GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 32,852: 831 253 266 31,552 31,743 32,649 32,262: 203 590
Old : 32,852: 831 253 266 31,552 31,743 32,649 32,262: 203 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -11,488: -88 -176 50 -11,527 -11,502 -11,565 -11,628: 77 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.8 0.8 96.0 96.6 99.4 98.2: 0.6 1.8
Old : 100.0: 2.5 0.8 0.8 96.0 96.6 99.4 98.2: 0.6 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 : 55: 2 2 1 40 42 42 45:
Old : 55: 2 2 1 40 42 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.1 51.1 54.2 22.6 29.7 34.6 38.6
Old : 34.0 35.1 51.1 54.2 22.6 29.7 34.6 38.6
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,098: 0 0 0 12,974 12,978 12,974 12,978: 124 120
Old : 13,098: 0 0 0 12,974 12,978 12,974 12,978: 124 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,180: 0 0 0 -3,152 -3,102 -3,152 -3,102: -28 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9
Old : 100.0: 0.0 0.0 0.0 99.1 99.1 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 27 25 27 25:
Old : 36: 0 0 0 27 25 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 57.8 71.1 75.7 39.3 54.3 61.0 61.6
Old : 43.6 57.8 71.1 75.7 39.3 54.3 61.0 61.6
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 9,463: 93 351 141 7,587 7,454 7,821 7,946: 1,642 1,517
Old : 9,463: 93 351 141 7,587 7,454 7,821 7,946: 1,642 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,185: -4 11 -117 -886 -979 -1,007 -1,085: -178 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.7 1.5 80.2 78.8 82.6 84.0: 17.4 16.0
Old : 100.0: 1.0 3.7 1.5 80.2 78.8 82.6 84.0: 17.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 29 32 32 35:
Old : 36: 2 2 2 29 32 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 28.2 54.2 42.4 16.2 10.3 23.3 16.5
Old : 35.9 28.2 54.2 42.4 16.2 10.3 23.3 16.5
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, May 3, 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 : 5,350: 504 130 270 4,034 4,089 4,808 4,489: 542 861
Old : 5,350: 504 130 270 4,034 4,089 4,808 4,489: 542 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,296: -390 -145 -11 -1,998 -2,246 -2,399 -2,402: 103 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.4 5.0 75.4 76.4 89.9 83.9: 10.1 16.1
Old : 100.0: 9.4 2.4 5.0 75.4 76.4 89.9 83.9: 10.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 2 7 35 43 43 51:
Old : 56: 6 2 7 35 43 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 18.5 44.3 31.6 21.6 15.9 34.2 26.3
Old : 28.1 18.5 44.3 31.6 21.6 15.9 34.2 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 2,500: 474 585 66 1,455 1,502 1,995 2,153: 505 347
Old : 2,500: 474 585 66 1,455 1,502 1,995 2,153: 505 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -486: -105 15 -45 -146 -305 -296 -335: -190 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.4 2.6 58.2 60.1 79.8 86.1: 20.2 13.9
Old : 100.0: 19.0 23.4 2.6 58.2 60.1 79.8 86.1: 20.2 13.9
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 : 21: 1 2 1 15 13 16 16:
Old : 21: 1 2 1 15 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 46.3 63.8 66.6 38.9 41.6 49.4 54.0
Old : 46.5 46.3 63.8 66.6 38.9 41.6 49.4 54.0
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, May 3, 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 : 1,505: 0 50 0 1,193 1,069 1,193 1,119: 312 386
Old : 1,505: 0 50 0 1,193 1,069 1,193 1,119: 312 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -525: 0 -15 -15 -478 -392 -493 -422: -32 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 79.3 71.0 79.3 74.4: 20.7 25.6
Old : 100.0: 0.0 3.3 0.0 79.3 71.0 79.3 74.4: 20.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 16 18 17:
Old : 23: 0 1 0 18 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 : 39.4 35.5 58.3 50.8 23.3 16.2 33.2 27.2
Old : 39.4 35.5 58.3 50.8 23.3 16.2 33.2 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 10,044: 0 0 0 9,804 9,498 9,804 9,498: 240 546
Old : 10,044: 0 0 0 9,804 9,498 9,804 9,498: 240 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,072: 0 0 0 -1,994 -2,058 -1,994 -2,058: -78 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 94.6 97.6 94.6: 2.4 5.4
Old : 100.0: 0.0 0.0 0.0 97.6 94.6 97.6 94.6: 2.4 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 : 24: 0 0 0 17 20 17 20:
Old : 24: 0 0 0 17 20 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 61.1 83.9 79.2 61.6 48.0 68.3 59.5
Old : 66.0 61.1 83.9 79.2 61.6 48.0 68.3 59.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,258: 0 592 43 10,095 9,602 10,138 10,237: 120 21
Old : 10,258: 0 592 43 10,095 9,602 10,138 10,237: 120 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,678: 0 -82 43 -2,656 -2,610 -2,613 -2,649: -65 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 0.4 98.4 93.6 98.8 99.8: 1.2 0.2
Old : 100.0: 0.0 5.8 0.4 98.4 93.6 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 20 16 21 17:
Old : 27: 0 1 1 20 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 : 41.3 60.3 69.3 86.9 32.7 31.8 49.2 49.6
Old : 41.3 60.3 69.3 86.9 32.7 31.8 49.2 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 387,584: 58,721 31,912 57,931 225,769 271,551 342,422 361,394: 45,162 26,189
Old : 387,584: 58,721 31,912 57,931 225,769 271,551 342,422 361,394: 45,162 26,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,331: 2,445 -200 3,881 -1,462 1,178 4,864 4,859: -533 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.2 14.9 58.3 70.1 88.3 93.2: 11.7 6.8
Old : 100.0: 15.2 8.2 14.9 58.3 70.1 88.3 93.2: 11.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 53 18 40 66 80 136 124:
Old : 160: 53 18 40 66 80 136 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 30.6 33.2 41.9 9.4 15.0 15.4 19.6
Old : 22.1 30.6 33.2 41.9 9.4 15.0 15.4 19.6
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, May 3, 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 : 131,602: 197 6,126 34,971 89,879 86,248 125,047 127,345: 6,554 4,256
