GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,455: 486 0 347 51,149 51,857 51,982 52,204: 473 251
Old : 52,455: 486 0 347 51,149 51,857 51,982 52,204: 473 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,587: 121 0 -205 3,675 3,849 3,591 3,644: -4 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.7 97.5 98.9 99.1 99.5: 0.9 0.5
Old : 100.0: 0.9 0.0 0.7 97.5 98.9 99.1 99.5: 0.9 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 : 53: 2 0 1 39 44 41 45:
Old : 53: 2 0 1 39 44 41 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 : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2
Old : 38.2 37.3 62.1 59.0 13.4 13.8 22.1 20.2
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,701: 0 0 0 18,534 18,661 18,534 18,661: 167 40
Old : 18,701: 0 0 0 18,534 18,661 18,534 18,661: 167 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,921: 0 0 0 1,921 1,921 1,921 1,921: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 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 : 33: 0 0 0 21 32 21 32:
Old : 33: 0 0 0 21 32 21 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 : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
Old : 49.8 46.0 75.3 70.4 10.1 11.8 17.1 16.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 10,826: 0 532 249 9,533 9,068 9,782 9,849: 1,044 977
Old : 10,826: 0 532 249 9,533 9,068 9,782 9,849: 1,044 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 435: 0 73 -3 351 328 348 398: 87 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 2.3 88.1 83.8 90.4 91.0: 9.6 9.0
Old : 100.0: 0.0 4.9 2.3 88.1 83.8 90.4 91.0: 9.6 9.0
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: 0 2 2 34 39 36 42:
Old : 42: 0 2 2 34 39 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
Old : 30.4 22.4 50.1 38.8 16.6 13.9 20.2 18.0
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,898: 771 38 192 5,217 5,904 6,180 6,134: 718 764
Old : 6,898: 771 38 192 5,217 5,904 6,180 6,134: 718 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 137: 8 -31 -25 100 228 83 172: 54 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.6 2.8 75.6 85.6 89.6 88.9: 10.4 11.1
Old : 100.0: 11.2 0.6 2.8 75.6 85.6 89.6 88.9: 10.4 11.1
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 : 54: 4 1 5 43 46 48 52:
Old : 54: 4 1 5 43 46 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
Old : 25.9 30.9 42.3 44.4 22.3 26.8 33.4 35.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,051: 85 0 62 3,574 3,089 3,721 3,151: 330 900
Old : 4,051: 85 0 62 3,574 3,089 3,721 3,151: 330 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 64: 0 0 0 45 93 45 93: 19 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 1.5 88.2 76.3 91.9 77.8: 8.1 22.2
Old : 100.0: 2.1 0.0 1.5 88.2 76.3 91.9 77.8: 8.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 19 23 21 24:
Old : 26: 1 0 1 19 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
Old : 52.7 31.2 68.8 48.5 46.7 23.0 53.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,984: 124 512 6 2,172 2,181 2,302 2,699: 682 285
Old : 2,984: 124 512 6 2,172 2,181 2,302 2,699: 682 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 62: 34 20 -4 36 86 66 102: -4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.2 0.2 72.8 73.1 77.1 90.4: 22.9 9.6
Old : 100.0: 4.2 17.2 0.2 72.8 73.1 77.1 90.4: 22.9 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 : 30: 2 3 1 21 21 23 25:
Old : 30: 2 3 1 21 21 23 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 : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
Old : 26.3 43.2 43.9 65.7 22.9 35.5 33.4 46.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,036: 13 0 13 1,571 1,728 1,597 1,741: 439 295
Old : 2,036: 13 0 13 1,571 1,728 1,597 1,741: 439 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: -10 -5 -35 31 39 -14 -1: 16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.6 77.2 84.9 78.4 85.5: 21.6 14.5
Old : 100.0: 0.6 0.0 0.6 77.2 84.9 78.4 85.5: 21.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 15 17 16:
Old : 20: 1 0 1 16 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 : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Old : 55.1 58.8 66.2 76.1 53.8 55.7 59.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,447: 0 0 0 9,261 9,321 9,261 9,321: 186 126
Old : 9,447: 0 0 0 9,261 9,321 9,261 9,321: 186 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 673: 0 0 0 673 673 673 673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.0 98.7 98.0 98.7: 2.0 1.3
Old : 100.0: 0.0 0.0 0.0 98.0 98.7 98.0 98.7: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 16 16 16 16:
Old : 25: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
Old : 52.4 75.3 82.8 89.8 42.3 67.5 65.0 75.6
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,665: 0 938 35 29,390 28,692 29,425 29,665: 240 0
Old : 29,665: 0 938 35 29,390 28,692 29,425 29,665: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 463: 0 195 -12 475 280 463 463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.1 99.1 96.7 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 3.2 0.1 99.1 96.7 99.2 100.0: 0.8 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 : 36: 0 1 1 29 26 30 27:
Old : 36: 0 1 1 29 26 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
Old : 43.2 49.5 65.8 71.1 22.1 22.9 31.8 33.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 274,900: 51,697 29,788 30,755 148,784 192,826 231,236 253,369: 43,664 21,531
Old : 274,900: 51,697 29,788 30,755 148,784 192,826 231,236 253,369: 43,664 21,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -3,628: -636 -3,671 797 -374 2,486 -213 -388: -3,415 -3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.8 11.2 54.1 70.1 84.1 92.2: 15.9 7.8
Old : 100.0: 18.8 10.8 11.2 54.1 70.1 84.1 92.2: 15.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 45 22 36 70 81 132 124:
Old : 159: 45 22 36 70 81 132 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 24.8 26.1 36.1 9.5 13.9 17.1 20.1
Old : 16.7 24.8 26.1 36.1 9.5 13.9 17.1 20.1
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1000 BARRELS) :
: : :
All : 16,158: 259 3,341 200 15,681 12,617 16,140 16,158: 18 0
Old : 16,158: 259 3,341 200 15,681 12,617 16,140 16,158: 18 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,858: 0 900 -50 1,908 1,549 1,858 2,399: 0 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.7 1.2 97.0 78.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 20.7 1.2 97.0 78.1 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 : 62: 2 4 2 43 42 46 48:
Old : 62: 2 4 2 43 42 46 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 : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Old : 34.7 33.1 52.5 49.8 21.1 28.1 33.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,203: 758 50 50 9,341 10,103 10,149 10,203: 54 0
Old : 10,203: 758 50 50 9,341 10,103 10,149 10,203: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 258: -12 50 50 250 158 288 258: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.5 0.5 91.6 99.0 99.5 100.0: 0.5 0.0
Old : 100.0: 7.4 0.5 0.5 91.6 99.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 1 1 22 23 27 24:
Old : 34: 4 1 1 22 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Old : 42.4 38.8 63.0 59.6 34.0 32.6 48.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULSD UP-DOWN BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A62
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Old : 3,620: 0 0 0 3,580 3,620 3,580 3,620: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 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 98.9 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.0 0.0 98.9 100.0 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 : 21: 0 0 0 13 14 13 14:
Old : 21: 0 0 0 13 14 13 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 : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
Old : 70.2 76.1 90.6 94.1 55.0 76.1 75.4 82.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,203,330: 267,414 394,317 420,114 447,334 342,918 1,134,862 1,157,349: 68,468 45,981
Old : 1,203,330: 267,414 394,317 420,114 447,334 342,918 1,134,862 1,157,349: 68,468 45,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 50,790: 20,563 6,270 16,249 18,900 32,696 55,712 55,215: -4,922 -4,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 32.8 34.9 37.2 28.5 94.3 96.2: 5.7 3.8
Old : 100.0: 22.2 32.8 34.9 37.2 28.5 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 : 328: 103 130 134 76 69 264 261:
Old : 328: 103 130 134 76 69 264 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 24.6 32.7 37.6 12.7 17.2 21.3 22.8
Old : 19.7 24.6 32.7 37.6 12.7 17.2 21.3 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,863: 13,242 11,679 21,146 51,918 54,643 86,306 87,468: 1,557 395
Old : 87,863: 13,242 11,679 21,146 51,918 54,643 86,306 87,468: 1,557 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29,528: -944 -322 3,804 26,694 26,298 29,554 29,780: -26 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.3 24.1 59.1 62.2 98.2 99.6: 1.8 0.4
Old : 100.0: 15.1 13.3 24.1 59.1 62.2 98.2 99.6: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 7 11 9 8 20 20:
Old : 21: 5 7 11 9 8 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 : 75.7 77.0 89.7 92.8 15.0 14.7 16.2 17.4
Old : 75.7 77.0 89.7 92.8 15.0 14.7 16.2 17.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,789: 0 7,806 2,438 46,580 34,534 49,018 44,778: 3,771 8,011
Old : 52,789: 0 7,806 2,438 46,580 34,534 49,018 44,778: 3,771 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 62 0 0 0 0 62: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 4.6 88.2 65.4 92.9 84.8: 7.1 15.2
Old : 100.0: 0.0 14.8 4.6 88.2 65.4 92.9 84.8: 7.1 15.2
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 : 20: 0 3 3 12 14 15 17:
Old : 20: 0 3 3 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
Old : 51.8 54.8 77.8 71.6 49.3 48.9 70.0 62.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,297: 173 646 3,270 71,697 70,344 75,140 74,260: 9,157 10,037
