GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 24, 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 : 44,930: 1,215 0 415 43,007 44,321 44,637 44,736: 293 194
Old : 44,930: 1,215 0 415 43,007 44,321 44,637 44,736: 293 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,020: 297 0 -81 819 1,101 1,035 1,020: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.9 95.7 98.6 99.3 99.6: 0.7 0.4
Old : 100.0: 2.7 0.0 0.9 95.7 98.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 0 1 37 46 38 47:
Old : 54: 1 0 1 37 46 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 38.0 69.7 59.5 24.1 22.6 35.3 32.7
Old : 51.1 38.0 69.7 59.5 24.1 22.6 35.3 32.7
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, April 24, 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 : 27,285: 0 0 0 27,156 27,273 27,156 27,273: 129 12
Old : 27,285: 0 0 0 27,156 27,273 27,156 27,273: 129 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 795: 0 0 0 789 795 789 795: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 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 : 36: 0 0 0 23 35 23 35:
Old : 36: 0 0 0 23 35 23 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 : 54.9 45.2 77.2 76.2 20.7 24.9 29.5 29.4
Old : 54.9 45.2 77.2 76.2 20.7 24.9 29.5 29.4
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, April 24, 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 : 11,944: 329 436 282 9,870 9,643 10,481 10,361: 1,463 1,583
Old : 11,944: 329 436 282 9,870 9,643 10,481 10,361: 1,463 1,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,131: 169 91 87 618 765 874 943: 257 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.7 2.4 82.6 80.7 87.8 86.7: 12.2 13.3
Old : 100.0: 2.8 3.7 2.4 82.6 80.7 87.8 86.7: 12.2 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 3 38 40 41 44:
Old : 45: 2 2 3 38 40 41 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 : 25.8 21.9 44.2 39.7 16.5 12.3 20.0 17.2
Old : 25.8 21.9 44.2 39.7 16.5 12.3 20.0 17.2
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, April 24, 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 : 7,480: 246 82 348 6,062 6,502 6,656 6,932: 824 548
Old : 7,480: 246 82 348 6,062 6,502 6,656 6,932: 824 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 774: -85 -13 150 686 661 751 798: 23 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.1 4.7 81.0 86.9 89.0 92.7: 11.0 7.3
Old : 100.0: 3.3 1.1 4.7 81.0 86.9 89.0 92.7: 11.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 3 2 49 52 53 55:
Old : 59: 2 3 2 49 52 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 23.5 39.9 38.2 13.6 15.1 19.6 22.8
Old : 26.7 23.5 39.9 38.2 13.6 15.1 19.6 22.8
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, April 24, 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 : 3,632: 857 25 214 1,870 2,938 2,941 3,177: 691 455
Old : 3,632: 857 25 214 1,870 2,938 2,941 3,177: 691 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 443: 203 25 55 218 388 476 468: -33 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.7 5.9 51.5 80.9 81.0 87.5: 19.0 12.5
Old : 100.0: 23.6 0.7 5.9 51.5 80.9 81.0 87.5: 19.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 19 23 23 25:
Old : 30: 3 1 2 19 23 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 : 41.4 33.7 59.9 54.2 33.6 28.7 42.5 41.1
Old : 41.4 33.7 59.9 54.2 33.6 28.7 42.5 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
Commitments of Traders - Futures Only, April 24, 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 : 2,186: 75 289 0 1,825 1,551 1,900 1,840: 286 346
Old : 2,186: 75 289 0 1,825 1,551 1,900 1,840: 286 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 140: 0 10 0 152 147 152 157: -12 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.2 0.0 83.5 71.0 86.9 84.2: 13.1 15.8
Old : 100.0: 3.4 13.2 0.0 83.5 71.0 86.9 84.2: 13.1 15.8
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 : 24: 1 3 0 18 16 19 19:
Old : 24: 1 3 0 18 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 32.7 64.2 56.9 34.9 24.3 46.0 37.3
Old : 45.7 32.7 64.2 56.9 34.9 24.3 46.0 37.3
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, April 24, 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 : 2,680: 6 0 110 2,255 2,280 2,371 2,390: 309 290
Old : 2,680: 6 0 110 2,255 2,280 2,371 2,390: 309 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 20: 0 -30 0 15 47 15 17: 5 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 4.1 84.1 85.1 88.5 89.2: 11.5 10.8
Old : 100.0: 0.2 0.0 4.1 84.1 85.1 88.5 89.2: 11.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 14 16 16 18:
Old : 22: 2 0 2 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 54.1 80.6 75.8 69.1 54.1 73.9 72.0
Old : 71.6 54.1 80.6 75.8 69.1 54.1 73.9 72.0
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, April 24, 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 : 10,661: 0 300 0 10,430 10,140 10,430 10,440: 231 221
Old : 10,661: 0 300 0 10,430 10,140 10,430 10,440: 231 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,747: 0 300 0 1,747 1,432 1,747 1,732: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 97.8 95.1 97.8 97.9: 2.2 2.1
Old : 100.0: 0.0 2.8 0.0 97.8 95.1 97.8 97.9: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 16 18 16 19:
Old : 27: 0 1 0 16 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 : 58.5 61.4 82.6 89.5 57.6 56.6 76.8 81.4
Old : 58.5 61.4 82.6 89.5 57.6 56.6 76.8 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17
Commitments of Traders - Futures Only, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 7,613: 0 189 0 7,275 7,088 7,275 7,277: 338 336
Old : 7,613: 0 189 0 7,275 7,088 7,275 7,277: 338 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 128: 0 102 0 128 26 128 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 95.6 93.1 95.6 95.6: 4.4 4.4
Old : 100.0: 0.0 2.5 0.0 95.6 93.1 95.6 95.6: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 15 16 16:
Old : 20: 0 1 0 16 15 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 : 67.8 55.8 85.4 78.7 54.1 41.3 63.3 56.4
Old : 67.8 55.8 85.4 78.7 54.1 41.3 63.3 56.4
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, April 24, 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 : 24,919: 0 2,607 63 24,676 22,249 24,739 24,919: 180 0
Old : 24,919: 0 2,607 63 24,676 22,249 24,739 24,919: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 840: 0 293 63 777 484 840 840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.3 99.0 89.3 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 10.5 0.3 99.0 89.3 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 27 24 28 25:
Old : 35: 0 1 1 27 24 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 : 49.0 54.2 69.3 73.4 30.5 35.8 43.2 46.4
Old : 49.0 54.2 69.3 73.4 30.5 35.8 43.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, April 24, 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 : 315,268: 62,212 42,324 38,616 169,141 205,645 269,969 286,585: 45,299 28,683
Old : 315,268: 62,212 42,324 38,616 169,141 205,645 269,969 286,585: 45,299 28,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 13,904: -1,125 1,439 4,440 8,999 6,613 12,314 12,492: 1,590 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.4 12.2 53.6 65.2 85.6 90.9: 14.4 9.1
Old : 100.0: 19.7 13.4 12.2 53.6 65.2 85.6 90.9: 14.4 9.1
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 : 156: 45 30 31 66 72 126 119:
Old : 156: 45 30 31 66 72 126 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 20.6 25.6 36.2 12.2 16.2 19.0 24.5
Old : 16.5 20.6 25.6 36.2 12.2 16.2 19.0 24.5
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, April 24, 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 : 16,154: 642 3,479 242 15,168 12,294 16,052 16,015: 102 139
Old : 16,154: 642 3,479 242 15,168 12,294 16,052 16,015: 102 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 732: 150 0 -21 603 753 732 732: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.5 1.5 93.9 76.1 99.4 99.1: 0.6 0.9
Old : 100.0: 4.0 21.5 1.5 93.9 76.1 99.4 99.1: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 5 3 2 45 48 50 53:
Old : 65: 5 3 2 45 48 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 36.3 53.5 49.7 26.9 32.2 40.2 44.0
Old : 32.8 36.3 53.5 49.7 26.9 32.2 40.2 44.0
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, April 24, 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 : 11,221: 983 0 0 10,184 11,221 11,167 11,221: 54 0
Old : 11,221: 983 0 0 10,184 11,221 11,167 11,221: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 515: 0 0 0 515 515 515 515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 90.8 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 8.8 0.0 0.0 90.8 100.0 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 : 44: 4 0 0 22 32 26 32:
Old : 44: 4 0 0 22 32 26 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 : 47.8 29.6 67.1 48.6 41.4 24.5 55.2 40.6
Old : 47.8 29.6 67.1 48.6 41.4 24.5 55.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
Commitments of Traders - Futures Only, April 24, 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 : 14,225: 4,900 480 150 9,175 13,595 14,225 14,225: 0 0
Old : 14,225: 4,900 480 150 9,175 13,595 14,225 14,225: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,005: 0 300 0 1,005 705 1,005 1,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.4 1.1 64.5 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 34.4 3.4 1.1 64.5 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 8 14 11 15:
Old : 20: 2 1 1 8 14 11 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 : 86.3 71.3 97.2 89.8 80.2 67.9 84.4 79.2
Old : 86.3 71.3 97.2 89.8 80.2 67.9 84.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, April 24, 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 : 1,284,741: 275,528 388,836 469,583 470,058 375,085 1,215,169 1,233,504: 69,572 51,237
Old : 1,284,741: 275,528 388,836 469,583 470,058 375,085 1,215,169 1,233,504: 69,572 51,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -23,362: -11,018 -16,751 -9,464 92 1,591 -20,390 -24,624: -2,972 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.3 36.6 36.6 29.2 94.6 96.0: 5.4 4.0
Old : 100.0: 21.4 30.3 36.6 36.6 29.2 94.6 96.0: 5.4 4.0
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 : 353: 114 146 145 74 69 279 281:
Old : 353: 114 146 145 74 69 279 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.7 31.2 36.8 10.4 17.6 17.8 21.7
Old : 19.2 24.7 31.2 36.8 10.4 17.6 17.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, April 24, 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 : 52,716: 623 12,287 588 46,337 33,612 47,548 46,487: 5,168 6,229
Old : 52,716: 623 12,287 588 46,337 33,612 47,548 46,487: 5,168 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -292: 0 0 -292 0 0 -292 -292: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 23.3 1.1 87.9 63.8 90.2 88.2: 9.8 11.8
Old : 100.0: 1.2 23.3 1.1 87.9 63.8 90.2 88.2: 9.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 10 12 12 16:
Old : 21: 1 3 2 10 12 12 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 : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
Old : 74.8 47.6 87.4 72.3 74.1 46.3 84.9 71.0
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, April 24, 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 : 103,449: 16,541 26,621 30,368 54,749 45,847 101,658 102,836: 1,791 613
Old : 103,449: 16,541 26,621 30,368 54,749 45,847 101,658 102,836: 1,791 613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,109: -1,598 -301 -518 864 177 -1,252 -642: 143 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 25.7 29.4 52.9 44.3 98.3 99.4: 1.7 0.6
Old : 100.0: 16.0 25.7 29.4 52.9 44.3 98.3 99.4: 1.7 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 : 31: 9 7 14 12 13 26 30:
Old : 31: 9 7 14 12 13 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 67.1 83.5 86.1 25.9 22.9 30.3 31.3
