GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 41,947: 2,469 884 2 39,390 40,619 41,861 41,505: 86 442
Old : 41,947: 2,469 884 2 39,390 40,619 41,861 41,505: 86 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 858: 80 70 0 814 768 894 838: -36 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 0.0 93.9 96.8 99.8 98.9: 0.2 1.1
Old : 100.0: 5.9 2.1 0.0 93.9 96.8 99.8 98.9: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 2 1 39 46 41 49:
Old : 59: 2 2 1 39 46 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 31.2 51.1 49.1 20.7 19.9 33.1 29.6
Old : 31.2 31.2 51.1 49.1 20.7 19.9 33.1 29.6
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, August 23, 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 : 10,927: 0 0 0 10,719 10,762 10,719 10,762: 208 165
Old : 10,927: 0 0 0 10,719 10,762 10,719 10,762: 208 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -227: 0 0 0 -267 -267 -267 -267: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 98.5 98.1 98.5: 1.9 1.5
Old : 100.0: 0.0 0.0 0.0 98.1 98.5 98.1 98.5: 1.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 26 30 26 30:
Old : 37: 0 0 0 26 30 26 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 : 41.0 41.5 67.7 62.2 36.6 38.3 54.8 53.5
Old : 41.0 41.5 67.7 62.2 36.6 38.3 54.8 53.5
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, August 23, 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 : 9,976: 170 275 284 8,380 8,184 8,834 8,743: 1,142 1,233
Old : 9,976: 170 275 284 8,380 8,184 8,834 8,743: 1,142 1,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 390: 15 28 -4 366 421 377 445: 13 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.8 2.8 84.0 82.0 88.6 87.6: 11.4 12.4
Old : 100.0: 1.7 2.8 2.8 84.0 82.0 88.6 87.6: 11.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 5 34 39 39 44:
Old : 45: 2 3 5 34 39 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 25.7 54.3 41.0 17.7 10.2 23.6 16.4
Old : 34.6 25.7 54.3 41.0 17.7 10.2 23.6 16.4
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 7,904: 578 40 121 6,511 6,828 7,210 6,989: 694 915
Old : 7,904: 578 40 121 6,511 6,828 7,210 6,989: 694 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 356: 55 0 -60 343 397 338 337: 18 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.5 1.5 82.4 86.4 91.2 88.4: 8.8 11.6
Old : 100.0: 7.3 0.5 1.5 82.4 86.4 91.2 88.4: 8.8 11.6
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 : 58: 4 1 5 45 50 51 55:
Old : 58: 4 1 5 45 50 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 25.5 46.0 39.9 20.1 22.1 32.8 31.5
Old : 27.4 25.5 46.0 39.9 20.1 22.1 32.8 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,764: 4 0 59 2,747 2,292 2,810 2,351: 954 1,413
Old : 3,764: 4 0 59 2,747 2,292 2,810 2,351: 954 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -41: 0 0 0 -41 -48 -41 -48: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 1.6 73.0 60.9 74.7 62.5: 25.3 37.5
Old : 100.0: 0.1 0.0 1.6 73.0 60.9 74.7 62.5: 25.3 37.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 20 19 21:
Old : 21: 1 0 1 18 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 21.8 55.8 38.9 24.9 14.2 32.6 21.1
Old : 39.4 21.8 55.8 38.9 24.9 14.2 32.6 21.1
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, August 23, 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 : 2,782: 675 95 25 1,414 2,372 2,114 2,492: 668 290
Old : 2,782: 675 95 25 1,414 2,372 2,114 2,492: 668 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 39: -85 -20 20 70 55 5 55: 34 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.4 0.9 50.8 85.3 76.0 89.6: 24.0 10.4
Old : 100.0: 24.3 3.4 0.9 50.8 85.3 76.0 89.6: 24.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 16 18 17:
Old : 22: 1 1 1 16 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 45.3 61.5 66.7 36.1 32.6 40.6 49.2
Old : 42.7 45.3 61.5 66.7 36.1 32.6 40.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,787: 0 0 0 1,779 1,787 1,779 1,787: 8 0
Old : 1,787: 0 0 0 1,779 1,787 1,779 1,787: 8 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 115: 0 0 0 115 115 115 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 13 16 13 16:
Old : 23: 0 0 0 13 16 13 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 : 62.1 51.6 87.3 80.1 51.9 51.6 74.3 75.9
Old : 62.1 51.6 87.3 80.1 51.9 51.6 74.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 8,597: 0 0 0 8,502 8,305 8,502 8,305: 95 292
Old : 8,597: 0 0 0 8,502 8,305 8,502 8,305: 95 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 437: 0 0 0 437 437 437 437: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 96.6 98.9 96.6: 1.1 3.4
Old : 100.0: 0.0 0.0 0.0 98.9 96.6 98.9 96.6: 1.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 24 20 24 20:
Old : 27: 0 0 0 24 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 70.4 77.6 83.1 47.7 69.0 65.6 74.3
Old : 53.3 70.4 77.6 83.1 47.7 69.0 65.6 74.3
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, August 23, 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 : 20,663: 0 3,314 30 20,633 17,319 20,663 20,663: 0 0
Old : 20,663: 0 3,314 30 20,633 17,319 20,663 20,663: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,507: 0 75 0 1,507 1,432 1,507 1,507: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 0.1 99.9 83.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 16.0 0.1 99.9 83.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 1 1 33 25 34 26:
Old : 38: 0 1 1 33 25 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 52.7 57.9 72.0 29.5 42.6 43.3 52.7
Old : 37.8 52.7 57.9 72.0 29.5 42.6 43.3 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 366,041: 40,842 27,651 61,713 226,593 247,300 329,148 336,663: 36,893 29,378
Old : 366,041: 40,842 27,651 61,713 226,593 247,300 329,148 336,663: 36,893 29,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -2,856: -4,535 -1,758 2,293 1,544 -1,874 -698 -1,339: -2,158 -1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.6 16.9 61.9 67.6 89.9 92.0: 10.1 8.0
Old : 100.0: 11.2 7.6 16.9 61.9 67.6 89.9 92.0: 10.1 8.0
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 : 158: 35 27 45 72 86 135 134:
Old : 158: 35 27 45 72 86 135 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 22.3 30.8 34.1 10.7 10.0 17.4 15.2
Old : 18.8 22.3 30.8 34.1 10.7 10.0 17.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 98,089: 31 6,074 26,502 66,681 62,707 93,214 95,283: 4,875 2,806