Old : 84,297: 173 646 3,270 71,697 70,344 75,140 74,260: 9,157 10,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -199: -60 55 -3 -136 -251 -199 -199: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 3.9 85.1 83.4 89.1 88.1: 10.9 11.9
Old : 100.0: 0.2 0.8 3.9 85.1 83.4 89.1 88.1: 10.9 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 : 25: 1 2 3 16 17 19 20:
Old : 25: 1 2 3 16 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 40.3 67.1 64.9 32.3 35.6 52.7 56.3
Old : 44.1 40.3 67.1 64.9 32.3 35.6 52.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,809,751: 543,537 328,124 764,162 1,466,385 1,695,481 2,774,084 2,787,767: 35,667 21,984
Old : 2,809,751: 543,537 328,124 764,162 1,466,385 1,695,481 2,774,084 2,787,767: 35,667 21,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 23,154: 40,050 51,436 -17,598 -3,752 -10,052 18,700 23,786: 4,454 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.7 27.2 52.2 60.3 98.7 99.2: 1.3 0.8
Old : 100.0: 19.3 11.7 27.2 52.2 60.3 98.7 99.2: 1.3 0.8
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 : 156: 34 23 48 92 86 149 137:
Old : 156: 34 23 48 92 86 149 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
Old : 30.0 27.9 43.6 44.1 21.2 18.1 27.5 27.8
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,268,111: 284,454 117,525 261,652 717,386 886,903 1,263,492 1,266,080: 4,619 2,031
Old : 1,268,111: 284,454 117,525 261,652 717,386 886,903 1,263,492 1,266,080: 4,619 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -33,654: 5,157 -15,171 -25,254 -13,714 7,024 -33,811 -33,401: 157 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.3 20.6 56.6 69.9 99.6 99.8: 0.4 0.2
Old : 100.0: 22.4 9.3 20.6 56.6 69.9 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 : 87: 19 20 31 40 41 74 77:
Old : 87: 19 20 31 40 41 74 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
Old : 34.1 42.4 57.0 61.2 20.9 32.3 32.9 43.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,928: 357 601 325 11,922 11,777 12,604 12,703: 324 225
Old : 12,928: 357 601 325 11,922 11,777 12,604 12,703: 324 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 647: 56 94 -1 657 500 712 593: -65 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.6 2.5 92.2 91.1 97.5 98.3: 2.5 1.7
Old : 100.0: 2.8 4.6 2.5 92.2 91.1 97.5 98.3: 2.5 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 : 55: 4 4 5 35 38 42 44:
Old : 55: 4 4 5 35 38 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 32.8 53.4 54.0 20.7 26.6 32.3 38.5
Old : 35.7 32.8 53.4 54.0 20.7 26.6 32.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,132: 131 0 29 1,176 1,407 1,336 1,436: 796 696
Old : 2,132: 131 0 29 1,176 1,407 1,336 1,436: 796 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2: 0 0 0 16 -64 16 -64: -14 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.4 55.2 66.0 62.7 67.4: 37.3 32.6
Old : 100.0: 6.1 0.0 1.4 55.2 66.0 62.7 67.4: 37.3 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 16 17 18 18:
Old : 20: 2 0 1 16 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Old : 27.2 32.1 45.3 48.0 17.3 20.2 23.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,894: 25 432 46 1,547 1,134 1,618 1,612: 276 282
Old : 1,894: 25 432 46 1,547 1,134 1,618 1,612: 276 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 215: -24 3 22 189 224 187 249: 28 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 22.8 2.4 81.7 59.9 85.4 85.1: 14.6 14.9
Old : 100.0: 1.3 22.8 2.4 81.7 59.9 85.4 85.1: 14.6 14.9
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 : 31: 1 3 2 23 20 25 24:
Old : 31: 1 3 2 23 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
Old : 29.9 40.4 47.5 56.5 29.4 38.5 44.4 51.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,371: 23,622 2,180 2,120 44,372 66,841 70,114 71,141: 2,257 1,230
Old : 72,371: 23,622 2,180 2,120 44,372 66,841 70,114 71,141: 2,257 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,039: -1,900 -60 172 631 -1,142 -1,097 -1,030: 58 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.0 2.9 61.3 92.4 96.9 98.3: 3.1 1.7
Old : 100.0: 32.6 3.0 2.9 61.3 92.4 96.9 98.3: 3.1 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 : 41: 5 2 3 31 27 36 32:
Old : 41: 5 2 3 31 27 36 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 : 51.7 61.6 69.9 80.6 47.4 48.2 59.7 66.8
Old : 51.7 61.6 69.9 80.6 47.4 48.2 59.7 66.8
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,834: 28 688 1,786 13,878 13,774 15,692 16,248: 1,142 586
Old : 16,834: 28 688 1,786 13,878 13,774 15,692 16,248: 1,142 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 219: -10 30 -24 255 195 221 201: -2 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.1 10.6 82.4 81.8 93.2 96.5: 6.8 3.5
Old : 100.0: 0.2 4.1 10.6 82.4 81.8 93.2 96.5: 6.8 3.5
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 : 32: 1 3 3 21 22 24 26:
Old : 32: 1 3 3 21 22 24 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 : 50.3 43.9 70.9 63.4 47.9 37.6 58.3 50.9
Old : 50.3 43.9 70.9 63.4 47.9 37.6 58.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,875: 3,636 1,374 194 8,247 11,003 12,077 12,571: 798 304