Old : 65.1 67.1 83.5 86.1 25.9 22.9 30.3 31.3
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, April 24, 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 : 73,709: 0 1,509 1,680 64,354 61,023 66,034 64,212: 7,675 9,497
Old : 73,709: 0 1,509 1,680 64,354 61,023 66,034 64,212: 7,675 9,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 731: 0 -433 221 510 943 731 731: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 2.3 87.3 82.8 89.6 87.1: 10.4 12.9
Old : 100.0: 0.0 2.0 2.3 87.3 82.8 89.6 87.1: 10.4 12.9
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 : 23: 0 2 2 16 16 18 18:
Old : 23: 0 2 2 16 16 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 : 45.6 39.9 70.3 64.3 34.3 34.1 54.4 53.5
Old : 45.6 39.9 70.3 64.3 34.3 34.1 54.4 53.5
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, April 24, 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 : 2,848,236: 506,514 250,254 808,131 1,501,804 1,765,582 2,816,449 2,823,967: 31,787 24,269
Old : 2,848,236: 506,514 250,254 808,131 1,501,804 1,765,582 2,816,449 2,823,967: 31,787 24,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 87,848: -16,013 9,186 29,973 76,365 44,584 90,325 83,743: -2,477 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.8 28.4 52.7 62.0 98.9 99.1: 1.1 0.9
Old : 100.0: 17.8 8.8 28.4 52.7 62.0 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 30 22 44 99 84 152 129:
Old : 159: 30 22 44 99 84 152 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
Old : 30.9 24.6 44.2 42.2 20.5 14.9 27.1 23.9
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, April 24, 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 : 1,501,980: 288,948 302,528 370,859 837,908 826,472 1,497,715 1,499,859: 4,265 2,121
Old : 1,501,980: 288,948 302,528 370,859 837,908 826,472 1,497,715 1,499,859: 4,265 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 39,142: 6,166 9,203 26,201 8,480 3,658 40,847 39,062: -1,705 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.1 24.7 55.8 55.0 99.7 99.9: 0.3 0.1
Old : 100.0: 19.2 20.1 24.7 55.8 55.0 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 18 35 39 38 79 77:
Old : 87: 26 18 35 39 38 79 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 : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Old : 38.4 42.3 60.2 58.8 21.8 28.3 30.7 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, April 24, 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 : 21,663: 71 843 413 20,808 20,052 21,292 21,308: 371 355
Old : 21,663: 71 843 413 20,808 20,052 21,292 21,308: 371 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,642: 54 -74 43 1,635 1,705 1,732 1,674: -90 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.9 1.9 96.1 92.6 98.3 98.4: 1.7 1.6
Old : 100.0: 0.3 3.9 1.9 96.1 92.6 98.3 98.4: 1.7 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 : 57: 3 4 4 38 41 43 47:
Old : 57: 3 4 4 38 41 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 43.4 63.2 61.8 38.6 38.8 50.0 47.4
Old : 42.4 43.4 63.2 61.8 38.6 38.8 50.0 47.4
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, April 24, 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 : 72,845: 18,821 995 2,751 49,453 67,821 71,025 71,567: 1,820 1,278
Old : 72,845: 18,821 995 2,751 49,453 67,821 71,025 71,567: 1,820 1,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,038: -120 240 -184 1,521 1,136 1,217 1,192: -179 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 1.4 3.8 67.9 93.1 97.5 98.2: 2.5 1.8
Old : 100.0: 25.8 1.4 3.8 67.9 93.1 97.5 98.2: 2.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 3 3 30 29 35 34:
Old : 40: 4 3 3 30 29 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 55.8 70.3 77.0 42.5 40.8 52.9 55.9
Old : 48.4 55.8 70.3 77.0 42.5 40.8 52.9 55.9
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, April 24, 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 : 17,148: 120 570 2,072 13,600 13,816 15,792 16,458: 1,356 690
Old : 17,148: 120 570 2,072 13,600 13,816 15,792 16,458: 1,356 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 112: 0 -20 0 112 132 112 112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.3 12.1 79.3 80.6 92.1 96.0: 7.9 4.0
Old : 100.0: 0.7 3.3 12.1 79.3 80.6 92.1 96.0: 7.9 4.0
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 2 3 20 19 23 22:
Old : 26: 1 2 3 20 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 44.2 68.3 62.9 42.7 36.9 51.0 49.2
Old : 46.0 44.2 68.3 62.9 42.7 36.9 51.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, April 24, 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 : 9,261: 372 690 328 6,593 7,084 7,293 8,102: 1,968 1,159
Old : 9,261: 372 690 328 6,593 7,084 7,293 8,102: 1,968 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 80: 0 20 0 80 60 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.5 3.5 71.2 76.5 78.7 87.5: 21.3 12.5
Old : 100.0: 4.0 7.5 3.5 71.2 76.5 78.7 87.5: 21.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 16 13 18 16:
Old : 20: 1 2 2 16 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 51.1 60.7 72.1 26.3 32.8 40.1 49.5
Old : 40.4 51.1 60.7 72.1 26.3 32.8 40.1 49.5
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, April 24, 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 : 13,135: 3,460 1,224 292 8,391 11,239 12,143 12,755: 992 380
Old : 13,135: 3,460 1,224 292 8,391 11,239 12,143 12,755: 992 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 46: -120 -20 0 -182 66 -302 46: 348 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.3 2.2 63.9 85.6 92.4 97.1: 7.6 2.9
Old : 100.0: 26.3 9.3 2.2 63.9 85.6 92.4 97.1: 7.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 15 18 18 20:
Old : 24: 1 2 2 15 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 : 56.0 39.1 75.4 63.8 50.3 29.4 55.0 45.0
Old : 56.0 39.1 75.4 63.8 50.3 29.4 55.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, April 24, 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 : 27,474: 756 3,010 500 24,117 22,815 25,373 26,325: 2,101 1,149