Old : 131,602: 197 6,126 34,971 89,879 86,248 125,047 127,345: 6,554 4,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -14,623: -21 -118 -4,423 -9,886 -9,996 -14,331 -14,537: -293 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.7 26.6 68.3 65.5 95.0 96.8: 5.0 3.2
Old : 100.0: 0.2 4.7 26.6 68.3 65.5 95.0 96.8: 5.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 6 8 13 12 21 20:
Old : 21: 2 6 8 13 12 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 61.8 77.6 80.4 10.6 9.3 11.2 12.1
Old : 56.1 61.8 77.6 80.4 10.6 9.3 11.2 12.1
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, May 3, 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 : 11,605: 475 880 290 10,810 10,185 11,575 11,355: 30 250
Old : 11,605: 475 880 290 10,810 10,185 11,575 11,355: 30 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,684: -350 -144 40 -5,394 -5,830 -5,704 -5,934: 20 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.6 2.5 93.1 87.8 99.7 97.8: 0.3 2.2
Old : 100.0: 4.1 7.6 2.5 93.1 87.8 99.7 97.8: 0.3 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 : 64: 3 6 3 37 36 42 45:
Old : 64: 3 6 3 37 36 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 31.2 49.8 48.9 23.0 25.6 38.0 40.5
Old : 31.5 31.2 49.8 48.9 23.0 25.6 38.0 40.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,594: 825 460 170 5,599 5,964 6,594 6,594: 0 0
Old : 6,594: 825 460 170 5,599 5,964 6,594 6,594: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -977: -35 25 -25 -872 -977 -932 -977: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 2.6 84.9 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 12.5 7.0 2.6 84.9 90.4 100.0 100.0: 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 : 33: 4 1 1 21 15 26 16:
Old : 33: 4 1 1 21 15 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 54.8 65.6 86.0 40.6 46.1 61.3 69.1
Old : 40.6 54.8 65.6 86.0 40.6 46.1 61.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 METRIC TONS) :
: : :
All : 3,747: 264 648 319 1,958 1,624 2,541 2,591: 1,206 1,156
Old : 3,747: 264 648 319 1,958 1,624 2,541 2,591: 1,206 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -208: 67 30 107 -287 -207 -113 -70: -95 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 17.3 8.5 52.3 43.3 67.8 69.1: 32.2 30.9
Old : 100.0: 7.0 17.3 8.5 52.3 43.3 67.8 69.1: 32.2 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 4 13 12 17 16:
Old : 20: 2 2 4 13 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 40.6 55.1 58.0 34.5 34.5 43.8 44.0
Old : 35.4 40.6 55.1 58.0 34.5 34.5 43.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 1,062,576: 192,923 350,985 370,574 404,379 295,782 967,877 1,017,341: 94,699 45,235
Old : 1,062,576: 192,923 350,985 370,574 404,379 295,782 967,877 1,017,341: 94,699 45,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 77,655: 45,754 31,661 19,562 6,738 24,674 72,054 75,897: 5,602 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 33.0 34.9 38.1 27.8 91.1 95.7: 8.9 4.3
Old : 100.0: 18.2 33.0 34.9 38.1 27.8 91.1 95.7: 8.9 4.3
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 : 337: 125 109 158 80 79 302 264:
Old : 337: 125 109 158 80 79 302 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 25.0 30.2 37.5 13.7 15.5 21.9 21.5
Old : 16.8 25.0 30.2 37.5 13.7 15.5 21.9 21.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208
Old : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -4,116: 0 0 0 -3,518 -3,986 -3,518 -3,986: -598 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.1 93.2 77.1 93.2: 22.9 6.8
Old : 100.0: 0.0 0.0 0.0 77.1 93.2 77.1 93.2: 22.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 14 14 14:
Old : 20: 0 0 0 14 14 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 39,086: 2,980 1,392 1,778 31,370 30,528 36,128 33,698: 2,958 5,388
Old : 39,086: 2,980 1,392 1,778 31,370 30,528 36,128 33,698: 2,958 5,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,429: -652 -1,102 0 -1,593 -1,651 -2,245 -2,753: -184 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.6 4.5 80.3 78.1 92.4 86.2: 7.6 13.8
Old : 100.0: 7.6 3.6 4.5 80.3 78.1 92.4 86.2: 7.6 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 14 13 17 16:
Old : 22: 2 1 3 14 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 52.9 71.8 69.4 47.2 51.5 65.4 65.9
Old : 48.6 52.9 71.8 69.4 47.2 51.5 65.4 65.9
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, May 3, 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 : 1,687,305: 93,796 93,139 523,993 1,061,584 1,064,256 1,679,373 1,681,389: 7,932 5,917
Old : 1,687,305: 93,796 93,139 523,993 1,061,584 1,064,256 1,679,373 1,681,389: 7,932 5,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 48,677: 13,545 5,705 15,342 19,486 27,327 48,372 48,374: 305 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.5 31.1 62.9 63.1 99.5 99.6: 0.5 0.4
Old : 100.0: 5.6 5.5 31.1 62.9 63.1 99.5 99.6: 0.5 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: 41 39 71 64 63 141 137:
Old : 148: 41 39 71 64 63 141 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 35.4 56.0 54.5 4.6 5.4 7.7 8.0
Old : 33.8 35.4 56.0 54.5 4.6 5.4 7.7 8.0
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, May 3, 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 : 38,808: 8,599 7,844 16,469 13,254 13,780 38,323 38,094: 485 714
Old : 38,808: 8,599 7,844 16,469 13,254 13,780 38,323 38,094: 485 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,414: 2,261 2,116 321 1,725 1,870 4,307 4,307: 108 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.2 42.4 34.2 35.5 98.8 98.2: 1.2 1.8
Old : 100.0: 22.2 20.2 42.4 34.2 35.5 98.8 98.2: 1.2 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 : 38: 10 9 16 14 17 32 34:
Old : 38: 10 9 16 14 17 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 56.7 83.1 76.7 21.6 19.9 27.2 25.2