Old : 98,089: 31 6,074 26,502 66,681 62,707 93,214 95,283: 4,875 2,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,743: 16 49 796 785 896 1,597 1,741: 146 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 27.0 68.0 63.9 95.0 97.1: 5.0 2.9
Old : 100.0: 0.0 6.2 27.0 68.0 63.9 95.0 97.1: 5.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 8 9 12 12 21 21:
Old : 21: 1 8 9 12 12 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 56.2 71.7 77.4 12.7 13.4 14.7 16.0
Old : 46.3 56.2 71.7 77.4 12.7 13.4 14.7 16.0
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 16,312: 862 980 224 15,226 15,101 16,312 16,305: 0 7
Old : 16,312: 862 980 224 15,226 15,101 16,312 16,305: 0 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -191: -1,200 -45 29 980 -125 -191 -141: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.0 1.4 93.3 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 6.0 1.4 93.3 92.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 5 4 4 49 34 56 41:
Old : 64: 5 4 4 49 34 56 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 : 26.0 34.0 45.5 58.5 25.2 28.5 36.2 41.9
Old : 26.0 34.0 45.5 58.5 25.2 28.5 36.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,248: 616 1,225 120 6,498 5,873 7,234 7,218: 14 30
Old : 7,248: 616 1,225 120 6,498 5,873 7,234 7,218: 14 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 479: -309 200 0 788 279 479 479: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.9 1.7 89.7 81.0 99.8 99.6: 0.2 0.4
Old : 100.0: 8.5 16.9 1.7 89.7 81.0 99.8 99.6: 0.2 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 : 42: 5 4 1 23 19 29 23:
Old : 42: 5 4 1 23 19 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.4 55.4 63.3 32.8 41.0 50.3 58.2
Old : 36.5 41.4 55.4 63.3 32.8 41.0 50.3 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,055,408: 168,762 344,585 366,891 432,395 293,579 968,048 1,005,055: 87,360 50,353
Old : 1,055,408: 168,762 344,585 366,891 432,395 293,579 968,048 1,005,055: 87,360 50,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -795: -415 741 -2,106 -1,029 3,243 -3,550 1,878: 2,755 -2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 32.6 34.8 41.0 27.8 91.7 95.2: 8.3 4.8
Old : 100.0: 16.0 32.6 34.8 41.0 27.8 91.7 95.2: 8.3 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 : 341: 110 129 158 84 77 291 279:
Old : 341: 110 129 158 84 77 291 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.7 29.2 30.9 12.7 11.3 18.5 18.3
Old : 16.8 19.7 29.2 30.9 12.7 11.3 18.5 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,938: 0 768 0 29,420 34,733 29,420 35,501: 9,518 3,437
Old : 38,938: 0 768 0 29,420 34,733 29,420 35,501: 9,518 3,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 75.6 89.2 75.6 91.2: 24.4 8.8
Old : 100.0: 0.0 2.0 0.0 75.6 89.2 75.6 91.2: 24.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 14 14 15:
Old : 21: 0 1 0 14 14 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 : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
Old : 48.9 54.9 63.9 76.4 41.1 49.2 51.6 63.7
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, August 23, 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 : 34,272: 1,692 0 1,852 26,934 27,057 30,478 28,909: 3,794 5,363
Old : 34,272: 1,692 0 1,852 26,934 27,057 30,478 28,909: 3,794 5,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 542: 680 0 -224 198 -66 654 -290: -112 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 5.4 78.6 78.9 88.9 84.4: 11.1 15.6
Old : 100.0: 4.9 0.0 5.4 78.6 78.9 88.9 84.4: 11.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 3 14 15 17 18:
Old : 22: 3 0 3 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.6 70.8 67.8 50.4 46.0 60.0 59.4
Old : 52.2 47.6 70.8 67.8 50.4 46.0 60.0 59.4
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, August 23, 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 : 1,719,912: 94,974 87,057 567,812 1,051,183 1,060,760 1,713,970 1,715,630: 5,942 4,283
Old : 1,719,912: 94,974 87,057 567,812 1,051,183 1,060,760 1,713,970 1,715,630: 5,942 4,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 29,741: 1,740 5,868 12,941 15,752 11,674 30,433 30,483: -692 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.1 33.0 61.1 61.7 99.7 99.8: 0.3 0.2
Old : 100.0: 5.5 5.1 33.0 61.1 61.7 99.7 99.8: 0.3 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 : 150: 45 30 60 72 72 141 138:
Old : 150: 45 30 60 72 72 141 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.1 52.6 52.9 3.4 4.0 5.7 7.1
Old : 32.0 34.1 52.6 52.9 3.4 4.0 5.7 7.1
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, August 23, 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 : 52,392: 5,403 10,011 26,230 19,840 15,301 51,472 51,542: 920 850
Old : 52,392: 5,403 10,011 26,230 19,840 15,301 51,472 51,542: 920 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,523: -1,063 1,859 1,069 2,374 -517 2,380 2,411: 143 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.1 50.1 37.9 29.2 98.2 98.4: 1.8 1.6
Old : 100.0: 10.3 19.1 50.1 37.9 29.2 98.2 98.4: 1.8 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: 8 14 18 17 21 37 41:
Old : 44: 8 14 18 17 21 37 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 : 66.2 58.7 85.5 74.9 18.2 13.5 23.2 19.3
Old : 66.2 58.7 85.5 74.9 18.2 13.5 23.2 19.3
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, August 23, 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 : 72,125: 0 7,463 2,599 65,576 58,072 68,175 68,134: 3,950 3,991
Old : 72,125: 0 7,463 2,599 65,576 58,072 68,175 68,134: 3,950 3,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 60: 0 60 0 60 0 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 3.6 90.9 80.5 94.5 94.5: 5.5 5.5
Old : 100.0: 0.0 10.3 3.6 90.9 80.5 94.5 94.5: 5.5 5.5
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 : 30: 0 3 3 17 23 20 26:
Old : 30: 0 3 3 17 23 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 44.3 76.3 67.3 47.2 39.2 61.0 53.9
Old : 49.4 44.3 76.3 67.3 47.2 39.2 61.0 53.9
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, August 23, 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 : 67,002: 4,179 4,077 738 53,303 53,079 58,220 57,894: 8,781 9,108
Old : 67,002: 4,179 4,077 738 53,303 53,079 58,220 57,894: 8,781 9,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,958: 36 4,077 -40 4,329 38 4,325 4,075: -367 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.1 1.1 79.6 79.2 86.9 86.4: 13.1 13.6
