GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 42,761: 769 449 216 41,650 41,646 42,635 42,311: 126 450
Old : 42,761: 769 449 216 41,650 41,646 42,635 42,311: 126 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 4,620: 50 35 0 4,570 4,585 4,620 4,620: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 0.5 97.4 97.4 99.7 98.9: 0.3 1.1
Old : 100.0: 1.8 1.1 0.5 97.4 97.4 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 2 1 47 49 49 52:
Old : 60: 2 2 1 47 49 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 30.9 46.7 50.2 14.4 20.8 24.9 28.8
Old : 27.9 30.9 46.7 50.2 14.4 20.8 24.9 28.8
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 19, 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 : 15,430: 0 0 0 15,263 15,220 15,263 15,220: 167 210
Old : 15,430: 0 0 0 15,263 15,220 15,263 15,220: 167 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 264: 0 0 0 249 264 249 264: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 98.6 98.9 98.6: 1.1 1.4
Old : 100.0: 0.0 0.0 0.0 98.9 98.6 98.9 98.6: 1.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 27 26 27 26:
Old : 36: 0 0 0 27 26 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 54.5 69.7 75.8 42.8 47.7 63.6 62.8
Old : 45.3 54.5 69.7 75.8 42.8 47.7 63.6 62.8
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,552: 95 345 230 8,399 8,336 8,724 8,911: 1,828 1,641
Old : 10,552: 95 345 230 8,399 8,336 8,724 8,911: 1,828 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 454: 20 65 0 371 306 391 371: 63 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 2.2 79.6 79.0 82.7 84.4: 17.3 15.6
Old : 100.0: 0.9 3.3 2.2 79.6 79.0 82.7 84.4: 17.3 15.6
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 : 39: 1 2 1 32 35 33 38:
Old : 39: 1 2 1 32 35 33 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 : 32.2 26.1 51.0 40.0 15.4 9.6 20.2 15.5
Old : 32.2 26.1 51.0 40.0 15.4 9.6 20.2 15.5
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,445: 877 260 296 5,848 6,142 7,021 6,698: 424 747
Old : 7,445: 877 260 296 5,848 6,142 7,021 6,698: 424 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 271: -47 0 10 309 155 272 165: -1 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.5 4.0 78.5 82.5 94.3 90.0: 5.7 10.0
Old : 100.0: 11.8 3.5 4.0 78.5 82.5 94.3 90.0: 5.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 7 3 7 44 52 51 62:
Old : 65: 7 3 7 44 52 51 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 20.7 47.8 32.2 26.1 19.3 39.2 29.0
Old : 31.4 20.7 47.8 32.2 26.1 19.3 39.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 4,199: 255 0 0 2,766 2,673 3,021 2,673: 1,178 1,526
Old : 4,199: 255 0 0 2,766 2,673 3,021 2,673: 1,178 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 65.9 63.7 71.9 63.7: 28.1 36.3
Old : 100.0: 6.1 0.0 0.0 65.9 63.7 71.9 63.7: 28.1 36.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 18 17 19 17:
Old : 20: 1 0 0 18 17 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 : 31.9 29.4 49.9 50.1 25.6 17.9 37.0 26.9
Old : 31.9 29.4 49.9 50.1 25.6 17.9 37.0 26.9
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 19, 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 : 2,908: 579 580 111 1,549 1,627 2,239 2,318: 669 590
Old : 2,908: 579 580 111 1,549 1,627 2,239 2,318: 669 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 150: 0 110 0 90 25 90 135: 60 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.9 3.8 53.3 55.9 77.0 79.7: 23.0 20.3
Old : 100.0: 19.9 19.9 3.8 53.3 55.9 77.0 79.7: 23.0 20.3
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: 1 3 3 16 16 19 20:
Old : 23: 1 3 3 16 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 42.0 60.4 62.4 37.5 36.5 48.2 47.5
Old : 44.6 42.0 60.4 62.4 37.5 36.5 48.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,710: 0 80 0 1,276 1,181 1,276 1,261: 434 449
Old : 1,710: 0 80 0 1,276 1,181 1,276 1,261: 434 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 85: 0 0 0 121 74 121 74: -36 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 74.6 69.1 74.6 73.7: 25.4 26.3
Old : 100.0: 0.0 4.7 0.0 74.6 69.1 74.6 73.7: 25.4 26.3
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 : 27: 0 2 0 19 19 19 21:
Old : 27: 0 2 0 19 19 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 : 27.4 29.5 46.2 48.8 20.5 27.3 36.3 38.6
Old : 27.4 29.5 46.2 48.8 20.5 27.3 36.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,709: 341 0 21 881 1,495 1,243 1,516: 466 193
Old : 1,709: 341 0 21 881 1,495 1,243 1,516: 466 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 1.2 51.6 87.5 72.7 88.7: 27.3 11.3
Old : 100.0: 20.0 0.0 1.2 51.6 87.5 72.7 88.7: 27.3 11.3
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: 3 0 2 14 15 17 17:
Old : 22: 3 0 2 14 15 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 : 43.8 55.9 58.6 73.3 40.2 51.7 48.3 63.4
Old : 43.8 55.9 58.6 73.3 40.2 51.7 48.3 63.4
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 19, 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 : 11,929: 0 0 0 11,611 11,369 11,611 11,369: 318 560
Old : 11,929: 0 0 0 11,611 11,369 11,611 11,369: 318 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -77: 0 0 0 -77 -77 -77 -77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 95.3 97.3 95.3: 2.7 4.7
Old : 100.0: 0.0 0.0 0.0 97.3 95.3 97.3 95.3: 2.7 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: 0 0 0 20 21 20 21:
Old : 28: 0 0 0 20 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 61.6 79.2 77.5 58.7 49.0 67.4 61.7
Old : 61.9 61.6 79.2 77.5 58.7 49.0 67.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 12,228: 0 399 0 11,778 11,779 11,778 12,178: 450 50
Old : 12,228: 0 399 0 11,778 11,779 11,778 12,178: 450 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,917: 0 0 0 2,652 2,917 2,652 2,917: 265 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 96.3 96.3 96.3 99.6: 3.7 0.4
