GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 22, 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 : 42,208: 2,178 250 960 38,278 40,594 41,416 41,804: 792 404
Old : 42,208: 2,178 250 960 38,278 40,594 41,416 41,804: 792 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 555: 50 0 0 243 320 293 320: 262 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.6 2.3 90.7 96.2 98.1 99.0: 1.9 1.0
Old : 100.0: 5.2 0.6 2.3 90.7 96.2 98.1 99.0: 1.9 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 : 57: 1 2 1 40 47 41 50:
Old : 57: 1 2 1 40 47 41 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 36.9 70.1 59.9 31.4 28.5 43.4 39.8
Old : 49.9 36.9 70.1 59.9 31.4 28.5 43.4 39.8
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, May 22, 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 : 24,568: 0 147 0 24,123 24,046 24,123 24,193: 445 375
Old : 24,568: 0 147 0 24,123 24,046 24,123 24,193: 445 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 100: 0 147 0 -175 -410 -175 -263: 275 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 98.2 97.9 98.2 98.5: 1.8 1.5
Old : 100.0: 0.0 0.6 0.0 98.2 97.9 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 0 25 33 25 34:
Old : 37: 0 1 0 25 33 25 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 : 53.8 48.8 74.6 74.9 25.5 20.3 33.3 31.0
Old : 53.8 48.8 74.6 74.9 25.5 20.3 33.3 31.0
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, May 22, 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 : 13,164: 265 376 310 10,801 10,648 11,376 11,334: 1,788 1,830
Old : 13,164: 265 376 310 10,801 10,648 11,376 11,334: 1,788 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,179: -32 55 -4 1,255 1,157 1,219 1,208: -40 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.9 2.4 82.0 80.9 86.4 86.1: 13.6 13.9
Old : 100.0: 2.0 2.9 2.4 82.0 80.9 86.4 86.1: 13.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 1 2 37 40 39 43:
Old : 43: 2 1 2 37 40 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 24.5 45.0 40.2 15.6 12.1 20.4 18.3
Old : 26.9 24.5 45.0 40.2 15.6 12.1 20.4 18.3
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, May 22, 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 : 7,906: 382 192 412 6,335 6,794 7,129 7,398: 777 508
Old : 7,906: 382 192 412 6,335 6,794 7,129 7,398: 777 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 621: 59 57 18 503 571 580 646: 41 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.4 5.2 80.1 85.9 90.2 93.6: 9.8 6.4
Old : 100.0: 4.8 2.4 5.2 80.1 85.9 90.2 93.6: 9.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 4 3 4 46 53 53 58:
Old : 64: 4 3 4 46 53 53 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 21.3 37.3 36.5 14.0 16.0 21.1 24.6
Old : 24.7 21.3 37.3 36.5 14.0 16.0 21.1 24.6
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 4,359: 1,146 35 274 2,305 3,534 3,725 3,843: 634 516
Old : 4,359: 1,146 35 274 2,305 3,534 3,725 3,843: 634 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 388: 71 0 5 308 338 384 343: 4 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 0.8 6.3 52.9 81.1 85.5 88.2: 14.5 11.8
Old : 100.0: 26.3 0.8 6.3 52.9 81.1 85.5 88.2: 14.5 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 : 31: 2 1 1 18 25 20 27:
Old : 31: 2 1 1 18 25 20 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 : 45.3 29.7 62.7 53.3 37.2 24.9 45.5 38.7
Old : 45.3 29.7 62.7 53.3 37.2 24.9 45.5 38.7
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, May 22, 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 : 2,320: 60 337 5 1,942 1,560 2,007 1,902: 313 418
Old : 2,320: 60 337 5 1,942 1,560 2,007 1,902: 313 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 216: 0 44 5 172 113 177 162: 39 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 14.5 0.2 83.7 67.2 86.5 82.0: 13.5 18.0
Old : 100.0: 2.6 14.5 0.2 83.7 67.2 86.5 82.0: 13.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 1 17 15 19 18:
Old : 24: 1 3 1 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 36.2 68.5 57.7 37.6 23.8 47.3 34.4
Old : 46.6 36.2 68.5 57.7 37.6 23.8 47.3 34.4
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, May 22, 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 : 15,426: 0 700 0 15,285 14,662 15,285 15,362: 141 64
Old : 15,426: 0 700 0 15,285 14,662 15,285 15,362: 141 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,948: 0 -100 0 1,993 2,063 1,993 1,963: -45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 99.1 95.0 99.1 99.6: 0.9 0.4
Old : 100.0: 0.0 4.5 0.0 99.1 95.0 99.1 99.6: 0.9 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 : 33: 0 1 0 23 21 23 22:
Old : 33: 0 1 0 23 21 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 : 60.9 54.3 79.8 75.4 55.6 46.1 67.2 64.0
Old : 60.9 54.3 79.8 75.4 55.6 46.1 67.2 64.0
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, May 22, 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 : 6,969: 0 413 0 6,701 6,436 6,701 6,849: 268 120
Old : 6,969: 0 413 0 6,701 6,436 6,701 6,849: 268 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 228: 0 0 0 228 228 228 228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 96.2 92.4 96.2 98.3: 3.8 1.7
Old : 100.0: 0.0 5.9 0.0 96.2 92.4 96.2 98.3: 3.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 16 16 16 18:
Old : 22: 0 2 0 16 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 : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0
Old : 61.4 52.3 78.8 73.9 47.1 37.6 57.9 54.0
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, May 22, 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 : 22,167: 0 3,830 318 21,689 18,019 22,007 22,167: 160 0
Old : 22,167: 0 3,830 318 21,689 18,019 22,007 22,167: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,307: 0 442 0 1,307 865 1,307 1,307: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 1.4 97.8 81.3 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 17.3 1.4 97.8 81.3 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 : 33: 0 1 1 27 25 28 26:
