GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 41,122: 1,766 75 175 39,149 40,492 41,090 40,742: 32 380
Old : 41,122: 1,766 75 175 39,149 40,492 41,090 40,742: 32 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,440: 265 -524 173 1,999 2,791 2,437 2,440: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.2 0.4 95.2 98.5 99.9 99.1: 0.1 0.9
Old : 100.0: 4.3 0.2 0.4 95.2 98.5 99.9 99.1: 0.1 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 : 58: 2 1 1 47 43 49 45:
Old : 58: 2 1 1 47 43 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 29.3 52.2 47.4 17.7 15.2 28.0 24.5
Old : 32.3 29.3 52.2 47.4 17.7 15.2 28.0 24.5
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,544: 0 0 0 8,354 8,377 8,354 8,377: 190 167
Old : 8,544: 0 0 0 8,354 8,377 8,354 8,377: 190 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 495: 0 0 0 500 485 500 485: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 98.0 97.8 98.0: 2.2 2.0
Old : 100.0: 0.0 0.0 0.0 97.8 98.0 97.8 98.0: 2.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 26 29 26 29:
Old : 35: 0 0 0 26 29 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 46.2 70.3 66.9 40.9 42.9 61.7 61.3
Old : 44.4 46.2 70.3 66.9 40.9 42.9 61.7 61.3
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, September 13, 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 : 9,902: 121 304 220 8,421 8,156 8,762 8,680: 1,140 1,222
Old : 9,902: 121 304 220 8,421 8,156 8,762 8,680: 1,140 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 633: 0 59 -18 651 583 633 624: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.1 2.2 85.0 82.4 88.5 87.7: 11.5 12.3
Old : 100.0: 1.2 3.1 2.2 85.0 82.4 88.5 87.7: 11.5 12.3
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 : 44: 1 3 4 36 39 40 43:
Old : 44: 1 3 4 36 39 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.1 56.4 40.1 19.2 9.0 25.2 15.4
Old : 36.5 25.1 56.4 40.1 19.2 9.0 25.2 15.4
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 6,817: 525 95 94 5,539 5,815 6,158 6,004: 659 813
Old : 6,817: 525 95 94 5,539 5,815 6,158 6,004: 659 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 320: 56 -7 -16 176 174 216 151: 104 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.4 1.4 81.3 85.3 90.3 88.1: 9.7 11.9
Old : 100.0: 7.7 1.4 1.4 81.3 85.3 90.3 88.1: 9.7 11.9
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 : 61: 3 2 5 45 49 51 54:
Old : 61: 3 2 5 45 49 51 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 : 30.0 26.3 45.9 40.4 21.9 25.1 34.5 35.2
Old : 30.0 26.3 45.9 40.4 21.9 25.1 34.5 35.2
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, September 13, 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 : 3,732: 15 0 48 2,827 2,255 2,890 2,303: 842 1,429
Old : 3,732: 15 0 48 2,827 2,255 2,890 2,303: 842 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 169: 0 0 0 169 169 169 169: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.3 75.8 60.4 77.4 61.7: 22.6 38.3
Old : 100.0: 0.4 0.0 1.3 75.8 60.4 77.4 61.7: 22.6 38.3
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 : 21: 1 0 1 17 20 18 21:
Old : 21: 1 0 1 17 20 18 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 : 43.6 22.0 60.7 36.7 31.1 14.3 36.5 20.5
Old : 43.6 22.0 60.7 36.7 31.1 14.3 36.5 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,994: 0 90 20 1,602 1,654 1,622 1,764: 372 230
Old : 1,994: 0 90 20 1,602 1,654 1,622 1,764: 372 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 158: 0 0 0 135 165 135 165: 23 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 1.0 80.3 82.9 81.3 88.5: 18.7 11.5
Old : 100.0: 0.0 4.5 1.0 80.3 82.9 81.3 88.5: 18.7 11.5
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 : 23: 0 1 1 19 19 20 20:
Old : 23: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 54.6 56.0 72.3 35.8 47.5 44.2 55.3
Old : 39.0 54.6 56.0 72.3 35.8 47.5 44.2 55.3
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, September 13, 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 : 7,846: 0 0 0 7,766 7,554 7,766 7,554: 80 292
Old : 7,846: 0 0 0 7,766 7,554 7,766 7,554: 80 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 96.3 99.0 96.3: 1.0 3.7
Old : 100.0: 0.0 0.0 0.0 99.0 96.3 99.0 96.3: 1.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 26 18 26 18:
Old : 30: 0 0 0 26 18 26 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 : 50.1 68.2 75.4 81.6 46.0 64.7 65.6 73.2
Old : 50.1 68.2 75.4 81.6 46.0 64.7 65.6 73.2
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,624: 0 1,771 10 19,614 17,843 19,624 19,624: 0 0
Old : 19,624: 0 1,771 10 19,614 17,843 19,624 19,624: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 924: 0 380 -10 934 554 924 924: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.1 99.9 90.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.0 0.1 99.9 90.9 100.0 100.0: 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 : 33: 0 1 1 28 21 29 22:
Old : 33: 0 1 1 28 21 29 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 : 47.4 46.8 66.9 72.6 32.4 34.3 41.7 47.4
Old : 47.4 46.8 66.9 72.6 32.4 34.3 41.7 47.4
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, September 13, 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 : 381,853: 47,112 32,578 66,441 225,491 253,382 339,044 352,401: 42,809 29,452
Old : 381,853: 47,112 32,578 66,441 225,491 253,382 339,044 352,401: 42,809 29,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 13,508: -3,360 4,644 5,510 8,650 -1,688 10,800 8,466: 2,708 5,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.5 17.4 59.1 66.4 88.8 92.3: 11.2 7.7
Old : 100.0: 12.3 8.5 17.4 59.1 66.4 88.8 92.3: 11.2 7.7
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 : 167: 41 27 49 71 86 140 140:
Old : 167: 41 27 49 71 86 140 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 21.5 28.9 33.6 9.8 8.8 16.1 14.5
Old : 17.1 21.5 28.9 33.6 9.8 8.8 16.1 14.5
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, September 13, 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 : 86,077: 327 4,752 24,192 57,607 54,872 82,127 83,815: 3,950 2,262
Old : 86,077: 327 4,752 24,192 57,607 54,872 82,127 83,815: 3,950 2,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2,589: 183 869 -1,186 -1,444 -2,216 -2,447 -2,533: -142 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.5 28.1 66.9 63.7 95.4 97.4: 4.6 2.6
Old : 100.0: 0.4 5.5 28.1 66.9 63.7 95.4 97.4: 4.6 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 : 22: 3 6 9 13 13 22 22:
Old : 22: 3 6 9 13 13 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 53.8 69.7 76.2 12.4 13.0 13.9 15.1
Old : 44.1 53.8 69.7 76.2 12.4 13.0 13.9 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 12,238: 355 524 140 11,543 11,367 12,038 12,031: 200 207
Old : 12,238: 355 524 140 11,543 11,367 12,038 12,031: 200 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 545: -100 0 0 595 495 495 495: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.3 1.1 94.3 92.9 98.4 98.3: 1.6 1.7
Old : 100.0: 2.9 4.3 1.1 94.3 92.9 98.4 98.3: 1.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 3 3 38 35 42 40:
Old : 57: 2 3 3 38 35 42 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 : 27.6 39.8 47.8 62.2 26.5 30.5 39.5 46.9
Old : 27.6 39.8 47.8 62.2 26.5 30.5 39.5 46.9
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, September 13, 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 : 7,317: 636 1,186 164 6,510 5,892 7,310 7,242: 7 75
Old : 7,317: 636 1,186 164 6,510 5,892 7,310 7,242: 7 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 16.2 2.2 89.0 80.5 99.9 99.0: 0.1 1.0
Old : 100.0: 8.7 16.2 2.2 89.0 80.5 99.9 99.0: 0.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 5 2 24 18 30 23:
Old : 42: 4 5 2 24 18 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 43.1 58.4 61.3 34.6 41.0 54.7 56.6
Old : 38.3 43.1 58.4 61.3 34.6 41.0 54.7 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,868: 96 420 0 2,904 2,826 3,000 3,246: 868 622
Old : 3,868: 96 420 0 2,904 2,826 3,000 3,246: 868 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.9 0.0 75.1 73.1 77.6 83.9: 22.4 16.1
Old : 100.0: 2.5 10.9 0.0 75.1 73.1 77.6 83.9: 22.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 15 14 16 15:
Old : 20: 1 1 0 15 14 16 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 : 42.1 56.6 61.1 72.9 37.5 45.4 49.8 57.0
Old : 42.1 56.6 61.1 72.9 37.5 45.4 49.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 995,113: 155,131 326,032 316,867 440,034 304,833 912,031 947,733: 83,081 47,380
Old : 995,113: 155,131 326,032 316,867 440,034 304,833 912,031 947,733: 83,081 47,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -26,655: -10,165 -10,958 -32,704 15,913 18,121 -26,956 -25,540: 301 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 32.8 31.8 44.2 30.6 91.7 95.2: 8.3 4.8
Old : 100.0: 15.6 32.8 31.8 44.2 30.6 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 : 338: 108 122 154 87 83 286 282:
Old : 338: 108 122 154 87 83 286 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 17.6 28.1 29.7 13.3 11.7 19.3 18.4
Old : 16.4 17.6 28.1 29.7 13.3 11.7 19.3 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 35,664: 0 768 0 27,094 31,583 27,094 32,351: 8,570 3,313
Old : 35,664: 0 768 0 27,094 31,583 27,094 32,351: 8,570 3,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 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 2.2 0.0 76.0 88.6 76.0 90.7: 24.0 9.3
Old : 100.0: 0.0 2.2 0.0 76.0 88.6 76.0 90.7: 24.0 9.3
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 : 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 : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
Old : 51.7 57.5 67.0 79.4 42.9 50.2 53.2 66.2
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, September 13, 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 : 32,528: 2,059 174 1,446 25,416 24,930 28,921 26,550: 3,607 5,978
Old : 32,528: 2,059 174 1,446 25,416 24,930 28,921 26,550: 3,607 5,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 944: 352 0 -112 576 0 816 -112: 128 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.5 4.4 78.1 76.6 88.9 81.6: 11.1 18.4
Old : 100.0: 6.3 0.5 4.4 78.1 76.6 88.9 81.6: 11.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 14 15 17 18:
Old : 22: 2 1 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 : 54.0 46.0 74.2 66.8 52.4 44.3 63.3 58.5
Old : 54.0 46.0 74.2 66.8 52.4 44.3 63.3 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,649,560: 79,292 76,958 536,405 1,028,954 1,033,162 1,644,651 1,646,525: 4,909 3,035
Old : 1,649,560: 79,292 76,958 536,405 1,028,954 1,033,162 1,644,651 1,646,525: 4,909 3,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 11,419: -2,474 -765 4,721 9,620 7,929 11,867 11,885: -448 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.7 32.5 62.4 62.6 99.7 99.8: 0.3 0.2
Old : 100.0: 4.8 4.7 32.5 62.4 62.6 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 : 146: 44 31 60 68 67 136 134:
Old : 146: 44 31 60 68 67 136 134:
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 : 32.9 34.6 53.5 53.6 3.4 4.1 5.7 6.7
Old : 32.9 34.6 53.5 53.6 3.4 4.1 5.7 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 56,885: 3,504 9,419 30,759 21,513 15,879 55,776 56,057: 1,109 828
Old : 56,885: 3,504 9,419 30,759 21,513 15,879 55,776 56,057: 1,109 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 3,565: -1,066 -110 2,931 1,776 669 3,641 3,489: -77 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 16.6 54.1 37.8 27.9 98.1 98.5: 1.9 1.5
Old : 100.0: 6.2 16.6 54.1 37.8 27.9 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 : 43: 9 12 17 16 21 36 40:
Old : 43: 9 12 17 16 21 36 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 : 64.6 60.5 83.1 76.0 16.3 11.5 20.1 18.1
Old : 64.6 60.5 83.1 76.0 16.3 11.5 20.1 18.1
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, September 13, 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 : 66,563: 0 7,883 2,059 61,589 52,303 63,648 62,245: 2,915 4,318
Old : 66,563: 0 7,883 2,059 61,589 52,303 63,648 62,245: 2,915 4,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 250: 0 -186 0 312 8,848 312 8,662: -62 -8,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 3.1 92.5 78.6 95.6 93.5: 4.4 6.5
Old : 100.0: 0.0 11.8 3.1 92.5 78.6 95.6 93.5: 4.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 3 15 23 18 26:
Old : 30: 0 3 3 15 23 18 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 : 50.8 46.3 78.9 68.9 48.9 39.5 63.4 54.7
Old : 50.8 46.3 78.9 68.9 48.9 39.5 63.4 54.7
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, September 13, 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 : 64,566: 4,131 4,043 632 50,284 51,380 55,047 56,055: 9,518 8,511
Old : 64,566: 4,131 4,043 632 50,284 51,380 55,047 56,055: 9,518 8,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,464: 0 0 0 -0 2,722 -0 2,722: 1,464 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.3 1.0 77.9 79.6 85.3 86.8: 14.7 13.2