Old : 27,474: 756 3,010 500 24,117 22,815 25,373 26,325: 2,101 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -33: 0 0 0 -60 -33 -60 -33: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.0 1.8 87.8 83.0 92.4 95.8: 7.6 4.2
Old : 100.0: 2.8 11.0 1.8 87.8 83.0 92.4 95.8: 7.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 26 25 29 28:
Old : 31: 2 1 3 26 25 29 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 : 37.5 47.0 58.3 71.8 24.3 43.2 39.0 54.7
Old : 37.5 47.0 58.3 71.8 24.3 43.2 39.0 54.7
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, April 24, 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 : 9,824: 1,176 0 230 7,062 7,469 8,468 7,699: 1,356 2,125
Old : 9,824: 1,176 0 230 7,062 7,469 8,468 7,699: 1,356 2,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 2.3 71.9 76.0 86.2 78.4: 13.8 21.6
Old : 100.0: 12.0 0.0 2.3 71.9 76.0 86.2 78.4: 13.8 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 15 19 16:
Old : 22: 1 0 1 18 15 19 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 : 41.8 35.0 63.5 57.1 32.5 30.6 45.9 41.7
Old : 41.8 35.0 63.5 57.1 32.5 30.6 45.9 41.7
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, April 24, 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 : 13,370: 18 1,952 874 11,535 9,780 12,427 12,606: 943 764
Old : 13,370: 18 1,952 874 11,535 9,780 12,427 12,606: 943 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 4: 18 -122 -18 178 144 178 4: -174 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 14.6 6.5 86.3 73.1 92.9 94.3: 7.1 5.7
Old : 100.0: 0.1 14.6 6.5 86.3 73.1 92.9 94.3: 7.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 20 16 22 19:
Old : 26: 1 2 2 20 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 40.6 69.5 65.6 42.6 28.5 52.6 48.8
Old : 47.9 40.6 69.5 65.6 42.6 28.5 52.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Commitments of Traders - Futures Only, April 24, 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 : 66,185: 0 0 0 66,185 66,185 66,185 66,185: 0 0
Old : 66,185: 0 0 0 66,185 66,185 66,185 66,185: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 45: 0 0 0 45 45 45 45: 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 16 18 16:
Old : 26: 0 0 0 18 16 18 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 : 70.8 83.5 85.0 96.8 70.8 79.7 84.0 92.0
Old : 70.8 83.5 85.0 96.8 70.8 79.7 84.0 92.0
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, April 24, 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 : 1,046,602: 0 0 0 1,046,602 1,046,602 1,046,602 1,046,602: 0 0
Old : 1,046,602: 0 0 0 1,046,602 1,046,602 1,046,602 1,046,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 5,481: 0 0 0 5,481 5,481 5,481 5,481: 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 16 15 16 15:
Old : 24: 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 : 72.3 83.7 90.6 94.2 71.7 79.3 87.2 87.6
Old : 72.3 83.7 90.6 94.2 71.7 79.3 87.2 87.6
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, April 24, 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 : 31,445: 0 0 0 31,445 31,445 31,445 31,445: 0 0
Old : 31,445: 0 0 0 31,445 31,445 31,445 31,445: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 80: 0 0 0 80 80 80 80: 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 14 15 14:
Old : 24: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 87.8 87.3 97.0 57.5 85.9 77.9 88.9
Old : 60.2 87.8 87.3 97.0 57.5 85.9 77.9 88.9
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, April 24, 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 : 565,473: 0 0 0 565,473 565,473 565,473 565,473: 0 0
Old : 565,473: 0 0 0 565,473 565,473 565,473 565,473: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 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 12 14 12:
Old : 22: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
Old : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
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, April 24, 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 : 119,008: 0 0 0 118,753 119,008 118,753 119,008: 255 0
Old : 119,008: 0 0 0 118,753 119,008 118,753 119,008: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,037: 0 0 0 1,037 1,037 1,037 1,037: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 0 0 18 29 18 29:
Old : 38: 0 0 0 18 29 18 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 38.6 86.0 60.6 67.4 37.7 83.2 59.5
Old : 67.8 38.6 86.0 60.6 67.4 37.7 83.2 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, April 24, 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 : 1,696,814: 1,960 1,960 0 1,694,854 1,694,854 1,696,814 1,696,814: 0 0
Old : 1,696,814: 1,960 1,960 0 1,694,854 1,694,854 1,696,814 1,696,814: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 19,848: 0 0 0 19,848 19,848 19,848 19,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 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 : 39: 1 1 0 17 27 18 28:
Old : 39: 1 1 0 17 27 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 40.7 88.2 61.8 63.9 40.7 83.5 61.6
Old : 65.1 40.7 88.2 61.8 63.9 40.7 83.5 61.6
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, April 24, 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 : 65,775: 4,952 3,305 8,015 52,808 54,455 65,775 65,775: 0 0
Old : 65,775: 4,952 3,305 8,015 52,808 54,455 65,775 65,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 220: 0 0 0 220 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.0 12.2 80.3 82.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 5.0 12.2 80.3 82.8 100.0 100.0: 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 : 35: 3 1 3 26 20 30 23:
Old : 35: 3 1 3 26 20 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 48.2 56.2 77.7 27.3 41.7 42.9 56.9
Old : 35.0 48.2 56.2 77.7 27.3 41.7 42.9 56.9
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, April 24, 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 : 1,186,119: 56,890 128,955 23,325 1,105,904 1,033,839 1,186,119 1,186,119: 0 0