Old : 33: 0 1 1 27 25 28 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 : 41.0 58.3 66.0 79.4 35.4 40.7 54.0 55.3
Old : 41.0 58.3 66.0 79.4 35.4 40.7 54.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, May 22, 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 : 322,562: 41,202 35,689 53,839 195,431 199,904 290,472 289,432: 32,090 33,130
Old : 322,562: 41,202 35,689 53,839 195,431 199,904 290,472 289,432: 32,090 33,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 13,431: -7,568 -2,950 8,339 15,282 4,366 16,053 9,755: -2,622 3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.1 16.7 60.6 62.0 90.1 89.7: 9.9 10.3
Old : 100.0: 12.8 11.1 16.7 60.6 62.0 90.1 89.7: 9.9 10.3
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 : 162: 34 36 48 71 78 134 138:
Old : 162: 34 36 48 71 78 134 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 19.8 29.6 31.9 13.4 11.2 20.2 17.6
Old : 18.3 19.8 29.6 31.9 13.4 11.2 20.2 17.6
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, May 22, 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 : 15,032: 450 3,097 108 14,280 11,641 14,838 14,846: 194 186
Old : 15,032: 450 3,097 108 14,280 11,641 14,838 14,846: 194 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 946: 0 -22 1 945 967 946 946: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 20.6 0.7 95.0 77.4 98.7 98.8: 1.3 1.2
Old : 100.0: 3.0 20.6 0.7 95.0 77.4 98.7 98.8: 1.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 4 1 41 45 45 49:
Old : 63: 3 4 1 41 45 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 33.0 53.2 47.3 29.3 30.3 42.2 40.5
Old : 32.4 33.0 53.2 47.3 29.3 30.3 42.2 40.5
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, May 22, 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 : 14,182: 783 0 0 13,359 14,182 14,142 14,182: 40 0
Old : 14,182: 783 0 0 13,359 14,182 14,142 14,182: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,490: 0 0 0 2,490 2,490 2,490 2,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 94.2 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 5.5 0.0 0.0 94.2 100.0 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 0 0 24 31 28 31:
Old : 43: 4 0 0 24 31 28 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 : 47.3 40.4 72.5 59.2 43.0 36.0 61.2 52.5
Old : 47.3 40.4 72.5 59.2 43.0 36.0 61.2 52.5
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, May 22, 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 : 1,210,292: 240,769 356,450 452,343 446,406 357,093 1,139,518 1,165,886: 70,774 44,406
Old : 1,210,292: 240,769 356,450 452,343 446,406 357,093 1,139,518 1,165,886: 70,774 44,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -12,297: -14,331 -8,074 9,699 -5,309 -10,922 -9,941 -9,297: -2,356 -3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 29.5 37.4 36.9 29.5 94.2 96.3: 5.8 3.7
Old : 100.0: 19.9 29.5 37.4 36.9 29.5 94.2 96.3: 5.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 108 120 141 75 70 281 246:
Old : 322: 108 120 141 75 70 281 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 24.4 27.6 36.7 10.9 17.2 18.9 22.4
Old : 16.9 24.4 27.6 36.7 10.9 17.2 18.9 22.4
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, May 22, 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 : 44,337: 625 8,067 886 38,885 29,411 40,396 38,364: 3,941 5,973
Old : 44,337: 625 8,067 886 38,885 29,411 40,396 38,364: 3,941 5,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,500: 0 -1,800 300 -1,800 0 -1,500 -1,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 18.2 2.0 87.7 66.3 91.1 86.5: 8.9 13.5
Old : 100.0: 1.4 18.2 2.0 87.7 66.3 91.1 86.5: 8.9 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 : 21: 1 3 3 9 12 12 16:
Old : 21: 1 3 3 9 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 : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
Old : 72.9 46.1 86.3 70.9 71.4 44.0 83.9 67.3
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, May 22, 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 : 81,998: 10,463 24,391 29,123 39,751 26,774 79,337 80,288: 2,661 1,710
Old : 81,998: 10,463 24,391 29,123 39,751 26,774 79,337 80,288: 2,661 1,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 89: 95 754 -691 665 -445 69 -382: 20 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 29.7 35.5 48.5 32.7 96.8 97.9: 3.2 2.1
Old : 100.0: 12.8 29.7 35.5 48.5 32.7 96.8 97.9: 3.2 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 : 29: 9 7 13 13 11 26 27:
Old : 29: 9 7 13 13 11 26 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 : 56.0 69.6 73.7 82.1 43.2 45.0 46.9 50.0
Old : 56.0 69.6 73.7 82.1 43.2 45.0 46.9 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, May 22, 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 : 71,529: 0 1,778 2,911 61,749 57,981 64,660 62,670: 6,869 8,859
Old : 71,529: 0 1,778 2,911 61,749 57,981 64,660 62,670: 6,869 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 650: 0 -430 658 -8 422 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 4.1 86.3 81.1 90.4 87.6: 9.6 12.4
Old : 100.0: 0.0 2.5 4.1 86.3 81.1 90.4 87.6: 9.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.2 39.4 68.3 62.7 34.6 33.9 53.2 51.5
Old : 44.2 39.4 68.3 62.7 34.6 33.9 53.2 51.5
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, May 22, 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 : 2,801,708: 464,914 188,356 808,798 1,496,349 1,780,360 2,770,061 2,777,514: 31,647 24,194
Old : 2,801,708: 464,914 188,356 808,798 1,496,349 1,780,360 2,770,061 2,777,514: 31,647 24,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 34,726: -38,387 -7,220 30,205 43,399 12,355 35,217 35,340: -491 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 6.7 28.9 53.4 63.5 98.9 99.1: 1.1 0.9