Old : 100.0: 6.2 6.1 1.1 79.6 79.2 86.9 86.4: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 15 17 16 19:
Old : 21: 1 1 1 15 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 49.7 76.9 70.2 47.3 48.6 59.9 62.1
Old : 57.9 49.7 76.9 70.2 47.3 48.6 59.9 62.1
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, August 23, 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 : 112,012: 4,439 556 4,185 92,290 102,231 100,914 106,972: 11,098 5,040
Old : 112,012: 4,439 556 4,185 92,290 102,231 100,914 106,972: 11,098 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 185: 0 285 -16 201 -84 185 185: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.5 3.7 82.4 91.3 90.1 95.5: 9.9 4.5
Old : 100.0: 4.0 0.5 3.7 82.4 91.3 90.1 95.5: 9.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 3 23 25 27 28:
Old : 35: 3 1 3 23 25 27 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 : 38.0 38.4 59.6 59.7 29.4 35.8 43.5 50.6
Old : 38.0 38.4 59.6 59.7 29.4 35.8 43.5 50.6
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, August 23, 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 : 2,464,642: 478,842 76,866 694,111 1,263,261 1,671,160 2,436,214 2,442,137: 28,428 22,505
Old : 2,464,642: 478,842 76,866 694,111 1,263,261 1,671,160 2,436,214 2,442,137: 28,428 22,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 20,290: -14,158 -7,571 31,170 6,001 -2,423 23,013 21,176: -2,723 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.1 28.2 51.3 67.8 98.8 99.1: 1.2 0.9
Old : 100.0: 19.4 3.1 28.2 51.3 67.8 98.8 99.1: 1.2 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 : 171: 45 18 53 99 93 162 147:
Old : 171: 45 18 53 99 93 162 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.8 33.3 46.5 10.9 20.0 18.9 30.0
Old : 22.0 27.8 33.3 46.5 10.9 20.0 18.9 30.0
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,009,810: 177,893 130,756 170,087 655,857 705,716 1,003,837 1,006,559: 5,973 3,251
Old : 1,009,810: 177,893 130,756 170,087 655,857 705,716 1,003,837 1,006,559: 5,973 3,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 40,159: 29,452 29,428 2,723 8,019 8,259 40,194 40,410: -35 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.9 16.8 64.9 69.9 99.4 99.7: 0.6 0.3
Old : 100.0: 17.6 12.9 16.8 64.9 69.9 99.4 99.7: 0.6 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 : 99: 21 28 37 46 42 87 87:
Old : 99: 21 28 37 46 42 87 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.7 50.8 58.7 15.9 27.3 26.9 39.1
Old : 32.2 33.7 50.8 58.7 15.9 27.3 26.9 39.1
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, August 23, 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 : 17,903: 191 950 95 17,298 16,430 17,584 17,475: 319 428
Old : 17,903: 191 950 95 17,298 16,430 17,584 17,475: 319 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,885: 134 -304 58 1,750 2,097 1,942 1,851: -57 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 0.5 96.6 91.8 98.2 97.6: 1.8 2.4
Old : 100.0: 1.1 5.3 0.5 96.6 91.8 98.2 97.6: 1.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 3 3 41 46 45 52:
Old : 63: 3 3 3 41 46 45 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 42.8 53.3 59.7 31.4 33.4 48.1 45.4
Old : 33.3 42.8 53.3 59.7 31.4 33.4 48.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,584: 0 0 0 1,578 1,554 1,578 1,554: 6 30
Old : 1,584: 0 0 0 1,578 1,554 1,578 1,554: 6 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 98.1 99.6 98.1: 0.4 1.9
Old : 100.0: 0.0 0.0 0.0 99.6 98.1 99.6 98.1: 0.4 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 : 20: 0 0 0 13 15 13 15:
Old : 20: 0 0 0 13 15 13 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 : 78.6 57.1 93.0 83.3 71.0 51.1 78.2 70.6
Old : 78.6 57.1 93.0 83.3 71.0 51.1 78.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 2,105: 0 249 97 1,313 921 1,410 1,267: 695 838
Old : 2,105: 0 249 97 1,313 921 1,410 1,267: 695 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 4.6 62.4 43.8 67.0 60.2: 33.0 39.8
Old : 100.0: 0.0 11.8 4.6 62.4 43.8 67.0 60.2: 33.0 39.8
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 3 2 17 15 19 18:
Old : 20: 0 3 2 17 15 19 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 : 31.0 23.5 50.1 40.1 21.6 17.1 30.1 24.2
Old : 31.0 23.5 50.1 40.1 21.6 17.1 30.1 24.2
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,555: 22 0 40 1,121 1,169 1,183 1,209: 372 346
Old : 1,555: 22 0 40 1,121 1,169 1,183 1,209: 372 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 89: 22 0 40 38 62 100 102: -11 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 2.6 72.1 75.2 76.1 77.7: 23.9 22.3
Old : 100.0: 1.4 0.0 2.6 72.1 75.2 76.1 77.7: 23.9 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 23 21 24:
Old : 25: 1 0 1 20 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 33.8 49.6 49.5 27.1 30.5 37.4 38.6
Old : 31.4 33.8 49.6 49.5 27.1 30.5 37.4 38.6
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, August 23, 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 : 200,065: 17,163 3,111 20,926 160,019 175,228 198,108 199,265: 1,957 800
Old : 200,065: 17,163 3,111 20,926 160,019 175,228 198,108 199,265: 1,957 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 971: 1,140 587 -491 293 864 943 961: 29 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.6 10.5 80.0 87.6 99.0 99.6: 1.0 0.4
Old : 100.0: 8.6 1.6 10.5 80.0 87.6 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 7 7 33 34 42 42:
Old : 46: 3 7 7 33 34 42 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 : 45.1 47.6 76.6 79.4 13.3 13.3 16.0 17.1
Old : 45.1 47.6 76.6 79.4 13.3 13.3 16.0 17.1
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, August 23, 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 : 26,074: 93 960 2,275 22,009 21,649 24,378 24,884: 1,696 1,190
Old : 26,074: 93 960 2,275 22,009 21,649 24,378 24,884: 1,696 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 653: -413 74 598 174 -51 359 621: 293 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.7 8.7 84.4 83.0 93.5 95.4: 6.5 4.6
Old : 100.0: 0.4 3.7 8.7 84.4 83.0 93.5 95.4: 6.5 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 : 31: 1 2 1 24 22 25 25:
Old : 31: 1 2 1 24 22 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 : 46.2 50.2 70.2 72.5 30.1 25.9 36.8 36.2
Old : 46.2 50.2 70.2 72.5 30.1 25.9 36.8 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,652: 686 852 194 7,687 8,598 8,567 9,644: 2,085 1,008
