GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 38,351: 719 389 216 37,333 37,291 38,268 37,896: 83 455
Old : 38,351: 719 389 216 37,333 37,291 38,268 37,896: 83 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -8,586: 187 -1,339 -114 -8,645 -7,417 -8,572 -8,870: -14 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.0 0.6 97.3 97.2 99.8 98.8: 0.2 1.2
Old : 100.0: 1.9 1.0 0.6 97.3 97.2 99.8 98.8: 0.2 1.2
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 : 60: 2 2 1 47 48 49 51:
Old : 60: 2 2 1 47 48 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 33.5 47.7 54.3 15.2 21.6 26.8 28.7
Old : 28.7 33.5 47.7 54.3 15.2 21.6 26.8 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 14,778: 0 0 0 14,631 14,643 14,631 14,643: 147 135
Old : 14,778: 0 0 0 14,631 14,643 14,631 14,643: 147 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,780: 0 0 0 -3,771 -3,755 -3,771 -3,755: -9 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 99.1 99.0 99.1: 1.0 0.9
Old : 100.0: 0.0 0.0 0.0 99.0 99.1 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 27 26 27 26:
Old : 35: 0 0 0 27 26 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 55.1 72.2 75.6 44.5 49.2 66.7 65.0
Old : 47.1 55.1 72.2 75.6 44.5 49.2 66.7 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,820: 70 272 284 7,794 7,841 8,148 8,397: 1,672 1,423
Old : 9,820: 70 272 284 7,794 7,841 8,148 8,397: 1,672 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,403: -168 -5 -115 -998 -1,295 -1,281 -1,415: -122 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.8 2.9 79.4 79.8 83.0 85.5: 17.0 14.5
Old : 100.0: 0.7 2.8 2.9 79.4 79.8 83.0 85.5: 17.0 14.5
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 : 40: 1 3 2 32 34 34 38:
Old : 40: 1 3 2 32 34 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 28.0 52.0 42.1 16.6 9.8 22.0 15.9
Old : 33.2 28.0 52.0 42.1 16.6 9.8 22.0 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 6,516: 942 260 256 4,812 5,195 6,010 5,711: 506 805
Old : 6,516: 942 260 256 4,812 5,195 6,010 5,711: 506 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,470: -32 -85 -75 -2,439 -2,410 -2,546 -2,570: 76 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.0 3.9 73.8 79.7 92.2 87.6: 7.8 12.4
Old : 100.0: 14.5 4.0 3.9 73.8 79.7 92.2 87.6: 7.8 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 : 61: 6 3 5 40 52 46 60:
Old : 61: 6 3 5 40 52 46 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 19.2 48.9 30.6 28.0 18.2 39.4 28.2
Old : 32.7 19.2 48.9 30.6 28.0 18.2 39.4 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 2,674: 564 485 96 1,330 1,499 1,990 2,080: 684 594
Old : 2,674: 564 485 96 1,330 1,499 1,990 2,080: 684 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -832: -106 284 -203 -498 -949 -807 -868: -25 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 18.1 3.6 49.7 56.1 74.4 77.8: 25.6 22.2
Old : 100.0: 21.1 18.1 3.6 49.7 56.1 74.4 77.8: 25.6 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 15 14 17 18:
Old : 21: 1 3 2 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 45.3 60.1 64.4 39.5 35.9 49.2 49.1
Old : 47.0 45.3 60.1 64.4 39.5 35.9 49.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 1,555: 0 60 0 1,110 1,052 1,110 1,112: 445 443
Old : 1,555: 0 60 0 1,110 1,052 1,110 1,112: 445 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -333: 0 30 0 -378 -287 -378 -257: 45 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 71.4 67.7 71.4 71.5: 28.6 28.5
Old : 100.0: 0.0 3.9 0.0 71.4 67.7 71.4 71.5: 28.6 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 18 16 18 18:
Old : 24: 0 2 0 18 16 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 : 27.7 31.3 47.2 52.5 20.6 26.9 35.4 38.4
Old : 27.7 31.3 47.2 52.5 20.6 26.9 35.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 GALLONS) :
: : :
All : 11,397: 0 0 0 11,079 10,837 11,079 10,837: 318 560
Old : 11,397: 0 0 0 11,079 10,837 11,079 10,837: 318 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -4,748: 0 0 0 -4,590 -4,708 -4,590 -4,708: -158 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 95.1 97.2 95.1: 2.8 4.9
Old : 100.0: 0.0 0.0 0.0 97.2 95.1 97.2 95.1: 2.8 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 0 0 18 19 18 19:
Old : 26: 0 0 0 18 19 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 : 62.8 60.3 79.9 78.9 58.8 48.8 67.9 62.9
Old : 62.8 60.3 79.9 78.9 58.8 48.8 67.9 62.9
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 7,487: 0 366 0 7,302 7,071 7,302 7,437: 185 50
Old : 7,487: 0 366 0 7,302 7,071 7,302 7,437: 185 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 727: 0 100 0 677 577 677 677: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 97.5 94.4 97.5 99.3: 2.5 0.7
Old : 100.0: 0.0 4.9 0.0 97.5 94.4 97.5 99.3: 2.5 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 : 28: 0 1 0 19 20 19 21:
Old : 28: 0 1 0 19 20 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 : 52.1 49.2 75.7 75.8 49.0 35.5 62.7 53.6
Old : 52.1 49.2 75.7 75.8 49.0 35.5 62.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 382,725: 63,077 36,667 56,083 216,198 262,267 335,359 355,017: 47,367 27,708
Old : 382,725: 63,077 36,667 56,083 216,198 262,267 335,359 355,017: 47,367 27,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 3,359: 1,518 691 2,300 -1,558 94 2,260 3,086: 1,099 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.6 14.7 56.5 68.5 87.6 92.8: 12.4 7.2
Old : 100.0: 16.5 9.6 14.7 56.5 68.5 87.6 92.8: 12.4 7.2
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 : 161: 56 22 42 60 76 136 123:
Old : 161: 56 22 42 60 76 136 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.0 31.8 39.8 10.0 13.6 16.8 19.2
Old : 20.2 28.0 31.8 39.8 10.0 13.6 16.8 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 139,893: 0 5,524 37,696 96,502 92,827 134,199 136,047: 5,694 3,845
Old : 139,893: 0 5,524 37,696 96,502 92,827 134,199 136,047: 5,694 3,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -5,401: -54 183 -1,620 -3,504 -3,912 -5,179 -5,350: -222 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 26.9 69.0 66.4 95.9 97.3: 4.1 2.7
Old : 100.0: 0.0 3.9 26.9 69.0 66.4 95.9 97.3: 4.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 8 8 14 14 22 22:
Old : 23: 0 8 8 14 14 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 62.9 79.0 81.0 10.7 8.6 11.0 11.4
Old : 57.9 62.9 79.0 81.0 10.7 8.6 11.0 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 13,217: 400 774 250 12,467 12,078 13,117 13,102: 100 115
Old : 13,217: 400 774 250 12,467 12,078 13,117 13,102: 100 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -5,287: 0 -130 -150 -4,818 -4,688 -4,968 -4,968: -319 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.9 1.9 94.3 91.4 99.2 99.1: 0.8 0.9
Old : 100.0: 3.0 5.9 1.9 94.3 91.4 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 4 3 3 41 43 46 49:
Old : 68: 4 3 3 41 43 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 27.8 52.2 45.7 25.5 23.1 34.8 35.2
Old : 35.6 27.8 52.2 45.7 25.5 23.1 34.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 7,576: 830 535 195 6,521 6,846 7,546 7,576: 30 0
Old : 7,576: 830 535 195 6,521 6,846 7,546 7,576: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -710: -50 50 -50 -640 -710 -740 -710: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.1 2.6 86.1 90.4 99.6 100.0: 0.4 0.0
Old : 100.0: 11.0 7.1 2.6 86.1 90.4 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 : 32: 3 2 1 20 15 24 17:
Old : 32: 3 2 1 20 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 55.8 61.8 84.3 38.6 47.5 59.9 68.9
Old : 38.6 55.8 61.8 84.3 38.6 47.5 59.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 969,483: 159,107 325,984 326,970 392,327 276,657 878,403 929,610: 91,080 39,873
Old : 969,483: 159,107 325,984 326,970 392,327 276,657 878,403 929,610: 91,080 39,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 34,099: -1,023 -1,766 28,719 -1,254 6,764 26,441 33,717: 7,657 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 33.6 33.7 40.5 28.5 90.6 95.9: 9.4 4.1
Old : 100.0: 16.4 33.6 33.7 40.5 28.5 90.6 95.9: 9.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 103 105 151 79 73 279 246:
Old : 306: 103 105 151 79 73 279 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 25.7 29.9 36.7 15.8 18.1 23.9 24.4
Old : 18.2 25.7 29.9 36.7 15.8 18.1 23.9 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 49,173: 0 0 0 38,174 45,835 38,174 45,835: 10,999 3,338
Old : 49,173: 0 0 0 38,174 45,835 38,174 45,835: 10,999 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,616: 0 0 0 -7,986 -3,492 -7,986 -3,492: 4,370 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.6 93.2 77.6 93.2: 22.4 6.8
Old : 100.0: 0.0 0.0 0.0 77.6 93.2 77.6 93.2: 22.4 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 : 21: 0 0 0 15 15 15 15:
Old : 21: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5
Old : 45.6 51.9 62.4 74.9 41.7 48.1 54.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 1,682,910: 73,136 87,257 535,337 1,064,920 1,054,000 1,673,392 1,676,594: 9,518 6,316
Old : 1,682,910: 73,136 87,257 535,337 1,064,920 1,054,000 1,673,392 1,676,594: 9,518 6,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 47,164: 5,349 4,952 17,168 23,566 25,029 46,082 47,149: 1,081 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.2 31.8 63.3 62.6 99.4 99.6: 0.6 0.4
Old : 100.0: 4.3 5.2 31.8 63.3 62.6 99.4 99.6: 0.6 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 : 143: 42 37 67 62 59 137 130:
Old : 143: 42 37 67 62 59 137 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.5 57.0 54.2 4.6 4.5 7.1 6.7
Old : 34.2 34.5 57.0 54.2 4.6 4.5 7.1 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 29,269: 8,459 7,160 11,128 9,331 10,800 28,917 29,088: 352 181
Old : 29,269: 8,459 7,160 11,128 9,331 10,800 28,917 29,088: 352 181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,502: 450 368 603 473 551 1,526 1,521: -24 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 24.5 38.0 31.9 36.9 98.8 99.4: 1.2 0.6
Old : 100.0: 28.9 24.5 38.0 31.9 36.9 98.8 99.4: 1.2 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 : 40: 11 11 16 13 15 32 34:
Old : 40: 11 11 16 13 15 32 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 : 61.1 52.3 78.6 70.6 24.7 22.4 31.7 29.7
Old : 61.1 52.3 78.6 70.6 24.7 22.4 31.7 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 91,440: 606 8,610 2,222 82,100 76,307 84,928 87,139: 6,512 4,301
Old : 91,440: 606 8,610 2,222 82,100 76,307 84,928 87,139: 6,512 4,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -4,324: 128 380 -56 -3,429 -4,413 -3,357 -4,089: -967 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 9.4 2.4 89.8 83.5 92.9 95.3: 7.1 4.7
Old : 100.0: 0.7 9.4 2.4 89.8 83.5 92.9 95.3: 7.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 3 15 21 18 24:
Old : 28: 1 2 3 15 21 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2
Old : 47.4 39.2 70.8 62.9 44.4 38.6 59.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 76,054: 938 0 1,306 64,160 67,089 66,404 68,395: 9,650 7,659
Old : 76,054: 938 0 1,306 64,160 67,089 66,404 68,395: 9,650 7,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,801: 72 0 -248 -2,881 -3,237 -3,057 -3,485: -744 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.7 84.4 88.2 87.3 89.9: 12.7 10.1