Old : 100.0: 16.6 6.7 28.9 53.4 63.5 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 : 156: 31 19 44 96 83 147 131:
Old : 156: 31 19 44 96 83 147 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3
Old : 29.7 26.0 42.5 42.3 18.0 15.7 25.0 25.3
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, May 22, 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 : 1,504,715: 321,962 267,858 343,604 832,418 888,163 1,497,984 1,499,625: 6,731 5,090
Old : 1,504,715: 321,962 267,858 343,604 832,418 888,163 1,497,984 1,499,625: 6,731 5,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 34,961: 5,251 -20,487 37,537 -9,802 16,147 32,986 33,197: 1,975 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.8 22.8 55.3 59.0 99.6 99.7: 0.4 0.3
Old : 100.0: 21.4 17.8 22.8 55.3 59.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 26 18 37 42 36 81 78:
Old : 88: 26 18 37 42 36 81 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 : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3
Old : 37.4 43.6 58.8 60.2 23.2 29.7 33.8 41.3
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, May 22, 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 : 25,437: 104 1,644 186 24,702 23,216 24,992 25,046: 445 391
Old : 25,437: 104 1,644 186 24,702 23,216 24,992 25,046: 445 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,280: 0 139 123 1,142 1,067 1,265 1,329: 15 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.5 0.7 97.1 91.3 98.3 98.5: 1.7 1.5
Old : 100.0: 0.4 6.5 0.7 97.1 91.3 98.3 98.5: 1.7 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 : 56: 2 4 3 36 42 40 47:
Old : 56: 2 4 3 36 42 40 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 : 45.1 44.0 67.5 62.6 36.1 30.8 47.1 41.1
Old : 45.1 44.0 67.5 62.6 36.1 30.8 47.1 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A
Commitments of Traders - Futures Only, May 22, 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 : 2,112: 85 9 156 1,475 1,273 1,716 1,438: 396 674
Old : 2,112: 85 9 156 1,475 1,273 1,716 1,438: 396 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.4 7.4 69.8 60.3 81.3 68.1: 18.8 31.9
Old : 100.0: 4.0 0.4 7.4 69.8 60.3 81.3 68.1: 18.8 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 16 16 18 17:
Old : 20: 1 1 1 16 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 27.8 50.5 47.3 21.6 17.1 32.4 21.5
Old : 28.6 27.8 50.5 47.3 21.6 17.1 32.4 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 1,700: 64 112 60 1,346 1,147 1,470 1,319: 230 381
Old : 1,700: 64 112 60 1,346 1,147 1,470 1,319: 230 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 89: 44 0 8 85 103 137 111: -48 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.6 3.5 79.2 67.5 86.5 77.6: 13.5 22.4
Old : 100.0: 3.8 6.6 3.5 79.2 67.5 86.5 77.6: 13.5 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 20 18 22 21:
Old : 27: 2 1 2 20 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 32.9 57.6 52.4 35.5 31.8 46.9 44.1
Old : 40.6 32.9 57.6 52.4 35.5 31.8 46.9 44.1
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, May 22, 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 : 70,031: 15,748 724 3,039 49,453 64,952 68,240 68,715: 1,791 1,316
Old : 70,031: 15,748 724 3,039 49,453 64,952 68,240 68,715: 1,791 1,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 583: 600 380 -100 541 693 1,041 973: -458 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 1.0 4.3 70.6 92.7 97.4 98.1: 2.6 1.9
Old : 100.0: 22.5 1.0 4.3 70.6 92.7 97.4 98.1: 2.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 2 4 31 31 37 35:
Old : 40: 4 2 4 31 31 37 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 : 48.1 54.4 69.0 75.8 40.7 38.6 50.1 53.7
Old : 48.1 54.4 69.0 75.8 40.7 38.6 50.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, May 22, 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 : 17,896: 262 884 2,422 13,866 13,970 16,550 17,276: 1,346 620
Old : 17,896: 262 884 2,422 13,866 13,970 16,550 17,276: 1,346 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 715: -20 120 452 259 137 691 709: 24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.9 13.5 77.5 78.1 92.5 96.5: 7.5 3.5
Old : 100.0: 1.5 4.9 13.5 77.5 78.1 92.5 96.5: 7.5 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 : 26: 2 1 3 21 18 24 21:
Old : 26: 2 1 3 21 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 42.1 71.7 65.4 43.4 35.5 51.6 50.9
Old : 47.7 42.1 71.7 65.4 43.4 35.5 51.6 50.9
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, May 22, 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 : 9,103: 348 1,110 78 7,077 6,788 7,503 7,976: 1,600 1,127
Old : 9,103: 348 1,110 78 7,077 6,788 7,503 7,976: 1,600 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 160: 0 240 -120 660 68 540 188: -380 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.2 0.9 77.7 74.6 82.4 87.6: 17.6 12.4
Old : 100.0: 3.8 12.2 0.9 77.7 74.6 82.4 87.6: 17.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 17 14 19 17:
Old : 21: 1 2 2 17 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 50.3 64.7 72.4 30.7 33.2 46.5 50.6
Old : 43.7 50.3 64.7 72.4 30.7 33.2 46.5 50.6
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, May 22, 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 : 13,322: 3,904 1,248 280 8,164 11,522 12,348 13,050: 974 272
Old : 13,322: 3,904 1,248 280 8,164 11,522 12,348 13,050: 974 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -46: -380 0 0 240 -46 -140 -46: 94 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.4 2.1 61.3 86.5 92.7 98.0: 7.3 2.0
Old : 100.0: 29.3 9.4 2.1 61.3 86.5 92.7 98.0: 7.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.5 37.1 76.4 61.6 51.3 30.4 56.0 46.2
Old : 56.5 37.1 76.4 61.6 51.3 30.4 56.0 46.2
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, May 22, 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 : 26,523: 626 2,840 548 23,267 22,008 24,441 25,396: 2,082 1,127