Old : 100.0: 6.4 6.3 1.0 77.9 79.6 85.3 86.8: 14.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 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 : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Old : 58.0 48.8 76.3 69.7 49.4 47.7 58.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 105,491: 4,118 64 3,961 87,398 97,082 95,477 101,106: 10,013 4,384
Old : 105,491: 4,118 64 3,961 87,398 97,082 95,477 101,106: 10,013 4,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 38: -13 64 1 50 7,650 38 7,714: -0 -7,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.1 3.8 82.8 92.0 90.5 95.8: 9.5 4.2
Old : 100.0: 3.9 0.1 3.8 82.8 92.0 90.5 95.8: 9.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 3 22 23 26 26:
Old : 34: 3 1 3 22 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 39.4 60.9 60.5 29.7 36.6 45.6 51.4
Old : 39.4 39.4 60.9 60.5 29.7 36.6 45.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 2,396,440: 512,079 106,614 617,403 1,234,364 1,644,451 2,363,846 2,368,468: 32,594 27,972
Old : 2,396,440: 512,079 106,614 617,403 1,234,364 1,644,451 2,363,846 2,368,468: 32,594 27,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 31,572: 18,912 2,985 -5,712 16,752 32,206 29,952 29,479: 1,620 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.4 25.8 51.5 68.6 98.6 98.8: 1.4 1.2
Old : 100.0: 21.4 4.4 25.8 51.5 68.6 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 40 23 50 95 86 157 138:
Old : 163: 40 23 50 95 86 157 138:
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 : 21.3 28.4 33.6 46.2 12.2 20.1 20.7 29.5
Old : 21.3 28.4 33.6 46.2 12.2 20.1 20.7 29.5
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, September 13, 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 : 997,737: 171,396 107,530 175,981 645,916 708,991 993,293 992,502: 4,444 5,235
Old : 997,737: 171,396 107,530 175,981 645,916 708,991 993,293 992,502: 4,444 5,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 32,047: -421 12,111 7,215 24,804 12,652 31,598 31,978: 449 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.8 17.6 64.7 71.1 99.6 99.5: 0.4 0.5
Old : 100.0: 17.2 10.8 17.6 64.7 71.1 99.6 99.5: 0.4 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 : 99: 21 26 35 45 42 86 83:
Old : 99: 21 26 35 45 42 86 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 52.0 61.2 15.7 27.2 26.3 38.8
Old : 32.0 35.9 52.0 61.2 15.7 27.2 26.3 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 6,994: 270 170 295 6,160 6,159 6,725 6,624: 269 370
Old : 6,994: 270 170 295 6,160 6,159 6,725 6,624: 269 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.4 4.2 88.1 88.1 96.2 94.7: 3.8 5.3
Old : 100.0: 3.9 2.4 4.2 88.1 88.1 96.2 94.7: 3.8 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 : 20: 1 1 1 15 15 17 16:
Old : 20: 1 1 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 46.0 80.1 72.9 63.3 37.7 67.8 58.0
Old : 64.6 46.0 80.1 72.9 63.3 37.7 67.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 15,930: 295 1,086 65 15,307 14,468 15,667 15,619: 263 311
Old : 15,930: 295 1,086 65 15,307 14,468 15,667 15,619: 263 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 668: 100 197 -8 609 466 701 655: -33 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.8 0.4 96.1 90.8 98.3 98.0: 1.7 2.0
Old : 100.0: 1.9 6.8 0.4 96.1 90.8 98.3 98.0: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 5 1 39 38 42 43:
Old : 59: 2 5 1 39 38 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 46.8 45.7 63.1 24.3 39.1 41.9 48.9
Old : 26.0 46.8 45.7 63.1 24.3 39.1 41.9 48.9
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, September 13, 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 : 194,348: 20,127 3,682 19,784 152,344 169,828 192,255 193,294: 2,093 1,054
Old : 194,348: 20,127 3,682 19,784 152,344 169,828 192,255 193,294: 2,093 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 52: 275 328 -267 -89 -53 -82 9: 134 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.9 10.2 78.4 87.4 98.9 99.5: 1.1 0.5
Old : 100.0: 10.4 1.9 10.2 78.4 87.4 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 5 31 30 37 36:
Old : 39: 3 4 5 31 30 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 49.3 76.1 80.8 15.1 14.0 17.6 19.7
Old : 45.4 49.3 76.1 80.8 15.1 14.0 17.6 19.7
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, September 13, 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 : 25,892: 103 1,010 2,269 21,900 21,145 24,272 24,424: 1,620 1,468
Old : 25,892: 103 1,010 2,269 21,900 21,145 24,272 24,424: 1,620 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 390: 84 134 -0 162 54 246 188: 144 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.9 8.8 84.6 81.7 93.7 94.3: 6.3 5.7
Old : 100.0: 0.4 3.9 8.8 84.6 81.7 93.7 94.3: 6.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 22 21 23 24:
Old : 28: 1 2 1 22 21 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 : 48.0 50.6 73.1 72.4 31.2 24.4 37.4 34.7
Old : 48.0 50.6 73.1 72.4 31.2 24.4 37.4 34.7
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, September 13, 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 : 10,211: 657 858 188 7,354 8,263 8,199 9,309: 2,012 902
Old : 10,211: 657 858 188 7,354 8,263 8,199 9,309: 2,012 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2: 0 0 0 -4 0 -4 0: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.4 1.8 72.0 80.9 80.3 91.2: 19.7 8.8
Old : 100.0: 6.4 8.4 1.8 72.0 80.9 80.3 91.2: 19.7 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 : 23: 2 2 3 17 15 20 19:
Old : 23: 2 2 3 17 15 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 58.9 51.4 77.3 27.9 49.1 43.0 61.0
Old : 31.8 58.9 51.4 77.3 27.9 49.1 43.0 61.0
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,182: 1,912 3,050 386 21,916 21,998 24,214 25,434: 2,968 1,748
Old : 27,182: 1,912 3,050 386 21,916 21,998 24,214 25,434: 2,968 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 288: -298 0 0 322 48 24 48: 264 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.2 1.4 80.6 80.9 89.1 93.6: 10.9 6.4
Old : 100.0: 7.0 11.2 1.4 80.6 80.9 89.1 93.6: 10.9 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 : 25: 2 1 1 22 20 24 22:
Old : 25: 2 1 1 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 56.5 57.5 77.5 19.5 49.8 32.9 53.7
Old : 38.7 56.5 57.5 77.5 19.5 49.8 32.9 53.7
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, September 13, 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 : 11,372: 236 0 48 10,098 9,900 10,382 9,948: 990 1,424
