GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 19, 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 : 42,427: 1,805 100 970 39,073 41,235 41,848 42,305: 579 122
Old : 42,427: 1,805 100 970 39,073 41,235 41,848 42,305: 579 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 3,400: 310 -50 0 3,049 3,430 3,359 3,380: 41 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.2 2.3 92.1 97.2 98.6 99.7: 1.4 0.3
Old : 100.0: 4.3 0.2 2.3 92.1 97.2 98.6 99.7: 1.4 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 : 57: 1 1 1 39 45 40 47:
Old : 57: 1 1 1 39 45 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 : 44.5 40.1 68.8 59.7 27.9 24.1 40.4 36.6
Old : 44.5 40.1 68.8 59.7 27.9 24.1 40.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 19, 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 : 19,240: 0 0 0 18,988 19,176 18,988 19,176: 252 64
Old : 19,240: 0 0 0 18,988 19,176 18,988 19,176: 252 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 131: 0 0 0 131 131 131 131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 99.7 98.7 99.7: 1.3 0.3
Old : 100.0: 0.0 0.0 0.0 98.7 99.7 98.7 99.7: 1.3 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 : 37: 0 0 0 26 34 26 34:
Old : 37: 0 0 0 26 34 26 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 : 63.1 54.6 77.6 73.1 47.2 40.4 56.2 53.2
Old : 63.1 54.6 77.6 73.1 47.2 40.4 56.2 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
Commitments of Traders - Futures Only, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,395: 0 0 0 2,811 2,699 2,811 2,699: 584 696
Old : 3,395: 0 0 0 2,811 2,699 2,811 2,699: 584 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 273: 0 0 0 249 254 249 254: 24 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.8 79.5 82.8 79.5: 17.2 20.5
Old : 100.0: 0.0 0.0 0.0 82.8 79.5 82.8 79.5: 17.2 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 19 19 19:
Old : 20: 0 0 0 19 19 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 : 42.7 39.1 64.5 58.1 20.6 19.2 27.0 25.2
Old : 42.7 39.1 64.5 58.1 20.6 19.2 27.0 25.2
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, June 19, 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 : 14,280: 288 234 579 12,375 12,472 13,242 13,285: 1,038 995
Old : 14,280: 288 234 579 12,375 12,472 13,242 13,285: 1,038 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 466: 134 62 50 982 1,068 1,166 1,180: -700 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.6 4.1 86.7 87.3 92.7 93.0: 7.3 7.0
Old : 100.0: 2.0 1.6 4.1 86.7 87.3 92.7 93.0: 7.3 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 : 49: 2 2 5 41 43 46 49:
Old : 49: 2 2 5 41 43 46 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 : 28.3 29.7 48.0 45.7 15.0 10.3 21.4 15.8
Old : 28.3 29.7 48.0 45.7 15.0 10.3 21.4 15.8
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, June 19, 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 : 8,188: 325 79 332 6,734 7,272 7,391 7,683: 797 505
Old : 8,188: 325 79 332 6,734 7,272 7,391 7,683: 797 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 435: 29 30 5 437 417 471 452: -36 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.0 4.1 82.2 88.8 90.3 93.8: 9.7 6.2
Old : 100.0: 4.0 1.0 4.1 82.2 88.8 90.3 93.8: 9.7 6.2
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 : 60: 4 2 4 46 53 51 58:
Old : 60: 4 2 4 46 53 51 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 : 27.1 23.2 41.1 38.0 17.0 17.4 23.9 27.2
Old : 27.1 23.2 41.1 38.0 17.0 17.4 23.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
Commitments of Traders - Futures Only, June 19, 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 : 5,019: 0 0 0 4,597 4,444 4,597 4,444: 422 575
Old : 5,019: 0 0 0 4,597 4,444 4,597 4,444: 422 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 430: 0 0 0 540 765 540 765: -110 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.6 88.5 91.6 88.5: 8.4 11.5
Old : 100.0: 0.0 0.0 0.0 91.6 88.5 91.6 88.5: 8.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 21 21 21:
Old : 24: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 37.8 66.8 56.7 28.5 18.3 35.4 28.7
Old : 43.9 37.8 66.8 56.7 28.5 18.3 35.4 28.7
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, June 19, 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 : 4,119: 456 0 358 2,680 3,435 3,494 3,793: 625 326
Old : 4,119: 456 0 358 2,680 3,435 3,494 3,793: 625 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 407: -133 0 120 473 384 460 504: -53 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 8.7 65.1 83.4 84.8 92.1: 15.2 7.9