Old : 12,875: 3,636 1,374 194 8,247 11,003 12,077 12,571: 798 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -321: 102 0 -10 -621 -415 -529 -425: 208 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.7 1.5 64.1 85.5 93.8 97.6: 6.2 2.4
Old : 100.0: 28.2 10.7 1.5 64.1 85.5 93.8 97.6: 6.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 16 16 19 18:
Old : 24: 1 2 2 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 42.8 76.7 66.6 52.2 31.0 59.5 50.3
Old : 55.9 42.8 76.7 66.6 52.2 31.0 59.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,632: 1,540 2,690 274 24,427 23,992 26,241 26,956: 2,391 1,676
Old : 28,632: 1,540 2,690 274 24,427 23,992 26,241 26,956: 2,391 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -110: -120 0 -180 292 60 -8 -120: -102 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.4 1.0 85.3 83.8 91.6 94.1: 8.4 5.9
Old : 100.0: 5.4 9.4 1.0 85.3 83.8 91.6 94.1: 8.4 5.9
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 : 29: 2 1 3 25 22 28 25:
Old : 29: 2 1 3 25 22 28 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 : 39.2 51.6 58.6 74.1 22.2 45.4 35.7 54.6
Old : 39.2 51.6 58.6 74.1 22.2 45.4 35.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,220: 2,382 0 380 6,121 7,896 8,883 8,276: 1,337 1,944
Old : 10,220: 2,382 0 380 6,121 7,896 8,883 8,276: 1,337 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9: -320 0 0 329 9 9 9: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 0.0 3.7 59.9 77.3 86.9 81.0: 13.1 19.0
Old : 100.0: 23.3 0.0 3.7 59.9 77.3 86.9 81.0: 13.1 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 16 18 18 20:
Old : 22: 2 0 2 16 18 18 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 : 47.3 37.7 68.7 59.5 42.4 30.4 61.8 47.3
Old : 47.3 37.7 68.7 59.5 42.4 30.4 61.8 47.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,821: 3,540 3,044 158 9,725 10,545 13,423 13,747: 1,398 1,074
Old : 14,821: 3,540 3,044 158 9,725 10,545 13,423 13,747: 1,398 1,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.5 1.1 65.6 71.1 90.6 92.8: 9.4 7.2
Old : 100.0: 23.9 20.5 1.1 65.6 71.1 90.6 92.8: 9.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 15 18 18:
Old : 20: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 55.5 76.3 79.9 51.7 46.9 60.8 62.3
Old : 56.2 55.5 76.3 79.9 51.7 46.9 60.8 62.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,742: 0 2,236 416 10,994 9,234 11,410 11,886: 1,332 856
Old : 12,742: 0 2,236 416 10,994 9,234 11,410 11,886: 1,332 856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 160: 0 -60 0 76 220 76 160: 84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 3.3 86.3 72.5 89.5 93.3: 10.5 6.7
Old : 100.0: 0.0 17.5 3.3 86.3 72.5 89.5 93.3: 10.5 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 : 24: 0 3 2 16 14 18 17:
Old : 24: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 41.0 72.9 66.6 45.6 28.8 58.3 49.1
Old : 50.1 41.0 72.9 66.6 45.6 28.8 58.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,379: 0 0 0 70,379 70,379 70,379 70,379: 0 0
Old : 70,379: 0 0 0 70,379 70,379 70,379 70,379: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 15 18 15:
Old : 26: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
Old : 69.1 82.2 83.6 97.2 69.1 78.6 83.6 92.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Old : 1,097,933: 0 0 0 1,097,933 1,097,933 1,097,933 1,097,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 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 : 25: 0 0 0 17 16 17 16:
Old : 25: 0 0 0 17 16 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 : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
Old : 71.5 83.3 89.8 93.7 69.5 79.0 85.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Old : 34,740: 0 0 0 34,740 34,740 34,740 34,740: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 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 : 24: 0 0 0 15 13 15 13:
Old : 24: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
Old : 56.1 77.6 84.7 95.3 56.1 72.1 78.9 87.7
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Old : 634,065: 0 0 0 634,065 634,065 634,065 634,065: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 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 : 22: 0 0 0 14 11 14 11:
Old : 22: 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 : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Old : 54.9 77.6 86.4 98.2 54.9 73.4 80.3 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,348: 0 0 0 133,348 133,348 133,348 133,348: 0 0
Old : 133,348: 0 0 0 133,348 133,348 133,348 133,348: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 15,715: 0 0 0 15,715 15,715 15,715 15,715: 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 : 38: 0 0 0 17 29 17 29:
Old : 38: 0 0 0 17 29 17 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 : 64.6 38.1 86.1 57.2 63.9 38.1 82.2 57.2
Old : 64.6 38.1 86.1 57.2 63.9 38.1 82.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,976,783: 0 0 0 1,976,783 1,976,783 1,976,783 1,976,783: 0 0