Old : 100.0: 0.0 3.3 0.0 96.3 96.3 96.3 99.6: 3.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 21 20 21 21:
Old : 29: 0 1 0 21 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 46.9 78.2 75.9 39.4 31.7 47.3 48.8
Old : 52.3 46.9 78.2 75.9 39.4 31.7 47.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 395,876: 57,048 36,626 58,377 235,989 272,058 351,414 367,060: 44,462 28,815
Old : 395,876: 57,048 36,626 58,377 235,989 272,058 351,414 367,060: 44,462 28,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 14,072: -386 1,444 1,433 13,088 10,264 14,134 13,141: -62 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.3 14.7 59.6 68.7 88.8 92.7: 11.2 7.3
Old : 100.0: 14.4 9.3 14.7 59.6 68.7 88.8 92.7: 11.2 7.3
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 : 157: 50 22 36 64 79 132 121:
Old : 157: 50 22 36 64 79 132 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 28.4 32.4 40.0 9.9 13.1 16.0 18.3
Old : 20.9 28.4 32.4 40.0 9.9 13.1 16.0 18.3
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 19, 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 : 141,625: 270 5,888 38,071 97,086 93,647 135,427 137,606: 6,198 4,019
Old : 141,625: 270 5,888 38,071 97,086 93,647 135,427 137,606: 6,198 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 983: 155 315 57 446 423 658 795: 324 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.2 26.9 68.6 66.1 95.6 97.2: 4.4 2.8
Old : 100.0: 0.2 4.2 26.9 68.6 66.1 95.6 97.2: 4.4 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 : 23: 2 6 8 14 14 22 22:
Old : 23: 2 6 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 : 57.3 62.5 78.4 80.7 10.8 9.0 11.3 11.8
Old : 57.3 62.5 78.4 80.7 10.8 9.0 11.3 11.8
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 19, 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 : 16,522: 825 894 250 15,447 15,348 16,522 16,492: 0 30
Old : 16,522: 825 894 250 15,447 15,348 16,522 16,492: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,270: 325 0 0 945 1,255 1,270 1,255: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.4 1.5 93.5 92.9 100.0 99.8: 0.0 0.2
Old : 100.0: 5.0 5.4 1.5 93.5 92.9 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 5 3 3 44 46 50 52:
Old : 70: 5 3 3 44 46 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 30.6 50.7 49.9 28.8 25.1 39.1 40.4
Old : 34.6 30.6 50.7 49.9 28.8 25.1 39.1 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 7,526: 860 435 195 6,471 6,896 7,526 7,526: 0 0
Old : 7,526: 860 435 195 6,471 6,896 7,526 7,526: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.8 2.6 86.0 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 11.4 5.8 2.6 86.0 91.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 20 15 24 16:
Old : 31: 3 1 1 20 15 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 56.2 64.2 85.6 38.9 47.8 62.3 69.4
Old : 38.9 56.2 64.2 85.6 38.9 47.8 62.3 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,461: 0 0 0 1,423 1,323 1,423 1,323: 38 138
Old : 1,461: 0 0 0 1,423 1,323 1,423 1,323: 38 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 88: 0 0 0 50 50 50 50: 38 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 90.6 97.4 90.6: 2.6 9.4
Old : 100.0: 0.0 0.0 0.0 97.4 90.6 97.4 90.6: 2.6 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: 0 0 0 15 13 15 13:
Old : 22: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 53.0 73.6 73.6 42.8 42.8 63.3 59.9
Old : 53.0 53.0 73.6 73.6 42.8 42.8 63.3 59.9
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 19, 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 : 1,044,530: 161,047 338,372 382,066 412,351 278,604 955,465 999,042: 89,066 45,488
Old : 1,044,530: 161,047 338,372 382,066 412,351 278,604 955,465 999,042: 89,066 45,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 29,600: -3,577 -3,199 32,652 799 -47 29,874 29,406: -274 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 32.4 36.6 39.5 26.7 91.5 95.6: 8.5 4.4
Old : 100.0: 15.4 32.4 36.6 39.5 26.7 91.5 95.6: 8.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 109 120 165 78 76 290 269:
Old : 324: 109 120 165 78 76 290 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 22.8 29.8 34.9 14.2 14.6 21.6 21.3
Old : 17.4 22.8 29.8 34.9 14.2 14.6 21.6 21.3
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 19, 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 : 51,555: 0 0 0 40,076 48,217 40,076 48,217: 11,479 3,338
Old : 51,555: 0 0 0 40,076 48,217 40,076 48,217: 11,479 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,472: 0 0 0 1,472 1,472 1,472 1,472: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.7 93.5 77.7 93.5: 22.3 6.5
Old : 100.0: 0.0 0.0 0.0 77.7 93.5 77.7 93.5: 22.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 14 15 14:
Old : 21: 0 0 0 15 14 15 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 : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8
Old : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 40,827: 3,260 2,494 1,932 32,493 29,019 37,685 33,445: 3,142 7,382
Old : 40,827: 3,260 2,494 1,932 32,493 29,019 37,685 33,445: 3,142 7,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.1 4.7 79.6 71.1 92.3 81.9: 7.7 18.1
Old : 100.0: 8.0 6.1 4.7 79.6 71.1 92.3 81.9: 7.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 3 14 12 17 15:
Old : 21: 2 1 3 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 55.6 71.6 69.6 48.2 53.5 65.2 64.3
Old : 48.8 55.6 71.6 69.6 48.2 53.5 65.2 64.3
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 19, 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 : 1,726,917: 80,756 93,745 549,666 1,089,031 1,077,357 1,719,453 1,720,768: 7,464 6,149
Old : 1,726,917: 80,756 93,745 549,666 1,089,031 1,077,357 1,719,453 1,720,768: 7,464 6,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 14,839: 2,027 7,389 254 12,516 7,058 14,798 14,702: 41 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.4 31.8 63.1 62.4 99.6 99.6: 0.4 0.4