Old : 100.0: 11.1 0.0 8.7 65.1 83.4 84.8 92.1: 15.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 21 25 23 26:
Old : 30: 2 0 1 21 25 23 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 : 37.5 39.1 57.6 61.2 21.9 25.7 33.8 38.5
Old : 37.5 39.1 57.6 61.2 21.9 25.7 33.8 38.5
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, June 19, 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 : 2,016: 0 135 25 1,586 1,389 1,611 1,549: 405 467
Old : 2,016: 0 135 25 1,586 1,389 1,611 1,549: 405 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 111: 0 15 -4 146 119 142 130: -31 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 1.2 78.7 68.9 79.9 76.8: 20.1 23.2
Old : 100.0: 0.0 6.7 1.2 78.7 68.9 79.9 76.8: 20.1 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 1 17 15 18 18:
Old : 23: 0 3 1 17 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 41.5 61.8 57.2 20.9 27.4 37.3 36.4
Old : 42.4 41.5 61.8 57.2 20.9 27.4 37.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
Commitments of Traders - Futures Only, June 19, 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 : 2,329: 15 0 35 1,684 1,962 1,734 1,997: 595 332
Old : 2,329: 15 0 35 1,684 1,962 1,734 1,997: 595 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 118: -30 0 22 77 46 69 68: 49 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 1.5 72.3 84.2 74.5 85.7: 25.5 14.3
Old : 100.0: 0.6 0.0 1.5 72.3 84.2 74.5 85.7: 25.5 14.3
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 : 23: 1 0 1 16 19 17 20:
Old : 23: 1 0 1 16 19 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 47.5 64.4 66.4 52.0 46.3 55.9 61.9
Old : 54.5 47.5 64.4 66.4 52.0 46.3 55.9 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
Commitments of Traders - Futures Only, June 19, 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 : 12,489: 0 0 0 12,348 12,459 12,348 12,459: 141 30
Old : 12,489: 0 0 0 12,348 12,459 12,348 12,459: 141 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,466: 0 0 0 1,466 1,466 1,466 1,466: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.8 98.9 99.8: 1.1 0.2
Old : 100.0: 0.0 0.0 0.0 98.9 99.8 98.9 99.8: 1.1 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 : 30: 0 0 0 24 18 24 18:
Old : 30: 0 0 0 24 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 : 52.4 59.3 78.4 82.8 47.1 54.5 63.4 68.1
Old : 52.4 59.3 78.4 82.8 47.1 54.5 63.4 68.1
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, June 19, 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 : 6,980: 0 420 0 6,713 6,384 6,713 6,804: 267 176
Old : 6,980: 0 420 0 6,713 6,384 6,713 6,804: 267 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 495: 0 81 0 495 414 495 495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 0.0 96.2 91.5 96.2 97.5: 3.8 2.5
Old : 100.0: 0.0 6.0 0.0 96.2 91.5 96.2 97.5: 3.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 0 18 19 18 22:
Old : 24: 0 3 0 18 19 18 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 : 62.1 49.0 79.7 72.7 50.0 37.9 60.4 55.7
Old : 62.1 49.0 79.7 72.7 50.0 37.9 60.4 55.7
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 20,902: 0 3,029 318 20,444 17,555 20,762 20,902: 140 0
Old : 20,902: 0 3,029 318 20,444 17,555 20,762 20,902: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 547: 0 75 0 547 472 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 1.5 97.8 84.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 14.5 1.5 97.8 84.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 30 22 31 23:
Old : 35: 0 1 1 30 22 31 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 : 37.8 57.8 62.2 79.5 33.2 43.8 49.4 58.6
Old : 37.8 57.8 62.2 79.5 33.2 43.8 49.4 58.6
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, June 19, 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 : 328,215: 41,217 36,321 57,439 189,365 195,024 288,021 288,784: 40,194 39,431
Old : 328,215: 41,217 36,321 57,439 189,365 195,024 288,021 288,784: 40,194 39,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 14,015: 2,999 865 -886 7,760 10,188 9,873 10,167: 4,142 3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.1 17.5 57.7 59.4 87.8 88.0: 12.2 12.0
Old : 100.0: 12.6 11.1 17.5 57.7 59.4 87.8 88.0: 12.2 12.0
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 : 166: 40 36 42 74 76 133 138:
Old : 166: 40 36 42 74 76 133 138:
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 : 17.3 20.2 27.9 31.5 8.2 9.0 14.2 14.5
Old : 17.3 20.2 27.9 31.5 8.2 9.0 14.2 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