Old : 1,186,119: 56,890 128,955 23,325 1,105,904 1,033,839 1,186,119 1,186,119: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,152: 0 0 0 1,152 1,152 1,152 1,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.9 2.0 93.2 87.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 10.9 2.0 93.2 87.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 1 31 23 34 26:
Old : 41: 2 3 1 31 23 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 48.4 58.2 72.3 31.8 43.1 50.6 61.8
Old : 34.3 48.4 58.2 72.3 31.8 43.1 50.6 61.8
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, April 24, 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 : 46,393: 210 725 110 45,861 45,261 46,181 46,096: 212 297
Old : 46,393: 210 725 110 45,861 45,261 46,181 46,096: 212 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 0.2 98.9 97.6 99.5 99.4: 0.5 0.6
Old : 100.0: 0.5 1.6 0.2 98.9 97.6 99.5 99.4: 0.5 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 : 27: 1 2 1 17 13 19 15:
Old : 27: 1 2 1 17 13 19 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 : 57.4 74.7 77.4 89.6 53.8 67.2 70.7 81.5
Old : 57.4 74.7 77.4 89.6 53.8 67.2 70.7 81.5
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, April 24, 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 : 50,847: 1,910 5,100 0 48,343 45,153 50,253 50,253: 594 594
Old : 50,847: 1,910 5,100 0 48,343 45,153 50,253 50,253: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,550: 0 2,550 0 2,550 0 2,550 2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.0 0.0 95.1 88.8 98.8 98.8: 1.2 1.2
Old : 100.0: 3.8 10.0 0.0 95.1 88.8 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 14 15 15 16:
Old : 26: 1 1 0 14 15 15 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 : 74.6 57.1 90.8 78.0 53.8 39.8 64.6 57.5
Old : 74.6 57.1 90.8 78.0 53.8 39.8 64.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Commitments of Traders - Futures Only, April 24, 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 : 14,383: 573 80 176 12,655 13,745 13,404 14,001: 979 382
Old : 14,383: 573 80 176 12,655 13,745 13,404 14,001: 979 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.6 1.2 88.0 95.6 93.2 97.3: 6.8 2.7
Old : 100.0: 4.0 0.6 1.2 88.0 95.6 93.2 97.3: 6.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 14 15 16 16:
Old : 24: 1 1 1 14 15 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 : 53.1 54.5 71.3 77.5 40.0 50.9 57.6 69.1
Old : 53.1 54.5 71.3 77.5 40.0 50.9 57.6 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Commitments of Traders - Futures Only, April 24, 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 : 13,926: 319 1,259 0 13,416 12,327 13,735 13,586: 191 340
Old : 13,926: 319 1,259 0 13,416 12,327 13,735 13,586: 191 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 510: 0 0 0 701 510 701 510: -191 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.0 0.0 96.3 88.5 98.6 97.6: 1.4 2.4
Old : 100.0: 2.3 9.0 0.0 96.3 88.5 98.6 97.6: 1.4 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 : 21: 1 2 0 16 10 17 12:
Old : 21: 1 2 0 16 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 66.6 73.7 89.1 52.0 60.2 67.4 74.6
Old : 52.9 66.6 73.7 89.1 52.0 60.2 67.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Commitments of Traders - Futures Only, April 24, 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 : 808,093: 24,168 44,447 0 783,925 763,646 808,093 808,093: 0 0
Old : 808,093: 24,168 44,447 0 783,925 763,646 808,093 808,093: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 15,805: 0 15,805 0 15,805 0 15,805 15,805: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.5 0.0 97.0 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.5 0.0 97.0 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 19 16 21 17:
Old : 27: 2 1 0 19 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 75.2 74.5 93.0 42.3 60.1 56.6 71.4
Old : 57.1 75.2 74.5 93.0 42.3 60.1 56.6 71.4
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, April 24, 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 : 888,844: 35,450 35,085 29,360 824,034 824,399 888,844 888,844: 0 0
Old : 888,844: 35,450 35,085 29,360 824,034 824,399 888,844 888,844: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 23,400: -11,715 35,085 11,715 23,400 -23,400 23,400 23,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.9 3.3 92.7 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 3.9 3.3 92.7 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 12 15 14 16:
Old : 20: 1 1 1 12 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 : 74.3 74.3 93.7 91.0 54.9 51.8 64.6 64.4
Old : 74.3 74.3 93.7 91.0 54.9 51.8 64.6 64.4
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, April 24, 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 : 22,913: 2,043 0 0 20,613 22,108 22,656 22,108: 257 805
Old : 22,913: 2,043 0 0 20,613 22,108 22,656 22,108: 257 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 270: 62 0 0 183 258 245 258: 25 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 90.0 96.5 98.9 96.5: 1.1 3.5
Old : 100.0: 8.9 0.0 0.0 90.0 96.5 98.9 96.5: 1.1 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 : 40: 3 0 0 28 31 31 31:
Old : 40: 3 0 0 28 31 31 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 : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
Old : 51.1 37.4 66.5 62.5 50.8 35.0 65.2 54.3
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, April 24, 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 : 8,915: 1,200 0 0 7,198 8,384 8,398 8,384: 517 531
Old : 8,915: 1,200 0 0 7,198 8,384 8,398 8,384: 517 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 80.7 94.0 94.2 94.0: 5.8 6.0
Old : 100.0: 13.5 0.0 0.0 80.7 94.0 94.2 94.0: 5.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 15 13 18 13:
Old : 22: 3 0 0 15 13 18 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 : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
Old : 54.9 66.2 74.3 86.7 54.7 60.6 68.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, April 24, 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 : 7,296: 130 1,490 0 6,762 5,318 6,892 6,808: 404 488
Old : 7,296: 130 1,490 0 6,762 5,318 6,892 6,808: 404 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 238: 130 0 0 103 233 233 233: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 20.4 0.0 92.7 72.9 94.5 93.3: 5.5 6.7
Old : 100.0: 1.8 20.4 0.0 92.7 72.9 94.5 93.3: 5.5 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 : 22: 1 2 0 16 14 17 16:
Old : 22: 1 2 0 16 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 : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
Old : 59.7 62.7 82.0 80.1 56.5 54.9 70.5 68.6
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, April 24, 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 : 9,815: 815 0 5 8,086 9,155 8,906 9,160: 909 655
Old : 9,815: 815 0 5 8,086 9,155 8,906 9,160: 909 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 301: 0 0 0 349 301 349 301: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.1 82.4 93.3 90.7 93.3: 9.3 6.7
Old : 100.0: 8.3 0.0 0.1 82.4 93.3 90.7 93.3: 9.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 21 18 23 19:
Old : 29: 2 0 1 21 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
Old : 53.3 51.3 73.0 75.0 50.2 48.9 67.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, April 24, 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 : 1,539,257: 356,816 144,430 482,243 616,873 849,355 1,455,932 1,476,028: 83,325 63,229
Old : 1,539,257: 356,816 144,430 482,243 616,873 849,355 1,455,932 1,476,028: 83,325 63,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -31,256: -8,527 -7,358 3,763 -24,684 -23,823 -29,448 -27,418: -1,808 -3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.4 31.3 40.1 55.2 94.6 95.9: 5.4 4.1
Old : 100.0: 23.2 9.4 31.3 40.1 55.2 94.6 95.9: 5.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 122 80 145 94 95 287 265:
Old : 322: 122 80 145 94 95 287 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.5 28.5 24.4 12.3 9.7 17.9 15.1
Old : 18.3 14.5 28.5 24.4 12.3 9.7 17.9 15.1
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, April 24, 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 : 207,101: 66,407 13,104 2,031 99,168 128,581 167,606 143,716: 39,495 63,385
Old : 207,101: 66,407 13,104 2,031 99,168 128,581 167,606 143,716: 39,495 63,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,508: 1,348 200 246 564 437 2,158 883: -650 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.3 1.0 47.9 62.1 80.9 69.4: 19.1 30.6
Old : 100.0: 32.1 6.3 1.0 47.9 62.1 80.9 69.4: 19.1 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 3 5 17 20 26 26:
Old : 31: 7 3 5 17 20 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.3 59.9 48.0 43.1 31.5 54.1 43.0
Old : 43.6 33.3 59.9 48.0 43.1 31.5 54.1 43.0
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, April 24, 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 : 24,280: 1,237 1,763 276 22,033 21,507 23,546 23,546: 734 734
Old : 24,280: 1,237 1,763 276 22,033 21,507 23,546 23,546: 734 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,098: 0 540 0 2,098 1,558 2,098 2,098: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.3 1.1 90.7 88.6 97.0 97.0: 3.0 3.0
Old : 100.0: 5.1 7.3 1.1 90.7 88.6 97.0 97.0: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 2 26 23 30 28:
Old : 39: 2 4 2 26 23 30 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 : 55.8 60.9 75.5 78.0 32.4 36.6 41.1 45.2
Old : 55.8 60.9 75.5 78.0 32.4 36.6 41.1 45.2
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, April 24, 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 : 78,410: 4,994 8,975 7,921 61,610 56,190 74,525 73,086: 3,885 5,324
Old : 78,410: 4,994 8,975 7,921 61,610 56,190 74,525 73,086: 3,885 5,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -4,965: 1 -3,892 -8 -4,577 -813 -4,584 -4,713: -381 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.4 10.1 78.6 71.7 95.0 93.2: 5.0 6.8
Old : 100.0: 6.4 11.4 10.1 78.6 71.7 95.0 93.2: 5.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 6 10 21 17 32 27:
Old : 32: 4 6 10 21 17 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 40.3 72.9 63.9 31.7 29.4 39.0 36.6
Old : 50.8 40.3 72.9 63.9 31.7 29.4 39.0 36.6
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, April 24, 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 : 36,986: 2,842 2,419 2,820 28,127 27,465 33,789 32,704: 3,197 4,282
Old : 36,986: 2,842 2,419 2,820 28,127 27,465 33,789 32,704: 3,197 4,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 334: 5 0 220 -245 -445 -20 -225: 354 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.5 7.6 76.0 74.3 91.4 88.4: 8.6 11.6
Old : 100.0: 7.7 6.5 7.6 76.0 74.3 91.4 88.4: 8.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 5 4 13 14 20 20:
Old : 23: 3 5 4 13 14 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 : 42.4 45.3 62.0 63.8 32.2 24.0 40.8 33.1
Old : 42.4 45.3 62.0 63.8 32.2 24.0 40.8 33.1
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, April 24, 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 : 7,101: 2,950 767 0 4,121 6,280 7,071 7,047: 30 54
Old : 7,101: 2,950 767 0 4,121 6,280 7,071 7,047: 30 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -195: -250 0 0 55 -195 -195 -195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 10.8 0.0 58.0 88.4 99.6 99.2: 0.4 0.8
Old : 100.0: 41.5 10.8 0.0 58.0 88.4 99.6 99.2: 0.4 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 : 23: 3 1 0 13 15 16 16:
Old : 23: 3 1 0 13 15 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 : 52.1 49.2 77.5 72.4 50.0 42.8 61.2 58.0
Old : 52.1 49.2 77.5 72.4 50.0 42.8 61.2 58.0
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, April 24, 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 : 28,040: 4,243 8,132 6,939 14,324 9,191 25,506 24,262: 2,534 3,778