Old : 64.9 56.7 83.1 76.7 21.6 19.9 27.2 25.2
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 88,140: 110 7,339 3,190 79,051 72,823 82,351 83,352: 5,789 4,788
Old : 88,140: 110 7,339 3,190 79,051 72,823 82,351 83,352: 5,789 4,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,628: -620 -352 -62 -4,108 -4,974 -4,790 -5,388: -838 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.3 3.6 89.7 82.6 93.4 94.6: 6.6 5.4
Old : 100.0: 0.1 8.3 3.6 89.7 82.6 93.4 94.6: 6.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 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 : 46.9 39.5 70.9 62.5 44.1 37.3 58.0 54.1
Old : 46.9 39.5 70.9 62.5 44.1 37.3 58.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 72,590: 862 0 1,408 61,502 63,313 63,772 64,721: 8,818 7,869
Old : 72,590: 862 0 1,408 61,502 63,313 63,772 64,721: 8,818 7,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,827: 6 0 14 -2,868 -3,946 -2,848 -3,932: -979 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.9 84.7 87.2 87.9 89.2: 12.1 10.8
Old : 100.0: 1.2 0.0 1.9 84.7 87.2 87.9 89.2: 12.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 17 16 18:
Old : 21: 1 0 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 53.0 75.4 72.3 49.0 52.0 60.0 63.6
Old : 60.7 53.0 75.4 72.3 49.0 52.0 60.0 63.6
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, May 3, 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 : 131,159: 5,584 0 3,192 108,003 120,668 116,779 123,860: 14,379 7,298
Old : 131,159: 5,584 0 3,192 108,003 120,668 116,779 123,860: 14,379 7,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -8,345: -812 0 -582 -6,741 -7,226 -8,135 -7,808: -210 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 2.4 82.3 92.0 89.0 94.4: 11.0 5.6
Old : 100.0: 4.3 0.0 2.4 82.3 92.0 89.0 94.4: 11.0 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 : 32: 3 0 2 22 23 25 25:
Old : 32: 3 0 2 22 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 40.1 56.4 61.7 29.3 34.9 41.7 50.4
Old : 33.7 40.1 56.4 61.7 29.3 34.9 41.7 50.4
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, May 3, 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 : 2,612,548: 694,651 88,834 703,331 1,185,017 1,791,665 2,582,999 2,583,830: 29,549 28,718
Old : 2,612,548: 694,651 88,834 703,331 1,185,017 1,791,665 2,582,999 2,583,830: 29,549 28,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -54,724: 53,697 -8,046 -37,710 -72,172 -15,757 -56,185 -61,513: 1,461 6,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.4 26.9 45.4 68.6 98.9 98.9: 1.1 1.1
Old : 100.0: 26.6 3.4 26.9 45.4 68.6 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 : 172: 46 20 52 101 88 165 143:
Old : 172: 46 20 52 101 88 165 143:
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 : 26.2 29.4 35.9 46.9 14.7 23.7 22.4 33.7
Old : 26.2 29.4 35.9 46.9 14.7 23.7 22.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 961,124: 151,053 65,128 173,628 632,066 718,007 956,747 956,763: 4,377 4,361
Old : 961,124: 151,053 65,128 173,628 632,066 718,007 956,747 956,763: 4,377 4,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -72,614: -52,482 -2,063 -14,355 -6,035 -55,617 -72,872 -72,035: 258 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.8 18.1 65.8 74.7 99.5 99.5: 0.5 0.5
Old : 100.0: 15.7 6.8 18.1 65.8 74.7 99.5 99.5: 0.5 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 : 95: 26 24 36 44 35 88 77:
Old : 95: 26 24 36 44 35 88 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 38.8 47.5 58.8 17.7 28.8 28.5 40.2
Old : 28.0 38.8 47.5 58.8 17.7 28.8 28.5 40.2
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, May 3, 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 : 7,891: 285 45 90 7,089 7,327 7,464 7,462: 427 429
Old : 7,891: 285 45 90 7,089 7,327 7,464 7,462: 427 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 19: 0 -70 15 203 285 218 230: -199 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.6 1.1 89.8 92.8 94.6 94.6: 5.4 5.4
Old : 100.0: 3.6 0.6 1.1 89.8 92.8 94.6 94.6: 5.4 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 : 23: 1 1 1 16 18 18 19:
Old : 23: 1 1 1 16 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 38.5 78.5 63.4 44.7 31.9 57.8 49.2
Old : 57.0 38.5 78.5 63.4 44.7 31.9 57.8 49.2
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 10,177: 128 810 178 9,786 8,923 10,092 9,911: 85 266
Old : 10,177: 128 810 178 9,786 8,923 10,092 9,911: 85 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,051: -29 30 16 -2,043 -2,156 -2,056 -2,110: 5 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.0 1.7 96.2 87.7 99.2 97.4: 0.8 2.6
Old : 100.0: 1.3 8.0 1.7 96.2 87.7 99.2 97.4: 0.8 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 : 45: 2 4 4 29 27 35 32:
Old : 45: 2 4 4 29 27 35 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 : 37.8 60.7 59.8 73.6 37.0 53.8 53.2 60.4
Old : 37.8 60.7 59.8 73.6 37.0 53.8 53.2 60.4
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, May 3, 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 : 1,320: 22 15 50 855 867 927 932: 393 388
Old : 1,320: 22 15 50 855 867 927 932: 393 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -347: -26 15 3 -220 -175 -243 -157: -104 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.1 3.8 64.8 65.7 70.2 70.6: 29.8 29.4
Old : 100.0: 1.7 1.1 3.8 64.8 65.7 70.2 70.6: 29.8 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 3 21 20 24 23:
Old : 26: 1 2 3 21 20 24 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 : 23.3 32.7 40.3 47.0 19.2 27.6 28.6 35.5
Old : 23.3 32.7 40.3 47.0 19.2 27.6 28.6 35.5
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, May 3, 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 : 189,030: 9,378 4,070 18,466 158,673 164,876 186,517 187,413: 2,513 1,617