Commitments of Traders - Futures Only, June 19, 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 : 13,578: 200 2,330 100 13,096 11,048 13,396 13,478: 182 100
Old : 13,578: 200 2,330 100 13,096 11,048 13,396 13,478: 182 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 612: 0 0 -150 758 762 608 612: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 17.2 0.7 96.5 81.4 98.7 99.3: 1.3 0.7
Old : 100.0: 1.5 17.2 0.7 96.5 81.4 98.7 99.3: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 3 1 37 45 41 49:
Old : 58: 3 3 1 37 45 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 33.3 51.5 49.4 25.1 28.8 38.2 38.3
Old : 30.1 33.3 51.5 49.4 25.1 28.8 38.2 38.3
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,119: 1,143 1,550 0 16,958 16,539 18,101 18,089: 18 30
Old : 18,119: 1,143 1,550 0 16,958 16,539 18,101 18,089: 18 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 375: 0 0 0 375 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.6 0.0 93.6 91.3 99.9 99.8: 0.1 0.2
Old : 100.0: 6.3 8.6 0.0 93.6 91.3 99.9 99.8: 0.1 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 : 45: 5 1 0 27 32 32 33:
Old : 45: 5 1 0 27 32 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 40.4 71.1 59.5 40.3 28.7 49.8 42.7
Old : 51.0 40.4 71.1 59.5 40.3 28.7 49.8 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A05
Commitments of Traders - Futures Only, June 19, 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 : 10,974: 0 0 0 9,822 10,715 9,822 10,715: 1,152 259
Old : 10,974: 0 0 0 9,822 10,715 9,822 10,715: 1,152 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 400: 0 0 0 382 385 382 385: 18 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.5 97.6 89.5 97.6: 10.5 2.4
Old : 100.0: 0.0 0.0 0.0 89.5 97.6 89.5 97.6: 10.5 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: 0 0 0 19 13 19 13:
Old : 21: 0 0 0 19 13 19 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 : 48.2 69.6 68.7 86.3 43.2 55.1 53.8 63.5
Old : 48.2 69.6 68.7 86.3 43.2 55.1 53.8 63.5
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, June 19, 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 : 1,185,328: 243,207 356,902 414,244 458,600 365,216 1,116,051 1,136,362: 69,277 48,966
Old : 1,185,328: 243,207 356,902 414,244 458,600 365,216 1,116,051 1,136,362: 69,277 48,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 9,060: -10,005 1,292 -13,324 32,193 28,479 8,864 16,447: 196 -7,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 30.1 34.9 38.7 30.8 94.2 95.9: 5.8 4.1
Old : 100.0: 20.5 30.1 34.9 38.7 30.8 94.2 95.9: 5.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 98 117 144 71 69 260 252:
Old : 304: 98 117 144 71 69 260 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 21.0 27.4 32.1 11.1 15.3 18.9 21.2
Old : 16.1 21.0 27.4 32.1 11.1 15.3 18.9 21.2
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, June 19, 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 : 39,601: 627 7,807 576 34,937 25,535 36,140 33,918: 3,461 5,683
Old : 39,601: 627 7,807 576 34,937 25,535 36,140 33,918: 3,461 5,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 19.7 1.5 88.2 64.5 91.3 85.6: 8.7 14.4
Old : 100.0: 1.6 19.7 1.5 88.2 64.5 91.3 85.6: 8.7 14.4
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 3 2 9 12 11 16:
Old : 21: 1 3 2 9 12 11 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 : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
Old : 73.9 47.8 86.9 70.5 72.0 46.2 84.6 67.5
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, June 19, 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 : 74,255: 14,766 27,027 18,720 37,408 26,108 70,894 71,855: 3,361 2,400
Old : 74,255: 14,766 27,027 18,720 37,408 26,108 70,894 71,855: 3,361 2,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 6,159: 3,879 2,286 298 1,640 3,144 5,817 5,728: 342 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 36.4 25.2 50.4 35.2 95.5 96.8: 4.5 3.2
Old : 100.0: 19.9 36.4 25.2 50.4 35.2 95.5 96.8: 4.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 6 14 16 16 30 32:
Old : 33: 10 6 14 16 16 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.9 63.9 75.2 28.6 37.6 36.0 40.5
Old : 47.4 60.9 63.9 75.2 28.6 37.6 36.0 40.5
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, June 19, 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 : 66,895: 0 1,452 2,832 57,914 54,244 60,746 58,528: 6,149 8,367
Old : 66,895: 0 1,452 2,832 57,914 54,244 60,746 58,528: 6,149 8,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 349: 0 125 -24 373 248 349 349: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 4.2 86.6 81.1 90.8 87.5: 9.2 12.5