Old : 100.0: 4.7 5.4 31.8 63.1 62.4 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 : 148: 46 36 72 63 60 141 136:
Old : 148: 46 36 72 63 60 141 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 35.3 56.4 54.2 5.0 5.1 7.4 7.5
Old : 34.0 35.3 56.4 54.2 5.0 5.1 7.4 7.5
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 19, 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 : 31,786: 6,032 5,521 14,460 10,931 11,495 31,424 31,476: 362 309
Old : 31,786: 6,032 5,521 14,460 10,931 11,495 31,424 31,476: 362 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,450: -1,997 -401 2,880 1,555 -82 2,437 2,396: 13 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.4 45.5 34.4 36.2 98.9 99.0: 1.1 1.0
Old : 100.0: 19.0 17.4 45.5 34.4 36.2 98.9 99.0: 1.1 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 : 39: 10 10 16 15 17 33 35:
Old : 39: 10 10 16 15 17 33 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 : 61.7 55.1 80.7 75.5 18.2 16.7 24.5 22.0
Old : 61.7 55.1 80.7 75.5 18.2 16.7 24.5 22.0
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 19, 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 : 92,837: 730 8,674 2,268 83,267 76,927 86,265 87,869: 6,572 4,968
Old : 92,837: 730 8,674 2,268 83,267 76,927 86,265 87,869: 6,572 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 502: 124 64 46 272 0 442 110: 60 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.3 2.4 89.7 82.9 92.9 94.6: 7.1 5.4
Old : 100.0: 0.8 9.3 2.4 89.7 82.9 92.9 94.6: 7.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 16 21 19 24:
Old : 29: 1 2 3 16 21 19 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 : 46.7 38.6 70.0 62.0 44.1 37.9 59.0 56.3
Old : 46.7 38.6 70.0 62.0 44.1 37.9 59.0 56.3
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 19, 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 : 76,246: 900 0 1,350 64,168 67,097 66,418 68,447: 9,828 7,799
Old : 76,246: 900 0 1,350 64,168 67,097 66,418 68,447: 9,828 7,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -45: 0 0 0 -45 -45 -45 -45: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.8 84.2 88.0 87.1 89.8: 12.9 10.2
Old : 100.0: 1.2 0.0 1.8 84.2 88.0 87.1 89.8: 12.9 10.2
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 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 : 59.3 52.8 74.6 72.3 48.1 51.8 60.3 64.8
Old : 59.3 52.8 74.6 72.3 48.1 51.8 60.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 139,294: 7,402 0 3,093 114,210 128,364 124,705 131,457: 14,589 7,837
Old : 139,294: 7,402 0 3,093 114,210 128,364 124,705 131,457: 14,589 7,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -460: 250 0 -357 -353 -781 -460 -1,138: 0 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 2.2 82.0 92.2 89.5 94.4: 10.5 5.6
Old : 100.0: 5.3 0.0 2.2 82.0 92.2 89.5 94.4: 10.5 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 39.6 55.8 61.3 29.0 34.2 42.7 49.8
Old : 32.7 39.6 55.8 61.3 29.0 34.2 42.7 49.8
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 19, 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 : 2,633,156: 623,208 109,785 738,309 1,241,892 1,755,395 2,603,409 2,603,489: 29,747 29,667
Old : 2,633,156: 623,208 109,785 738,309 1,241,892 1,755,395 2,603,409 2,603,489: 29,747 29,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 5,867: -1,199 -7,568 5,534 976 5,676 5,311 3,642: 556 2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.2 28.0 47.2 66.7 98.9 98.9: 1.1 1.1
Old : 100.0: 23.7 4.2 28.0 47.2 66.7 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 46 19 54 104 87 167 143:
Old : 171: 46 19 54 104 87 167 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 29.8 37.3 46.6 16.2 23.8 23.1 33.1
Old : 27.2 29.8 37.3 46.6 16.2 23.8 23.1 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,017,931: 181,439 72,108 185,010 647,150 756,902 1,013,599 1,014,020: 4,332 3,911
Old : 1,017,931: 181,439 72,108 185,010 647,150 756,902 1,013,599 1,014,020: 4,332 3,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 12,454: 9,241 -8,740 5,697 -2,825 15,834 12,113 12,791: 341 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.1 18.2 63.6 74.4 99.6 99.6: 0.4 0.4
Old : 100.0: 17.8 7.1 18.2 63.6 74.4 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 : 96: 28 23 41 43 35 89 81:
Old : 96: 28 23 41 43 35 89 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.7 44.7 57.0 15.1 25.9 24.9 37.4
Old : 26.2 36.7 44.7 57.0 15.1 25.9 24.9 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 7,579: 285 90 15 6,746 6,981 7,046 7,086: 533 493
Old : 7,579: 285 90 15 6,746 6,981 7,046 7,086: 533 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -16: -45 -15 15 7 63 -23 63: 8 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.2 0.2 89.0 92.1 93.0 93.5: 7.0 6.5
Old : 100.0: 3.8 1.2 0.2 89.0 92.1 93.0 93.5: 7.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 16 16 18 17:
Old : 21: 1 1 1 16 16 18 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 : 56.3 39.3 79.0 65.7 46.2 34.2 60.1 52.8
Old : 56.3 39.3 79.0 65.7 46.2 34.2 60.1 52.8
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 11,712: 69 766 165 11,186 10,576 11,420 11,507: 292 205
Old : 11,712: 69 766 165 11,186 10,576 11,420 11,507: 292 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 10: 28 185 44 -2 -97 70 132: -60 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.5 1.4 95.5 90.3 97.5 98.2: 2.5 1.8
Old : 100.0: 0.6 6.5 1.4 95.5 90.3 97.5 98.2: 2.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 4 28 33 33 37:
Old : 45: 2 2 4 28 33 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 62.7 58.5 74.4 34.0 53.7 52.4 61.3
Old : 35.0 62.7 58.5 74.4 34.0 53.7 52.4 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,620: 40 0 22 1,139 1,050 1,201 1,072: 419 548