Old : 28,040: 4,243 8,132 6,939 14,324 9,191 25,506 24,262: 2,534 3,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,896: 150 717 734 620 55 1,504 1,506: 392 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 29.0 24.7 51.1 32.8 91.0 86.5: 9.0 13.5
Old : 100.0: 15.1 29.0 24.7 51.1 32.8 91.0 86.5: 9.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 8 12 10 21 20:
Old : 23: 5 6 8 12 10 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 51.9 69.0 72.9 32.5 28.9 39.1 35.3
Old : 48.9 51.9 69.0 72.9 32.5 28.9 39.1 35.3
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, April 24, 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 : 21,513: 10,609 4,864 1,235 8,145 14,466 19,989 20,565: 1,524 948
Old : 21,513: 10,609 4,864 1,235 8,145 14,466 19,989 20,565: 1,524 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 47: 152 -630 218 -259 748 111 336: -64 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 22.6 5.7 37.9 67.2 92.9 95.6: 7.1 4.4
Old : 100.0: 49.3 22.6 5.7 37.9 67.2 92.9 95.6: 7.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 62 35 12 27 33 98 76:
Old : 150: 62 35 12 27 33 98 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.9 51.8 52.7 41.4 37.3 50.2 52.0
Old : 42.4 37.9 51.8 52.7 41.4 37.3 50.2 52.0
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, April 24, 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 : 40,823: 25,086 10,163 241 9,636 27,575 34,963 37,979: 5,860 2,844
Old : 40,823: 25,086 10,163 241 9,636 27,575 34,963 37,979: 5,860 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 238: -595 3,484 -36 579 -3,350 -52 98: 290 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 24.9 0.6 23.6 67.5 85.6 93.0: 14.4 7.0
Old : 100.0: 61.5 24.9 0.6 23.6 67.5 85.6 93.0: 14.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 66 42 8 27 31 96 78:
Old : 158: 66 42 8 27 31 96 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 40.8 39.0 54.7 26.2 40.2 38.8 54.0
Old : 26.2 40.8 39.0 54.7 26.2 40.2 38.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, April 24, 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 : 345,907: 103,225 20,048 48,275 172,340 264,560 323,840 332,883: 22,067 13,024
Old : 345,907: 103,225 20,048 48,275 172,340 264,560 323,840 332,883: 22,067 13,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -22,019: -6,286 1,457 -6,747 -5,151 -16,382 -18,184 -21,672: -3,835 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 5.8 14.0 49.8 76.5 93.6 96.2: 6.4 3.8
Old : 100.0: 29.8 5.8 14.0 49.8 76.5 93.6 96.2: 6.4 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: 84 24 55 84 94 190 157:
Old : 217: 84 24 55 84 94 190 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 21.8 28.3 36.0 8.9 13.3 15.7 20.6
Old : 19.0 21.8 28.3 36.0 8.9 13.3 15.7 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, April 24, 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 : 25,732: 10,540 0 575 8,685 18,955 19,800 19,530: 5,932 6,202
Old : 25,732: 10,540 0 575 8,685 18,955 19,800 19,530: 5,932 6,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 952: 294 0 0 216 690 510 690: 442 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 0.0 2.2 33.8 73.7 76.9 75.9: 23.1 24.1
Old : 100.0: 41.0 0.0 2.2 33.8 73.7 76.9 75.9: 23.1 24.1
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 : 32: 7 0 2 11 23 18 25:
Old : 32: 7 0 2 11 23 18 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 : 44.1 34.4 64.7 52.9 42.5 34.4 61.1 50.8
Old : 44.1 34.4 64.7 52.9 42.5 34.4 61.1 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L
Commitments of Traders - Futures Only, April 24, 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 : 27,891: 0 0 0 27,212 27,605 27,212 27,605: 679 286
Old : 27,891: 0 0 0 27,212 27,605 27,212 27,605: 679 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 442: 0 0 0 897 515 897 515: -455 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 99.0 97.6 99.0: 2.4 1.0
Old : 100.0: 0.0 0.0 0.0 97.6 99.0 97.6 99.0: 2.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 14 18 14 18:
Old : 24: 0 0 0 14 18 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 64.0 92.6 83.9 82.6 64.0 89.4 83.9
Old : 82.6 64.0 92.6 83.9 82.6 64.0 89.4 83.9
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, April 24, 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 : 7,796: 0 0 0 7,221 7,396 7,221 7,396: 575 400
Old : 7,796: 0 0 0 7,221 7,396 7,221 7,396: 575 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 647: 0 0 0 647 597 647 597: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.6 94.9 92.6 94.9: 7.4 5.1
Old : 100.0: 0.0 0.0 0.0 92.6 94.9 92.6 94.9: 7.4 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 : 24: 0 0 0 20 16 20 16:
Old : 24: 0 0 0 20 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 42.4 61.7 70.6 38.5 34.6 55.4 51.6
Old : 38.5 42.4 61.7 70.6 38.5 34.6 55.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41
Commitments of Traders - Futures Only, April 24, 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 : 23,703: 0 2,021 4,954 16,762 13,617 21,716 20,592: 1,987 3,111
Old : 23,703: 0 2,021 4,954 16,762 13,617 21,716 20,592: 1,987 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 90: 0 76 -175 240 414 65 315: 25 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 20.9 70.7 57.4 91.6 86.9: 8.4 13.1
Old : 100.0: 0.0 8.5 20.9 70.7 57.4 91.6 86.9: 8.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 2 15 16 17 19:
Old : 21: 0 3 2 15 16 17 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 : 48.6 46.6 69.5 67.3 21.6 21.1 34.4 29.1
Old : 48.6 46.6 69.5 67.3 21.6 21.1 34.4 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, April 24, 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 : 9,712: 74 3,043 250 9,164 6,360 9,488 9,653: 224 59