Old : 100.0: 1.2 0.0 1.7 84.4 88.2 87.3 89.9: 12.7 10.1
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: 1 0 1 14 17 15 18:
Old : 21: 1 0 1 14 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 52.9 74.9 72.5 48.4 51.9 60.5 65.0
Old : 59.5 52.9 74.9 72.5 48.4 51.9 60.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 138,984: 10,224 0 2,677 112,592 128,533 125,493 131,210: 13,491 7,774
Old : 138,984: 10,224 0 2,677 112,592 128,533 125,493 131,210: 13,491 7,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -6,235: -1,067 0 -241 -5,177 -5,602 -6,485 -5,843: 250 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 1.9 81.0 92.5 90.3 94.4: 9.7 5.6
Old : 100.0: 7.4 0.0 1.9 81.0 92.5 90.3 94.4: 9.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 22 24 25 26:
Old : 33: 3 0 2 22 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 39.0 56.1 61.6 29.1 33.6 43.0 49.3
Old : 32.7 39.0 56.1 61.6 29.1 33.6 43.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 2,599,652: 614,602 117,787 735,513 1,222,871 1,720,796 2,572,986 2,574,096: 26,666 25,556
Old : 2,599,652: 614,602 117,787 735,513 1,222,871 1,720,796 2,572,986 2,574,096: 26,666 25,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -33,415: 81,050 3,402 -56,099 -53,677 16,141 -28,726 -36,556: -4,689 3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.5 28.3 47.0 66.2 99.0 99.0: 1.0 1.0
Old : 100.0: 23.6 4.5 28.3 47.0 66.2 99.0 99.0: 1.0 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 : 170: 44 20 53 102 85 165 140:
Old : 170: 44 20 53 102 85 165 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4
Old : 28.1 30.2 38.2 46.6 16.6 24.0 24.4 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 991,711: 172,039 75,572 175,734 640,289 736,430 988,062 987,736: 3,649 3,975
Old : 991,711: 172,039 75,572 175,734 640,289 736,430 988,062 987,736: 3,649 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 29,996: 493 2,064 8,840 20,782 19,424 30,115 30,328: -119 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.6 17.7 64.6 74.3 99.6 99.6: 0.4 0.4
Old : 100.0: 17.3 7.6 17.7 64.6 74.3 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 28 22 40 43 34 88 79:
Old : 94: 28 22 40 43 34 88 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 : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7
Old : 25.8 37.2 44.5 59.7 12.8 24.4 22.9 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 7,615: 330 120 0 6,839 6,782 7,169 6,902: 446 712
Old : 7,615: 330 120 0 6,839 6,782 7,169 6,902: 446 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -160: 0 0 0 -189 -443 -189 -443: 29 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.6 0.0 89.8 89.1 94.1 90.6: 5.9 9.4
Old : 100.0: 4.3 1.6 0.0 89.8 89.1 94.1 90.6: 5.9 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 : 22: 1 1 0 15 17 16 18:
Old : 22: 1 1 0 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 37.6 79.1 65.3 46.6 32.6 57.5 51.0
Old : 60.0 37.6 79.1 65.3 46.6 32.6 57.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 10,904: 24 336 142 10,421 10,203 10,587 10,681: 317 223
Old : 10,904: 24 336 142 10,421 10,203 10,587 10,681: 317 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,270: 0 -238 6 -1,236 -1,055 -1,230 -1,287: -40 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.1 1.3 95.6 93.6 97.1 98.0: 2.9 2.0
Old : 100.0: 0.2 3.1 1.3 95.6 93.6 97.1 98.0: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 4 28 31 32 35:
Old : 42: 1 2 4 28 31 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 67.1 58.5 77.4 30.5 57.2 45.2 62.0
Old : 37.0 67.1 58.5 77.4 30.5 57.2 45.2 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 184,739: 8,904 3,480 17,937 151,557 161,655 178,398 183,072: 6,341 1,667
Old : 184,739: 8,904 3,480 17,937 151,557 161,655 178,398 183,072: 6,341 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -8,902: 1,516 -602 -777 -8,212 -6,041 -7,474 -7,420: -1,428 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.9 9.7 82.0 87.5 96.6 99.1: 3.4 0.9
Old : 100.0: 4.8 1.9 9.7 82.0 87.5 96.6 99.1: 3.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 3 6 35 32 44 38:
Old : 46: 6 3 6 35 32 44 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 52.5 75.7 85.0 9.8 13.3 12.5 16.3
Old : 43.6 52.5 75.7 85.0 9.8 13.3 12.5 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 23,791: 435 660 1,645 20,550 20,243 22,629 22,547: 1,162 1,244
Old : 23,791: 435 660 1,645 20,550 20,243 22,629 22,547: 1,162 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -826: -169 138 147 -652 -1,044 -674 -758: -152 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.8 6.9 86.4 85.1 95.1 94.8: 4.9 5.2
Old : 100.0: 1.8 2.8 6.9 86.4 85.1 95.1 94.8: 4.9 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 : 28: 2 2 3 21 18 24 22:
Old : 28: 2 2 3 21 18 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 : 45.4 52.2 67.6 73.3 32.7 29.8 41.0 42.1
Old : 45.4 52.2 67.6 73.3 32.7 29.8 41.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,151: 58 2,814 272 26,108 24,965 26,438 28,051: 2,713 1,100
Old : 29,151: 58 2,814 272 26,108 24,965 26,438 28,051: 2,713 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,149: -36 -214 -12 -652 -897 -700 -1,123: -449 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.7 0.9 89.6 85.6 90.7 96.2: 9.3 3.8
Old : 100.0: 0.2 9.7 0.9 89.6 85.6 90.7 96.2: 9.3 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 : 27: 1 2 2 24 18 26 21:
Old : 27: 1 2 2 24 18 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 54.6 59.7 77.2 23.0 46.9 38.8 55.0