Old : 189,030: 9,378 4,070 18,466 158,673 164,876 186,517 187,413: 2,513 1,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -4,169: 617 642 -599 -4,020 -3,882 -4,003 -3,840: -166 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.2 9.8 83.9 87.2 98.7 99.1: 1.3 0.9
Old : 100.0: 5.0 2.2 9.8 83.9 87.2 98.7 99.1: 1.3 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 : 49: 5 6 9 35 32 46 41:
Old : 49: 5 6 9 35 32 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 50.4 75.7 82.4 9.4 11.3 12.6 14.4
Old : 42.4 50.4 75.7 82.4 9.4 11.3 12.6 14.4
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 23,472: 278 736 1,506 20,402 20,076 22,186 22,318: 1,286 1,154
Old : 23,472: 278 736 1,506 20,402 20,076 22,186 22,318: 1,286 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -681: -196 24 -128 -495 -569 -819 -673: 138 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.1 6.4 86.9 85.5 94.5 95.1: 5.5 4.9
Old : 100.0: 1.2 3.1 6.4 86.9 85.5 94.5 95.1: 5.5 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 : 27: 1 2 1 22 19 23 22:
Old : 27: 1 2 1 22 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 51.9 66.3 72.6 32.7 30.9 41.3 41.6
Old : 45.1 51.9 66.3 72.6 32.7 30.9 41.3 41.6
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,051: 292 2,120 872 25,596 24,721 26,760 27,713: 2,291 1,338
Old : 29,051: 292 2,120 872 25,596 24,721 26,760 27,713: 2,291 1,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -902: 244 -448 380 -1,058 -954 -434 -1,022: -468 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.3 3.0 88.1 85.1 92.1 95.4: 7.9 4.6
Old : 100.0: 1.0 7.3 3.0 88.1 85.1 92.1 95.4: 7.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 24 18 27 21:
Old : 28: 3 1 2 24 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 54.0 58.6 76.8 22.8 47.5 37.0 53.4
Old : 38.3 54.0 58.6 76.8 22.8 47.5 37.0 53.4
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, May 3, 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 : 11,580: 18 402 352 10,120 10,226 10,490 10,980: 1,090 600
Old : 11,580: 18 402 352 10,120 10,226 10,490 10,980: 1,090 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -47: -322 30 312 -27 -397 -37 -55: -10 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 3.0 87.4 88.3 90.6 94.8: 9.4 5.2
Old : 100.0: 0.2 3.5 3.0 87.4 88.3 90.6 94.8: 9.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 16 20 18:
Old : 24: 1 1 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 46.8 66.8 70.9 43.1 40.2 61.4 62.9
Old : 43.7 46.8 66.8 70.9 43.1 40.2 61.4 62.9
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, May 3, 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 : 26,368: 330 686 515 23,481 24,060 24,326 25,262: 2,042 1,106
Old : 26,368: 330 686 515 23,481 24,060 24,326 25,262: 2,042 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,050: 330 -201 18 -3,340 -2,912 -2,992 -3,096: -58 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.6 2.0 89.0 91.2 92.3 95.8: 7.7 4.2
Old : 100.0: 1.3 2.6 2.0 89.0 91.2 92.3 95.8: 7.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 22 19 25 22:
Old : 25: 1 2 3 22 19 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 61.0 76.1 80.2 27.8 35.2 35.0 40.8
Old : 57.1 61.0 76.1 80.2 27.8 35.2 35.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21
Old : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,840: 0 -42 0 -2,819 -2,695 -2,819 -2,737: -21 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 12 13 12 14:
Old : 23: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
Old : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 692,459: 0 6,322 0 692,459 686,137 692,459 692,459: 0 0
Old : 692,459: 0 6,322 0 692,459 686,137 692,459 692,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -70,642: -31,310 6,322 -6,322 -33,010 -70,642 -70,642 -70,642: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 14 12 14 13:
Old : 24: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.3 75.3 96.2 96.8 88.3 74.2 96.0 95.7
Old : 88.3 75.3 96.2 96.8 88.3 74.2 96.0 95.7
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, May 3, 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 : 52,493: 0 0 0 52,493 52,493 52,493 52,493: 0 0
Old : 52,493: 0 0 0 52,493 52,493 52,493 52,493: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -4,158: 0 -210 0 -4,158 -3,948 -4,158 -4,158: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 13 17 13:
Old : 26: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 82.2 86.4 94.1 65.7 82.2 83.6 89.5
Old : 65.7 82.2 86.4 94.1 65.7 82.2 83.6 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 946,042: 0 0 0 946,042 946,042 946,042 946,042: 0 0
Old : 946,042: 0 0 0 946,042 946,042 946,042 946,042: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -65,280: 0 0 0 -65,280 -65,280 -65,280 -65,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 12 18 12:
Old : 23: 0 0 0 18 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7
Old : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7
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, May 3, 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 : 171,435: 0 763 1,489 169,946 169,183 171,435 171,435: 0 0
Old : 171,435: 0 763 1,489 169,946 169,183 171,435 171,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -11,109: -210 -210 0 -10,899 -10,899 -11,109 -11,109: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.9 99.1 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.9 99.1 98.7 100.0 100.0: 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 : 39: 0 1 1 22 27 23 28:
Old : 39: 0 1 1 22 27 23 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 : 67.3 53.4 92.3 75.1 67.3 53.4 89.1 75.1
Old : 67.3 53.4 92.3 75.1 67.3 53.4 89.1 75.1
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 MEGAWATT HOURS) :
: : :
All : 2,986,811: 0 47,724 3,870 2,982,941 2,935,217 2,986,811 2,986,811: 0 0