Old : 11,372: 236 0 48 10,098 9,900 10,382 9,948: 990 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -38: 96 -24 -24 -110 10 -38 -38: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.4 88.8 87.1 91.3 87.5: 8.7 12.5
Old : 100.0: 2.1 0.0 0.4 88.8 87.1 91.3 87.5: 8.7 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 1 15 15 17 16:
Old : 20: 2 0 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 64.6 75.1 81.5 41.2 42.6 52.7 51.9
Old : 52.0 64.6 75.1 81.5 41.2 42.6 52.7 51.9
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, September 13, 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 : 11,138: 0 800 330 9,658 8,944 9,988 10,074: 1,150 1,064
Old : 11,138: 0 800 330 9,658 8,944 9,988 10,074: 1,150 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 156: 0 0 0 60 60 60 60: 96 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 3.0 86.7 80.3 89.7 90.4: 10.3 9.6
Old : 100.0: 0.0 7.2 3.0 86.7 80.3 89.7 90.4: 10.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 20 16 21 18:
Old : 23: 0 2 1 20 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 45.5 67.7 70.5 45.0 37.9 63.9 58.8
Old : 46.6 45.5 67.7 70.5 45.0 37.9 63.9 58.8
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, September 13, 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 : 51,351: 2,382 0 168 48,717 51,183 51,267 51,351: 84 0
Old : 51,351: 2,382 0 168 48,717 51,183 51,267 51,351: 84 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 22: 0 0 0 22 22 22 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.3 94.9 99.7 99.8 100.0: 0.2 0.0
Old : 100.0: 4.6 0.0 0.3 94.9 99.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 15 14 16 15:
Old : 26: 1 0 1 15 14 16 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 : 69.7 82.0 87.4 96.2 69.7 77.1 83.7 89.3
Old : 69.7 82.0 87.4 96.2 69.7 77.1 83.7 89.3
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, September 13, 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 : 746,756: 26,145 0 3,170 717,441 743,586 746,756 746,756: 0 0
Old : 746,756: 26,145 0 3,170 717,441 743,586 746,756 746,756: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 751: 0 0 0 751 751 751 751: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.4 96.1 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 0.4 96.1 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 14 12 15 13:
Old : 24: 1 0 1 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 76.2 91.7 95.6 73.0 65.8 84.6 85.1
Old : 74.5 76.2 91.7 95.6 73.0 65.8 84.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 329,892: 26,252 0 9,408 294,232 320,484 329,892 329,892: 0 0
Old : 329,892: 26,252 0 9,408 294,232 320,484 329,892 329,892: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,040: 2,040 0 0 0 2,040 2,040 2,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 2.9 89.2 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 0.0 2.9 89.2 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 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 : 77.2 73.8 98.0 95.8 61.0 69.2 80.9 81.3
Old : 77.2 73.8 98.0 95.8 61.0 69.2 80.9 81.3
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, September 13, 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 : 43,175: 0 0 0 43,175 43,175 43,175 43,175: 0 0
Old : 43,175: 0 0 0 43,175 43,175 43,175 43,175: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 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 : 62.4 81.5 87.1 95.9 62.4 81.5 81.1 88.2
Old : 62.4 81.5 87.1 95.9 62.4 81.5 81.1 88.2
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, September 13, 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 : 789,730: 0 0 0 789,730 789,730 789,730 789,730: 0 0
Old : 789,730: 0 0 0 789,730 789,730 789,730 789,730: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 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 : 62.4 80.5 88.2 97.5 62.4 79.0 82.4 86.6
Old : 62.4 80.5 88.2 97.5 62.4 79.0 82.4 86.6
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, September 13, 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 : 138,130: 1,585 0 924 135,430 137,206 137,939 138,130: 191 0
Old : 138,130: 1,585 0 924 135,430 137,206 137,939 138,130: 191 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -43: 0 0 0 -43 -43 -43 -43: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.7 98.0 99.3 99.9 100.0: 0.1 0.0
Old : 100.0: 1.1 0.0 0.7 98.0 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 : 35: 1 0 1 18 23 19 24:
Old : 35: 1 0 1 18 23 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 50.2 90.0 71.4 66.9 50.2 86.1 71.3
Old : 66.9 50.2 90.0 71.4 66.9 50.2 86.1 71.3
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, September 13, 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 : 2,394,827: 0 16,697 17,958 2,376,869 2,360,172 2,394,827 2,394,827: 0 0
Old : 2,394,827: 0 16,697 17,958 2,376,869 2,360,172 2,394,827 2,394,827: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 0: 0 2,040 0 0 -2,040 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.7 99.3 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.7 0.7 99.3 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 2 1 17 26 18 28:
Old : 39: 0 2 1 17 26 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 52.6 92.6 75.2 68.7 52.6 90.1 75.2
Old : 69.8 52.6 92.6 75.2 68.7 52.6 90.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 42,991: 3,232 1,727 1,350 38,409 39,914 42,991 42,991: 0 0
Old : 42,991: 3,232 1,727 1,350 38,409 39,914 42,991 42,991: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.0 3.1 89.3 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 4.0 3.1 89.3 92.8 100.0 100.0: 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 : 37: 3 3 3 26 19 30 24:
Old : 37: 3 3 3 26 19 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 59.9 67.5 77.1 44.6 59.0 59.1 70.2
Old : 46.9 59.9 67.5 77.1 44.6 59.0 59.1 70.2
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, September 13, 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 : 1,128,826: 47,130 81,773 15,080 1,066,616 1,031,973 1,128,826 1,128,826: 0 0
Old : 1,128,826: 47,130 81,773 15,080 1,066,616 1,031,973 1,128,826 1,128,826: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 23,400: 0 47,040 0 23,400 -23,640 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.2 1.3 94.5 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 7.2 1.3 94.5 91.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 2 25 17 29 21:
Old : 37: 3 3 2 25 17 29 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 : 42.2 56.5 64.2 77.5 42.2 53.3 63.2 73.1
Old : 42.2 56.5 64.2 77.5 42.2 53.3 63.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 50,186: 105 1,191 84 49,913 48,656 50,102 49,931: 84 255
Old : 50,186: 105 1,191 84 49,913 48,656 50,102 49,931: 84 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 510: 0 0 0 510 510 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.4 0.2 99.5 97.0 99.8 99.5: 0.2 0.5
Old : 100.0: 0.2 2.4 0.2 99.5 97.0 99.8 99.5: 0.2 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 : 28: 1 1 1 19 19 20 21:
Old : 28: 1 1 1 19 19 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 : 57.7 54.7 77.5 79.1 50.4 45.3 66.1 67.1
Old : 57.7 54.7 77.5 79.1 50.4 45.3 66.1 67.1
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 38,223: 630 3,741 84 37,341 34,314 38,055 38,139: 168 84
Old : 38,223: 630 3,741 84 37,341 34,314 38,055 38,139: 168 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.8 0.2 97.7 89.8 99.6 99.8: 0.4 0.2
Old : 100.0: 1.6 9.8 0.2 97.7 89.8 99.6 99.8: 0.4 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 : 23: 1 1 1 14 13 16 14:
Old : 23: 1 1 1 14 13 16 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 : 75.3 68.2 91.3 91.6 65.1 50.9 73.6 72.9
Old : 75.3 68.2 91.3 91.6 65.1 50.9 73.6 72.9
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 22,700: 510 280 189 21,746 22,211 22,445 22,679: 255 21
Old : 22,700: 510 280 189 21,746 22,211 22,445 22,679: 255 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -56: 0 -51 0 -56 -5 -56 -56: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.2 0.8 95.8 97.8 98.9 99.9: 1.1 0.1
Old : 100.0: 2.2 1.2 0.8 95.8 97.8 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 15 14 17 15:
Old : 22: 1 1 1 15 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 63.7 78.3 85.5 38.7 54.7 59.9 67.7
Old : 54.7 63.7 78.3 85.5 38.7 54.7 59.9 67.7
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, September 13, 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 : 914,989: 25,849 7,925 3,840 885,300 903,224 914,989 914,989: 0 0
Old : 914,989: 25,849 7,925 3,840 885,300 903,224 914,989 914,989: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -391: 0 0 0 -391 -391 -391 -391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.9 0.4 96.8 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.9 0.4 96.8 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 20 20 23 22:
Old : 32: 3 1 1 20 20 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 : 55.2 62.8 77.3 83.7 35.8 39.9 51.1 53.9
Old : 55.2 62.8 77.3 83.7 35.8 39.9 51.1 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 921,501: 163,265 0 9,175 749,061 912,326 921,501 921,501: 0 0
Old : 921,501: 163,265 0 9,175 749,061 912,326 921,501 921,501: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 47,040: 47,040 0 0 0 47,040 47,040 47,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.0 1.0 81.3 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 17.7 0.0 1.0 81.3 99.0 100.0 100.0: 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 : 25: 3 0 1 16 11 19 12:
Old : 25: 3 0 1 16 11 19 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 : 68.9 81.4 87.6 95.7 56.2 64.3 69.7 74.3
Old : 68.9 81.4 87.6 95.7 56.2 64.3 69.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 5 Megawatt Hours) :
: : :
All : 727,271: 368,064 0 24,020 335,187 703,251 727,271 727,271: 0 0
Old : 727,271: 368,064 0 24,020 335,187 703,251 727,271 727,271: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 0.0 3.3 46.1 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 50.6 0.0 3.3 46.1 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 10 13 12 14:
Old : 21: 2 0 1 10 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 74.6 95.2 89.5 63.5 68.8 81.4 81.5
Old : 73.5 74.6 95.2 89.5 63.5 68.8 81.4 81.5
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, September 13, 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 : 140,556: 0 6,005 0 140,556 134,551 140,556 140,556: 0 0
Old : 140,556: 0 6,005 0 140,556 134,551 140,556 140,556: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 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 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 11 11 12:
Old : 20: 0 1 0 11 11 11 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 : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Old : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 8,821: 0 1,703 818 7,950 6,236 8,768 8,757: 53 64
Old : 8,821: 0 1,703 818 7,950 6,236 8,768 8,757: 53 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 454: 0 8 16 424 415 440 439: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.3 9.3 90.1 70.7 99.4 99.3: 0.6 0.7
Old : 100.0: 0.0 19.3 9.3 90.1 70.7 99.4 99.3: 0.6 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 : 20: 0 4 4 13 16 17 20:
Old : 20: 0 4 4 13 16 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 50.8 81.2 73.7 28.4 28.9 33.6 33.2
Old : 56.5 50.8 81.2 73.7 28.4 28.9 33.6 33.2
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, September 13, 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 : 22,671: 125 10 120 22,079 21,790 22,324 21,920: 347 751
Old : 22,671: 125 10 120 22,079 21,790 22,324 21,920: 347 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 574: 20 0 0 529 544 549 544: 25 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.5 97.4 96.1 98.5 96.7: 1.5 3.3
Old : 100.0: 0.6 0.0 0.5 97.4 96.1 98.5 96.7: 1.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 1 3 37 35 40 38:
Old : 47: 1 1 3 37 35 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 40.6 59.0 64.2 32.5 37.4 46.3 57.5
Old : 39.2 40.6 59.0 64.2 32.5 37.4 46.3 57.5
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, September 13, 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 : 11,230: 245 13 88 10,713 10,795 11,046 10,896: 184 334
Old : 11,230: 245 13 88 10,713 10,795 11,046 10,896: 184 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 114: 0 5 -63 177 172 114 114: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.1 0.8 95.4 96.1 98.4 97.0: 1.6 3.0
Old : 100.0: 2.2 0.1 0.8 95.4 96.1 98.4 97.0: 1.6 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 : 30: 3 1 2 20 22 24 24:
Old : 30: 3 1 2 20 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 62.9 73.8 84.6 41.2 60.3 57.4 66.1