Old : 1,620: 40 0 22 1,139 1,050 1,201 1,072: 419 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 116: 5 0 -5 170 79 170 74: -54 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 1.4 70.3 64.8 74.1 66.2: 25.9 33.8
Old : 100.0: 2.5 0.0 1.4 70.3 64.8 74.1 66.2: 25.9 33.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 21 18 23 20:
Old : 25: 2 0 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 : 26.4 33.0 44.0 51.5 22.4 29.1 36.8 36.2
Old : 26.4 33.0 44.0 51.5 22.4 29.1 36.8 36.2
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 19, 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 : 190,964: 8,410 2,980 18,996 160,894 166,979 188,300 188,955: 2,664 2,009
Old : 190,964: 8,410 2,980 18,996 160,894 166,979 188,300 188,955: 2,664 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 3,219: 37 -108 296 6,741 4,086 7,074 4,274: -3,855 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.6 9.9 84.3 87.4 98.6 98.9: 1.4 1.1
Old : 100.0: 4.4 1.6 9.9 84.3 87.4 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 5 8 35 31 46 39:
Old : 48: 6 5 8 35 31 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 51.9 76.7 83.8 9.6 12.4 13.1 15.3
Old : 43.8 51.9 76.7 83.8 9.6 12.4 13.1 15.3
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 19, 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 : 24,440: 561 690 1,659 21,047 20,918 23,268 23,268: 1,172 1,172
Old : 24,440: 561 690 1,659 21,047 20,918 23,268 23,268: 1,172 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 213: -24 22 -8 235 271 203 285: 10 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.8 6.8 86.1 85.6 95.2 95.2: 4.8 4.8
Old : 100.0: 2.3 2.8 6.8 86.1 85.6 95.2 95.2: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 22 18 25 22:
Old : 28: 2 2 3 22 18 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 : 45.0 51.4 66.9 72.4 31.3 29.1 39.9 40.2
Old : 45.0 51.4 66.9 72.4 31.3 29.1 39.9 40.2
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 30,051: 48 2,548 492 26,794 25,753 27,334 28,793: 2,717 1,258
Old : 30,051: 48 2,548 492 26,794 25,753 27,334 28,793: 2,717 1,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 488: -10 0 0 508 378 498 378: -10 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.5 1.6 89.2 85.7 91.0 95.8: 9.0 4.2
Old : 100.0: 0.2 8.5 1.6 89.2 85.7 91.0 95.8: 9.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.5 54.4 58.5 77.0 23.6 47.0 38.5 53.8
Old : 37.5 54.4 58.5 77.0 23.6 47.0 38.5 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,581: 340 354 40 10,105 10,623 10,485 11,017: 1,096 564
Old : 11,581: 340 354 40 10,105 10,623 10,485 11,017: 1,096 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 622: 0 -20 0 816 882 816 862: -194 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.1 0.3 87.3 91.7 90.5 95.1: 9.5 4.9
Old : 100.0: 2.9 3.1 0.3 87.3 91.7 90.5 95.1: 9.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 14 20 16:
Old : 24: 1 1 1 19 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.3 67.7 75.2 44.1 44.4 64.5 68.7
Old : 44.7 49.3 67.7 75.2 44.1 44.4 64.5 68.7
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 19, 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 : 28,983: 0 952 476 26,408 26,495 26,884 27,923: 2,099 1,060
Old : 28,983: 0 952 476 26,408 26,495 26,884 27,923: 2,099 1,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -159: 0 -65 18 -189 -374 -171 -421: 12 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.6 91.1 91.4 92.8 96.3: 7.2 3.7
Old : 100.0: 0.0 3.3 1.6 91.1 91.4 92.8 96.3: 7.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 22 19 24 21:
Old : 24: 0 2 2 22 19 24 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 : 58.0 61.1 78.1 80.8 28.4 37.6 37.2 42.7
Old : 58.0 61.1 78.1 80.8 28.4 37.6 37.2 42.7
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 49,421: 0 382 0 48,975 48,915 48,975 49,297: 446 124
Old : 49,421: 0 382 0 48,975 48,915 48,975 49,297: 446 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.1 99.0 99.1 99.7: 0.9 0.3
Old : 100.0: 0.0 0.8 0.0 99.1 99.0 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 : 88.7 78.7 96.7 97.1 88.7 78.7 96.7 97.1
Old : 88.7 78.7 96.7 97.1 88.7 78.7 96.7 97.1
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 19, 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 : 763,101: 31,310 0 6,322 725,469 756,779 763,101 763,101: 0 0
Old : 763,101: 31,310 0 6,322 725,469 756,779 763,101 763,101: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 23,400: 0 0 0 23,400 23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.8 95.1 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 0.0 0.8 95.1 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.9 76.7 95.2 97.0 85.1 75.6 94.3 95.9
Old : 85.9 76.7 95.2 97.0 85.1 75.6 94.3 95.9
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 55,371: 0 210 0 55,371 55,161 55,371 55,371: 0 0
Old : 55,371: 0 210 0 55,371 55,161 55,371 55,371: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 440: 0 0 0 440 440 440 440: 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 14 17 15:
Old : 27: 0 1 0 17 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 : 66.5 80.9 86.5 92.5 66.5 80.1 83.2 88.4
Old : 66.5 80.9 86.5 92.5 66.5 80.1 83.2 88.4
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 19, 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 : 964,442: 0 0 0 964,442 964,442 964,442 964,442: 0 0
Old : 964,442: 0 0 0 964,442 964,442 964,442 964,442: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 11 18 11:
Old : 23: 0 0 0 18 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 84.9 86.9 97.5 66.8 84.5 82.3 89.3
Old : 66.8 84.9 86.9 97.5 66.8 84.5 82.3 89.3
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 19, 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 : 180,954: 210 2,248 214 180,530 178,492 180,954 180,954: 0 0