Old : 38.9 54.6 59.7 77.2 23.0 46.9 38.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,971: 340 420 40 9,301 9,741 9,681 10,201: 1,290 770
Old : 10,971: 340 420 40 9,301 9,741 9,681 10,201: 1,290 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -55: 340 -56 40 -201 55 179 39: -234 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.8 0.4 84.8 88.8 88.2 93.0: 11.8 7.0
Old : 100.0: 3.1 3.8 0.4 84.8 88.8 88.2 93.0: 11.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 17 12 18 14:
Old : 22: 1 1 1 17 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 51.6 69.0 78.1 46.4 46.4 66.7 70.6
Old : 47.1 51.6 69.0 78.1 46.4 46.4 66.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 28,577: 0 991 465 26,001 26,337 26,466 27,793: 2,111 784
Old : 28,577: 0 991 465 26,001 26,337 26,466 27,793: 2,111 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,147: 0 -129 -16 -3,249 -2,994 -3,265 -3,139: 118 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 1.6 91.0 92.2 92.6 97.3: 7.4 2.7
Old : 100.0: 0.0 3.5 1.6 91.0 92.2 92.6 97.3: 7.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 21 18 23 20:
Old : 24: 0 2 2 21 18 23 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 : 58.2 62.0 79.0 81.8 28.3 38.3 37.2 43.1
Old : 58.2 62.0 79.0 81.8 28.3 38.3 37.2 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 48,082: 0 382 0 47,636 47,576 47,636 47,958: 446 124
Old : 48,082: 0 382 0 47,636 47,576 47,636 47,958: 446 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,668: 0 -46 0 -2,645 -2,599 -2,645 -2,645: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.1 98.9 99.1 99.7: 0.9 0.3
Old : 100.0: 0.0 0.8 0.0 99.1 98.9 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 11 12 11 13:
Old : 22: 0 1 0 11 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 80.7 96.6 97.0 88.5 80.7 96.6 97.0
Old : 88.5 80.7 96.6 97.0 88.5 80.7 96.6 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 738,925: 31,310 0 6,322 701,293 732,603 738,925 738,925: 0 0
Old : 738,925: 31,310 0 6,322 701,293 732,603 738,925 738,925: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -31,808: 750 0 -750 -31,808 -31,058 -31,808 -31,808: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.9 94.9 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 0.0 0.9 94.9 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 14 12 15 13:
Old : 24: 1 0 1 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 79.1 95.0 96.9 84.7 78.0 94.1 95.8
Old : 85.5 79.1 95.0 96.9 84.7 78.0 94.1 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 57,061: 0 210 0 57,061 56,851 57,061 57,061: 0 0
Old : 57,061: 0 210 0 57,061 56,851 57,061 57,061: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -4,991: 0 0 0 -4,991 -4,991 -4,991 -4,991: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 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 : 27: 0 1 0 17 13 17 14:
Old : 27: 0 1 0 17 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 83.0 83.9 94.1 64.5 82.2 81.7 89.5
Old : 64.5 83.0 83.9 94.1 64.5 82.2 81.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 1,011,322: 0 0 0 1,011,322 1,011,322 1,011,322 1,011,322: 0 0
Old : 1,011,322: 0 0 0 1,011,322 1,011,322 1,011,322 1,011,322: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -65,250: 0 0 0 -65,250 -65,250 -65,250 -65,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 11 18 11:
Old : 23: 0 0 0 18 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 85.6 84.7 97.6 63.7 85.3 81.1 89.8
Old : 63.7 85.6 84.7 97.6 63.7 85.3 81.1 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 179,012: 942 0 210 177,860 178,802 179,012 179,012: 0 0
Old : 179,012: 942 0 210 177,860 178,802 179,012 179,012: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -11,193: -276 0 0 -10,917 -11,193 -11,193 -11,193: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.1 99.4 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.1 99.4 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 0 1 20 28 22 29:
Old : 39: 2 0 1 20 28 22 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 : 68.5 54.7 91.5 76.2 68.2 54.7 88.4 76.2
Old : 68.5 54.7 91.5 76.2 68.2 54.7 88.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 3,140,125: 9,376 0 0 3,130,749 3,140,125 3,140,125 3,140,125: 0 0
Old : 3,140,125: 9,376 0 0 3,130,749 3,140,125 3,140,125 3,140,125: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -188,062: 0 0 0 -188,062 -188,062 -188,062 -188,062: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 18 27 19 27:
Old : 37: 1 0 0 18 27 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 57.7 94.2 79.9 70.8 57.7 91.9 79.9
Old : 71.4 57.7 94.2 79.9 70.8 57.7 91.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 52,558: 4,555 1,485 132 47,871 50,686 52,558 52,303: 0 255
Old : 52,558: 4,555 1,485 132 47,871 50,686 52,558 52,303: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,933: -115 -115 0 -3,818 -3,818 -3,933 -3,933: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.8 0.3 91.1 96.4 100.0 99.5: 0.0 0.5
Old : 100.0: 8.7 2.8 0.3 91.1 96.4 100.0 99.5: 0.0 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 : 33: 3 2 1 24 19 28 21:
Old : 33: 3 2 1 24 19 28 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 : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1
Old : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 1,052,099: 29,405 38,165 0 1,022,694 1,013,934 1,052,099 1,052,099: 0 0
Old : 1,052,099: 29,405 38,165 0 1,022,694 1,013,934 1,052,099 1,052,099: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -57,210: -1,500 540 0 -55,710 -57,750 -57,210 -57,210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.6 0.0 97.2 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 3.6 0.0 97.2 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 0 25 23 27 24:
Old : 37: 2 1 0 25 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 53.9 68.1 74.0 46.2 52.5 59.6 70.4
Old : 48.1 53.9 68.1 74.0 46.2 52.5 59.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 47,387: 0 5 105 47,239 46,724 47,344 46,834: 43 553
Old : 47,387: 0 5 105 47,239 46,724 47,344 46,834: 43 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,854: 0 -92 0 -1,831 -1,762 -1,831 -1,854: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 99.7 98.6 99.9 98.8: 0.1 1.2
Old : 100.0: 0.0 0.0 0.2 99.7 98.6 99.9 98.8: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 20 17 21 18:
Old : 26: 0 1 1 20 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 49.0 80.1 77.9 37.9 35.2 51.6 49.0
Old : 57.0 49.0 80.1 77.9 37.9 35.2 51.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 38,804: 0 3,739 170 38,359 34,704 38,529 38,613: 275 191
Old : 38,804: 0 3,739 170 38,359 34,704 38,529 38,613: 275 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -335: 0 1,183 0 -312 -1,495 -312 -312: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.4 98.9 89.4 99.3 99.5: 0.7 0.5
Old : 100.0: 0.0 9.6 0.4 98.9 89.4 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 13 14 14:
Old : 20: 0 1 1 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 78.2 92.3 93.0 78.2 70.8 85.1 84.7
Old : 82.2 78.2 92.3 93.0 78.2 70.8 85.1 84.7
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 33,791: 510 401 0 32,644 32,816 33,154 33,217: 637 574
Old : 33,791: 510 401 0 32,644 32,816 33,154 33,217: 637 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,307: 0 0 0 -2,261 -2,307 -2,261 -2,307: -46 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 0.0 96.6 97.1 98.1 98.3: 1.9 1.7
Old : 100.0: 1.5 1.2 0.0 96.6 97.1 98.1 98.3: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 16 13 17 15:
Old : 24: 1 2 0 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 74.2 81.2 87.6 40.6 54.1 55.2 62.4
Old : 58.8 74.2 81.2 87.6 40.6 54.1 55.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 945,781: 23,400 21,445 4,000 918,381 920,336 945,781 945,781: 0 0
Old : 945,781: 23,400 21,445 4,000 918,381 920,336 945,781 945,781: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,975: 23,400 -6,750 0 -36,375 -6,225 -12,975 -12,975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.3 0.4 97.1 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 2.3 0.4 97.1 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 : 32: 1 2 1 20 21 22 23:
Old : 32: 1 2 1 20 21 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 : 57.9 56.1 80.5 78.5 32.8 29.8 44.1 39.1
Old : 57.9 56.1 80.5 78.5 32.8 29.8 44.1 39.1
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 745,605: 50,505 0 51,495 643,605 694,110 745,605 745,605: 0 0
Old : 745,605: 50,505 0 51,495 643,605 694,110 745,605 745,605: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -22,875: 750 0 -750 -22,875 -22,125 -22,875 -22,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 6.9 86.3 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 0.0 6.9 86.3 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 13 8 15 9:
Old : 20: 2 0 1 13 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 84.0 93.1 99.2 59.1 65.7 68.9 72.0
Old : 70.5 84.0 93.1 99.2 59.1 65.7 68.9 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,507: 284 70 24 21,992 21,918 22,300 22,012: 207 495
Old : 22,507: 284 70 24 21,992 21,918 22,300 22,012: 207 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -747: -130 -70 5 -631 -653 -756 -718: 9 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 0.1 97.7 97.4 99.1 97.8: 0.9 2.2
Old : 100.0: 1.3 0.3 0.1 97.7 97.4 99.1 97.8: 0.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 2 33 33 36 35:
Old : 41: 2 1 2 33 33 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 43.4 69.2 67.2 37.5 34.2 49.5 48.1
Old : 46.2 43.4 69.2 67.2 37.5 34.2 49.5 48.1
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 15,762: 1,102 0 70 14,317 15,243 15,489 15,313: 273 449
Old : 15,762: 1,102 0 70 14,317 15,243 15,489 15,313: 273 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,212: -14 0 -30 -1,153 -1,172 -1,197 -1,202: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.4 90.8 96.7 98.3 97.2: 1.7 2.8
Old : 100.0: 7.0 0.0 0.4 90.8 96.7 98.3 97.2: 1.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 18 19 21 20:
Old : 27: 3 0 1 18 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4
Old : 58.5 63.9 79.5 87.1 44.4 55.1 59.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 7,673: 0 60 90 7,025 6,889 7,115 7,039: 558 634
Old : 7,673: 0 60 90 7,025 6,889 7,115 7,039: 558 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -200: -25 60 -30 -108 -243 -163 -213: -37 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.2 91.6 89.8 92.7 91.7: 7.3 8.3
Old : 100.0: 0.0 0.8 1.2 91.6 89.8 92.7 91.7: 7.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 18 16 19 17:
Old : 23: 0 1 1 18 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 : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8
Old : 67.9 55.0 80.2 75.2 66.1 52.8 73.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 10,876: 0 0 0 10,276 10,523 10,276 10,523: 600 353
Old : 10,876: 0 0 0 10,276 10,523 10,276 10,523: 600 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -651: 0 0 0 -611 -552 -611 -552: -40 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 96.8 94.5 96.8: 5.5 3.2