Old : 51.9 62.9 73.8 84.6 41.2 60.3 57.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 8,177: 0 95 0 7,741 7,533 7,741 7,628: 436 549
Old : 8,177: 0 95 0 7,741 7,533 7,741 7,628: 436 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -45: -45 0 -120 -8 -20 -173 -140: 128 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 94.7 92.1 94.7 93.3: 5.3 6.7
Old : 100.0: 0.0 1.2 0.0 94.7 92.1 94.7 93.3: 5.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 23 20 23 21:
Old : 28: 0 1 0 23 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 53.8 74.6 74.6 51.2 50.4 67.6 68.9
Old : 55.2 53.8 74.6 74.6 51.2 50.4 67.6 68.9
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, September 13, 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 : 11,231: 20 0 30 10,026 10,098 10,076 10,128: 1,155 1,103
Old : 11,231: 20 0 30 10,026 10,098 10,076 10,128: 1,155 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -120: -10 0 10 -120 -160 -120 -150: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.3 89.3 89.9 89.7 90.2: 10.3 9.8
Old : 100.0: 0.2 0.0 0.3 89.3 89.9 89.7 90.2: 10.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 20 18 21 19:
Old : 30: 1 0 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 53.9 76.1 72.0 56.5 53.9 68.1 70.0
Old : 63.0 53.9 76.1 72.0 56.5 53.9 68.1 70.0
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, September 13, 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 : 2,735,324: 340,001 115,414 923,659 1,387,148 1,614,970 2,650,808 2,654,043: 84,517 81,281
Old : 2,735,324: 340,001 115,414 923,659 1,387,148 1,614,970 2,650,808 2,654,043: 84,517 81,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -44,250: 838 -12,331 -35,784 -10,443 -5,440 -45,390 -53,555: 1,139 9,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 33.8 50.7 59.0 96.9 97.0: 3.1 3.0
Old : 100.0: 12.4 4.2 33.8 50.7 59.0 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 : 389: 152 117 206 97 103 353 335:
Old : 389: 152 117 206 97 103 353 335:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.7 27.8 25.5 7.5 6.0 10.3 9.4
Old : 17.6 13.7 27.8 25.5 7.5 6.0 10.3 9.4
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, September 13, 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 : 275,373: 132,158 26,813 28,539 113,701 217,301 274,398 272,653: 975 2,720
Old : 275,373: 132,158 26,813 28,539 113,701 217,301 274,398 272,653: 975 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -27,445: -9,191 -2,850 -4,447 -11,363 -17,304 -25,002 -24,602: -2,443 -2,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 9.7 10.4 41.3 78.9 99.6 99.0: 0.4 1.0
Old : 100.0: 48.0 9.7 10.4 41.3 78.9 99.6 99.0: 0.4 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 : 48: 8 14 18 25 25 43 47:
Old : 48: 8 14 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 : 69.2 53.8 86.8 69.6 62.5 52.2 75.2 64.0
Old : 69.2 53.8 86.8 69.6 62.5 52.2 75.2 64.0
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, September 13, 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 : 211,501: 54,702 21,957 5,075 119,527 144,588 179,304 171,620: 32,197 39,881
Old : 211,501: 54,702 21,957 5,075 119,527 144,588 179,304 171,620: 32,197 39,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 5,066: 1,436 3,534 -65 5,715 6,604 7,086 10,073: -2,020 -5,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.4 2.4 56.5 68.4 84.8 81.1: 15.2 18.9
Old : 100.0: 25.9 10.4 2.4 56.5 68.4 84.8 81.1: 15.2 18.9
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 : 40: 7 8 11 19 24 32 37:
Old : 40: 7 8 11 19 24 32 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 : 39.4 32.4 54.8 50.9 37.5 29.4 52.2 44.1
Old : 39.4 32.4 54.8 50.9 37.5 29.4 52.2 44.1
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, September 13, 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 : 121,372: 17,124 2,942 24,666 76,168 91,118 117,958 118,726: 3,414 2,646
Old : 121,372: 17,124 2,942 24,666 76,168 91,118 117,958 118,726: 3,414 2,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 4,971: -321 8 942 4,456 4,193 5,077 5,143: -106 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.4 20.3 62.8 75.1 97.2 97.8: 2.8 2.2
Old : 100.0: 14.1 2.4 20.3 62.8 75.1 97.2 97.8: 2.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 26 8 26 27 25 59 53:
Old : 61: 26 8 26 27 25 59 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 43.2 53.8 67.3 13.3 17.2 17.2 21.8
Old : 33.5 43.2 53.8 67.3 13.3 17.2 17.2 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 530,575: 32,410 5,228 99,130 383,308 410,597 514,848 514,954: 15,727 15,621
Old : 530,575: 32,410 5,228 99,130 383,308 410,597 514,848 514,954: 15,727 15,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 15,520: 3,687 159 2,805 9,153 11,943 15,645 14,907: -125 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.0 18.7 72.2 77.4 97.0 97.1: 3.0 2.9
Old : 100.0: 6.1 1.0 18.7 72.2 77.4 97.0 97.1: 3.0 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 : 49: 10 4 14 34 35 48 49:
Old : 49: 10 4 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 : 31.1 26.6 51.0 43.8 9.3 6.5 13.5 10.6
Old : 31.1 26.6 51.0 43.8 9.3 6.5 13.5 10.6
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,239: 488 726 248 17,303 17,265 18,039 18,239: 200 0
Old : 18,239: 488 726 248 17,303 17,265 18,039 18,239: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 513: 250 -100 25 38 588 313 513: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.0 1.4 94.9 94.7 98.9 100.0: 1.1 0.0
Old : 100.0: 2.7 4.0 1.4 94.9 94.7 98.9 100.0: 1.1 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: 5 4 4 37 37 44 43:
Old : 55: 5 4 4 37 37 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 32.3 58.9 48.4 31.0 22.9 40.3 32.4
Old : 43.0 32.3 58.9 48.4 31.0 22.9 40.3 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 80,319: 3,268 18,206 10,171 64,557 47,359 77,996 75,736: 2,323 4,583
Old : 80,319: 3,268 18,206 10,171 64,557 47,359 77,996 75,736: 2,323 4,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,456: 113 -24 871 522 600 1,506 1,447: -50 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 22.7 12.7 80.4 59.0 97.1 94.3: 2.9 5.7
Old : 100.0: 4.1 22.7 12.7 80.4 59.0 97.1 94.3: 2.9 5.7
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 : 43: 5 10 16 25 22 42 38:
Old : 43: 5 10 16 25 22 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 35.0 69.0 56.0 37.1 29.6 51.3 42.2
Old : 48.5 35.0 69.0 56.0 37.1 29.6 51.3 42.2