Old : 100.0: 0.0 2.2 4.2 86.6 81.1 90.8 87.5: 9.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.4 40.4 68.2 62.9 36.1 34.8 54.0 50.6
Old : 44.4 40.4 68.2 62.9 36.1 34.8 54.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, June 19, 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 : 2,761,927: 447,496 57,189 838,442 1,440,272 1,838,376 2,726,210 2,734,007: 35,717 27,920
Old : 2,761,927: 447,496 57,189 838,442 1,440,272 1,838,376 2,726,210 2,734,007: 35,717 27,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 30,439: -2,981 -10,745 12,988 20,210 28,071 30,217 30,314: 222 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.1 30.4 52.1 66.6 98.7 99.0: 1.3 1.0
Old : 100.0: 16.2 2.1 30.4 52.1 66.6 98.7 99.0: 1.3 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 : 154: 33 18 44 94 82 145 130:
Old : 154: 33 18 44 94 82 145 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 26.5 41.0 41.9 17.0 15.9 24.0 26.6
Old : 27.1 26.5 41.0 41.9 17.0 15.9 24.0 26.6
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, June 19, 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 : 1,391,678: 229,483 173,915 381,527 777,671 834,248 1,388,681 1,389,690: 2,997 1,988
Old : 1,391,678: 229,483 173,915 381,527 777,671 834,248 1,388,681 1,389,690: 2,997 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 52,070: 17,505 47,856 90 34,296 4,678 51,891 52,624: 179 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.5 27.4 55.9 59.9 99.8 99.9: 0.2 0.1
Old : 100.0: 16.5 12.5 27.4 55.9 59.9 99.8 99.9: 0.2 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 : 91: 21 22 34 45 39 84 77:
Old : 91: 21 22 34 45 39 84 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 39.1 58.0 57.4 17.4 21.2 26.0 31.0
Old : 36.0 39.1 58.0 57.4 17.4 21.2 26.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
Commitments of Traders - Futures Only, June 19, 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 : 24,320: 162 1,935 248 23,642 21,771 24,052 23,954: 268 366
Old : 24,320: 162 1,935 248 23,642 21,771 24,052 23,954: 268 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 284: -5 156 -109 454 242 340 289: -56 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.0 1.0 97.2 89.5 98.9 98.5: 1.1 1.5
Old : 100.0: 0.7 8.0 1.0 97.2 89.5 98.9 98.5: 1.1 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 : 58: 3 4 4 33 45 38 52:
Old : 58: 3 4 4 33 45 38 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 : 51.9 35.9 72.0 57.1 40.0 27.2 51.3 40.0
Old : 51.9 35.9 72.0 57.1 40.0 27.2 51.3 40.0
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, June 19, 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 : 2,307: 127 78 60 1,662 1,373 1,849 1,511: 458 796
Old : 2,307: 127 78 60 1,662 1,373 1,849 1,511: 458 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 212: 15 -14 -2 158 165 171 149: 41 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.4 2.6 72.0 59.5 80.1 65.5: 19.9 34.5
Old : 100.0: 5.5 3.4 2.6 72.0 59.5 80.1 65.5: 19.9 34.5
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 1 1 19 18 21 19:
Old : 21: 1 1 1 19 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 24.6 52.2 41.5 21.8 14.5 35.5 20.7
Old : 33.9 24.6 52.2 41.5 21.8 14.5 35.5 20.7
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, June 19, 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 : 1,713: 79 80 40 1,252 1,206 1,371 1,326: 342 387
Old : 1,713: 79 80 40 1,252 1,206 1,371 1,326: 342 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 322: 10 0 25 203 218 238 243: 84 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.7 2.3 73.1 70.4 80.0 77.4: 20.0 22.6
Old : 100.0: 4.6 4.7 2.3 73.1 70.4 80.0 77.4: 20.0 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 17 21 20:
Old : 25: 2 1 2 19 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 30.7 50.3 52.0 27.3 25.8 38.2 38.7
Old : 32.2 30.7 50.3 52.0 27.3 25.8 38.2 38.7
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, June 19, 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 : 67,227: 13,397 749 4,081 48,113 61,107 65,591 65,937: 1,636 1,290
Old : 67,227: 13,397 749 4,081 48,113 61,107 65,591 65,937: 1,636 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 186: 180 20 40 -41 126 179 186: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.1 6.1 71.6 90.9 97.6 98.1: 2.4 1.9
Old : 100.0: 19.9 1.1 6.1 71.6 90.9 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 4 33 32 39 36:
Old : 42: 4 2 4 33 32 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 55.4 71.2 76.8 39.7 41.2 48.6 53.1