Old : 10,652: 686 852 194 7,687 8,598 8,567 9,644: 2,085 1,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -12: 0 0 0 228 -12 228 -12: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.0 1.8 72.2 80.7 80.4 90.5: 19.6 9.5
Old : 100.0: 6.4 8.0 1.8 72.2 80.7 80.4 90.5: 19.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 17 16 20 20:
Old : 24: 2 2 3 17 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 56.4 51.1 74.0 25.6 46.8 40.9 59.3
Old : 29.5 56.4 51.1 74.0 25.6 46.8 40.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 28,305: 2,262 3,060 490 22,747 23,347 25,499 26,897: 2,806 1,408
Old : 28,305: 2,262 3,060 490 22,747 23,347 25,499 26,897: 2,806 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 28: 0 0 0 14 0 14 0: 14 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.8 1.7 80.4 82.5 90.1 95.0: 9.9 5.0
Old : 100.0: 8.0 10.8 1.7 80.4 82.5 90.1 95.0: 9.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 2 23 21 26 24:
Old : 27: 3 1 2 23 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 56.2 57.0 77.1 20.5 49.8 33.3 54.0
Old : 37.8 56.2 57.0 77.1 20.5 49.8 33.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,692: 186 0 122 10,523 10,110 10,831 10,232: 861 1,460
Old : 11,692: 186 0 122 10,523 10,110 10,831 10,232: 861 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 30: -24 0 24 30 48 30 72: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 1.0 90.0 86.5 92.6 87.5: 7.4 12.5
Old : 100.0: 1.6 0.0 1.0 90.0 86.5 92.6 87.5: 7.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 15 15 17 17:
Old : 20: 2 0 2 15 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 64.5 74.7 80.6 39.9 41.4 53.7 51.8
Old : 50.1 64.5 74.7 80.6 39.9 41.4 53.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,567: 0 748 348 10,147 9,593 10,495 10,689: 1,072 878
Old : 11,567: 0 748 348 10,147 9,593 10,495 10,689: 1,072 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 20: 0 30 0 20 -10 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 3.0 87.7 82.9 90.7 92.4: 9.3 7.6
Old : 100.0: 0.0 6.5 3.0 87.7 82.9 90.7 92.4: 9.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 17 22 19:
Old : 25: 0 2 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 43.9 68.2 68.5 44.1 37.7 63.6 57.7
Old : 45.8 43.9 68.2 68.5 44.1 37.7 63.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 19,919: 330 529 378 16,971 18,188 17,679 19,095: 2,240 824
Old : 19,919: 330 529 378 16,971 18,188 17,679 19,095: 2,240 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -326: 0 -88 36 -357 -269 -320 -320: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.7 1.9 85.2 91.3 88.8 95.9: 11.2 4.1
Old : 100.0: 1.7 2.7 1.9 85.2 91.3 88.8 95.9: 11.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 19 16 22 18:
Old : 23: 1 2 2 19 16 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 : 46.7 49.9 71.9 76.1 21.5 26.1 28.7 34.8
Old : 46.7 49.9 71.9 76.1 21.5 26.1 28.7 34.8
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, August 23, 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 : 50,635: 0 398 0 50,273 49,898 50,273 50,296: 362 339
Old : 50,635: 0 398 0 50,273 49,898 50,273 50,296: 362 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,184: 0 0 0 5,184 5,100 5,184 5,100: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.3 98.5 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 0.8 0.0 99.3 98.5 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 14 13 14 14:
Old : 24: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 85.1 90.7 96.6 74.6 80.0 85.6 89.2
Old : 74.6 85.1 90.7 96.6 74.6 80.0 85.6 89.2
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, August 23, 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 : 746,245: 0 22,775 0 746,245 723,470 746,245 746,245: 0 0
Old : 746,245: 0 22,775 0 746,245 723,470 746,245 746,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 112,910: 0 17,725 0 112,910 95,185 112,910 112,910: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 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 : 24: 0 1 0 14 13 14 14:
Old : 24: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 79.1 93.6 95.5 76.8 68.6 86.1 85.0
Old : 78.2 79.1 93.6 95.5 76.8 68.6 86.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 358,308: 31,732 0 9,408 317,168 348,900 358,308 358,308: 0 0
Old : 358,308: 31,732 0 9,408 317,168 348,900 358,308 358,308: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 2.6 88.5 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 8.9 0.0 2.6 88.5 97.4 100.0 100.0: 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 : 20: 2 0 1 8 11 10 12:
Old : 20: 2 0 1 8 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
Old : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 47,131: 0 0 0 47,131 47,131 47,131 47,131: 0 0
Old : 47,131: 0 0 0 47,131 47,131 47,131 47,131: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 172: 0 0 0 172 172 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 13 14 13:
Old : 23: 0 0 0 14 13 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 : 62.3 80.7 87.1 94.8 62.3 80.7 80.7 87.4
Old : 62.3 80.7 87.1 94.8 62.3 80.7 80.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 848,762: 0 0 0 848,762 848,762 848,762 848,762: 0 0
Old : 848,762: 0 0 0 848,762 848,762 848,762 848,762: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 11 14 11:
Old : 21: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
Old : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
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, August 23, 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 : 149,052: 1,516 0 1,039 146,283 147,990 148,838 149,029: 214 23
Old : 149,052: 1,516 0 1,039 146,283 147,990 148,838 149,029: 214 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.7 98.1 99.3 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 0.0 0.7 98.1 99.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 1 20 25 22 26:
Old : 37: 2 0 1 20 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 50.5 89.6 71.4 65.9 50.5 85.9 71.2
Old : 66.0 50.5 89.6 71.4 65.9 50.5 85.9 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 2,570,403: 0 24,849 17,958 2,552,445 2,527,596 2,570,403 2,570,403: 0 0
Old : 2,570,403: 0 24,849 17,958 2,552,445 2,527,596 2,570,403 2,570,403: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 -3,840 0 0 3,840 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.7 99.3 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 0.7 99.3 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 : 38: 0 1 1 18 26 19 27:
Old : 38: 0 1 1 18 26 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 75.3
Old : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 45,981: 3,002 1,842 1,580 41,376 42,559 45,958 45,981: 23 0
Old : 45,981: 3,002 1,842 1,580 41,376 42,559 45,958 45,981: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 42: 0 0 0 42 42 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.0 3.4 90.0 92.6 99.9 100.0: 0.1 0.0
Old : 100.0: 6.5 4.0 3.4 90.0 92.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 3 27 19 31 24:
Old : 38: 3 3 3 27 19 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 59.4 67.5 75.6 43.9 58.2 59.2 69.1
Old : 47.8 59.4 67.5 75.6 43.9 58.2 59.2 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,170,058: 48,634 37,365 15,080 1,106,344 1,117,613 1,170,058 1,170,058: 0 0
Old : 1,170,058: 48,634 37,365 15,080 1,106,344 1,117,613 1,170,058 1,170,058: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,920: -1,920 0 1,920 1,920 0 1,920 1,920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.2 1.3 94.6 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 3.2 1.3 94.6 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 2 26 19 30 22:
Old : 38: 3 2 2 26 19 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 56.9 64.4 78.0 44.4 52.2 62.3 73.0
Old : 44.4 56.9 64.4 78.0 44.4 52.2 62.3 73.0
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, August 23, 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 : 49,132: 189 0 84 48,729 48,770 49,002 48,854: 130 278
Old : 49,132: 189 0 84 48,729 48,770 49,002 48,854: 130 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.2 99.2 99.3 99.7 99.4: 0.3 0.6
Old : 100.0: 0.4 0.0 0.2 99.2 99.3 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 20 21 21:
Old : 29: 2 0 1 19 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 50.7 74.6 78.3 44.5 40.3 60.5 63.2
Old : 52.5 50.7 74.6 78.3 44.5 40.3 60.5 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 14,014: 650 851 1,145 12,219 12,018 14,014 14,014: 0 0
Old : 14,014: 650 851 1,145 12,219 12,018 14,014 14,014: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.1 8.2 87.2 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 6.1 8.2 87.2 85.8 100.0 100.0: 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 : 20: 1 2 3 9 10 12 13:
Old : 20: 1 2 3 9 10 12 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 : 67.2 74.9 90.4 95.2 64.9 74.9 85.1 90.0
Old : 67.2 74.9 90.4 95.2 64.9 74.9 85.1 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 40,615: 170 3,465 820 39,434 36,223 40,424 40,508: 191 107
Old : 40,615: 170 3,465 820 39,434 36,223 40,424 40,508: 191 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,550: 0 0 0 2,550 2,550 2,550 2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.5 2.0 97.1 89.2 99.5 99.7: 0.5 0.3
Old : 100.0: 0.4 8.5 2.0 97.1 89.2 99.5 99.7: 0.5 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 : 25: 1 1 2 16 13 18 15:
Old : 25: 1 1 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 67.1 88.6 89.4 62.4 49.5 70.5 70.5
Old : 72.9 67.1 88.6 89.4 62.4 49.5 70.5 70.5
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, August 23, 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 : 23,551: 556 445 212 22,528 22,804 23,296 23,461: 255 90
Old : 23,551: 556 445 212 22,528 22,804 23,296 23,461: 255 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 6: 0 -44 0 6 51 6 6: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.9 0.9 95.7 96.8 98.9 99.6: 1.1 0.4
Old : 100.0: 2.4 1.9 0.9 95.7 96.8 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 15 15 18 17:
Old : 25: 2 2 1 15 15 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 : 54.8 56.1 79.1 80.1 42.1 49.2 61.9 65.6
Old : 54.8 56.1 79.1 80.1 42.1 49.2 61.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 368,864: 0 0 0 368,864 368,864 368,864 368,864: 0 0
Old : 368,864: 0 0 0 368,864 368,864 368,864 368,864: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 8 14 8:
Old : 20: 0 0 0 14 8 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
Old : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
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, August 23, 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 : 943,042: 27,399 9,805 3,840 911,803 929,397 943,042 943,042: 0 0
Old : 943,042: 27,399 9,805 3,840 911,803 929,397 943,042 943,042: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,304: -2,304 0 2,304 2,304 0 2,304 2,304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.0 0.4 96.7 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 1.0 0.4 96.7 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 1 20 22 23 24:
Old : 34: 3 1 1 20 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 60.3 78.4 81.3 35.5 37.0 49.3 49.2
Old : 55.6 60.3 78.4 81.3 35.5 37.0 49.3 49.2
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, August 23, 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 : 901,898: 115,473 0 9,927 776,498 891,971 901,898 901,898: 0 0
Old : 901,898: 115,473 0 9,927 776,498 891,971 901,898 901,898: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 46,800: 0 0 0 46,800 46,800 46,800 46,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 1.1 86.1 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 0.0 1.1 86.1 98.9 100.0 100.0: 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 : 24: 2 0 1 17 10 19 11:
Old : 24: 2 0 1 17 10 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 85.8 89.6 96.6 57.5 67.3 69.1 73.6
Old : 70.5 85.8 89.6 96.6 57.5 67.3 69.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 169,610: 0 6,005 0 169,610 163,605 169,610 169,610: 0 0
Old : 169,610: 0 6,005 0 169,610 163,605 169,610 169,610: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 0.0 100.0 96.5 100.0 100.0: 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 : 21: 0 1 0 12 12 12 13:
Old : 21: 0 1 0 12 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Old : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatts Per Hour) :
: : :
All : 341,792: 10,656 0 0 331,136 341,792 341,792 341,792: 0 0
Old : 341,792: 10,656 0 0 331,136 341,792 341,792 341,792: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 9 14 10 14:
Old : 20: 1 0 0 9 14 10 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 : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