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, September 13, 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 : 37,814: 3,005 4,660 3,072 28,618 27,038 34,695 34,770: 3,119 3,044
Old : 37,814: 3,005 4,660 3,072 28,618 27,038 34,695 34,770: 3,119 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,792: 451 -300 -8 1,644 1,935 2,087 1,627: -295 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.3 8.1 75.7 71.5 91.8 92.0: 8.2 8.0
Old : 100.0: 7.9 12.3 8.1 75.7 71.5 91.8 92.0: 8.2 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 : 27: 3 5 5 16 17 22 25:
Old : 27: 3 5 5 16 17 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 46.7 65.6 63.1 35.1 31.1 46.4 42.7
Old : 48.6 46.7 65.6 63.1 35.1 31.1 46.4 42.7
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, September 13, 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 : 14,635: 3,250 150 0 11,385 14,410 14,635 14,560: 0 75
Old : 14,635: 3,250 150 0 11,385 14,410 14,635 14,560: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,200: 1,200 0 0 0 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.0 0.0 77.8 98.5 100.0 99.5: 0.0 0.5
Old : 100.0: 22.2 1.0 0.0 77.8 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 : 49.1 72.5 67.9 86.8 39.4 58.2 54.0 63.2
Old : 49.1 72.5 67.9 86.8 39.4 58.2 54.0 63.2
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 23,613: 3,396 2,273 4,160 10,771 11,918 18,326 18,350: 5,287 5,262
Old : 23,613: 3,396 2,273 4,160 10,771 11,918 18,326 18,350: 5,287 5,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 78: -179 114 -1,402 169 284 -1,412 -1,004: 1,490 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.6 17.6 45.6 50.5 77.6 77.7: 22.4 22.3
Old : 100.0: 14.4 9.6 17.6 45.6 50.5 77.6 77.7: 22.4 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 : 20: 6 3 9 11 10 20 19:
Old : 20: 6 3 9 11 10 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 44.7 60.1 64.9 15.0 19.0 19.4 20.9
Old : 44.3 44.7 60.1 64.9 15.0 19.0 19.4 20.9
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, September 13, 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 : 25,886: 2,821 2,807 2,263 20,114 19,942 25,198 25,012: 688 874
Old : 25,886: 2,821 2,807 2,263 20,114 19,942 25,198 25,012: 688 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -195: 277 -165 379 -592 -415 64 -201: -259 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.8 8.7 77.7 77.0 97.3 96.6: 2.7 3.4
Old : 100.0: 10.9 10.8 8.7 77.7 77.0 97.3 96.6: 2.7 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 : 40: 6 13 12 18 21 33 37:
Old : 40: 6 13 12 18 21 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.6 66.5 62.5 17.8 12.0 23.9 18.3
Old : 45.8 40.6 66.5 62.5 17.8 12.0 23.9 18.3
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, September 13, 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 : 86,823: 6,833 1,327 8,747 61,586 64,857 77,166 74,931: 9,657 11,892
Old : 86,823: 6,833 1,327 8,747 61,586 64,857 77,166 74,931: 9,657 11,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -770: 450 -75 -616 2,330 2,662 2,165 1,971: -2,935 -2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.5 10.1 70.9 74.7 88.9 86.3: 11.1 13.7
Old : 100.0: 7.9 1.5 10.1 70.9 74.7 88.9 86.3: 11.1 13.7
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 : 27: 5 1 5 20 21 26 26:
Old : 27: 5 1 5 20 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 35.5 54.6 52.8 15.8 12.9 19.3 16.9
Old : 38.0 35.5 54.6 52.8 15.8 12.9 19.3 16.9
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, September 13, 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 : 20,747: 13,265 2,679 338 5,115 16,681 18,718 19,698: 2,029 1,049
Old : 20,747: 13,265 2,679 338 5,115 16,681 18,718 19,698: 2,029 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,277: -957 1,072 -99 -23 -2,514 -1,080 -1,542: -198 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 12.9 1.6 24.7 80.4 90.2 94.9: 9.8 5.1
Old : 100.0: 63.9 12.9 1.6 24.7 80.4 90.2 94.9: 9.8 5.1
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 : 140: 62 30 10 27 35 95 70:
Old : 140: 62 30 10 27 35 95 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 45.9 50.4 58.8 39.2 45.8 49.1 57.2
Old : 40.5 45.9 50.4 58.8 39.2 45.8 49.1 57.2
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, September 13, 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 : 46,896: 28,939 1,728 809 8,886 42,787 38,635 45,325: 8,261 1,571
Old : 46,896: 28,939 1,728 809 8,886 42,787 38,635 45,325: 8,261 1,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -2,065: -1,405 -71 -250 -49 -1,937 -1,703 -2,258: -362 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 3.7 1.7 18.9 91.2 82.4 96.6: 17.6 3.4
Old : 100.0: 61.7 3.7 1.7 18.9 91.2 82.4 96.6: 17.6 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 : 156: 95 17 11 24 38 123 62:
Old : 156: 95 17 11 24 38 123 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 41.9 28.4 57.1 17.0 37.9 25.6 52.2
Old : 18.1 41.9 28.4 57.1 17.0 37.9 25.6 52.2
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 297,373: 75,629 30,786 33,345 165,115 219,869 274,089 284,000: 23,284 13,373
Old : 297,373: 75,629 30,786 33,345 165,115 219,869 274,089 284,000: 23,284 13,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 11,285: -4,987 4,881 -3,146 17,100 8,865 8,967 10,600: 2,318 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.4 11.2 55.5 73.9 92.2 95.5: 7.8 4.5
Old : 100.0: 25.4 10.4 11.2 55.5 73.9 92.2 95.5: 7.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 72 22 53 73 85 167 144:
Old : 195: 72 22 53 73 85 167 144:
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 : 19.8 26.4 29.8 38.2 9.1 12.7 15.1 18.6
Old : 19.8 26.4 29.8 38.2 9.1 12.7 15.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 23,938: 10,616 280 79 7,549 19,861 18,244 20,220: 5,694 3,718
Old : 23,938: 10,616 280 79 7,549 19,861 18,244 20,220: 5,694 3,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 195: 75 280 0 326 1,302 401 1,582: -206 -1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 1.2 0.3 31.5 83.0 76.2 84.5: 23.8 15.5
Old : 100.0: 44.3 1.2 0.3 31.5 83.0 76.2 84.5: 23.8 15.5
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 : 28: 4 1 3 17 21 21 25:
Old : 28: 4 1 3 17 21 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 42.2 66.6 64.8 56.8 41.3 63.4 63.4
Old : 57.9 42.2 66.6 64.8 56.8 41.3 63.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 26,190: 0 0 0 24,698 25,195 24,698 25,195: 1,492 995