Old : 26,523: 626 2,840 548 23,267 22,008 24,441 25,396: 2,082 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 118: 0 0 0 130 118 130 118: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 10.7 2.1 87.7 83.0 92.2 95.8: 7.8 4.2
Old : 100.0: 2.4 10.7 2.1 87.7 83.0 92.2 95.8: 7.8 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 : 29: 2 1 3 25 23 28 26:
Old : 29: 2 1 3 25 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 45.7 57.0 69.8 24.0 39.6 38.2 49.9
Old : 37.0 45.7 57.0 69.8 24.0 39.6 38.2 49.9
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, May 22, 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 : 9,481: 1,104 0 276 6,596 7,185 7,976 7,461: 1,505 2,020
Old : 9,481: 1,104 0 276 6,596 7,185 7,976 7,461: 1,505 2,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 24: 0 0 0 0 24 0 24: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 2.9 69.6 75.8 84.1 78.7: 15.9 21.3
Old : 100.0: 11.6 0.0 2.9 69.6 75.8 84.1 78.7: 15.9 21.3
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 : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 35.1 63.1 56.4 30.9 30.0 45.3 42.3
Old : 41.4 35.1 63.1 56.4 30.9 30.0 45.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, May 22, 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 : 13,265: 3,852 2,862 122 8,307 9,479 12,281 12,463: 984 802
Old : 13,265: 3,852 2,862 122 8,307 9,479 12,281 12,463: 984 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -72: -220 0 0 80 -98 -140 -98: 68 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 21.6 0.9 62.6 71.5 92.6 94.0: 7.4 6.0
Old : 100.0: 29.0 21.6 0.9 62.6 71.5 92.6 94.0: 7.4 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 : 21: 1 2 3 16 17 19 20:
Old : 21: 1 2 3 16 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 51.7 76.8 74.5 52.6 42.3 59.7 56.8
Old : 56.4 51.7 76.8 74.5 52.6 42.3 59.7 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,134: 0 2,450 1,032 11,606 9,936 12,638 13,418: 1,496 716
Old : 14,134: 0 2,450 1,032 11,606 9,936 12,638 13,418: 1,496 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 458: 0 -12 80 330 390 410 458: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 7.3 82.1 70.3 89.4 94.9: 10.6 5.1
Old : 100.0: 0.0 17.3 7.3 82.1 70.3 89.4 94.9: 10.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 3 19 16 22 19:
Old : 24: 0 3 3 19 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 : 49.0 42.7 68.5 68.2 41.0 30.4 48.0 50.7
Old : 49.0 42.7 68.5 68.2 41.0 30.4 48.0 50.7
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, May 22, 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 : 63,605: 0 0 0 63,605 63,605 63,605 63,605: 0 0
Old : 63,605: 0 0 0 63,605 63,605 63,605 63,605: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 42: 0 0 0 42 42 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 16 17 16:
Old : 26: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 91.7
Old : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 91.7
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, May 22, 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 : 1,026,161: 0 0 0 1,026,161 1,026,161 1,026,161 1,026,161: 0 0
Old : 1,026,161: 0 0 0 1,026,161 1,026,161 1,026,161 1,026,161: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 768: 0 0 0 768 768 768 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 83.8 90.5 93.7 70.8 79.2 86.7 87.6
Old : 71.9 83.8 90.5 93.7 70.8 79.2 86.7 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, May 22, 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 : 28,252: 0 0 0 28,252 28,252 28,252 28,252: 0 0
Old : 28,252: 0 0 0 28,252 28,252 28,252 28,252: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 15 15 15 15:
Old : 25: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
Old : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
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, May 22, 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 : 497,889: 0 0 0 497,889 497,889 497,889 497,889: 0 0
Old : 497,889: 0 0 0 497,889 497,889 497,889 497,889: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 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 : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Old : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, May 22, 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 : 111,366: 0 0 0 111,111 111,366 111,111 111,366: 255 0
Old : 111,366: 0 0 0 111,111 111,366 111,111 111,366: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,040: 0 0 0 2,040 2,040 2,040 2,040: 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 : 39: 0 0 0 19 30 19 30:
Old : 39: 0 0 0 19 30 19 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 : 69.4 37.5 87.0 61.9 69.0 37.5 83.2 60.7
Old : 69.4 37.5 87.0 61.9 69.0 37.5 83.2 60.7
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, May 22, 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 : 1,594,323: 1,960 1,960 0 1,592,363 1,592,363 1,594,323 1,594,323: 0 0
Old : 1,594,323: 1,960 1,960 0 1,592,363 1,592,363 1,594,323 1,594,323: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 56,160: 0 0 0 56,160 56,160 56,160 56,160: 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 : 38: 1 1 0 18 27 19 28:
Old : 38: 1 1 0 18 27 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 42.9 88.4 63.8 65.8 42.9 81.9 63.1
Old : 67.1 42.9 88.4 63.8 65.8 42.9 81.9 63.1
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, May 22, 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 : 67,592: 5,692 3,095 7,910 53,990 56,587 67,592 67,592: 0 0
Old : 67,592: 5,692 3,095 7,910 53,990 56,587 67,592 67,592: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.6 11.7 79.9 83.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 4.6 11.7 79.9 83.7 100.0 100.0: 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 : 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 45.5 56.7 73.4 26.4 38.4 44.2 54.5