Old : 50.0 55.4 71.2 76.8 39.7 41.2 48.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, June 19, 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 : 18,394: 360 1,314 2,666 14,106 13,570 17,132 17,550: 1,262 844
Old : 18,394: 360 1,314 2,666 14,106 13,570 17,132 17,550: 1,262 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 525: 240 192 0 285 333 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.1 14.5 76.7 73.8 93.1 95.4: 6.9 4.6
Old : 100.0: 2.0 7.1 14.5 76.7 73.8 93.1 95.4: 6.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 3 21 17 24 20:
Old : 26: 1 2 3 21 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 44.5 72.3 67.5 41.4 35.0 51.9 49.8
Old : 47.5 44.5 72.3 67.5 41.4 35.0 51.9 49.8
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, June 19, 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 : 13,175: 4,130 1,226 280 7,741 11,349 12,151 12,855: 1,024 320
Old : 13,175: 4,130 1,226 280 7,741 11,349 12,151 12,855: 1,024 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -56: -60 0 0 0 -56 -60 -56: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.3 2.1 58.8 86.1 92.2 97.6: 7.8 2.4
Old : 100.0: 31.3 9.3 2.1 58.8 86.1 92.2 97.6: 7.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 15 19 18 21:
Old : 24: 1 2 2 15 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 35.1 76.3 58.7 52.4 30.1 56.9 46.6
Old : 57.6 35.1 76.3 58.7 52.4 30.1 56.9 46.6
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, June 19, 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 : 24,973: 738 2,680 414 21,611 20,718 22,763 23,812: 2,210 1,161
Old : 24,973: 738 2,680 414 21,611 20,718 22,763 23,812: 2,210 1,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -224: 240 0 -224 -240 -240 -224 -464: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 10.7 1.7 86.5 83.0 91.2 95.4: 8.8 4.6
Old : 100.0: 3.0 10.7 1.7 86.5 83.0 91.2 95.4: 8.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 26 24 29 27:
Old : 30: 2 1 3 26 24 29 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 : 35.8 43.5 54.7 67.5 21.4 37.9 35.5 48.8
Old : 35.8 43.5 54.7 67.5 21.4 37.9 35.5 48.8
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, June 19, 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 : 9,084: 1,150 0 226 6,224 6,939 7,600 7,165: 1,484 1,919
Old : 9,084: 1,150 0 226 6,224 6,939 7,600 7,165: 1,484 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 2.5 68.5 76.4 83.7 78.9: 16.3 21.1
Old : 100.0: 12.7 0.0 2.5 68.5 76.4 83.7 78.9: 16.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 17 16 18 17:
Old : 21: 1 0 1 17 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 : 41.3 35.3 63.5 56.8 31.3 30.6 46.1 42.7
Old : 41.3 35.3 63.5 56.8 31.3 30.6 46.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Commitments of Traders - Futures Only, June 19, 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 : 13,008: 4,080 2,556 136 7,750 9,510 11,966 12,202: 1,042 806
Old : 13,008: 4,080 2,556 136 7,750 9,510 11,966 12,202: 1,042 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 24: 4 20 0 0 4 4 24: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 19.6 1.0 59.6 73.1 92.0 93.8: 8.0 6.2
Old : 100.0: 31.4 19.6 1.0 59.6 73.1 92.0 93.8: 8.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 16 16 19 18:
Old : 21: 1 2 2 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 50.4 76.9 69.7 53.7 38.8 57.6 51.5
Old : 57.0 50.4 76.9 69.7 53.7 38.8 57.6 51.5
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, June 19, 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 : 13,894: 278 2,500 990 11,735 9,550 13,003 13,040: 891 854
Old : 13,894: 278 2,500 990 11,735 9,550 13,003 13,040: 891 854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 64: 0 0 14 50 -190 64 -176: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 18.0 7.1 84.5 68.7 93.6 93.9: 6.4 6.1
Old : 100.0: 2.0 18.0 7.1 84.5 68.7 93.6 93.9: 6.4 6.1
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 : 25: 1 2 3 20 18 23 21:
Old : 25: 1 2 3 20 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 44.0 69.3 68.7 40.9 33.1 51.2 52.9
Old : 47.6 44.0 69.3 68.7 40.9 33.1 51.2 52.9
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, June 19, 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 : 61,877: 0 0 0 61,877 61,877 61,877 61,877: 0 0
Old : 61,877: 0 0 0 61,877 61,877 61,877 61,877: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 146: 0 0 0 146 146 146 146: 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 18 15 18 15:
Old : 25: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 84.4 84.7 96.9 70.1 78.6 82.9 90.0
Old : 70.1 84.4 84.7 96.9 70.1 78.6 82.9 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Commitments of Traders - Futures Only, June 19, 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 : 1,005,329: 0 0 0 1,005,329 1,005,329 1,005,329 1,005,329: 0 0
Old : 1,005,329: 0 0 0 1,005,329 1,005,329 1,005,329 1,005,329: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,959: 0 0 0 1,959 1,959 1,959 1,959: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 16 16 16:
Old : 24: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 84.8 89.3 94.3 69.7 78.3 85.5 86.7
Old : 70.7 84.8 89.3 94.3 69.7 78.3 85.5 86.7
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, June 19, 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 : 28,154: 0 0 0 28,154 28,154 28,154 28,154: 0 0
Old : 28,154: 0 0 0 28,154 28,154 28,154 28,154: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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 : 20: 0 0 0 13 10 13 10:
Old : 20: 0 0 0 13 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 92.1 93.1 99.1 66.9 92.1 92.6 96.6
Old : 66.9 92.1 93.1 99.1 66.9 92.1 92.6 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Commitments of Traders - Futures Only, June 19, 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 : 107,780: 0 0 0 107,525 107,525 107,525 107,525: 255 255
Old : 107,780: 0 0 0 107,525 107,525 107,525 107,525: 255 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,690: 0 0 0 1,690 1,690 1,690 1,690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 0.0 0.0 0.0 99.8 99.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 0 0 17 28 17 28:
Old : 36: 0 0 0 17 28 17 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 : 70.9 40.6 89.0 64.7 70.5 40.6 85.0 63.5
Old : 70.9 40.6 89.0 64.7 70.5 40.6 85.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Commitments of Traders - Futures Only, June 19, 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 : 1,494,650: 0 0 0 1,494,650 1,494,650 1,494,650 1,494,650: 0 0
Old : 1,494,650: 0 0 0 1,494,650 1,494,650 1,494,650 1,494,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 31,405: 0 0 0 31,405 31,405 31,405 31,405: 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 : 33: 0 0 0 17 23 17 23:
Old : 33: 0 0 0 17 23 17 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 : 68.6 45.0 91.2 66.5 67.2 45.0 84.3 65.0
Old : 68.6 45.0 91.2 66.5 67.2 45.0 84.3 65.0
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, June 19, 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 : 64,916: 5,692 2,875 7,800 51,424 54,241 64,916 64,916: 0 0
Old : 64,916: 5,692 2,875 7,800 51,424 54,241 64,916 64,916: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 148: 0 0 0 148 148 148 148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.4 12.0 79.2 83.6 100.0 100.0: 0.0 0.0
Old : 100.0: 8.8 4.4 12.0 79.2 83.6 100.0 100.0: 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 : 35: 3 1 2 26 21 30 23:
Old : 35: 3 1 2 26 21 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 : 36.1 46.0 56.2 72.3 26.5 37.0 41.3 53.2
Old : 36.1 46.0 56.2 72.3 26.5 37.0 41.3 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Commitments of Traders - Futures Only, June 19, 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 : 1,189,940: 57,801 97,890 40,014 1,092,125 1,052,036 1,189,940 1,189,940: 0 0
Old : 1,189,940: 57,801 97,890 40,014 1,092,125 1,052,036 1,189,940 1,189,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.2 3.4 91.8 88.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 8.2 3.4 91.8 88.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 2 28 23 32 26:
Old : 38: 3 2 2 28 23 32 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 : 37.4 42.3 57.7 68.4 31.8 37.5 49.7 59.9
Old : 37.4 42.3 57.7 68.4 31.8 37.5 49.7 59.9
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, June 19, 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 : 52,893: 0 3,788 0 52,745 48,553 52,745 52,341: 148 552
Old : 52,893: 0 3,788 0 52,745 48,553 52,745 52,341: 148 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,786: 0 2,041 0 1,786 -255 1,786 1,786: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 99.7 91.8 99.7 99.0: 0.3 1.0
Old : 100.0: 0.0 7.2 0.0 99.7 91.8 99.7 99.0: 0.3 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 : 27: 0 2 0 19 15 19 17:
Old : 27: 0 2 0 19 15 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 : 59.0 68.8 77.8 86.6 55.6 57.6 68.4 73.4
Old : 59.0 68.8 77.8 86.6 55.6 57.6 68.4 73.4