Old : 2,986,811: 0 47,724 3,870 2,982,941 2,935,217 2,986,811 2,986,811: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -194,688: 0 0 0 -194,688 -194,688 -194,688 -194,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.1 99.9 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.6 0.1 99.9 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 17 27 18 28:
Old : 37: 0 1 1 17 27 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 55.8 95.4 78.2 70.2 55.8 93.1 78.2
Old : 70.8 55.8 95.4 78.2 70.2 55.8 93.1 78.2
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, May 3, 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 : 49,450: 4,450 1,380 132 44,868 47,683 49,450 49,195: 0 255
Old : 49,450: 4,450 1,380 132 44,868 47,683 49,450 49,195: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,108: -105 -105 0 -3,003 -3,003 -3,108 -3,108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.8 0.3 90.7 96.4 100.0 99.5: 0.0 0.5
Old : 100.0: 9.0 2.8 0.3 90.7 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 : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1
Old : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1
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, May 3, 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 : 1,146,035: 23,400 46,429 0 1,122,635 1,099,606 1,146,035 1,146,035: 0 0
Old : 1,146,035: 23,400 46,429 0 1,122,635 1,099,606 1,146,035 1,146,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -53,320: 0 -1,536 0 -53,320 -51,784 -53,320 -53,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.1 0.0 98.0 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 4.1 0.0 98.0 95.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 24 23 25 25:
Old : 35: 1 2 0 24 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 55.4 69.2 73.7 46.9 53.8 61.7 70.1
Old : 47.4 55.4 69.2 73.7 46.9 53.8 61.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 49,301: 105 0 0 49,153 48,748 49,258 48,748: 43 553
Old : 49,301: 105 0 0 49,153 48,748 49,258 48,748: 43 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,911: 0 0 0 -1,911 -1,911 -1,911 -1,911: 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 : 58.2 46.6 81.1 76.6 41.5 36.8 53.8 53.2
Old : 58.2 46.6 81.1 76.6 41.5 36.8 53.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 37,844: 0 4,165 170 37,420 33,339 37,590 37,674: 254 170
Old : 37,844: 0 4,165 170 37,420 33,339 37,590 37,674: 254 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,470: 0 -84 0 -1,449 -1,365 -1,449 -1,449: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 0.4 98.9 88.1 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 11.0 0.4 98.9 88.1 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 13 13 14 15:
Old : 21: 0 2 1 13 13 14 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 : 81.6 77.7 91.5 92.3 78.0 71.0 85.6 84.5
Old : 81.6 77.7 91.5 92.3 78.0 71.0 85.6 84.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 33,430: 510 526 0 32,070 32,585 32,580 33,111: 850 319
Old : 33,430: 510 526 0 32,070 32,585 32,580 33,111: 850 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,755: 0 -315 0 -1,713 -1,440 -1,713 -1,755: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.6 0.0 95.9 97.5 97.5 99.0: 2.5 1.0
Old : 100.0: 1.5 1.6 0.0 95.9 97.5 97.5 99.0: 2.5 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 : 24: 1 1 0 17 13 18 14:
Old : 24: 1 1 0 17 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 68.6 80.8 87.1 39.4 50.5 56.0 60.8
Old : 59.1 68.6 80.8 87.1 39.4 50.5 56.0 60.8
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, May 3, 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 : 950,521: 23,400 18,461 2,400 924,721 929,660 950,521 950,521: 0 0
Old : 950,521: 23,400 18,461 2,400 924,721 929,660 950,521 950,521: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -36,848: 0 -5,760 0 -36,848 -31,088 -36,848 -36,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 0.3 97.3 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.9 0.3 97.3 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 21 21 23 23:
Old : 32: 1 2 1 21 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 55.7 81.0 78.5 35.7 32.9 47.3 42.9
Old : 59.6 55.7 81.0 78.5 35.7 32.9 47.3 42.9
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0
Old : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -61,824: 39,168 0 -39,168 -61,824 -22,656 -61,824 -61,824: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 14 8 16 9:
Old : 21: 2 0 1 14 8 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Old : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 25,542: 299 70 23 24,991 25,034 25,313 25,127: 229 415
Old : 25,542: 299 70 23 24,991 25,034 25,313 25,127: 229 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 780: 20 0 0 820 840 840 840: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.1 97.8 98.0 99.1 98.4: 0.9 1.6
Old : 100.0: 1.2 0.3 0.1 97.8 98.0 99.1 98.4: 0.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 1 2 35 35 38 37:
Old : 44: 2 1 2 35 35 38 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 : 48.2 40.2 69.1 65.9 38.7 32.9 47.5 49.7
Old : 48.2 40.2 69.1 65.9 38.7 32.9 47.5 49.7
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, May 3, 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 : 16,036: 1,162 35 70 14,602 15,449 15,834 15,554: 202 482
Old : 16,036: 1,162 35 70 14,602 15,449 15,834 15,554: 202 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,131: -10 30 -45 -1,065 -1,109 -1,120 -1,124: -11 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.2 0.4 91.1 96.3 98.7 97.0: 1.3 3.0
Old : 100.0: 7.2 0.2 0.4 91.1 96.3 98.7 97.0: 1.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 2 18 23 22 25:
Old : 29: 3 1 2 18 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 61.3 73.9 82.8 41.8 53.3 53.9 64.5
Old : 55.6 61.3 73.9 82.8 41.8 53.3 53.9 64.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,968: 0 0 75 7,486 7,371 7,561 7,446: 407 522