Old : 180,954: 210 2,248 214 180,530 178,492 180,954 180,954: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,732: -732 2,248 4 2,460 -520 1,732 1,732: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 0.1 99.8 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.2 0.1 99.8 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 1 21 28 23 29:
Old : 39: 1 1 1 21 28 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 53.7 90.8 74.5 67.5 53.7 87.7 74.5
Old : 67.8 53.7 90.8 74.5 67.5 53.7 87.7 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 3,134,619: 0 45,684 3,870 3,130,749 3,085,065 3,134,619 3,134,619: 0 0
Old : 3,134,619: 0 45,684 3,870 3,130,749 3,085,065 3,134,619 3,134,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -5,506: -9,376 45,684 3,870 0 -55,060 -5,506 -5,506: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.1 99.9 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.5 0.1 99.9 98.4 100.0 100.0: 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: 0 1 1 18 27 19 28:
Old : 37: 0 1 1 18 27 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 56.8 94.4 79.0 70.9 56.8 92.1 79.0
Old : 71.5 56.8 94.4 79.0 70.9 56.8 92.1 79.0
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 19, 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: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 1,169,979: 23,400 50,005 0 1,146,579 1,119,974 1,169,979 1,169,979: 0 0
Old : 1,169,979: 23,400 50,005 0 1,146,579 1,119,974 1,169,979 1,169,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 86,680: 0 0 0 86,680 86,680 86,680 86,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.3 0.0 98.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 4.3 0.0 98.0 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 0 25 24 26 26:
Old : 37: 1 2 0 25 24 26 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 : 47.9 57.1 69.1 74.6 47.4 56.0 62.8 72.6
Old : 47.9 57.1 69.1 74.6 47.4 56.0 62.8 72.6
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 19, 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 : 48,662: 105 0 0 48,514 48,109 48,619 48,109: 43 553
Old : 48,662: 105 0 0 48,514 48,109 48,619 48,109: 43 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1
Old : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 18 21 18:
Old : 27: 1 0 0 20 18 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 : 55.5 50.2 79.6 78.5 36.9 36.9 50.2 50.3
Old : 55.5 50.2 79.6 78.5 36.9 36.9 50.2 50.3
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 19, 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: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 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 19, 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 : 34,865: 510 401 0 33,463 34,145 33,973 34,546: 892 319
Old : 34,865: 510 401 0 33,463 34,145 33,973 34,546: 892 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 629: 0 0 0 629 629 629 629: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 0.0 96.0 97.9 97.4 99.1: 2.6 0.9
Old : 100.0: 1.5 1.2 0.0 96.0 97.9 97.4 99.1: 2.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.4 72.0 81.1 88.0 41.7 53.9 55.9 63.6
Old : 59.4 72.0 81.1 88.0 41.7 53.9 55.9 63.6
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 19, 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 : 937,574: 23,400 24,221 2,400 911,774 910,953 937,574 937,574: 0 0
Old : 937,574: 23,400 24,221 2,400 911,774 910,953 937,574 937,574: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -6,607: 0 0 0 -6,607 -6,607 -6,607 -6,607: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.6 0.3 97.2 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 2.6 0.3 97.2 97.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.4 58.4 80.2 78.5 32.8 29.4 44.2 38.8
Old : 57.4 58.4 80.2 78.5 32.8 29.4 44.2 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 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 19, 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 : 24,481: 299 70 23 23,939 23,913 24,261 24,006: 220 475
Old : 24,481: 299 70 23 23,939 23,913 24,261 24,006: 220 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,009: 25 0 -11 980 1,020 994 1,009: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.1 97.8 97.7 99.1 98.1: 0.9 1.9
Old : 100.0: 1.2 0.3 0.1 97.8 97.7 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 2 33 33 36 35:
Old : 42: 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 : 50.1 41.7 69.7 67.2 41.2 33.3 48.8 49.0
Old : 50.1 41.7 69.7 67.2 41.2 33.3 48.8 49.0
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 16,722: 1,192 0 20 15,222 16,253 16,434 16,273: 288 449
Old : 16,722: 1,192 0 20 15,222 16,253 16,434 16,273: 288 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 555: 361 0 20 475 545 856 565: -301 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 0.1 91.0 97.2 98.3 97.3: 1.7 2.7
Old : 100.0: 7.1 0.0 0.1 91.0 97.2 98.3 97.3: 1.7 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 : 28: 3 0 1 19 20 22 21:
Old : 28: 3 0 1 19 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.8 76.0 86.8 43.0 54.6 57.1 66.9
Old : 55.9 63.8 76.0 86.8 43.0 54.6 57.1 66.9
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 19, 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 : 8,280: 0 120 30 7,790 7,541 7,820 7,691: 460 589
Old : 8,280: 0 120 30 7,790 7,541 7,820 7,691: 460 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 159: 0 30 -30 197 189 167 189: -8 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.4 94.1 91.1 94.4 92.9: 5.6 7.1
Old : 100.0: 0.0 1.4 0.4 94.1 91.1 94.4 92.9: 5.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 20 18 21 19:
Old : 25: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 54.5 81.7 75.0 67.1 50.4 76.8 67.3
Old : 69.9 54.5 81.7 75.0 67.1 50.4 76.8 67.3