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 46,591: 1,480 5,735 105 44,412 40,751 45,997 46,591: 594 0
Old : 46,591: 1,480 5,735 105 44,412 40,751 45,997 46,591: 594 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.3 0.2 95.3 87.5 98.7 100.0: 1.3 0.0
Old : 100.0: 3.2 12.3 0.2 95.3 87.5 98.7 100.0: 1.3 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 : 28: 1 1 1 15 17 17 18:
Old : 28: 1 1 1 15 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 58.9 86.8 80.1 41.9 40.3 54.6 55.3
Old : 67.9 58.9 86.8 80.1 41.9 40.3 54.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Commitments of Traders - Futures Only, June 19, 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 : 30,911: 13,168 0 1,690 16,053 29,221 30,911 30,911: 0 0
Old : 30,911: 13,168 0 1,690 16,053 29,221 30,911 30,911: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 0.0 5.5 51.9 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 42.6 0.0 5.5 51.9 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 10 13 12 15:
Old : 20: 2 0 2 10 13 12 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 : 73.4 73.1 92.1 88.5 63.2 67.4 77.3 78.2
Old : 73.4 73.1 92.1 88.5 63.2 67.4 77.3 78.2
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 80 Megawatt Hours) :
: : :
All : 16,093: 444 974 176 14,537 14,647 15,157 15,797: 936 296
Old : 16,093: 444 974 176 14,537 14,647 15,157 15,797: 936 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.1 1.1 90.3 91.0 94.2 98.2: 5.8 1.8
Old : 100.0: 2.8 6.1 1.1 90.3 91.0 94.2 98.2: 5.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 17 16 19 17:
Old : 26: 1 1 1 17 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 : 53.2 59.5 75.9 82.3 43.7 56.2 62.5 72.7
Old : 53.2 59.5 75.9 82.3 43.7 56.2 62.5 72.7
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, June 19, 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 : 12,975: 254 1,130 0 12,573 11,548 12,827 12,678: 148 297
Old : 12,975: 254 1,130 0 12,573 11,548 12,827 12,678: 148 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 0.0 96.9 89.0 98.9 97.7: 1.1 2.3
Old : 100.0: 2.0 8.7 0.0 96.9 89.0 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 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 : 54.1 65.1 75.3 89.2 53.1 59.2 68.3 74.1
Old : 54.1 65.1 75.3 89.2 53.1 59.2 68.3 74.1
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, June 19, 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 : 894,072: 0 67,097 23,400 870,672 803,575 894,072 894,072: 0 0
Old : 894,072: 0 67,097 23,400 870,672 803,575 894,072 894,072: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,080: 0 2,080 0 2,080 0 2,080 2,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 2.6 97.4 89.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 2.6 97.4 89.9 100.0 100.0: 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 : 27: 0 2 1 20 15 21 17:
Old : 27: 0 2 1 20 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 73.3 78.4 91.7 47.0 57.9 60.2 69.7
Old : 59.3 73.3 78.4 91.7 47.0 57.9 60.2 69.7
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, June 19, 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 : 1,006,241: 27,690 107,255 15,840 962,711 883,146 1,006,241 1,006,241: 0 0
Old : 1,006,241: 27,690 107,255 15,840 962,711 883,146 1,006,241 1,006,241: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.7 1.6 95.7 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 10.7 1.6 95.7 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 : 22: 1 1 1 14 14 16 15:
Old : 22: 1 1 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 79.2 89.2 93.0 52.1 59.9 67.7 70.3
Old : 66.3 79.2 89.2 93.0 52.1 59.9 67.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Commitments of Traders - Futures Only, June 19, 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 : 538,474: 207,018 0 58,840 272,616 479,634 538,474 538,474: 0 0
Old : 538,474: 207,018 0 58,840 272,616 479,634 538,474 538,474: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 0.0 10.9 50.6 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 38.4 0.0 10.9 50.6 89.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 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 : 76.0 65.5 90.5 90.7 58.0 59.9 72.2 73.7
Old : 76.0 65.5 90.5 90.7 58.0 59.9 72.2 73.7
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, June 19, 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 : 151,880: 0 7,416 0 151,880 144,464 151,880 151,880: 0 0