Old : 7,968: 0 0 75 7,486 7,371 7,561 7,446: 407 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -517: 0 -45 0 -464 -387 -464 -432: -53 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.9 94.0 92.5 94.9 93.4: 5.1 6.6
Old : 100.0: 0.0 0.0 0.9 94.0 92.5 94.9 93.4: 5.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 1 20 19 21 20:
Old : 26: 0 0 1 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 52.6 82.2 74.0 68.1 48.3 77.3 68.0
Old : 69.2 52.6 82.2 74.0 68.1 48.3 77.3 68.0
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 11,434: 0 0 0 10,958 11,153 10,958 11,153: 476 281
Old : 11,434: 0 0 0 10,958 11,153 10,958 11,153: 476 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,391: 0 0 0 -1,267 -1,349 -1,267 -1,349: -124 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 97.5 95.8 97.5: 4.2 2.5
Old : 100.0: 0.0 0.0 0.0 95.8 97.5 95.8 97.5: 4.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 20 19 20 19:
Old : 29: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 58.5 77.7 79.0 58.4 56.1 74.2 73.7
Old : 60.6 58.5 77.7 79.0 58.4 56.1 74.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 3,041,355: 424,895 102,857 1,055,126 1,446,186 1,808,703 2,926,207 2,966,687: 115,148 74,668
Old : 3,041,355: 424,895 102,857 1,055,126 1,446,186 1,808,703 2,926,207 2,966,687: 115,148 74,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 80,222: -7,761 5,755 48,200 37,873 29,799 78,311 83,754: 1,911 -3,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.4 34.7 47.6 59.5 96.2 97.5: 3.8 2.5
Old : 100.0: 14.0 3.4 34.7 47.6 59.5 96.2 97.5: 3.8 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 : 421: 198 104 225 92 102 387 347:
Old : 421: 198 104 225 92 102 387 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 15.4 27.7 27.2 7.1 6.6 10.1 10.6
Old : 18.4 15.4 27.7 27.2 7.1 6.6 10.1 10.6
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, May 3, 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 : 209,514: 125,633 30,679 24,374 58,254 152,108 208,262 207,161: 1,252 2,353
Old : 209,514: 125,633 30,679 24,374 58,254 152,108 208,262 207,161: 1,252 2,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 2,716: 1,133 1,752 -517 2,252 1,284 2,868 2,519: -152 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 14.6 11.6 27.8 72.6 99.4 98.9: 0.6 1.1
Old : 100.0: 60.0 14.6 11.6 27.8 72.6 99.4 98.9: 0.6 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 : 42: 7 12 13 21 23 34 42:
Old : 42: 7 12 13 21 23 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 48.8 84.9 63.7 64.8 44.4 71.3 57.4
Old : 71.9 48.8 84.9 63.7 64.8 44.4 71.3 57.4
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 217,962: 50,242 16,882 5,873 120,556 141,230 176,671 163,985: 41,291 53,977
Old : 217,962: 50,242 16,882 5,873 120,556 141,230 176,671 163,985: 41,291 53,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -7,823: 495 -509 -1,640 -13,885 -2,431 -15,030 -4,580: 7,207 -3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.7 2.7 55.3 64.8 81.1 75.2: 18.9 24.8
Old : 100.0: 23.1 7.7 2.7 55.3 64.8 81.1 75.2: 18.9 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 4 7 22 22 31 30:
Old : 33: 6 4 7 22 22 31 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 : 43.8 28.6 60.2 47.5 42.4 24.5 56.4 41.7
Old : 43.8 28.6 60.2 47.5 42.4 24.5 56.4 41.7
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, May 3, 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 : 167,568: 38,823 2,615 29,185 92,442 130,763 160,450 162,563: 7,118 5,005
Old : 167,568: 38,823 2,615 29,185 92,442 130,763 160,450 162,563: 7,118 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 858: -131 -6 544 -24 -109 390 428: 469 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 1.6 17.4 55.2 78.0 95.8 97.0: 4.2 3.0
Old : 100.0: 23.2 1.6 17.4 55.2 78.0 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 29 8 30 25 23 63 54:
Old : 64: 29 8 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 : 32.2 45.4 52.1 68.2 18.2 24.6 26.4 31.8
Old : 32.2 45.4 52.1 68.2 18.2 24.6 26.4 31.8
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, May 3, 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 : 663,433: 51,585 5,548 111,480 482,019 525,575 645,083 642,603: 18,350 20,830
Old : 663,433: 51,585 5,548 111,480 482,019 525,575 645,083 642,603: 18,350 20,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -46,024: -4,575 640 -10,509 -29,687 -34,938 -44,771 -44,806: -1,253 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.8 16.8 72.7 79.2 97.2 96.9: 2.8 3.1
Old : 100.0: 7.8 0.8 16.8 72.7 79.2 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 : 33.4 26.5 51.5 43.3 10.3 6.8 14.8 11.8
Old : 33.4 26.5 51.5 43.3 10.3 6.8 14.8 11.8
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, May 3, 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 : 28,754: 0 476 975 27,704 27,228 28,679 28,679: 75 75
Old : 28,754: 0 476 975 27,704 27,228 28,679 28,679: 75 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -7,965: -25 -188 100 -8,040 -7,877 -7,965 -7,965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 3.4 96.3 94.7 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 1.7 3.4 96.3 94.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 3 4 33 36 37 42:
Old : 46: 0 3 4 33 36 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 44.1 63.7 64.0 21.6 24.4 26.8 28.8
Old : 44.6 44.1 63.7 64.0 21.6 24.4 26.8 28.8
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, May 3, 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 : 79,702: 6,159 20,412 4,531 65,160 49,614 75,850 74,557: 3,852 5,145
Old : 79,702: 6,159 20,412 4,531 65,160 49,614 75,850 74,557: 3,852 5,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,808: 447 -7,017 30 -5,803 1,271 -5,326 -5,716: -482 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 25.6 5.7 81.8 62.2 95.2 93.5: 4.8 6.5