Old : 100.0: 0.0 0.0 0.0 94.5 96.8 94.5 96.8: 5.5 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 : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7
Old : 59.4 59.6 76.9 80.2 58.4 59.6 75.8 75.7
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 2,996,603: 430,039 97,408 1,052,966 1,390,747 1,760,653 2,873,752 2,911,027: 122,851 85,576
Old : 2,996,603: 430,039 97,408 1,052,966 1,390,747 1,760,653 2,873,752 2,911,027: 122,851 85,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 116,638: 12,986 3,442 61,586 35,339 38,153 109,912 103,181: 6,726 13,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.3 35.1 46.4 58.8 95.9 97.1: 4.1 2.9
Old : 100.0: 14.4 3.3 35.1 46.4 58.8 95.9 97.1: 4.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 203 97 214 89 100 383 333:
Old : 418: 203 97 214 89 100 383 333:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.0 27.3 26.9 7.9 6.5 10.9 11.0
Old : 17.9 15.0 27.3 26.9 7.9 6.5 10.9 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 230,968: 132,729 31,827 31,740 65,265 165,321 229,734 228,888: 1,234 2,080
Old : 230,968: 132,729 31,827 31,740 65,265 165,321 229,734 228,888: 1,234 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 4,277: 2,806 7,399 -1,056 2,583 -2,139 4,333 4,205: -56 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 13.8 13.7 28.3 71.6 99.5 99.1: 0.5 0.9
Old : 100.0: 57.5 13.8 13.7 28.3 71.6 99.5 99.1: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 14 13 22 23 35 43:
Old : 44: 6 14 13 22 23 35 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 : 71.3 49.3 83.2 64.2 62.7 44.5 68.7 55.8
Old : 71.3 49.3 83.2 64.2 62.7 44.5 68.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 216,452: 49,443 17,574 4,796 124,948 126,060 179,187 148,430: 37,265 68,022
Old : 216,452: 49,443 17,574 4,796 124,948 126,060 179,187 148,430: 37,265 68,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -10,838: 3,201 -866 -2,826 -9,113 -5,118 -8,738 -8,810: -2,100 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.1 2.2 57.7 58.2 82.8 68.6: 17.2 31.4
Old : 100.0: 22.8 8.1 2.2 57.7 58.2 82.8 68.6: 17.2 31.4
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 : 31: 6 3 8 20 21 28 30:
Old : 31: 6 3 8 20 21 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 27.3 61.8 46.3 43.9 23.7 56.9 41.0
Old : 45.5 27.3 61.8 46.3 43.9 23.7 56.9 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 154,593: 32,825 1,464 27,451 87,983 121,224 148,260 150,140: 6,333 4,453
Old : 154,593: 32,825 1,464 27,451 87,983 121,224 148,260 150,140: 6,333 4,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,789: 1,052 178 1,054 5,340 6,299 7,446 7,530: 343 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 0.9 17.8 56.9 78.4 95.9 97.1: 4.1 2.9
Old : 100.0: 21.2 0.9 17.8 56.9 78.4 95.9 97.1: 4.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 10 29 25 23 61 53:
Old : 62: 25 10 29 25 23 61 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 : 33.0 46.8 51.9 68.5 16.4 25.5 25.0 32.1
Old : 33.0 46.8 51.9 68.5 16.4 25.5 25.0 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 670,002: 50,921 5,691 115,070 485,942 529,862 651,933 650,624: 18,069 19,377
Old : 670,002: 50,921 5,691 115,070 485,942 529,862 651,933 650,624: 18,069 19,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -8,444: -645 2,683 -6,547 -1,107 -4,880 -8,298 -8,744: -145 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.8 17.2 72.5 79.1 97.3 97.1: 2.7 2.9
Old : 100.0: 7.6 0.8 17.2 72.5 79.1 97.3 97.1: 2.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 2 13 35 35 48 48:
Old : 48: 11 2 13 35 35 48 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 : 33.4 26.7 51.2 43.1 10.1 6.9 14.7 12.2
Old : 33.4 26.7 51.2 43.1 10.1 6.9 14.7 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 34,706: 150 564 300 34,221 33,582 34,671 34,446: 35 260
Old : 34,706: 150 564 300 34,221 33,582 34,671 34,446: 35 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -7,039: -40 -148 0 -6,655 -6,649 -6,695 -6,797: -344 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.6 0.9 98.6 96.8 99.9 99.3: 0.1 0.7
Old : 100.0: 0.4 1.6 0.9 98.6 96.8 99.9 99.3: 0.1 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 : 50: 1 2 2 38 39 41 43:
Old : 50: 1 2 2 38 39 41 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 : 47.3 48.9 64.9 67.6 13.8 15.1 20.2 20.1
Old : 47.3 48.9 64.9 67.6 13.8 15.1 20.2 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 85,809: 5,832 27,739 4,501 71,676 48,584 82,009 80,824: 3,800 4,985
Old : 85,809: 5,832 27,739 4,501 71,676 48,584 82,009 80,824: 3,800 4,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 735: 250 247 0 515 425 765 672: -30 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 32.3 5.2 83.5 56.6 95.6 94.2: 4.4 5.8
Old : 100.0: 6.8 32.3 5.2 83.5 56.6 95.6 94.2: 4.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 8 10 25 22 38 33:
Old : 40: 5 8 10 25 22 38 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 : 48.9 44.8 64.3 65.1 35.1 36.1 46.9 47.7
Old : 48.9 44.8 64.3 65.1 35.1 36.1 46.9 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 34,107: 4,348 3 4,510 22,567 26,719 31,425 31,232: 2,682 2,875
Old : 34,107: 4,348 3 4,510 22,567 26,719 31,425 31,232: 2,682 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,620: 742 0 -260 1,147 1,579 1,629 1,319: -9 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 13.2 66.2 78.3 92.1 91.6: 7.9 8.4
Old : 100.0: 12.7 0.0 13.2 66.2 78.3 92.1 91.6: 7.9 8.4
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 : 26: 6 1 5 16 17 23 22:
Old : 26: 6 1 5 16 17 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 : 44.3 46.2 62.2 65.3 25.3 34.6 35.5 42.2