Old : 1,976,783: 0 0 0 1,976,783 1,976,783 1,976,783 1,976,783: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 101,475: 0 0 0 101,475 101,475 101,475 101,475: 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 : 37: 0 0 0 16 27 16 27:
Old : 37: 0 0 0 16 27 16 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 43.9 87.0 66.9 61.7 43.5 84.0 66.5
Old : 63.8 43.9 87.0 66.9 61.7 43.5 84.0 66.5
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,381: 2,550 4,283 10,737 60,094 58,106 73,381 73,126: 0 255
Old : 73,381: 2,550 4,283 10,737 60,094 58,106 73,381 73,126: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,845: 0 0 0 4,845 4,845 4,845 4,845: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.8 14.6 81.9 79.2 100.0 99.7: 0.0 0.3
Old : 100.0: 3.5 5.8 14.6 81.9 79.2 100.0 99.7: 0.0 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 : 36: 2 3 3 25 20 29 24:
Old : 36: 2 3 3 25 20 29 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 : 35.4 47.6 57.6 78.7 27.8 41.1 44.6 59.9
Old : 35.4 47.6 57.6 78.7 27.8 41.1 44.6 59.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,219,024: 37,512 76,435 23,325 1,158,187 1,119,264 1,219,024 1,219,024: 0 0
Old : 1,219,024: 37,512 76,435 23,325 1,158,187 1,119,264 1,219,024 1,219,024: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 35,613: 0 0 0 35,613 35,613 35,613 35,613: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.3 1.9 95.0 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 6.3 1.9 95.0 91.8 100.0 100.0: 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 : 39: 2 3 1 28 23 31 26:
Old : 39: 2 3 1 28 23 31 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 : 38.5 52.3 59.0 71.9 36.8 45.7 55.5 60.3
Old : 38.5 52.3 59.0 71.9 36.8 45.7 55.5 60.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Old : 50,514: 0 773 0 50,259 49,486 50,259 50,259: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 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 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 1.5 0.0 99.5 98.0 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 17 14 17 16:
Old : 26: 0 2 0 17 14 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 : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
Old : 60.2 71.2 80.9 88.2 57.2 63.9 74.6 80.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Old : 54,508: 2,550 2,550 0 51,364 51,364 53,914 53,914: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 1.1
Old : 100.0: 4.7 4.7 0.0 94.2 94.2 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 13 16 14 17:
Old : 26: 1 1 0 13 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Old : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Old : 47,027: 17,455 0 3,830 25,742 43,197 47,027 47,027: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 0.0 8.1 54.7 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 37.1 0.0 8.1 54.7 91.9 100.0 100.0: 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 : 22: 2 0 2 13 12 15 14:
Old : 22: 2 0 2 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
Old : 72.9 78.9 93.5 92.4 69.8 76.2 82.3 84.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,314: 765 63 0 14,527 15,996 15,292 16,059: 1,022 255
Old : 16,314: 765 63 0 14,527 15,996 15,292 16,059: 1,022 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 0.0 89.0 98.1 93.7 98.4: 6.3 1.6
Old : 100.0: 4.7 0.4 0.0 89.0 98.1 93.7 98.4: 6.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 13 15 14 16:
Old : 23: 1 1 0 13 15 14 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 : 54.8 55.0 75.0 78.5 42.7 51.9 62.4 72.2
Old : 54.8 55.0 75.0 78.5 42.7 51.9 62.4 72.2
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Old : 886,986: 23,400 46,159 0 863,586 840,827 886,986 886,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 5.2 0.0 97.4 94.8 100.0 100.0: 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 : 26: 1 1 0 18 16 19 17:
Old : 26: 1 1 0 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
Old : 60.5 74.2 80.5 92.1 48.4 61.3 63.4 73.6
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Old : 963,303: 99,610 0 0 863,693 963,303 963,303 963,303: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 0.0 0.0 89.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 15 14 15:
Old : 21: 2 0 0 12 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 : 74.0 77.7 93.1 93.2 62.2 61.3 74.2 73.0
Old : 74.0 77.7 93.1 93.2 62.2 61.3 74.2 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,981: 240 0 0 18,473 18,506 18,713 18,506: 268 475
Old : 18,981: 240 0 0 18,473 18,506 18,713 18,506: 268 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 372: 20 0 0 357 372 377 372: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.3 97.5 98.6 97.5: 1.4 2.5
Old : 100.0: 1.3 0.0 0.0 97.3 97.5 98.6 97.5: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 0 0 35 36 37 36:
Old : 45: 2 0 0 35 36 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 : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
Old : 43.7 39.1 62.3 58.2 35.8 37.5 44.3 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,832: 150 60 0 8,050 8,167 8,200 8,227: 632 605