Old : 35.0 45.5 56.7 73.4 26.4 38.4 44.2 54.5
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, May 22, 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 : 1,177,644: 53,489 99,850 46,286 1,077,869 1,031,508 1,177,644 1,177,644: 0 0
Old : 1,177,644: 53,489 99,850 46,286 1,077,869 1,031,508 1,177,644 1,177,644: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.5 3.9 91.5 87.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 8.5 3.9 91.5 87.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 2 29 23 33 26:
Old : 39: 3 2 2 29 23 33 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 : 33.2 47.9 55.6 72.3 29.5 42.6 48.0 63.5
Old : 33.2 47.9 55.6 72.3 29.5 42.6 48.0 63.5
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, May 22, 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 : 52,309: 0 1,764 110 52,029 49,883 52,139 51,757: 170 552
Old : 52,309: 0 1,764 110 52,029 49,883 52,139 51,757: 170 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,275: 0 0 0 1,275 1,275 1,275 1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.2 99.5 95.4 99.7 98.9: 0.3 1.1
Old : 100.0: 0.0 3.4 0.2 99.5 95.4 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 17 13 18 15:
Old : 26: 0 2 1 17 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 74.4 81.3 89.7 58.9 65.4 72.9 80.5
Old : 62.4 74.4 81.3 89.7 58.9 65.4 72.9 80.5
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, May 22, 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 : 49,152: 1,700 5,840 0 46,858 42,718 48,558 48,558: 594 594
Old : 49,152: 1,700 5,840 0 46,858 42,718 48,558 48,558: 594 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.9 0.0 95.3 86.9 98.8 98.8: 1.2 1.2
Old : 100.0: 3.5 11.9 0.0 95.3 86.9 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 13 15 14 16:
Old : 26: 1 1 0 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
Old : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
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, May 22, 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 : 15,626: 510 80 176 13,982 15,030 14,668 15,286: 958 340
Old : 15,626: 510 80 176 13,982 15,030 14,668 15,286: 958 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 21: 0 0 0 21 21 21 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 1.1 89.5 96.2 93.9 97.8: 6.1 2.2
Old : 100.0: 3.3 0.5 1.1 89.5 96.2 93.9 97.8: 6.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 15 15 17 16:
Old : 24: 1 1 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 59.7 75.1 80.4 41.4 56.3 58.7 71.5
Old : 54.4 59.7 75.1 80.4 41.4 56.3 58.7 71.5
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, May 22, 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 : 13,443: 298 1,196 0 12,975 11,928 13,273 13,124: 170 319
Old : 13,443: 298 1,196 0 12,975 11,928 13,273 13,124: 170 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 21: 0 0 0 21 21 21 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.9 0.0 96.5 88.7 98.7 97.6: 1.3 2.4
Old : 100.0: 2.2 8.9 0.0 96.5 88.7 98.7 97.6: 1.3 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 : 53.6 66.1 74.4 88.9 52.6 60.1 67.6 74.4
Old : 53.6 66.1 74.4 88.9 52.6 60.1 67.6 74.4
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, May 22, 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 : 944,128: 0 68,937 23,400 920,728 851,791 944,128 944,128: 0 0
Old : 944,128: 0 68,937 23,400 920,728 851,791 944,128 944,128: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 41,598: 0 19,383 0 41,598 22,215 41,598 41,598: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 2.5 97.5 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.3 2.5 97.5 90.2 100.0 100.0: 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 : 26: 0 2 1 19 15 20 17:
Old : 26: 0 2 1 19 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 73.7 78.6 91.8 48.3 59.1 61.3 71.2
Old : 59.8 73.7 78.6 91.8 48.3 59.1 61.3 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Commitments of Traders - Futures Only, May 22, 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 : 879,912: 31,610 44,685 19,760 828,542 815,467 879,912 879,912: 0 0
Old : 879,912: 31,610 44,685 19,760 828,542 815,467 879,912 879,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.1 2.2 94.2 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 5.1 2.2 94.2 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 : 22: 1 1 1 13 15 15 16:
Old : 22: 1 1 1 13 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 : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Old : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders - Futures Only, May 22, 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 : 578,248: 209,882 0 70,435 297,931 507,813 578,248 578,248: 0 0
Old : 578,248: 209,882 0 70,435 297,931 507,813 578,248 578,248: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,911: 0 0 0 1,911 1,911 1,911 1,911: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 12.2 51.5 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 36.3 0.0 12.2 51.5 87.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 12 15 14:
Old : 20: 2 0 2 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 67.7 90.5 89.8 54.8 60.8 69.6 71.0
Old : 73.9 67.7 90.5 89.8 54.8 60.8 69.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Commitments of Traders - Futures Only, May 22, 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 : 153,904: 0 3,128 0 153,904 150,776 153,904 153,904: 0 0
Old : 153,904: 0 3,128 0 153,904 150,776 153,904 153,904: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 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 2.0 0.0 100.0 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.0 0.0 100.0 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 8 12 8 14:
Old : 20: 0 2 0 8 12 8 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 : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
Old : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
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, May 22, 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 : 25,974: 2,526 45 0 23,194 25,300 25,720 25,345: 254 629
Old : 25,974: 2,526 45 0 23,194 25,300 25,720 25,345: 254 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,112: 7 0 0 1,105 1,112 1,112 1,112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.2 0.0 89.3 97.4 99.0 97.6: 1.0 2.4
Old : 100.0: 9.7 0.2 0.0 89.3 97.4 99.0 97.6: 1.0 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 : 45: 3 1 0 35 33 38 34:
Old : 45: 3 1 0 35 33 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4
Old : 46.8 44.4 65.8 64.8 46.5 41.9 61.5 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
Commitments of Traders - Futures Only, May 22, 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 : 8,357: 1,280 0 0 6,565 7,965 7,845 7,965: 512 392
Old : 8,357: 1,280 0 0 6,565 7,965 7,845 7,965: 512 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 30: 0 0 0 25 0 25 0: 5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 0.0 78.6 95.3 93.9 95.3: 6.1 4.7
Old : 100.0: 15.3 0.0 0.0 78.6 95.3 93.9 95.3: 6.1 4.7
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: 2 0 0 15 13 17 13:
Old : 22: 2 0 0 15 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5
Old : 60.0 65.5 77.1 86.6 60.0 64.9 73.1 82.5
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, May 22, 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 : 8,235: 134 1,500 0 7,621 5,989 7,755 7,489: 480 746
Old : 8,235: 134 1,500 0 7,621 5,989 7,755 7,489: 480 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 482: 4 0 0 428 487 432 487: 50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 18.2 0.0 92.5 72.7 94.2 90.9: 5.8 9.1
Old : 100.0: 1.6 18.2 0.0 92.5 72.7 94.2 90.9: 5.8 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 : 22: 2 1 0 16 15 18 16:
Old : 22: 2 1 0 16 15 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 : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2
Old : 62.7 54.5 82.9 74.2 60.0 49.3 67.9 63.2
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, May 22, 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 : 10,356: 1,060 0 0 8,712 9,690 9,772 9,690: 584 666
Old : 10,356: 1,060 0 0 8,712 9,690 9,772 9,690: 584 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 235: 0 0 0 240 227 240 227: -5 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 84.1 93.6 94.4 93.6: 5.6 6.4
Old : 100.0: 10.2 0.0 0.0 84.1 93.6 94.4 93.6: 5.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 24 21 25 21:
Old : 30: 1 0 0 24 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9
Old : 50.7 49.9 71.3 72.6 49.9 46.0 64.5 63.9
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, May 22, 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 : 1,442,523: 343,701 159,630 418,225 607,894 797,331 1,369,820 1,375,186: 72,703 67,337
Old : 1,442,523: 343,701 159,630 418,225 607,894 797,331 1,369,820 1,375,186: 72,703 67,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -96,628: -12,610 -12,218 -39,614 -30,450 -40,195 -82,674 -92,027: -13,954 -4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.1 29.0 42.1 55.3 95.0 95.3: 5.0 4.7
Old : 100.0: 23.8 11.1 29.0 42.1 55.3 95.0 95.3: 5.0 4.7
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 : 320: 110 93 128 93 95 271 260:
Old : 320: 110 93 128 93 95 271 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.5 29.0 24.0 13.7 10.2 20.1 15.8
Old : 18.6 14.5 29.0 24.0 13.7 10.2 20.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, May 22, 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 : 204,042: 66,716 15,147 1,944 96,721 127,688 165,381 144,779: 38,661 59,263
Old : 204,042: 66,716 15,147 1,944 96,721 127,688 165,381 144,779: 38,661 59,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 205: 5,359 2,479 749 -497 412 5,611 3,640: -5,406 -3,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 7.4 1.0 47.4 62.6 81.1 71.0: 18.9 29.0
Old : 100.0: 32.7 7.4 1.0 47.4 62.6 81.1 71.0: 18.9 29.0
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: 7 4 5 16 20 25 27:
Old : 32: 7 4 5 16 20 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 35.0 60.8 49.2 43.2 33.7 57.2 44.9
Old : 43.5 35.0 60.8 49.2 43.2 33.7 57.2 44.9
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 21,500: 1,512 1,388 0 19,972 20,096 21,484 21,484: 16 16
Old : 21,500: 1,512 1,388 0 19,972 20,096 21,484 21,484: 16 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.5 0.0 92.9 93.5 99.9 99.9: 0.1 0.1
Old : 100.0: 7.0 6.5 0.0 92.9 93.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 0 28 23 30 27:
Old : 39: 2 4 0 28 23 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 61.1 76.6 75.8 46.1 54.0 59.8 62.2
Old : 52.7 61.1 76.6 75.8 46.1 54.0 59.8 62.2
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, May 22, 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 : 86,074: 4,899 9,749 11,033 67,166 60,748 83,098 81,530: 2,976 4,544
Old : 86,074: 4,899 9,749 11,033 67,166 60,748 83,098 81,530: 2,976 4,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -5,747: -197 61 -806 -4,385 -4,306 -5,388 -5,051: -359 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.3 12.8 78.0 70.6 96.5 94.7: 3.5 5.3
Old : 100.0: 5.7 11.3 12.8 78.0 70.6 96.5 94.7: 3.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 6 10 21 18 32 29:
Old : 34: 4 6 10 21 18 32 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 : 48.1 40.5 71.7 62.8 27.6 23.6 34.2 31.0
Old : 48.1 40.5 71.7 62.8 27.6 23.6 34.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
Commitments of Traders - Futures Only, May 22, 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 : 34,685: 2,535 1,913 3,036 26,440 27,197 32,011 32,146: 2,674 2,539