Old : 44.3 46.2 62.2 65.3 25.3 34.6 35.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 12,085: 525 1,419 0 11,560 10,585 12,085 12,004: 0 81
Old : 12,085: 525 1,419 0 11,560 10,585 12,085 12,004: 0 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,465: -1,264 150 0 -165 -1,615 -1,429 -1,465: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.7 0.0 95.7 87.6 100.0 99.3: 0.0 0.7
Old : 100.0: 4.3 11.7 0.0 95.7 87.6 100.0 99.3: 0.0 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 : 29: 3 2 0 18 16 21 18:
Old : 29: 3 2 0 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 62.6 74.0 82.8 43.9 52.4 62.6 66.0
Old : 48.8 62.6 74.0 82.8 43.9 52.4 62.6 66.0
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 19,533: 5,359 523 3,974 6,695 11,274 16,029 15,771: 3,504 3,762
Old : 19,533: 5,359 523 3,974 6,695 11,274 16,029 15,771: 3,504 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,355: 437 -82 352 476 702 1,266 972: 89 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 2.7 20.3 34.3 57.7 82.1 80.7: 17.9 19.3
Old : 100.0: 27.4 2.7 20.3 34.3 57.7 82.1 80.7: 17.9 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 1 8 10 10 20 18:
Old : 20: 9 1 8 10 10 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 39.7 57.0 60.5 24.0 21.8 30.2 32.3
Old : 37.0 39.7 57.0 60.5 24.0 21.8 30.2 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,521: 857 1,558 540 13,948 12,700 15,345 14,798: 1,176 1,723
Old : 16,521: 857 1,558 540 13,948 12,700 15,345 14,798: 1,176 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 4,426: 582 252 120 3,299 3,437 4,001 3,809: 425 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.4 3.3 84.4 76.9 92.9 89.6: 7.1 10.4
Old : 100.0: 5.2 9.4 3.3 84.4 76.9 92.9 89.6: 7.1 10.4
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 : 23: 1 5 3 16 17 19 23:
Old : 23: 1 5 3 16 17 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 37.4 72.7 63.1 23.9 19.6 31.2 26.5
Old : 47.8 37.4 72.7 63.1 23.9 19.6 31.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 22,548: 14,403 2,298 373 5,144 19,010 19,920 21,681: 2,628 867
Old : 22,548: 14,403 2,298 373 5,144 19,010 19,920 21,681: 2,628 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,212: 1,226 -364 11 -231 1,723 1,006 1,370: 206 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 10.2 1.7 22.8 84.3 88.3 96.2: 11.7 3.8
Old : 100.0: 63.9 10.2 1.7 22.8 84.3 88.3 96.2: 11.7 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 : 142: 73 20 13 31 31 110 61:
Old : 142: 73 20 13 31 31 110 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.9 46.7 56.9 35.2 39.4 46.1 55.8
Old : 35.3 39.9 46.7 56.9 35.2 39.4 46.1 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 35,918: 23,217 1,612 605 6,737 32,055 30,559 34,272: 5,359 1,647
Old : 35,918: 23,217 1,612 605 6,737 32,055 30,559 34,272: 5,359 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,508: 1,687 -494 25 408 3,266 2,121 2,798: 387 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 4.5 1.7 18.8 89.2 85.1 95.4: 14.9 4.6
Old : 100.0: 64.6 4.5 1.7 18.8 89.2 85.1 95.4: 14.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 79 13 11 21 38 104 59:
Old : 139: 79 13 11 21 38 104 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 35.2 33.6 52.3 20.9 33.7 32.5 49.8
Old : 21.0 35.2 33.6 52.3 20.9 33.7 32.5 49.8
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 322,275: 81,534 15,072 34,995 178,042 256,405 294,571 306,472: 27,704 15,803
Old : 322,275: 81,534 15,072 34,995 178,042 256,405 294,571 306,472: 27,704 15,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,231: 1,004 -617 6,007 -1,048 358 5,963 5,748: 1,268 1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.7 10.9 55.2 79.6 91.4 95.1: 8.6 4.9
Old : 100.0: 25.3 4.7 10.9 55.2 79.6 91.4 95.1: 8.6 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 : 201: 75 17 43 74 88 169 134:
Old : 201: 75 17 43 74 88 169 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 26.2 32.1 39.9 10.6 12.8 17.8 19.5
Old : 22.2 26.2 32.1 39.9 10.6 12.8 17.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 33,459: 10,455 108 555 18,293 27,221 29,303 27,884: 4,156 5,575
Old : 33,459: 10,455 108 555 18,293 27,221 29,303 27,884: 4,156 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,532: 686 -20 0 -3,334 -3,543 -2,648 -3,563: 116 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 0.3 1.7 54.7 81.4 87.6 83.3: 12.4 16.7
Old : 100.0: 31.2 0.3 1.7 54.7 81.4 87.6 83.3: 12.4 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 2 19 23 26 25:
Old : 39: 6 1 2 19 23 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 40.4 60.9 60.4 45.5 38.5 57.8 57.7
Old : 46.9 40.4 60.9 60.4 45.5 38.5 57.8 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 9,658: 0 0 0 8,748 8,105 8,748 8,105: 910 1,553
Old : 9,658: 0 0 0 8,748 8,105 8,748 8,105: 910 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,684: 0 0 0 -1,925 -1,008 -1,925 -1,008: 241 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 83.9 90.6 83.9: 9.4 16.1
Old : 100.0: 0.0 0.0 0.0 90.6 83.9 90.6 83.9: 9.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 12 15 12 15:
Old : 20: 0 0 0 12 15 12 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 : 67.0 50.4 83.3 69.2 50.4 31.7 58.2 45.6
Old : 67.0 50.4 83.3 69.2 50.4 31.7 58.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,578: 150 0 350 3,078 3,120 3,578 3,470: 0 108
Old : 3,578: 150 0 350 3,078 3,120 3,578 3,470: 0 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,769: -310 -50 200 -1,659 -1,919 -1,769 -1,769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 9.8 86.0 87.2 100.0 97.0: 0.0 3.0