Old : 8,832: 150 60 0 8,050 8,167 8,200 8,227: 632 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 29: 0 -30 0 -15 239 -15 209: 44 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 0.0 91.1 92.5 92.8 93.1: 7.2 6.9
Old : 100.0: 1.7 0.7 0.0 91.1 92.5 92.8 93.1: 7.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 15 18 16 19:
Old : 21: 1 1 0 15 18 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 : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
Old : 56.8 66.2 75.6 82.6 47.8 66.2 64.5 72.0
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,350: 0 95 0 6,205 5,800 6,205 5,895: 145 455
Old : 6,350: 0 95 0 6,205 5,800 6,205 5,895: 145 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 59: 0 0 0 38 28 38 28: 21 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 97.7 91.3 97.7 92.8: 2.3 7.2
Old : 100.0: 0.0 1.5 0.0 97.7 91.3 97.7 92.8: 2.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 20 15 20 17:
Old : 24: 0 2 0 20 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
Old : 61.0 55.1 80.9 79.8 58.4 49.2 67.7 63.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,208: 30 0 15 8,553 8,611 8,598 8,626: 610 582
Old : 9,208: 30 0 15 8,553 8,611 8,598 8,626: 610 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 89: -15 0 15 99 14 99 29: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.2 92.9 93.5 93.4 93.7: 6.6 6.3
Old : 100.0: 0.3 0.0 0.2 92.9 93.5 93.4 93.7: 6.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 16 15 17 16:
Old : 24: 1 0 1 16 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 : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
Old : 67.5 58.1 84.5 81.7 65.5 56.6 81.2 79.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,399,874: 321,176 150,477 421,012 571,809 773,269 1,313,997 1,344,758: 85,877 55,116
Old : 1,399,874: 321,176 150,477 421,012 571,809 773,269 1,313,997 1,344,758: 85,877 55,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 58,064: -1,179 5,967 38,077 22,173 18,366 59,071 62,410: -1,007 -4,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.7 30.1 40.8 55.2 93.9 96.1: 6.1 3.9
Old : 100.0: 22.9 10.7 30.1 40.8 55.2 93.9 96.1: 6.1 3.9
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 : 317: 120 78 147 89 92 285 255:
Old : 317: 120 78 147 89 92 285 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 14.2 29.3 23.4 13.3 10.7 18.1 16.8
Old : 19.7 14.2 29.3 23.4 13.3 10.7 18.1 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 198,113: 52,399 9,402 1,173 92,402 120,969 145,974 131,544: 52,139 66,569
Old : 198,113: 52,399 9,402 1,173 92,402 120,969 145,974 131,544: 52,139 66,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,775: 7,487 -90 135 -365 -215 7,257 -170: -5,482 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.7 0.6 46.6 61.1 73.7 66.4: 26.3 33.6
Old : 100.0: 26.4 4.7 0.6 46.6 61.1 73.7 66.4: 26.3 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 5 13 17 19 23:
Old : 25: 4 3 5 13 17 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Old : 43.5 32.1 60.5 49.1 43.2 27.7 53.8 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,190: 0 842 575 19,606 18,773 20,181 20,190: 9 0
Old : 20,190: 0 842 575 19,606 18,773 20,181 20,190: 9 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,911: 0 0 0 2,911 2,911 2,911 2,911: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 2.8 97.1 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 2.8 97.1 93.0 100.0 100.0: 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 : 40: 0 2 3 30 27 33 31:
Old : 40: 0 2 3 30 27 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
Old : 43.4 44.0 64.3 68.7 31.5 40.5 43.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,759: 4,790 13,793 9,970 55,832 43,475 70,592 67,238: 3,167 6,521
Old : 73,759: 4,790 13,793 9,970 55,832 43,475 70,592 67,238: 3,167 6,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 9,321: -23 -388 5,424 4,120 4,685 9,521 9,721: -200 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 18.7 13.5 75.7 58.9 95.7 91.2: 4.3 8.8
Old : 100.0: 6.5 18.7 13.5 75.7 58.9 95.7 91.2: 4.3 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 : 35: 3 6 10 23 18 35 28:
Old : 35: 3 6 10 23 18 35 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 : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
Old : 47.8 39.1 67.7 62.1 30.6 28.8 41.7 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,055: 5,070 1,647 8,484 28,636 30,763 42,190 40,894: 1,865 3,161
Old : 44,055: 5,070 1,647 8,484 28,636 30,763 42,190 40,894: 1,865 3,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 11,324: -124 -213 6,153 5,272 5,112 11,301 11,052: 23 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.7 19.3 65.0 69.8 95.8 92.8: 4.2 7.2
Old : 100.0: 11.5 3.7 19.3 65.0 69.8 95.8 92.8: 4.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 6 13 15 20 22:
Old : 23: 3 3 6 13 15 20 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 : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Old : 63.3 53.9 77.5 74.4 31.9 24.7 39.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,460: 3,075 0 282 5,055 8,160 8,412 8,442: 48 18
