98.4: 1.0 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 : 48: 5 1 2 32 30 38 32:
Old : 48: 5 1 2 32 30 38 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 : 42.5 40.8 62.8 61.8 40.3 36.1 53.5 50.8
Old : 42.5 40.8 62.8 61.8 40.3 36.1 53.5 50.8
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 34,692: 10,929 1,675 1,101 22,420 31,443 34,450 34,219: 242 473
Old : 34,692: 10,929 1,675 1,101 22,420 31,443 34,450 34,219: 242 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 342: -215 985 365 192 -736 342 614: 0 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 4.8 3.2 64.6 90.6 99.3 98.6: 0.7 1.4
Old : 100.0: 31.5 4.8 3.2 64.6 90.6 99.3 98.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 5 5 28 39 35 48:
Old : 54: 6 5 5 28 39 35 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 : 61.0 48.5 72.8 61.9 58.7 47.1 67.3 55.5
Old : 61.0 48.5 72.8 61.9 58.7 47.1 67.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011