Old : 100.0: 4.2 0.0 9.8 86.0 87.2 100.0 97.0: 0.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 18 22 21 24:
Old : 29: 2 0 2 18 22 21 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 : 36.1 43.3 66.6 61.8 24.7 19.0 32.8 26.7
Old : 36.1 43.3 66.6 61.8 24.7 19.0 32.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 46,836: 708 2,087 6 45,499 44,608 46,213 46,701: 623 135
Old : 46,836: 708 2,087 6 45,499 44,608 46,213 46,701: 623 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -7,203: 0 1 -2 -6,997 -7,093 -6,999 -7,094: -204 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.5 0.0 97.1 95.2 98.7 99.7: 1.3 0.3
Old : 100.0: 1.5 4.5 0.0 97.1 95.2 98.7 99.7: 1.3 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 : 51: 1 2 1 42 33 44 35:
Old : 51: 1 2 1 42 33 44 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 57.1 64.6 75.8 36.9 37.6 45.7 51.0
Old : 43.3 57.1 64.6 75.8 36.9 37.6 45.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 13,415: 0 0 0 13,070 13,415 13,070 13,415: 345 0
Old : 13,415: 0 0 0 13,070 13,415 13,070 13,415: 345 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 100: 0 0 0 125 100 125 100: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 100.0 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 0.0 0.0 97.4 100.0 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 20 7 20 7:
Old : 21: 0 0 0 20 7 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 97.1 82.0 100.0 55.2 91.0 77.3 91.0
Old : 59.4 97.1 82.0 100.0 55.2 91.0 77.3 91.0
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 with Delta-adjusted Options and Futures Combined, April 5, 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 : 8,070: 50 4,020 50 7,850 4,000 7,950 8,070: 120 0
Old : 8,070: 50 4,020 50 7,850 4,000 7,950 8,070: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -687: 0 195 -50 -637 -832 -687 -687: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 49.8 0.6 97.3 49.6 98.5 100.0: 1.5 0.0
Old : 100.0: 0.6 49.8 0.6 97.3 49.6 98.5 100.0: 1.5 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 : 39: 1 2 1 24 19 25 22:
Old : 39: 1 2 1 24 19 25 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 : 45.2 71.3 68.0 84.1 40.5 66.5 58.4 76.0
Old : 45.2 71.3 68.0 84.1 40.5 66.5 58.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 11,045: 280 0 110 10,186 10,670 10,576 10,780: 469 265
Old : 11,045: 280 0 110 10,186 10,670 10,576 10,780: 469 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,344: -1,065 -50 -40 -2,536 -3,346 -3,641 -3,436: 297 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 1.0 92.2 96.6 95.8 97.6: 4.2 2.4
Old : 100.0: 2.5 0.0 1.0 92.2 96.6 95.8 97.6: 4.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 17 24 18:
Old : 29: 2 0 1 22 17 24 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 : 40.0 64.5 65.8 83.4 36.5 51.7 52.1 60.5
Old : 40.0 64.5 65.8 83.4 36.5 51.7 52.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,573: 1,893 2,316 444 12,900 12,546 15,237 15,306: 336 267
Old : 15,573: 1,893 2,316 444 12,900 12,546 15,237 15,306: 336 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -953: -108 283 -176 -716 -1,072 -1,000 -965: 47 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.9 2.9 82.8 80.6 97.8 98.3: 2.2 1.7
Old : 100.0: 12.2 14.9 2.9 82.8 80.6 97.8 98.3: 2.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 3 29 27 35 31:
Old : 48: 4 3 3 29 27 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 37.3 53.5 60.4 32.3 36.0 52.6 51.7
Old : 32.9 37.3 53.5 60.4 32.3 36.0 52.6 51.7
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 with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,060: 1,077 27 129 8,114 9,591 9,320 9,747: 740 313
Old : 10,060: 1,077 27 129 8,114 9,591 9,320 9,747: 740 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,951: 36 -440 -38 -1,966 -1,567 -1,968 -2,045: 17 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.3 1.3 80.7 95.3 92.6 96.9: 7.4 3.1
Old : 100.0: 10.7 0.3 1.3 80.7 95.3 92.6 96.9: 7.4 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 : 35: 3 1 1 23 27 26 29:
Old : 35: 3 1 1 23 27 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.5 62.3 62.3 38.9 36.9 49.1 50.0
Old : 43.2 43.5 62.3 62.3 38.9 36.9 49.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 31,028: 10,743 1,074 887 18,882 28,791 30,512 30,752: 516 276
Old : 31,028: 10,743 1,074 887 18,882 28,791 30,512 30,752: 516 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,258: 72 221 -390 -980 -1,089 -1,298 -1,258: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.5 2.9 60.9 92.8 98.3 99.1: 1.7 0.9
Old : 100.0: 34.6 3.5 2.9 60.9 92.8 98.3 99.1: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 8 3 4 27 29 38 35:
Old : 54: 8 3 4 27 29 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 54.4 49.7 69.9 27.7 51.4 46.3 66.2
Old : 29.7 54.4 49.7 69.9 27.7 51.4 46.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 17,299: 2,091 506 255 12,393 13,593 14,739 14,354: 2,560 2,945
Old : 17,299: 2,091 506 255 12,393 13,593 14,739 14,354: 2,560 2,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,662: 579 271 -316 -1,365 -630 -1,102 -675: -560 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.9 1.5 71.6 78.6 85.2 83.0: 14.8 17.0
Old : 100.0: 12.1 2.9 1.5 71.6 78.6 85.2 83.0: 14.8 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 14 14 17 15:
Old : 22: 2 1 1 14 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 55.0 65.6 71.9 45.7 49.8 63.5 63.4
Old : 45.7 55.0 65.6 71.9 45.7 49.8 63.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011