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,630: 45 0 0 11,985 12,307 12,030 12,307: 600 323
Old : 12,630: 45 0 0 11,985 12,307 12,030 12,307: 600 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 709: -10 0 0 689 709 679 709: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 94.9 97.4 95.2 97.4: 4.8 2.6
Old : 100.0: 0.4 0.0 0.0 94.9 97.4 95.2 97.4: 4.8 2.6
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 : 30: 1 0 0 20 19 21 19:
Old : 30: 1 0 0 20 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 58.6 76.5 78.7 58.8 56.0 74.7 72.2
Old : 60.0 58.6 76.5 78.7 58.8 56.0 74.7 72.2
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 19, 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 : 2,885,713: 424,342 98,664 978,039 1,369,063 1,737,254 2,771,443 2,813,957: 114,270 71,757
Old : 2,885,713: 424,342 98,664 978,039 1,369,063 1,737,254 2,771,443 2,813,957: 114,270 71,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -152,602: 8,795 2,673 -110,343 -30,801 -28,217 -132,349 -135,887: -20,253 -16,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.4 33.9 47.4 60.2 96.0 97.5: 4.0 2.5
Old : 100.0: 14.7 3.4 33.9 47.4 60.2 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 190 99 203 88 98 372 317:
Old : 404: 190 99 203 88 98 372 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 15.3 28.1 27.5 7.8 6.8 10.8 11.3
Old : 18.6 15.3 28.1 27.5 7.8 6.8 10.8 11.3
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 19, 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 : 207,030: 124,658 29,667 24,305 56,285 150,640 205,249 204,612: 1,781 2,417
Old : 207,030: 124,658 29,667 24,305 56,285 150,640 205,249 204,612: 1,781 2,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -24,970: -5,604 -3,504 -8,817 -11,082 -13,525 -25,503 -25,846: 533 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 14.3 11.7 27.2 72.8 99.1 98.8: 0.9 1.2
Old : 100.0: 60.2 14.3 11.7 27.2 72.8 99.1 98.8: 0.9 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 : 40: 7 11 12 19 22 31 40:
Old : 40: 7 11 12 19 22 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 49.6 85.4 64.6 65.0 44.8 71.0 57.3
Old : 72.7 49.6 85.4 64.6 65.0 44.8 71.0 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 222,353: 49,658 17,707 5,566 131,252 140,645 186,476 163,918: 35,877 58,435
Old : 222,353: 49,658 17,707 5,566 131,252 140,645 186,476 163,918: 35,877 58,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 3,905: 1,363 160 27 3,461 13,426 4,851 13,613: -946 -9,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.0 2.5 59.0 63.3 83.9 73.7: 16.1 26.3
Old : 100.0: 22.3 8.0 2.5 59.0 63.3 83.9 73.7: 16.1 26.3
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 : 34: 6 3 8 23 23 31 32:
Old : 34: 6 3 8 23 23 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 27.2 61.2 45.7 43.4 23.7 56.5 40.4
Old : 45.0 27.2 61.2 45.7 43.4 23.7 56.5 40.4
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 19, 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 : 154,143: 35,872 2,058 26,843 85,314 120,856 148,028 149,757: 6,114 4,385
Old : 154,143: 35,872 2,058 26,843 85,314 120,856 148,028 149,757: 6,114 4,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,217: -354 -572 -474 -1,553 -1,089 -2,381 -2,135: 165 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 1.3 17.4 55.3 78.4 96.0 97.2: 4.0 2.8
Old : 100.0: 23.3 1.3 17.4 55.3 78.4 96.0 97.2: 4.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 28 11 30 25 23 63 54:
Old : 64: 28 11 30 25 23 63 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 46.8 51.8 68.9 18.3 26.3 26.8 32.7
Old : 32.3 46.8 51.8 68.9 18.3 26.3 26.8 32.7
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 19, 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 : 673,593: 52,544 4,749 115,666 486,491 532,619 654,700 653,033: 18,893 20,560
Old : 673,593: 52,544 4,749 115,666 486,491 532,619 654,700 653,033: 18,893 20,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 4,780: 1,925 -207 -309 2,346 4,391 3,962 3,875: 818 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.7 17.2 72.2 79.1 97.2 96.9: 2.8 3.1
Old : 100.0: 7.8 0.7 17.2 72.2 79.1 97.2 96.9: 2.8 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 : 48: 11 2 13 34 35 47 48:
Old : 48: 11 2 13 34 35 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 26.4 50.9 43.0 10.1 6.9 14.6 12.3
Old : 33.0 26.4 50.9 43.0 10.1 6.9 14.6 12.3
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,710: 25 664 875 35,760 35,021 36,660 36,560: 50 150
Old : 36,710: 25 664 875 35,760 35,021 36,660 36,560: 50 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 275: -75 0 25 285 235 235 260: 40 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.8 2.4 97.4 95.4 99.9 99.6: 0.1 0.4
Old : 100.0: 0.1 1.8 2.4 97.4 95.4 99.9 99.6: 0.1 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 : 52: 1 3 4 36 40 40 46:
Old : 52: 1 3 4 36 40 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 43.7 61.8 63.3 15.6 17.0 22.4 21.8
Old : 42.9 43.7 61.8 63.3 15.6 17.0 22.4 21.8
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 19, 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 : 85,502: 5,712 28,579 4,501 71,163 47,293 81,376 80,373: 4,126 5,129
Old : 85,502: 5,712 28,579 4,501 71,163 47,293 81,376 80,373: 4,126 5,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,412: -2,584 1,336 -146 -89 -3,659 -2,819 -2,469: 407 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 33.4 5.3 83.2 55.3 95.2 94.0: 4.8 6.0
Old : 100.0: 6.7 33.4 5.3 83.2 55.3 95.2 94.0: 4.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 9 10 25 22 38 34:
Old : 41: 5 9 10 25 22 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 42.8 65.4 62.5 35.6 35.3 46.4 45.5
Old : 50.8 42.8 65.4 62.5 35.6 35.3 46.4 45.5
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 19, 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 : 34,104: 4,956 3 4,715 21,411 27,226 31,082 31,944: 3,022 2,160