Old : 26,190: 0 0 0 24,698 25,195 24,698 25,195: 1,492 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,480: 0 0 0 1,045 1,280 1,045 1,280: 435 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.3 96.2 94.3 96.2: 5.7 3.8
Old : 100.0: 0.0 0.0 0.0 94.3 96.2 94.3 96.2: 5.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 15 14 15:
Old : 20: 0 0 0 14 15 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 : 68.9 58.2 86.6 82.1 37.9 36.6 46.8 46.1
Old : 68.9 58.2 86.6 82.1 37.9 36.6 46.8 46.1
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, September 13, 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 : 4,914: 214 250 0 4,615 4,664 4,829 4,914: 85 0
Old : 4,914: 214 250 0 4,615 4,664 4,829 4,914: 85 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 337: 0 0 0 337 337 337 337: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.1 0.0 93.9 94.9 98.3 100.0: 1.7 0.0
Old : 100.0: 4.4 5.1 0.0 93.9 94.9 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 0 27 27 28 28:
Old : 35: 1 1 0 27 27 28 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 38.2 59.4 58.6 27.8 26.9 38.8 36.7
Old : 38.0 38.2 59.4 58.6 27.8 26.9 38.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 50,417: 400 75 75 48,589 49,674 49,064 49,824: 1,353 593
Old : 50,417: 400 75 75 48,589 49,674 49,064 49,824: 1,353 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 913: -100 75 75 957 608 932 758: -19 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.1 0.1 96.4 98.5 97.3 98.8: 2.7 1.2
Old : 100.0: 0.8 0.1 0.1 96.4 98.5 97.3 98.8: 2.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 1 1 41 35 43 36:
Old : 49: 1 1 1 41 35 43 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 : 54.6 55.9 67.0 72.3 34.7 36.9 42.7 45.4
Old : 54.6 55.9 67.0 72.3 34.7 36.9 42.7 45.4
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, September 13, 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 : 18,282: 0 0 0 18,162 18,257 18,162 18,257: 120 25
Old : 18,282: 0 0 0 18,162 18,257 18,162 18,257: 120 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 485: 0 0 0 485 485 485 485: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 0.1
Old : 100.0: 0.0 0.0 0.0 99.3 99.9 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 22 14 22 14:
Old : 27: 0 0 0 22 14 22 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 : 61.3 72.0 78.1 94.5 43.9 49.4 55.8 64.2
Old : 61.3 72.0 78.1 94.5 43.9 49.4 55.8 64.2
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, September 13, 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 : 4,438: 25 2,208 25 4,388 2,205 4,438 4,438: 0 0
Old : 4,438: 25 2,208 25 4,388 2,205 4,438 4,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 100: 25 25 -25 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 49.8 0.6 98.9 49.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 49.8 0.6 98.9 49.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 4 1 26 13 27 18:
Old : 37: 1 4 1 26 13 27 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 : 46.2 72.1 68.9 86.7 43.4 66.2 66.1 79.0
Old : 46.2 72.1 68.9 86.7 43.4 66.2 66.1 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 7,852: 542 0 156 6,902 7,578 7,600 7,734: 252 118
Old : 7,852: 542 0 156 6,902 7,578 7,600 7,734: 252 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 136: 64 0 36 0 100 100 136: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 2.0 87.9 96.5 96.8 98.5: 3.2 1.5
Old : 100.0: 6.9 0.0 2.0 87.9 96.5 96.8 98.5: 3.2 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 : 31: 2 0 1 22 18 24 19:
Old : 31: 2 0 1 22 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 52.3 70.5 76.5 28.3 25.6 39.1 39.5
Old : 50.9 52.3 70.5 76.5 28.3 25.6 39.1 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 19,680: 992 3,150 522 18,136 15,948 19,650 19,620: 30 60
Old : 19,680: 992 3,150 522 18,136 15,948 19,650 19,620: 30 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 326: 32 -54 42 252 338 326 326: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.0 2.7 92.2 81.0 99.8 99.7: 0.2 0.3
Old : 100.0: 5.0 16.0 2.7 92.2 81.0 99.8 99.7: 0.2 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 : 63: 4 5 4 41 42 48 48:
Old : 63: 4 5 4 41 42 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 31.5 56.0 52.2 29.6 28.5 43.5 43.2
Old : 38.0 31.5 56.0 52.2 29.6 28.5 43.5 43.2
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 12,255: 1,981 134 459 9,628 11,599 12,068 12,192: 187 63
Old : 12,255: 1,981 134 459 9,628 11,599 12,068 12,192: 187 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 593: -642 115 150 1,088 328 596 593: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.1 3.7 78.6 94.6 98.5 99.5: 1.5 0.5
Old : 100.0: 16.2 1.1 3.7 78.6 94.6 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 2 27 29 31 32:
Old : 40: 3 2 2 27 29 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 50.6 62.1 70.0 32.8 45.8 54.9 62.4
Old : 35.9 50.6 62.1 70.0 32.8 45.8 54.9 62.4
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, September 13, 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 : 27,186: 9,117 983 755 16,758 24,616 26,630 26,354: 556 832
Old : 27,186: 9,117 983 755 16,758 24,616 26,630 26,354: 556 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 738: -480 100 -50 1,268 640 738 690: 0 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 3.6 2.8 61.6 90.5 98.0 96.9: 2.0 3.1
Old : 100.0: 33.5 3.6 2.8 61.6 90.5 98.0 96.9: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 9 4 6 31 31 40 41:
Old : 53: 9 4 6 31 31 40 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 : 41.8 58.2 61.5 70.1 40.7 54.6 58.6 62.5
Old : 41.8 58.2 61.5 70.1 40.7 54.6 58.6 62.5
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, September 13, 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 : 14,993: 2,364 0 84 10,563 12,291 13,011 12,375: 1,982 2,618
Old : 14,993: 2,364 0 84 10,563 12,291 13,011 12,375: 1,982 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,509: 594 0 42 2,470 802 3,106 844: -1,597 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 0.6 70.5 82.0 86.8 82.5: 13.2 17.5
Old : 100.0: 15.8 0.0 0.6 70.5 82.0 86.8 82.5: 13.2 17.5
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 0 1 18 22 20 23:
Old : 24: 2 0 1 18 22 20 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 : 53.1 33.7 73.1 55.2 48.2 31.8 64.4 48.6
Old : 53.1 33.7 73.1 55.2 48.2 31.8 64.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011