Old : 100.0: 7.7 25.6 5.7 81.8 62.2 95.2 93.5: 4.8 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 : 41: 6 8 10 25 22 39 33:
Old : 41: 6 8 10 25 22 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 37.6 64.1 59.3 38.3 29.8 49.5 45.0
Old : 48.4 37.6 64.1 59.3 38.3 29.8 49.5 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 34,881: 5,616 803 4,605 21,636 26,749 31,857 32,157: 3,024 2,724
Old : 34,881: 5,616 803 4,605 21,636 26,749 31,857 32,157: 3,024 2,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 846: 983 0 90 -189 644 884 734: -38 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.3 13.2 62.0 76.7 91.3 92.2: 8.7 7.8
Old : 100.0: 16.1 2.3 13.2 62.0 76.7 91.3 92.2: 8.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 2 5 14 15 22 21:
Old : 25: 7 2 5 14 15 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 : 40.0 47.9 62.6 66.8 23.9 32.3 33.2 40.3
Old : 40.0 47.9 62.6 66.8 23.9 32.3 33.2 40.3
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,545: 825 287 0 11,720 12,195 12,545 12,482: 0 63
Old : 12,545: 825 287 0 11,720 12,195 12,545 12,482: 0 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -290: 0 -82 0 -290 -190 -290 -272: 0 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.3 0.0 93.4 97.2 100.0 99.5: 0.0 0.5
Old : 100.0: 6.6 2.3 0.0 93.4 97.2 100.0 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 : 27: 3 1 0 19 17 22 18:
Old : 27: 3 1 0 19 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 65.3 70.4 84.2 37.3 51.0 56.2 62.6
Old : 45.9 65.3 70.4 84.2 37.3 51.0 56.2 62.6
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, May 3, 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 : 19,220: 4,560 1,393 3,684 7,215 11,045 15,458 16,122: 3,761 3,098
Old : 19,220: 4,560 1,393 3,684 7,215 11,045 15,458 16,122: 3,761 3,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 287: -40 554 -99 281 -93 142 363: 144 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 7.2 19.2 37.5 57.5 80.4 83.9: 19.6 16.1
Old : 100.0: 23.7 7.2 19.2 37.5 57.5 80.4 83.9: 19.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 8 9 10 19 20:
Old : 22: 8 4 8 9 10 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 : 37.8 39.5 57.3 57.9 23.4 20.7 28.7 30.3
Old : 37.8 39.5 57.3 57.9 23.4 20.7 28.7 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 16,536: 242 1,935 521 15,012 12,419 15,775 14,875: 761 1,661
Old : 16,536: 242 1,935 521 15,012 12,419 15,775 14,875: 761 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -434: -5 16 -16 -401 -375 -421 -375: -12 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 11.7 3.2 90.8 75.1 95.4 90.0: 4.6 10.0
Old : 100.0: 1.5 11.7 3.2 90.8 75.1 95.4 90.0: 4.6 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 19 23 28:
Old : 28: 2 7 5 18 19 23 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 : 49.9 39.9 75.3 63.5 21.4 16.8 28.9 22.4
Old : 49.9 39.9 75.3 63.5 21.4 16.8 28.9 22.4
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 22,007: 14,549 2,673 366 4,350 17,891 19,265 20,930: 2,742 1,077
Old : 22,007: 14,549 2,673 366 4,350 17,891 19,265 20,930: 2,742 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 277: 102 -363 59 -70 433 92 130: 185 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 12.1 1.7 19.8 81.3 87.5 95.1: 12.5 4.9
Old : 100.0: 66.1 12.1 1.7 19.8 81.3 87.5 95.1: 12.5 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 : 146: 70 26 11 32 34 107 68:
Old : 146: 70 26 11 32 34 107 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 36.4 43.7 52.6 35.6 35.5 43.5 50.3
Old : 35.6 36.4 43.7 52.6 35.6 35.5 43.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 43,254: 30,177 2,067 565 6,749 39,273 37,491 41,905: 5,763 1,349
Old : 43,254: 30,177 2,067 565 6,749 39,273 37,491 41,905: 5,763 1,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 3,856: 3,135 843 -99 483 2,942 3,519 3,686: 336 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 4.8 1.3 15.6 90.8 86.7 96.9: 13.3 3.1
Old : 100.0: 69.8 4.8 1.3 15.6 90.8 86.7 96.9: 13.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 94 17 9 19 36 114 61:
Old : 154: 94 17 9 19 36 114 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 38.7 30.6 54.2 18.4 36.0 29.8 51.3
Old : 19.1 38.7 30.6 54.2 18.4 36.0 29.8 51.3
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, May 3, 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 : 336,353: 82,889 20,781 39,721 186,046 259,549 308,656 320,051: 27,698 16,303
Old : 336,353: 82,889 20,781 39,721 186,046 259,549 308,656 320,051: 27,698 16,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 8,041: 1,633 1,646 1,743 4,627 3,265 8,003 6,654: 38 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.2 11.8 55.3 77.2 91.8 95.2: 8.2 4.8
Old : 100.0: 24.6 6.2 11.8 55.3 77.2 91.8 95.2: 8.2 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 : 202: 78 16 46 76 90 172 139:
Old : 202: 78 16 46 76 90 172 139:
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 : 21.0 24.0 31.5 38.5 9.6 10.0 16.6 16.0
Old : 21.0 24.0 31.5 38.5 9.6 10.0 16.6 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 28,363: 9,594 0 457 13,432 23,880 23,483 24,337: 4,880 4,026
Old : 28,363: 9,594 0 457 13,432 23,880 23,483 24,337: 4,880 4,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -7,023: -1,984 -57 -149 -5,498 -4,792 -7,631 -4,998: 608 -2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 0.0 1.6 47.4 84.2 82.8 85.8: 17.2 14.2
Old : 100.0: 33.8 0.0 1.6 47.4 84.2 82.8 85.8: 17.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 0 2 16 22 22 24:
Old : 33: 6 0 2 16 22 22 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 : 45.9 40.2 60.3 60.3 45.7 36.9 58.4 56.6
Old : 45.9 40.2 60.3 60.3 45.7 36.9 58.4 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 3,086: 0 275 150 2,936 2,589 3,086 3,014: 0 72