Old : 9,712: 74 3,043 250 9,164 6,360 9,488 9,653: 224 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 216: 0 0 0 324 177 324 177: -108 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 31.3 2.6 94.4 65.5 97.7 99.4: 2.3 0.6
Old : 100.0: 0.8 31.3 2.6 94.4 65.5 97.7 99.4: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 2 1 28 30 29 33:
Old : 39: 1 2 1 28 30 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 44.9 58.4 66.3 36.7 43.8 51.7 57.2
Old : 39.8 44.9 58.4 66.3 36.7 43.8 51.7 57.2
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, April 24, 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 : 52,226: 2,850 200 201 48,550 51,615 51,601 52,016: 625 210
Old : 52,226: 2,850 200 201 48,550 51,615 51,601 52,016: 625 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,055: 460 -125 26 2,404 3,154 2,890 3,055: 165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.4 0.4 93.0 98.8 98.8 99.6: 1.2 0.4
Old : 100.0: 5.5 0.4 0.4 93.0 98.8 98.8 99.6: 1.2 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 : 60: 5 1 2 43 35 49 38:
Old : 60: 5 1 2 43 35 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 56.0 64.3 75.1 49.8 53.3 59.9 64.9
Old : 50.7 56.0 64.3 75.1 49.8 53.3 59.9 64.9
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, April 24, 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 : 21,992: 412 0 0 21,580 21,992 21,992 21,992: 0 0
Old : 21,992: 412 0 0 21,580 21,992 21,992 21,992: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,361: -75 0 0 2,436 2,361 2,361 2,361: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 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 : 30: 2 0 0 23 17 25 17:
Old : 30: 2 0 0 23 17 25 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 : 64.0 87.3 77.9 94.3 59.4 81.4 71.8 85.0
Old : 64.0 87.3 77.9 94.3 59.4 81.4 71.8 85.0
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, April 24, 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 : 9,000: 200 3,832 0 8,800 5,105 9,000 8,937: 0 63
Old : 9,000: 200 3,832 0 8,800 5,105 9,000 8,937: 0 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 390: 0 250 0 390 140 390 390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 42.6 0.0 97.8 56.7 100.0 99.3: 0.0 0.7
Old : 100.0: 2.2 42.6 0.0 97.8 56.7 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 0 24 20 26 23:
Old : 37: 2 3 0 24 20 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 65.6 66.2 81.5 36.7 60.6 54.7 72.1
Old : 43.2 65.6 66.2 81.5 36.7 60.6 54.7 72.1
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, April 24, 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 : 29,040: 2,980 642 2,725 23,275 25,460 28,980 28,827: 60 213
Old : 29,040: 2,980 642 2,725 23,275 25,460 28,980 28,827: 60 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,318: 789 0 6 1,510 2,331 2,305 2,337: 13 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.2 9.4 80.1 87.7 99.8 99.3: 0.2 0.7
Old : 100.0: 10.3 2.2 9.4 80.1 87.7 99.8 99.3: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 3 3 41 40 49 46:
Old : 63: 8 3 3 41 40 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.7 54.2 49.9 20.0 23.4 31.1 32.0
Old : 33.1 29.7 54.2 49.9 20.0 23.4 31.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
Commitments of Traders - Futures Only, April 24, 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 : 9,951: 387 1,569 306 9,146 7,965 9,839 9,840: 112 111
Old : 9,951: 387 1,569 306 9,146 7,965 9,839 9,840: 112 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 529: 387 -134 0 187 579 574 445: -45 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.8 3.1 91.9 80.0 98.9 98.9: 1.1 1.1
Old : 100.0: 3.9 15.8 3.1 91.9 80.0 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 : 37: 1 6 1 29 21 31 27:
Old : 37: 1 6 1 29 21 31 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 : 32.6 42.6 52.3 62.3 23.4 36.2 38.7 45.6
Old : 32.6 42.6 52.3 62.3 23.4 36.2 38.7 45.6
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, April 24, 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 : 29,246: 10,895 1,513 882 16,932 25,696 28,709 28,091: 537 1,155
Old : 29,246: 10,895 1,513 882 16,932 25,696 28,709 28,091: 537 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,075: 411 525 318 2,526 2,352 3,255 3,195: -180 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 5.2 3.0 57.9 87.9 98.2 96.1: 1.8 3.9
Old : 100.0: 37.3 5.2 3.0 57.9 87.9 98.2 96.1: 1.8 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 : 50: 4 5 6 22 33 28 43:
Old : 50: 4 5 6 22 33 28 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 38.8 74.7 56.1 61.0 38.6 71.4 55.7
Old : 61.8 38.8 74.7 56.1 61.0 38.6 71.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652
Commitments of Traders - Futures Only, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 6,026: 1,150 210 425 4,331 5,299 5,906 5,934: 120 92
Old : 6,026: 1,150 210 425 4,331 5,299 5,906 5,934: 120 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.5 7.1 71.9 87.9 98.0 98.5: 2.0 1.5
Old : 100.0: 19.1 3.5 7.1 71.9 87.9 98.0 98.5: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 3 11 13 17 16:
Old : 20: 5 1 3 11 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 62.1 83.8 82.6 60.2 58.1 71.5 72.4
Old : 68.7 62.1 83.8 82.6 60.2 58.1 71.5 72.4
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, April 24, 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 : 31,969: 4,480 547 122 24,741 28,106 29,343 28,775: 2,626 3,194
Old : 31,969: 4,480 547 122 24,741 28,106 29,343 28,775: 2,626 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 228: 180 -426 0 1,003 878 1,183 452: -955 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.7 0.4 77.4 87.9 91.8 90.0: 8.2 10.0
Old : 100.0: 14.0 1.7 0.4 77.4 87.9 91.8 90.0: 8.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 21 22 25 25:
Old : 32: 3 1 3 21 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 43.6 65.2 67.0 39.4 41.8 60.9 61.2
Old : 40.1 43.6 65.2 67.0 39.4 41.8 60.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012