Old : 34,685: 2,535 1,913 3,036 26,440 27,197 32,011 32,146: 2,674 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -3,150: -103 -963 83 -2,662 -1,305 -2,682 -2,185: -468 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.5 8.8 76.2 78.4 92.3 92.7: 7.7 7.3
Old : 100.0: 7.3 5.5 8.8 76.2 78.4 92.3 92.7: 7.7 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 : 22: 3 3 4 13 13 19 19:
Old : 22: 3 3 4 13 13 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 : 45.4 47.5 64.5 68.0 31.1 27.5 39.7 37.4
Old : 45.4 47.5 64.5 68.0 31.1 27.5 39.7 37.4
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, May 22, 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 : 6,762: 3,408 0 0 3,247 6,708 6,655 6,708: 107 54
Old : 6,762: 3,408 0 0 3,247 6,708 6,655 6,708: 107 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 195: 150 0 0 0 195 150 195: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 0.0 0.0 48.0 99.2 98.4 99.2: 1.6 0.8
Old : 100.0: 50.4 0.0 0.0 48.0 99.2 98.4 99.2: 1.6 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: 4 0 0 13 15 17 15:
Old : 23: 4 0 0 13 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 52.0 77.4 79.9 54.0 44.7 65.9 62.7
Old : 55.1 52.0 77.4 79.9 54.0 44.7 65.9 62.7
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, May 22, 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 : 25,299: 4,609 5,790 6,398 12,129 9,769 23,136 21,957: 2,163 3,342
Old : 25,299: 4,609 5,790 6,398 12,129 9,769 23,136 21,957: 2,163 3,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -4,005: -57 -438 -1,600 -1,655 -701 -3,312 -2,739: -693 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.9 25.3 47.9 38.6 91.5 86.8: 8.5 13.2
Old : 100.0: 18.2 22.9 25.3 47.9 38.6 91.5 86.8: 8.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 7 10 10 18 20:
Old : 21: 5 6 7 10 10 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 49.9 69.9 72.8 28.3 25.5 36.9 33.5
Old : 47.0 49.9 69.9 72.8 28.3 25.5 36.9 33.5
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, May 22, 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 : 24,228: 10,996 8,415 1,332 10,563 12,947 22,891 22,694: 1,337 1,534
Old : 24,228: 10,996 8,415 1,332 10,563 12,947 22,891 22,694: 1,337 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,576: 300 638 -100 1,373 1,107 1,573 1,645: 3 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 34.7 5.5 43.6 53.4 94.5 93.7: 5.5 6.3
Old : 100.0: 45.4 34.7 5.5 43.6 53.4 94.5 93.7: 5.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 50 52 16 34 34 96 95:
Old : 157: 50 52 16 34 34 96 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 30.3 51.5 43.6 38.6 30.3 48.9 43.6
Old : 41.1 30.3 51.5 43.6 38.6 30.3 48.9 43.6
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, May 22, 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 : 47,012: 29,456 16,359 453 11,303 27,108 41,212 43,920: 5,800 3,092
Old : 47,012: 29,456 16,359 453 11,303 27,108 41,212 43,920: 5,800 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,992: 962 2,235 -122 690 -208 1,530 1,905: 462 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 34.8 1.0 24.0 57.7 87.7 93.4: 12.3 6.6
Old : 100.0: 62.7 34.8 1.0 24.0 57.7 87.7 93.4: 12.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 78 53 11 29 29 113 90:
Old : 182: 78 53 11 29 29 113 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 36.8 38.2 50.7 27.0 35.7 38.2 49.6
Old : 27.0 36.8 38.2 50.7 27.0 35.7 38.2 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, May 22, 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 : 306,279: 93,729 20,568 42,251 152,017 230,627 287,997 293,446: 18,282 12,833
Old : 306,279: 93,729 20,568 42,251 152,017 230,627 287,997 293,446: 18,282 12,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -8,923: 1,192 -158 -701 -6,960 -6,906 -6,469 -7,765: -2,454 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.7 13.8 49.6 75.3 94.0 95.8: 6.0 4.2
Old : 100.0: 30.6 6.7 13.8 49.6 75.3 94.0 95.8: 6.0 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 : 202: 68 26 51 82 93 171 154:
Old : 202: 68 26 51 82 93 171 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.4 27.5 32.5 11.4 13.3 18.3 20.8
Old : 17.1 19.4 27.5 32.5 11.4 13.3 18.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, May 22, 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 : 22,761: 9,820 0 223 6,361 16,683 16,404 16,906: 6,357 5,855
Old : 22,761: 9,820 0 223 6,361 16,683 16,404 16,906: 6,357 5,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,164: 116 0 74 612 1,376 802 1,450: 362 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 0.0 1.0 27.9 73.3 72.1 74.3: 27.9 25.7
Old : 100.0: 43.1 0.0 1.0 27.9 73.3 72.1 74.3: 27.9 25.7
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 : 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 : 40.9 33.6 58.9 54.2 40.0 33.5 56.5 54.0
Old : 40.9 33.6 58.9 54.2 40.0 33.5 56.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, May 22, 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 : 9,773: 24 2,985 250 9,287 6,463 9,561 9,698: 212 75
Old : 9,773: 24 2,985 250 9,287 6,463 9,561 9,698: 212 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 30.5 2.6 95.0 66.1 97.8 99.2: 2.2 0.8
Old : 100.0: 0.2 30.5 2.6 95.0 66.1 97.8 99.2: 2.2 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 : 37: 1 2 1 27 28 28 31:
Old : 37: 1 2 1 27 28 28 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 : 45.8 47.3 65.0 68.3 40.8 46.5 53.0 60.0
Old : 45.8 47.3 65.0 68.3 40.8 46.5 53.0 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
Commitments of Traders - Futures Only, May 22, 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 : 55,007: 4,050 200 400 49,939 54,231 54,389 54,831: 618 176
Old : 55,007: 4,050 200 400 49,939 54,231 54,389 54,831: 618 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,667: -100 0 100 2,615 2,567 2,615 2,667: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.4 0.7 90.8 98.6 98.9 99.7: 1.1 0.3