Old : 3,086: 0 275 150 2,936 2,589 3,086 3,014: 0 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -955: -100 250 -250 -605 -919 -955 -919: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 4.9 95.1 83.9 100.0 97.7: 0.0 2.3
Old : 100.0: 0.0 8.9 4.9 95.1 83.9 100.0 97.7: 0.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 2 20 19 22 22:
Old : 31: 0 1 2 20 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.6 64.2 68.1 24.0 28.4 37.5 36.0
Old : 38.6 46.6 64.2 68.1 24.0 28.4 37.5 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 50,924: 1,172 379 265 48,703 50,205 50,140 50,849: 784 75
Old : 50,924: 1,172 379 265 48,703 50,205 50,140 50,849: 784 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -6,046: -46 -563 25 -5,988 -5,508 -6,009 -6,046: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.7 0.5 95.6 98.6 98.5 99.9: 1.5 0.1
Old : 100.0: 2.3 0.7 0.5 95.6 98.6 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 1 2 43 33 47 35:
Old : 53: 3 1 2 43 33 47 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 53.5 65.7 73.9 31.8 37.3 43.1 49.2
Old : 46.2 53.5 65.7 73.9 31.8 37.3 43.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 13,065: 0 0 0 12,865 13,065 12,865 13,065: 200 0
Old : 13,065: 0 0 0 12,865 13,065 12,865 13,065: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,225: 0 0 0 -1,200 -1,225 -1,200 -1,225: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 100.0 98.5 100.0: 1.5 0.0
Old : 100.0: 0.0 0.0 0.0 98.5 100.0 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 7 19 7:
Old : 20: 0 0 0 19 7 19 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 : 57.2 98.3 79.8 100.0 55.0 93.1 77.3 93.1
Old : 57.2 98.3 79.8 100.0 55.0 93.1 77.3 93.1
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, May 3, 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 : 7,255: 195 3,665 0 7,060 3,590 7,255 7,255: 0 0
Old : 7,255: 195 3,665 0 7,060 3,590 7,255 7,255: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,365: 25 -405 -50 -1,340 -910 -1,365 -1,365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 50.5 0.0 97.3 49.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 50.5 0.0 97.3 49.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 0 28 18 30 20:
Old : 43: 2 2 0 28 18 30 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 : 43.8 68.4 64.7 82.4 40.0 64.0 55.6 73.9
Old : 43.8 68.4 64.7 82.4 40.0 64.0 55.6 73.9
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,298: 379 0 45 9,451 10,053 9,875 10,098: 423 200
Old : 10,298: 379 0 45 9,451 10,053 9,875 10,098: 423 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,016: 24 0 -20 -2,014 -1,956 -2,010 -1,976: -6 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.4 91.8 97.6 95.9 98.1: 4.1 1.9
Old : 100.0: 3.7 0.0 0.4 91.8 97.6 95.9 98.1: 4.1 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 : 30: 2 0 1 22 18 24 19:
Old : 30: 2 0 1 22 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 61.4 63.2 85.2 34.4 48.2 48.8 58.0
Old : 42.4 61.4 63.2 85.2 34.4 48.2 48.8 58.0
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, May 3, 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 : 15,495: 1,518 2,573 378 13,345 12,322 15,241 15,273: 254 222
Old : 15,495: 1,518 2,573 378 13,345 12,322 15,241 15,273: 254 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,811: -407 -218 -132 -1,252 -1,448 -1,791 -1,798: -20 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 16.6 2.4 86.1 79.5 98.4 98.6: 1.6 1.4
Old : 100.0: 9.8 16.6 2.4 86.1 79.5 98.4 98.6: 1.6 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 : 49: 4 3 4 30 32 37 36:
Old : 49: 4 3 4 30 32 37 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 : 31.4 34.7 51.1 54.3 26.9 31.3 44.7 44.2
Old : 31.4 34.7 51.1 54.3 26.9 31.3 44.7 44.2
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, May 3, 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 : 9,592: 967 150 456 7,949 8,872 9,372 9,478: 220 114
Old : 9,592: 967 150 456 7,949 8,872 9,372 9,478: 220 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,474: -160 0 -45 -1,219 -1,406 -1,424 -1,451: -50 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.6 4.8 82.9 92.5 97.7 98.8: 2.3 1.2
Old : 100.0: 10.1 1.6 4.8 82.9 92.5 97.7 98.8: 2.3 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 : 37: 3 1 2 24 30 28 32:
Old : 37: 3 1 2 24 30 28 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 : 44.3 36.8 62.9 54.4 38.1 29.7 44.8 37.2
Old : 44.3 36.8 62.9 54.4 38.1 29.7 44.8 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 29,718: 11,162 563 623 17,463 28,268 29,248 29,454: 470 264
Old : 29,718: 11,162 563 623 17,463 28,268 29,248 29,454: 470 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,058: -845 -151 -137 -1,030 -1,758 -2,012 -2,046: -46 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 1.9 2.1 58.8 95.1 98.4 99.1: 1.6 0.9
Old : 100.0: 37.6 1.9 2.1 58.8 95.1 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 1 4 25 29 38 34:
Old : 54: 10 1 4 25 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 : 32.0 56.9 53.6 71.7 30.2 54.2 49.4 68.0
Old : 32.0 56.9 53.6 71.7 30.2 54.2 49.4 68.0
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, May 3, 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 : 16,343: 2,744 0 588 11,262 11,760 14,594 12,348: 1,749 3,995
Old : 16,343: 2,744 0 588 11,262 11,760 14,594 12,348: 1,749 3,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,403: -278 -95 -51 -2,750 -4,229 -3,079 -4,375: -324 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.0 3.6 68.9 72.0 89.3 75.6: 10.7 24.4
Old : 100.0: 16.8 0.0 3.6 68.9 72.0 89.3 75.6: 10.7 24.4
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 : 25: 4 0 1 16 16 20 17:
Old : 25: 4 0 1 16 16 20 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 : 45.3 45.2 64.3 62.8 45.3 40.5 59.2 54.9
Old : 45.3 45.2 64.3 62.8 45.3 40.5 59.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011