Old : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 22,795: 160 10 45 22,212 22,015 22,417 22,070: 378 725
Old : 22,795: 160 10 45 22,212 22,015 22,417 22,070: 378 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 127: 0 0 0 133 126 133 126: -6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.2 97.4 96.6 98.3 96.8: 1.7 3.2
Old : 100.0: 0.7 0.0 0.2 97.4 96.6 98.3 96.8: 1.7 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 : 46: 1 1 2 36 35 38 37:
Old : 46: 1 1 2 36 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 : 48.1 44.8 66.9 68.7 44.6 42.3 57.6 64.4
Old : 48.1 44.8 66.9 68.7 44.6 42.3 57.6 64.4
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 12,297: 278 23 139 11,695 11,781 12,112 11,943: 185 354
Old : 12,297: 278 23 139 11,695 11,781 12,112 11,943: 185 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 29: -32 3 -5 37 2 0 0: 29 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.2 1.1 95.1 95.8 98.5 97.1: 1.5 2.9
Old : 100.0: 2.3 0.2 1.1 95.1 95.8 98.5 97.1: 1.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 20 21 24 23:
Old : 30: 2 2 2 20 21 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 : 52.2 62.2 72.4 83.6 42.3 58.3 56.7 64.2
Old : 52.2 62.2 72.4 83.6 42.3 58.3 56.7 64.2
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 8,632: 0 95 150 8,119 7,930 8,269 8,175: 363 457
Old : 8,632: 0 95 150 8,119 7,930 8,269 8,175: 363 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 205: 0 0 0 195 205 195 205: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 1.7 94.1 91.9 95.8 94.7: 4.2 5.3
Old : 100.0: 0.0 1.1 1.7 94.1 91.9 95.8 94.7: 4.2 5.3
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 : 30: 0 1 1 24 22 25 24:
Old : 30: 0 1 1 24 22 25 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 : 54.8 51.9 73.9 70.6 51.0 48.4 65.4 65.1
Old : 54.8 51.9 73.9 70.6 51.0 48.4 65.4 65.1
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, August 23, 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 : 11,811: 145 0 0 10,553 10,618 10,698 10,618: 1,113 1,193
Old : 11,811: 145 0 0 10,553 10,618 10,698 10,618: 1,113 1,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 370: 0 0 0 315 340 315 340: 55 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 89.3 89.9 90.6 89.9: 9.4 10.1
Old : 100.0: 1.2 0.0 0.0 89.3 89.9 90.6 89.9: 9.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 19 18 20 18:
Old : 29: 1 0 0 19 18 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 : 61.2 57.3 77.4 75.2 57.3 57.3 72.8 72.5
Old : 61.2 57.3 77.4 75.2 57.3 57.3 72.8 72.5
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,705,135: 319,729 139,232 923,761 1,374,996 1,571,443 2,618,486 2,634,436: 86,649 70,699
Old : 2,705,135: 319,729 139,232 923,761 1,374,996 1,571,443 2,618,486 2,634,436: 86,649 70,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -207,122: 3,704 -308 -131,940 -75,286 -69,093 -203,522 -201,341: -3,600 -5,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.1 34.1 50.8 58.1 96.8 97.4: 3.2 2.6
Old : 100.0: 11.8 5.1 34.1 50.8 58.1 96.8 97.4: 3.2 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 : 367: 142 106 186 100 108 331 318:
Old : 367: 142 106 186 100 108 331 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 13.9 27.9 25.1 7.8 6.3 10.5 10.0
Old : 17.6 13.9 27.9 25.1 7.8 6.3 10.5 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 324,816: 157,449 32,644 33,746 129,788 252,224 320,984 318,613: 3,832 6,203
Old : 324,816: 157,449 32,644 33,746 129,788 252,224 320,984 318,613: 3,832 6,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -15,219: -10,099 -1,099 -1,775 -3,002 -12,060 -14,876 -14,934: -343 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 10.0 10.4 40.0 77.7 98.8 98.1: 1.2 1.9
Old : 100.0: 48.5 10.0 10.4 40.0 77.7 98.8 98.1: 1.2 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 : 48: 7 15 18 25 25 43 47:
Old : 48: 7 15 18 25 25 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 52.8 85.7 68.0 62.6 50.9 74.5 63.6
Old : 68.9 52.8 85.7 68.0 62.6 50.9 74.5 63.6
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, August 23, 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 : 213,524: 56,443 19,168 4,474 116,937 143,480 177,854 167,122: 35,670 46,402
Old : 213,524: 56,443 19,168 4,474 116,937 143,480 177,854 167,122: 35,670 46,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,499: -1,175 541 1,340 2,093 -1,658 2,258 223: 241 2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.0 2.1 54.8 67.2 83.3 78.3: 16.7 21.7
Old : 100.0: 26.4 9.0 2.1 54.8 67.2 83.3 78.3: 16.7 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 8 10 20 21 33 33:
Old : 40: 7 8 10 20 21 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 32.4 55.7 51.6 38.3 30.0 53.4 46.5
Old : 40.0 32.4 55.7 51.6 38.3 30.0 53.4 46.5
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, August 23, 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 : 120,190: 18,141 3,030 25,446 73,130 89,134 116,718 117,610: 3,472 2,580
Old : 120,190: 18,141 3,030 25,446 73,130 89,134 116,718 117,610: 3,472 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -5,845: -2,202 318 -1,461 -1,774 -4,670 -5,437 -5,814: -408 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 2.5 21.2 60.8 74.2 97.1 97.9: 2.9 2.1
Old : 100.0: 15.1 2.5 21.2 60.8 74.2 97.1 97.9: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 7 27 27 25 60 54:
Old : 62: 25 7 27 27 25 60 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 : 32.1 41.6 53.5 66.4 12.1 16.5 16.4 21.1
Old : 32.1 41.6 53.5 66.4 12.1 16.5 16.4 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 536,760: 27,481 4,624 103,527 389,259 412,704 520,267 520,855: 16,493 15,905
Old : 536,760: 27,481 4,624 103,527 389,259 412,704 520,267 520,855: 16,493 15,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 10,960: 2,132 1,890 1,099 7,282 7,835 10,513 10,824: 447 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.9 19.3 72.5 76.9 96.9 97.0: 3.1 3.0
Old : 100.0: 5.1 0.9 19.3 72.5 76.9 96.9 97.0: 3.1 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 : 49: 11 3 14 34 35 48 49:
Old : 49: 11 3 14 34 35 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 25.4 51.2 42.5 9.5 6.2 13.7 10.0
Old : 31.6 25.4 51.2 42.5 9.5 6.2 13.7 10.0
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, August 23, 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 : 22,650: 150 1,427 323 22,165 20,900 22,638 22,650: 12 0