Old : 100.0: 7.4 0.4 0.7 90.8 98.6 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 1 1 46 35 52 37:
Old : 60: 5 1 1 46 35 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 55.0 58.6 75.9 41.1 49.6 52.8 64.3
Old : 45.8 55.0 58.6 75.9 41.1 49.6 52.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
Commitments of Traders - Futures Only, May 22, 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 : 27,807: 262 0 0 27,545 27,807 27,807 27,807: 0 0
Old : 27,807: 262 0 0 27,545 27,807 27,807 27,807: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,819: 0 0 0 2,819 2,819 2,819 2,819: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 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: 1 0 0 23 18 24 18:
Old : 30: 1 0 0 23 18 24 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 : 70.2 85.6 83.2 93.8 68.0 77.4 78.4 81.9
Old : 70.2 85.6 83.2 93.8 68.0 77.4 78.4 81.9
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 10,968: 200 4,789 0 10,768 6,085 10,968 10,874: 0 94
Old : 10,968: 200 4,789 0 10,768 6,085 10,968 10,874: 0 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,190: 0 0 0 1,190 1,190 1,190 1,190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 43.7 0.0 98.2 55.5 100.0 99.1: 0.0 0.9
Old : 100.0: 1.8 43.7 0.0 98.2 55.5 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 0 23 20 25 22:
Old : 36: 2 2 0 23 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 62.8 68.5 82.2 39.6 61.6 59.9 76.2
Old : 45.7 62.8 68.5 82.2 39.6 61.6 59.9 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
Commitments of Traders - Futures Only, May 22, 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 : 7,436: 2,480 60 0 4,712 7,361 7,192 7,421: 244 15
Old : 7,436: 2,480 60 0 4,712 7,361 7,192 7,421: 244 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 0.8 0.0 63.4 99.0 96.7 99.8: 3.3 0.2
Old : 100.0: 33.4 0.8 0.0 63.4 99.0 96.7 99.8: 3.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 12 12 15 13:
Old : 20: 3 1 0 12 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 82.2 89.1 96.7 66.4 81.5 79.4 86.2
Old : 74.9 82.2 89.1 96.7 66.4 81.5 79.4 86.2
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, May 22, 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 : 37,443: 6,081 868 3,983 27,123 32,101 37,187 36,952: 256 491
Old : 37,443: 6,081 868 3,983 27,123 32,101 37,187 36,952: 256 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 286: -183 -203 96 309 301 222 194: 64 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.3 10.6 72.4 85.7 99.3 98.7: 0.7 1.3
Old : 100.0: 16.2 2.3 10.6 72.4 85.7 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 5 4 42 43 50 52:
Old : 63: 8 5 4 42 43 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 34.0 52.7 54.2 22.6 21.1 31.5 31.9
Old : 36.2 34.0 52.7 54.2 22.6 21.1 31.5 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D
Commitments of Traders - Futures Only, May 22, 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 : 7,337: 96 3,632 0 7,181 3,192 7,277 6,824: 60 513
Old : 7,337: 96 3,632 0 7,181 3,192 7,277 6,824: 60 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,785: 0 1,881 0 1,785 -96 1,785 1,785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 49.5 0.0 97.9 43.5 99.2 93.0: 0.8 7.0
Old : 100.0: 1.3 49.5 0.0 97.9 43.5 99.2 93.0: 0.8 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 : 24: 1 1 0 17 15 18 16:
Old : 24: 1 1 0 17 15 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 : 62.9 72.1 83.2 83.0 57.9 69.4 72.6 74.4
Old : 62.9 72.1 83.2 83.0 57.9 69.4 72.6 74.4
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, May 22, 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 : 11,272: 704 2,042 386 10,125 8,718 11,215 11,146: 57 126
Old : 11,272: 704 2,042 386 10,125 8,718 11,215 11,146: 57 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 819: -195 31 -5 998 793 798 819: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 18.1 3.4 89.8 77.3 99.5 98.9: 0.5 1.1
Old : 100.0: 6.2 18.1 3.4 89.8 77.3 99.5 98.9: 0.5 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 : 35: 2 5 2 27 25 30 31:
Old : 35: 2 5 2 27 25 30 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 : 38.7 46.6 57.8 65.0 31.3 36.6 45.2 47.0
Old : 38.7 46.6 57.8 65.0 31.3 36.6 45.2 47.0
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, May 22, 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 : 31,504: 11,422 1,763 1,376 18,169 27,598 30,967 30,737: 537 767
Old : 31,504: 11,422 1,763 1,376 18,169 27,598 30,967 30,737: 537 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 759: 243 393 0 456 546 699 939: 60 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 5.6 4.4 57.7 87.6 98.3 97.6: 1.7 2.4
Old : 100.0: 36.3 5.6 4.4 57.7 87.6 98.3 97.6: 1.7 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 : 56: 5 8 6 27 36 34 49:
Old : 56: 5 8 6 27 36 34 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 34.5 75.7 52.8 59.5 34.1 71.8 50.5
Old : 61.6 34.5 75.7 52.8 59.5 34.1 71.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, May 22, 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 : 25,696: 2,747 513 150 17,819 20,419 20,716 21,082: 4,980 4,614
Old : 25,696: 2,747 513 150 17,819 20,419 20,716 21,082: 4,980 4,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -80: -86 243 0 -133 227 -219 470: 139 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.0 0.6 69.3 79.5 80.6 82.0: 19.4 18.0
Old : 100.0: 10.7 2.0 0.6 69.3 79.5 80.6 82.0: 19.4 18.0
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: 2 1 1 17 20 19 22:
Old : 26: 2 1 1 17 20 19 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 : 42.2 44.7 64.5 62.9 36.1 42.9 57.4 60.4
Old : 42.2 44.7 64.5 62.9 36.1 42.9 57.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012