Old : 8,460: 3,075 0 282 5,055 8,160 8,412 8,442: 48 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 270: 300 -181 0 -30 500 270 319: 0 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 3.3 59.8 96.5 99.4 99.8: 0.6 0.2
Old : 100.0: 36.3 0.0 3.3 59.8 96.5 99.4 99.8: 0.6 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 : 22: 3 0 1 11 13 15 14:
Old : 22: 3 0 1 11 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
Old : 62.9 67.4 84.4 84.0 62.9 59.8 76.1 72.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,638: 5,752 3,390 5,550 7,601 8,864 18,903 17,804: 2,735 3,834
Old : 21,638: 5,752 3,390 5,550 7,601 8,864 18,903 17,804: 2,735 3,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 387: 323 519 -125 170 312 368 706: 19 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.7 25.6 35.1 41.0 87.4 82.3: 12.6 17.7
Old : 100.0: 26.6 15.7 25.6 35.1 41.0 87.4 82.3: 12.6 17.7
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: 5 5 7 10 9 18 18:
Old : 20: 5 5 7 10 9 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 45.2 71.6 66.5 27.8 21.9 32.1 27.8
Old : 54.3 45.2 71.6 66.5 27.8 21.9 32.1 27.8
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,398: 11,559 2,864 392 5,588 15,146 17,539 18,402: 1,859 996
Old : 19,398: 11,559 2,864 392 5,588 15,146 17,539 18,402: 1,859 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,299: 843 -181 148 210 1,537 1,201 1,504: 98 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 14.8 2.0 28.8 78.1 90.4 94.9: 9.6 5.1
Old : 100.0: 59.6 14.8 2.0 28.8 78.1 90.4 94.9: 9.6 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 : 134: 57 25 9 25 34 89 66:
Old : 134: 57 25 9 25 34 89 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 40.6 49.1 57.3 39.0 39.7 49.0 56.4
Old : 39.1 40.6 49.1 57.3 39.0 39.7 49.0 56.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,030: 30,967 5,991 240 7,047 36,519 38,254 42,750: 6,776 2,280
Old : 45,030: 30,967 5,991 240 7,047 36,519 38,254 42,750: 6,776 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 925: 636 -2,256 -6 -274 3,516 356 1,254: 569 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 13.3 0.5 15.6 81.1 85.0 94.9: 15.0 5.1
Old : 100.0: 68.8 13.3 0.5 15.6 81.1 85.0 94.9: 15.0 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 : 151: 79 26 8 16 34 98 65:
Old : 151: 79 26 8 16 34 98 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 38.4 36.8 52.9 24.5 37.9 36.8 52.4
Old : 24.5 38.4 36.8 52.9 24.5 37.9 36.8 52.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,384: 101,720 17,848 34,242 164,563 260,911 300,525 313,001: 24,859 12,383
Old : 325,384: 101,720 17,848 34,242 164,563 260,911 300,525 313,001: 24,859 12,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -12,792: 7,640 1,451 -3,998 -15,135 -8,502 -11,493 -11,049: -1,299 -1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 5.5 10.5 50.6 80.2 92.4 96.2: 7.6 3.8
Old : 100.0: 31.3 5.5 10.5 50.6 80.2 92.4 96.2: 7.6 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 : 217: 99 18 48 79 91 191 146:
Old : 217: 99 18 48 79 91 191 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 21.9 24.1 36.1 8.8 14.4 14.1 22.4
Old : 15.2 21.9 24.1 36.1 8.8 14.4 14.1 22.4
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,714: 9,747 690 588 8,775 17,177 19,110 18,455: 4,604 5,259
Old : 23,714: 9,747 690 588 8,775 17,177 19,110 18,455: 4,604 5,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 669: -9 690 -156 178 580 13 1,114: 656 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 2.9 2.5 37.0 72.4 80.6 77.8: 19.4 22.2
Old : 100.0: 41.1 2.9 2.5 37.0 72.4 80.6 77.8: 19.4 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 2 3 9 19 15 24:
Old : 28: 6 2 3 9 19 15 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 : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
Old : 50.2 36.2 68.3 56.6 47.0 36.2 62.1 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1000 U.S. Barrels) :
: : :
All : 9,013: 0 0 0 8,434 8,022 8,434 8,022: 579 991
Old : 9,013: 0 0 0 8,434 8,022 8,434 8,022: 579 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 533: 0 0 0 733 608 733 608: -200 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 89.0 93.6 89.0: 6.4 11.0
Old : 100.0: 0.0 0.0 0.0 93.6 89.0 93.6 89.0: 6.4 11.0
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 16 15 16 15:
Old : 21: 0 0 0 16 15 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 : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
Old : 43.9 47.1 69.2 72.5 42.8 39.6 60.9 58.8
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,827: 396 1,636 204 7,171 5,937 7,771 7,777: 56 50
Old : 7,827: 396 1,636 204 7,171 5,937 7,771 7,777: 56 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 468: 100 468 0 368 0 468 468: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 20.9 2.6 91.6 75.9 99.3 99.4: 0.7 0.6
Old : 100.0: 5.1 20.9 2.6 91.6 75.9 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 1 27 28 30 32:
Old : 41: 3 3 1 27 28 30 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 : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