Old : 34,104: 4,956 3 4,715 21,411 27,226 31,082 31,944: 3,022 2,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -869: 1,148 0 555 -1,642 -378 61 177: -930 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 13.8 62.8 79.8 91.1 93.7: 8.9 6.3
Old : 100.0: 14.5 0.0 13.8 62.8 79.8 91.1 93.7: 8.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 1 6 14 15 23 21:
Old : 25: 8 1 6 14 15 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 48.6 61.0 69.7 20.7 34.9 30.9 40.9
Old : 40.9 48.6 61.0 69.7 20.7 34.9 30.9 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 12,535: 525 369 0 12,010 12,085 12,535 12,454: 0 81
Old : 12,535: 525 369 0 12,010 12,085 12,535 12,454: 0 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.9 0.0 95.8 96.4 100.0 99.4: 0.0 0.6
Old : 100.0: 4.2 2.9 0.0 95.8 96.4 100.0 99.4: 0.0 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 : 28: 3 1 0 18 16 21 17:
Old : 28: 3 1 0 18 16 21 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 : 48.3 67.5 72.6 86.4 43.5 57.7 62.1 69.6
Old : 48.3 67.5 72.6 86.4 43.5 57.7 62.1 69.6
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,338: 4,568 714 3,039 6,704 10,995 14,312 14,748: 4,026 3,590
Old : 18,338: 4,568 714 3,039 6,704 10,995 14,312 14,748: 4,026 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,208: -385 -455 -1,722 -258 -69 -2,366 -2,246: 158 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.9 16.6 36.6 60.0 78.0 80.4: 22.0 19.6
Old : 100.0: 24.9 3.9 16.6 36.6 60.0 78.0 80.4: 22.0 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 6 9 10 18 17:
Old : 20: 8 2 6 9 10 18 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 : 38.5 40.8 58.1 61.1 24.4 23.3 30.0 31.8
Old : 38.5 40.8 58.1 61.1 24.4 23.3 30.0 31.8
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 19, 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 : 15,581: 306 1,770 552 14,148 11,698 15,006 14,020: 575 1,561
Old : 15,581: 306 1,770 552 14,148 11,698 15,006 14,020: 575 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -73: 144 -354 -171 -10 397 -37 -128: -36 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.4 3.5 90.8 75.1 96.3 90.0: 3.7 10.0
Old : 100.0: 2.0 11.4 3.5 90.8 75.1 96.3 90.0: 3.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 7 5 18 18 23 27:
Old : 28: 2 7 5 18 18 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 40.6 75.7 64.8 21.3 17.8 28.7 22.6
Old : 50.2 40.6 75.7 64.8 21.3 17.8 28.7 22.6
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 19, 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 : 21,680: 14,248 3,264 367 4,510 17,077 19,124 20,708: 2,556 972
Old : 21,680: 14,248 3,264 367 4,510 17,077 19,124 20,708: 2,556 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,313: -586 1,101 -162 -246 -2,315 -995 -1,377: -318 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 15.1 1.7 20.8 78.8 88.2 95.5: 11.8 4.5
Old : 100.0: 65.7 15.1 1.7 20.8 78.8 88.2 95.5: 11.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 68 26 11 34 28 107 63:
Old : 143: 68 26 11 34 28 107 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.7 44.9 55.8 36.1 37.9 44.5 53.9
Old : 36.1 38.7 44.9 55.8 36.1 37.9 44.5 53.9
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 19, 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 : 37,348: 25,239 1,364 748 6,145 33,817 32,132 35,929: 5,216 1,418
Old : 37,348: 25,239 1,364 748 6,145 33,817 32,132 35,929: 5,216 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -391: -335 -314 -149 54 -324 -431 -787: 40 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 3.7 2.0 16.5 90.5 86.0 96.2: 14.0 3.8
Old : 100.0: 67.6 3.7 2.0 16.5 90.5 86.0 96.2: 14.0 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: 87 11 9 20 35 110 53:
Old : 142: 87 11 9 20 35 110 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 : 21.2 37.0 34.2 54.6 20.8 35.3 33.4 52.0
Old : 21.2 37.0 34.2 54.6 20.8 35.3 33.4 52.0
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 19, 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 : 336,573: 80,041 16,903 37,913 190,908 266,655 308,862 321,471: 27,712 15,103
Old : 336,573: 80,041 16,903 37,913 190,908 266,655 308,862 321,471: 27,712 15,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 6,576: 942 612 4,960 90 1,699 5,992 7,271: 584 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.0 11.3 56.7 79.2 91.8 95.5: 8.2 4.5
Old : 100.0: 23.8 5.0 11.3 56.7 79.2 91.8 95.5: 8.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 74 18 45 81 91 175 139:
Old : 200: 74 18 45 81 91 175 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.1 30.0 38.2 9.6 11.3 16.6 17.6
Old : 19.9 24.1 30.0 38.2 9.6 11.3 16.6 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 35,405: 11,775 57 606 18,910 28,597 31,291 29,260: 4,114 6,145
Old : 35,405: 11,775 57 606 18,910 28,597 31,291 29,260: 4,114 6,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 807: 553 0 0 223 377 776 377: 31 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 0.2 1.7 53.4 80.8 88.4 82.6: 11.6 17.4
Old : 100.0: 33.3 0.2 1.7 53.4 80.8 88.4 82.6: 11.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 1 2 21 24 29 26:
Old : 40: 7 1 2 21 24 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 39.1 60.0 59.1 45.3 36.6 58.3 55.8
Old : 46.7 39.1 60.0 59.1 45.3 36.6 58.3 55.8
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 19, 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 : 11,176: 0 0 0 10,234 9,692 10,234 9,692: 942 1,484
Old : 11,176: 0 0 0 10,234 9,692 10,234 9,692: 942 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 589: 0 0 0 761 1,037 761 1,037: -172 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 86.7 91.6 86.7: 8.4 13.3
Old : 100.0: 0.0 0.0 0.0 91.6 86.7 91.6 86.7: 8.4 13.3
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 0 0 16 17 16 17:
Old : 22: 0 0 0 16 17 16 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 : 63.7 48.0 79.2 68.0 42.7 23.7 49.2 34.7
Old : 63.7 48.0 79.2 68.0 42.7 23.7 49.2 34.7
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 19, 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 : 3,941: 100 25 400 3,441 3,408 3,941 3,833: 0 108
Old : 3,941: 100 25 400 3,441 3,408 3,941 3,833: 0 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 213: -50 25 50 213 138 213 213: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.6 10.1 87.3 86.5 100.0 97.3: 0.0 2.7
Old : 100.0: 2.5 0.6 10.1 87.3 86.5 100.0 97.3: 0.0 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 : 34: 1 1 2 22 25 25 27:
Old : 34: 1 1 2 22 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 42.5 62.3 60.6 25.2 18.1 34.2 24.5
Old : 33.2 42.5 62.3 60.6 25.2 18.1 34.2 24.5
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 19, 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 : 54,134: 1,133 992 194 51,986 52,823 53,313 54,009: 821 125
Old : 54,134: 1,133 992 194 51,986 52,823 53,313 54,009: 821 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 3,119: 75 0 0 3,063 3,129 3,138 3,129: -19 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.8 0.4 96.0 97.6 98.5 99.8: 1.5 0.2
Old : 100.0: 2.1 1.8 0.4 96.0 97.6 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 1 1 46 35 49 36:
Old : 53: 2 1 1 46 35 49 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 52.9 64.2 72.8 33.5 34.4 42.4 43.8
Old : 40.9 52.9 64.2 72.8 33.5 34.4 42.4 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 14,315: 0 0 0 14,090 14,315 14,090 14,315: 225 0
Old : 14,315: 0 0 0 14,090 14,315 14,090 14,315: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 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 : 22: 0 0 0 21 7 21 7:
Old : 22: 0 0 0 21 7 21 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 : 56.9 97.3 78.0 100.0 53.1 91.7 73.7 91.7
Old : 56.9 97.3 78.0 100.0 53.1 91.7 73.7 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 8,520: 195 4,020 50 8,275 4,450 8,520 8,520: 0 0
Old : 8,520: 195 4,020 50 8,275 4,450 8,520 8,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 125: 145 0 0 100 125 245 125: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 47.2 0.6 97.1 52.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 47.2 0.6 97.1 52.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 1 28 20 30 23:
Old : 43: 2 2 1 28 20 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 69.0 64.7 82.3 38.7 64.1 55.1 73.2
Old : 43.1 69.0 64.7 82.3 38.7 64.1 55.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 11,624: 280 0 110 10,845 11,264 11,235 11,374: 389 250
Old : 11,624: 280 0 110 10,845 11,264 11,235 11,374: 389 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 179: 0 0 0 179 179 179 179: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.9 93.3 96.9 96.7 97.8: 3.3 2.2
Old : 100.0: 2.4 0.0 0.9 93.3 96.9 96.7 97.8: 3.3 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 : 30: 2 0 1 23 19 25 20:
Old : 30: 2 0 1 23 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 63.8 63.5 81.5 34.0 49.7 47.0 55.0
Old : 37.3 63.8 63.5 81.5 34.0 49.7 47.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 16,526: 1,893 2,387 426 13,901 13,542 16,220 16,355: 306 171
Old : 16,526: 1,893 2,387 426 13,901 13,542 16,220 16,355: 306 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 387: 0 71 -18 405 430 387 483: 0 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.4 2.6 84.1 81.9 98.1 99.0: 1.9 1.0
Old : 100.0: 11.5 14.4 2.6 84.1 81.9 98.1 99.0: 1.9 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 : 53: 4 3 3 33 32 39 36:
Old : 53: 4 3 3 33 32 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 35.4 51.8 57.1 29.3 33.8 47.7 48.0
Old : 32.1 35.4 51.8 57.1 29.3 33.8 47.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 11,165: 1,327 150 366 8,596 10,286 10,289 10,802: 876 363
Old : 11,165: 1,327 150 366 8,596 10,286 10,289 10,802: 876 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 588: 10 150 40 547 353 597 543: -9 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.3 3.3 77.0 92.1 92.2 96.7: 7.8 3.3
Old : 100.0: 11.9 1.3 3.3 77.0 92.1 92.2 96.7: 7.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 1 2 23 28 27 30:
Old : 37: 3 1 2 23 28 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 38.2 58.8 57.9 36.8 33.2 45.9 46.3
Old : 40.6 38.2 58.8 57.9 36.8 33.2 45.9 46.3
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,748: 10,957 714 760 18,515 28,998 30,232 30,472: 516 276
Old : 30,748: 10,957 714 760 18,515 28,998 30,232 30,472: 516 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1: 151 0 -76 -76 75 -1 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 2.3 2.5 60.2 94.3 98.3 99.1: 1.7 0.9
Old : 100.0: 35.6 2.3 2.5 60.2 94.3 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: 9 2 3 27 29 38 34:
Old : 54: 9 2 3 27 29 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 54.9 50.1 70.5 28.1 51.9 46.8 66.8
Old : 30.0 54.9 50.1 70.5 28.1 51.9 46.8 66.8
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 19, 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 : 19,066: 2,341 168 591 13,578 14,812 16,510 15,571: 2,556 3,495
Old : 19,066: 2,341 168 591 13,578 14,812 16,510 15,571: 2,556 3,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 831: 250 -218 309 771 -34 1,330 57: -499 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.9 3.1 71.2 77.7 86.6 81.7: 13.4 18.3
Old : 100.0: 12.3 0.9 3.1 71.2 77.7 86.6 81.7: 13.4 18.3
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 : 25: 3 1 1 15 16 19 17:
Old : 25: 3 1 1 15 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 : 46.6 50.2 64.5 66.7 46.6 45.9 63.3 59.6
Old : 46.6 50.2 64.5 66.7 46.6 45.9 63.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011