Old : 22,650: 150 1,427 323 22,165 20,900 22,638 22,650: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 703: 0 -1,143 -25 728 1,871 703 703: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.3 1.4 97.9 92.3 99.9 100.0: 0.1 0.0
Old : 100.0: 0.7 6.3 1.4 97.9 92.3 99.9 100.0: 0.1 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 : 55: 1 8 4 38 37 42 46:
Old : 55: 1 8 4 38 37 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 32.6 60.6 47.9 28.0 19.8 36.5 28.1
Old : 43.8 32.6 60.6 47.9 28.0 19.8 36.5 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 78,287: 3,030 17,534 9,001 63,567 46,710 75,598 73,245: 2,689 5,042
Old : 78,287: 3,030 17,534 9,001 63,567 46,710 75,598 73,245: 2,689 5,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -3,865: 73 -3,503 137 -3,703 -731 -3,493 -4,097: -372 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 22.4 11.5 81.2 59.7 96.6 93.6: 3.4 6.4
Old : 100.0: 3.9 22.4 11.5 81.2 59.7 96.6 93.6: 3.4 6.4
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 : 41: 5 8 13 25 22 39 36:
Old : 41: 5 8 13 25 22 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 35.7 68.3 55.6 37.6 30.3 52.1 43.3
Old : 48.7 35.7 68.3 55.6 37.6 30.3 52.1 43.3
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 36,377: 2,711 5,899 2,947 27,307 24,421 32,965 33,267: 3,412 3,110
Old : 36,377: 2,711 5,899 2,947 27,307 24,421 32,965 33,267: 3,412 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,321: 255 1,646 -93 1,203 -532 1,365 1,021: -44 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 16.2 8.1 75.1 67.1 90.6 91.5: 9.4 8.5
Old : 100.0: 7.5 16.2 8.1 75.1 67.1 90.6 91.5: 9.4 8.5
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: 2 6 5 16 17 21 26:
Old : 27: 2 6 5 16 17 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 43.3 66.7 59.0 36.3 33.4 46.3 45.9
Old : 48.5 43.3 66.7 59.0 36.3 33.4 46.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,710: 2,000 150 0 12,710 14,485 14,710 14,635: 0 75
Old : 14,710: 2,000 150 0 12,710 14,485 14,710 14,635: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 99 0 0 0 0 99 0: -99 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.0 0.0 86.4 98.5 100.0 99.5: 0.0 0.5
Old : 100.0: 13.6 1.0 0.0 86.4 98.5 100.0 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 : 30: 3 1 0 20 18 23 19:
Old : 30: 3 1 0 20 18 23 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 : 41.8 67.8 64.0 83.5 32.4 51.6 47.4 58.1
Old : 41.8 67.8 64.0 83.5 32.4 51.6 47.4 58.1
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, August 23, 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 : 22,044: 3,481 1,439 4,343 9,775 11,546 17,599 17,329: 4,445 4,716
Old : 22,044: 3,481 1,439 4,343 9,775 11,546 17,599 17,329: 4,445 4,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -904: 967 -603 -1,732 -174 31 -938 -2,303: 34 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 6.5 19.7 44.3 52.4 79.8 78.6: 20.2 21.4
Old : 100.0: 15.8 6.5 19.7 44.3 52.4 79.8 78.6: 20.2 21.4
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: 6 4 10 11 10 21 20:
Old : 21: 6 4 10 11 10 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 : 42.0 41.6 58.7 64.0 17.9 17.9 22.6 22.9
Old : 42.0 41.6 58.7 64.0 17.9 17.9 22.6 22.9
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 25,513: 2,401 3,055 2,275 19,871 19,265 24,547 24,595: 966 917
Old : 25,513: 2,401 3,055 2,275 19,871 19,265 24,547 24,595: 966 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 976: -62 417 -443 1,503 1,101 999 1,074: -23 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.0 8.9 77.9 75.5 96.2 96.4: 3.8 3.6
Old : 100.0: 9.4 12.0 8.9 77.9 75.5 96.2 96.4: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 14 13 19 22 35 40:
Old : 43: 7 14 13 19 22 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 39.0 66.2 60.9 15.8 11.7 22.7 17.8
Old : 44.8 39.0 66.2 60.9 15.8 11.7 22.7 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 89,521: 8,227 1,411 8,472 58,539 64,873 75,237 74,756: 14,283 14,765
Old : 89,521: 8,227 1,411 8,472 58,539 64,873 75,237 74,756: 14,283 14,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,510: 846 428 190 4,588 4,354 5,624 4,972: -2,114 -1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.6 9.5 65.4 72.5 84.0 83.5: 16.0 16.5
Old : 100.0: 9.2 1.6 9.5 65.4 72.5 84.0 83.5: 16.0 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 1 3 18 19 23 22:
Old : 24: 4 1 3 18 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 : 38.0 35.2 55.1 55.9 15.4 12.0 19.7 16.7
Old : 38.0 35.2 55.1 55.9 15.4 12.0 19.7 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 22,159: 14,535 1,752 450 5,121 19,315 20,106 21,517: 2,053 642
Old : 22,159: 14,535 1,752 450 5,121 19,315 20,106 21,517: 2,053 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -649: -175 61 -147 -265 -409 -588 -495: -61 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 7.9 2.0 23.1 87.2 90.7 97.1: 9.3 2.9
Old : 100.0: 65.6 7.9 2.0 23.1 87.2 90.7 97.1: 9.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 66 20 12 27 36 98 65:
Old : 132: 66 20 12 27 36 98 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 41.8 49.3 55.3 36.3 40.8 46.5 52.9
Old : 38.9 41.8 49.3 55.3 36.3 40.8 46.5 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 48,000: 30,190 1,666 833 9,703 44,091 40,726 46,590: 7,274 1,410
Old : 48,000: 30,190 1,666 833 9,703 44,091 40,726 46,590: 7,274 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,845: 4,160 -806 134 293 6,394 4,587 5,722: 1,258 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 3.5 1.7 20.2 91.9 84.8 97.1: 15.2 2.9
Old : 100.0: 62.9 3.5 1.7 20.2 91.9 84.8 97.1: 15.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 93 14 9 21 37 117 58:
Old : 151: 93 14 9 21 37 117 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 38.8 31.0 54.7 18.4 31.9 27.0 47.6
Old : 20.1 38.8 31.0 54.7 18.4 31.9 27.0 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 278,457: 67,015 21,325 40,285 153,145 202,075 260,445 263,685: 18,012 14,772
Old : 278,457: 67,015 21,325 40,285 153,145 202,075 260,445 263,685: 18,012 14,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -7,105: 2,447 3,497 1,347 -10,426 -11,301 -6,633 -6,457: -473 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.7 14.5 55.0 72.6 93.5 94.7: 6.5 5.3
Old : 100.0: 24.1 7.7 14.5 55.0 72.6 93.5 94.7: 6.5 5.3
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 : 186: 61 18 51 79 88 160 144:
Old : 186: 61 18 51 79 88 160 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 26.0 31.8 39.2 10.0 11.3 17.4 16.8
Old : 21.9 26.0 31.8 39.2 10.0 11.3 17.4 16.8
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 24,146: 8,666 0 238 9,143 20,376 18,047 20,614: 6,099 3,532
Old : 24,146: 8,666 0 238 9,143 20,376 18,047 20,614: 6,099 3,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 901: 474 -271 -37 925 2,467 1,362 2,159: -461 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 0.0 1.0 37.9 84.4 74.7 85.4: 25.3 14.6
Old : 100.0: 35.9 0.0 1.0 37.9 84.4 74.7 85.4: 25.3 14.6
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 : 27: 4 0 3 16 18 20 21:
Old : 27: 4 0 3 16 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 40.7 60.2 65.5 47.8 38.3 57.9 62.0
Old : 49.7 40.7 60.2 65.5 47.8 38.3 57.9 62.0
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,239: 314 0 300 4,575 4,889 5,189 5,189: 50 50
Old : 5,239: 314 0 300 4,575 4,889 5,189 5,189: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 380: 0 0 0 330 330 330 330: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 5.7 87.3 93.3 99.0 99.0: 1.0 1.0
Old : 100.0: 6.0 0.0 5.7 87.3 93.3 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 0 2 26 29 29 31:
Old : 37: 2 0 2 26 29 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 35.9 55.9 56.9 27.4 32.1 40.8 41.6
Old : 36.2 35.9 55.9 56.9 27.4 32.1 40.8 41.6
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 55,068: 500 175 75 53,593 54,680 54,168 54,930: 900 138
Old : 55,068: 500 175 75 53,593 54,680 54,168 54,930: 900 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,274: 0 -25 0 2,274 2,274 2,274 2,249: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 0.1 97.3 99.3 98.4 99.7: 1.6 0.3
Old : 100.0: 0.9 0.3 0.1 97.3 99.3 98.4 99.7: 1.6 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 : 53: 1 1 1 42 38 44 39:
Old : 53: 1 1 1 42 38 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 49.2 71.4 69.0 32.4 30.6 40.6 40.5
Old : 55.2 49.2 71.4 69.0 32.4 30.6 40.6 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 20,228: 0 0 0 20,108 20,228 20,108 20,228: 120 0
Old : 20,228: 0 0 0 20,108 20,228 20,108 20,228: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 251: 0 0 0 251 251 251 251: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 17 22 17:
Old : 29: 0 0 0 22 17 22 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 : 61.7 69.2 79.2 91.0 43.7 50.0 55.4 62.1
Old : 61.7 69.2 79.2 91.0 43.7 50.0 55.4 62.1
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,601: 50 3,446 0 5,551 2,155 5,601 5,601: 0 0
Old : 5,601: 50 3,446 0 5,551 2,155 5,601 5,601: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 225: 50 270 -120 295 75 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 61.5 0.0 99.1 38.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 61.5 0.0 99.1 38.5 100.0 100.0: 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 : 37: 1 4 0 24 16 25 20:
Old : 37: 1 4 0 24 16 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 75.4 69.2 85.2 44.2 68.2 66.0 76.3
Old : 45.5 75.4 69.2 85.2 44.2 68.2 66.0 76.3
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, August 23, 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 : 10,624: 1,431 0 155 8,774 10,326 10,360 10,481: 264 143
Old : 10,624: 1,431 0 155 8,774 10,326 10,360 10,481: 264 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 307: 50 0 0 257 304 307 304: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 1.5 82.6 97.2 97.5 98.7: 2.5 1.3
Old : 100.0: 13.5 0.0 1.5 82.6 97.2 97.5 98.7: 2.5 1.3
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 : 33: 2 0 1 24 22 26 23:
Old : 33: 2 0 1 24 22 26 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 : 51.9 48.5 69.0 71.4 34.0 30.9 43.6 41.9
Old : 51.9 48.5 69.0 71.4 34.0 30.9 43.6 41.9
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, August 23, 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 : 21,190: 984 2,938 614 19,454 17,533 21,052 21,085: 138 105
Old : 21,190: 984 2,938 614 19,454 17,533 21,052 21,085: 138 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,113: 0 -4 100 1,013 1,017 1,113 1,113: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.9 2.9 91.8 82.7 99.3 99.5: 0.7 0.5
Old : 100.0: 4.6 13.9 2.9 91.8 82.7 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 5 5 4 40 40 48 46:
Old : 61: 5 5 4 40 40 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 30.7 56.8 50.3 25.0 23.9 37.2 36.2
Old : 38.3 30.7 56.8 50.3 25.0 23.9 37.2 36.2
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, August 23, 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 : 13,694: 3,550 0 349 9,641 13,246 13,540 13,595: 154 99
Old : 13,694: 3,550 0 349 9,641 13,246 13,540 13,595: 154 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 200: -255 0 0 395 236 140 236: 60 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.0 2.5 70.4 96.7 98.9 99.3: 1.1 0.7
Old : 100.0: 25.9 0.0 2.5 70.4 96.7 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 0 2 26 31 32 33:
Old : 39: 6 0 2 26 31 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 49.9 60.7 69.4 31.7 46.2 48.9 62.9
Old : 35.9 49.9 60.7 69.4 31.7 46.2 48.9 62.9
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, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,394: 12,770 1,063 702 16,220 27,789 29,692 29,554: 702 840
Old : 30,394: 12,770 1,063 702 16,220 27,789 29,692 29,554: 702 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 426: -27 0 0 573 426 546 426: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 3.5 2.3 53.4 91.4 97.7 97.2: 2.3 2.8
Old : 100.0: 42.0 3.5 2.3 53.4 91.4 97.7 97.2: 2.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 5 7 30 28 42 39:
Old : 54: 10 5 7 30 28 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 58.2 57.6 71.5 38.4 54.6 55.6 64.3
Old : 38.8 58.2 57.6 71.5 38.4 54.6 55.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,166: 2,754 166 51 6,655 11,412 9,460 11,629: 4,706 2,537
Old : 14,166: 2,754 166 51 6,655 11,412 9,460 11,629: 4,706 2,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 1.2 0.4 47.0 80.6 66.8 82.1: 33.2 17.9
Old : 100.0: 19.4 1.2 0.4 47.0 80.6 66.8 82.1: 33.2 17.9
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: 3 1 1 11 16 14 18:
Old : 21: 3 1 1 11 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 38.1 58.1 61.8 35.0 37.6 50.8 60.3
Old : 38.5 38.1 58.1 61.8 35.0 37.6 50.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011