Old : 32.3 37.2 51.8 58.0 27.3 34.0 42.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,359: 650 0 0 51,585 53,066 52,235 53,066: 1,124 293
Old : 53,359: 650 0 0 51,585 53,066 52,235 53,066: 1,124 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,813: 275 0 0 4,337 4,799 4,612 4,799: 201 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 96.7 99.5 97.9 99.5: 2.1 0.5
Old : 100.0: 1.2 0.0 0.0 96.7 99.5 97.9 99.5: 2.1 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 : 56: 3 0 0 42 37 45 37:
Old : 56: 3 0 0 42 37 45 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 : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
Old : 53.9 54.9 67.7 70.9 53.0 52.9 65.0 67.3
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,625: 0 0 0 18,263 18,475 18,263 18,475: 362 150
Old : 18,625: 0 0 0 18,263 18,475 18,263 18,475: 362 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,586: 0 0 0 2,586 2,586 2,586 2,586: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 0.8
Old : 100.0: 0.0 0.0 0.0 98.1 99.2 98.1 99.2: 1.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 15 21 15:
Old : 25: 0 0 0 21 15 21 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 : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
Old : 51.8 79.5 72.1 93.7 29.8 56.8 44.4 60.5
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,275: 325 3,425 350 7,600 4,480 8,275 8,255: 0 20
Old : 8,275: 325 3,425 350 7,600 4,480 8,275 8,255: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 475: -100 300 0 575 175 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 41.4 4.2 91.8 54.1 100.0 99.8: 0.0 0.2
Old : 100.0: 3.9 41.4 4.2 91.8 54.1 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 27 15 30 19:
Old : 36: 2 2 2 27 15 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
Old : 42.5 70.4 65.9 85.9 41.0 63.1 55.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,648: 492 115 21 2,966 3,465 3,479 3,601: 169 47
Old : 3,648: 492 115 21 2,966 3,465 3,479 3,601: 169 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 142: 15 115 -3 130 30 142 142: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.2 0.6 81.3 95.0 95.4 98.7: 4.6 1.3
Old : 100.0: 13.5 3.2 0.6 81.3 95.0 95.4 98.7: 4.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 13 12 15 15:
Old : 20: 2 2 1 13 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
Old : 60.1 78.1 82.5 91.5 55.3 69.3 70.5 76.8
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,545: 724 4,725 1,197 24,567 20,514 26,488 26,436: 57 109
Old : 26,545: 724 4,725 1,197 24,567 20,514 26,488 26,436: 57 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 632: -553 -42 120 1,128 486 695 564: -63 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 17.8 4.5 92.5 77.3 99.8 99.6: 0.2 0.4
Old : 100.0: 2.7 17.8 4.5 92.5 77.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 3 4 4 38 43 43 49:
Old : 61: 3 4 4 38 43 43 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 : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
Old : 38.2 34.1 53.8 48.9 33.9 32.7 48.1 44.6
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,276: 1,307 1,340 459 11,376 11,475 13,142 13,274: 134 2
Old : 13,276: 1,307 1,340 459 11,376 11,475 13,142 13,274: 134 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -382: -1,135 384 0 753 -766 -382 -382: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.1 3.5 85.7 86.4 99.0 100.0: 1.0 0.0
Old : 100.0: 9.8 10.1 3.5 85.7 86.4 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 5 1 26 30 29 35:
Old : 43: 2 5 1 26 30 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
Old : 41.2 43.8 63.9 65.0 35.9 39.6 54.6 55.7
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 30,786: 9,969 3,084 596 19,801 26,242 30,366 29,922: 420 864
Old : 30,786: 9,969 3,084 596 19,801 26,242 30,366 29,922: 420 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 115: -46 261 0 161 -230 115 31: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.0 1.9 64.3 85.2 98.6 97.2: 1.4 2.8
Old : 100.0: 32.4 10.0 1.9 64.3 85.2 98.6 97.2: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 6 5 23 30 28 41:
Old : 46: 5 6 5 23 30 28 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 : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
Old : 63.7 50.4 74.9 65.7 62.0 50.1 70.6 62.9
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 - Futures Only, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,896: 3,232 0 1,374 19,118 19,558 23,724 20,932: 3,172 5,964
Old : 26,896: 3,232 0 1,374 19,118 19,558 23,724 20,932: 3,172 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,443: 118 0 250 1,874 204 2,242 454: -799 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 5.1 71.1 72.7 88.2 77.8: 11.8 22.2
Old : 100.0: 12.0 0.0 5.1 71.1 72.7 88.2 77.8: 11.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 17 18 19 20:
Old : 23: 2 0 2 17 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Old : 41.4 45.6 68.1 65.3 39.6 42.4 57.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012