Old : 151,880: 0 7,416 0 151,880 144,464 151,880 151,880: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 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 4.9 0.0 100.0 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.9 0.0 100.0 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 9 12 9 14:
Old : 20: 0 2 0 9 12 9 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 : 67.3 58.9 96.9 86.0 61.7 50.4 81.0 73.7
Old : 67.3 58.9 96.9 86.0 61.7 50.4 81.0 73.7
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, June 19, 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 : 28,021: 2,160 122 35 25,346 27,339 27,541 27,496: 480 525
Old : 28,021: 2,160 122 35 25,346 27,339 27,541 27,496: 480 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 665: 0 0 0 625 665 625 665: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.4 0.1 90.5 97.6 98.3 98.1: 1.7 1.9
Old : 100.0: 7.7 0.4 0.1 90.5 97.6 98.3 98.1: 1.7 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 : 45: 1 2 1 35 33 37 35:
Old : 45: 1 2 1 35 33 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 : 49.3 50.6 68.6 68.9 48.2 48.6 61.7 64.6
Old : 49.3 50.6 68.6 68.9 48.2 48.6 61.7 64.6
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 7,791: 1,097 26 0 6,287 7,405 7,384 7,431: 407 360
Old : 7,791: 1,097 26 0 6,287 7,405 7,384 7,431: 407 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.3 0.0 80.7 95.0 94.8 95.4: 5.2 4.6
Old : 100.0: 14.1 0.3 0.0 80.7 95.0 94.8 95.4: 5.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 0 18 15 21 16:
Old : 26: 3 1 0 18 15 21 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 : 57.6 59.6 76.9 81.5 57.6 57.7 72.6 77.2
Old : 57.6 59.6 76.9 81.5 57.6 57.7 72.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
Commitments of Traders - Futures Only, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 GALLONS) :
: : :
All : 9,516: 90 1,649 86 8,990 7,042 9,166 8,777: 350 739
Old : 9,516: 90 1,649 86 8,990 7,042 9,166 8,777: 350 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 460: 0 5 0 460 445 460 450: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.3 0.9 94.5 74.0 96.3 92.2: 3.7 7.8
Old : 100.0: 0.9 17.3 0.9 94.5 74.0 96.3 92.2: 3.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 20 17 22 19:
Old : 24: 1 2 1 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 49.0 77.1 70.9 57.9 43.0 64.0 55.5
Old : 59.2 49.0 77.1 70.9 57.9 43.0 64.0 55.5
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, June 19, 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 : 10,151: 1,010 0 0 9,076 9,476 10,086 9,476: 65 675
Old : 10,151: 1,010 0 0 9,076 9,476 10,086 9,476: 65 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 412: 0 0 0 1,009 401 1,009 401: -597 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 89.4 93.4 99.4 93.4: 0.6 6.6
Old : 100.0: 9.9 0.0 0.0 89.4 93.4 99.4 93.4: 0.6 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 : 28: 1 0 0 22 18 23 18:
Old : 28: 1 0 0 22 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 49.4 76.3 72.2 54.0 44.6 68.6 60.9
Old : 54.2 49.4 76.3 72.2 54.0 44.6 68.6 60.9
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, June 19, 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 : 1,432,126: 300,776 176,868 412,677 643,928 771,762 1,357,381 1,361,307: 74,745 70,819
Old : 1,432,126: 300,776 176,868 412,677 643,928 771,762 1,357,381 1,361,307: 74,745 70,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -26,269: -7,850 -900 -26,650 14,269 4,813 -20,231 -22,737: -6,038 -3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.4 28.8 45.0 53.9 94.8 95.1: 5.2 4.9
Old : 100.0: 21.0 12.4 28.8 45.0 53.9 94.8 95.1: 5.2 4.9
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 : 315: 102 96 145 91 93 273 270:
Old : 315: 102 96 145 91 93 273 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 13.3 29.1 23.0 14.1 9.9 20.4 15.2
Old : 17.9 13.3 29.1 23.0 14.1 9.9 20.4 15.2
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, June 19, 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 : 201,207: 63,979 19,948 1,392 95,725 126,893 161,096 148,233: 40,111 52,974
Old : 201,207: 63,979 19,948 1,392 95,725 126,893 161,096 148,233: 40,111 52,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,431: 1,040 5,192 -30 1,354 615 2,364 5,777: 67 -3,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.9 0.7 47.6 63.1 80.1 73.7: 19.9 26.3
Old : 100.0: 31.8 9.9 0.7 47.6 63.1 80.1 73.7: 19.9 26.3
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 : 32: 6 5 5 17 19 25 27:
Old : 32: 6 5 5 17 19 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 : 43.3 35.8 60.8 49.3 43.1 34.4 56.3 45.4
Old : 43.3 35.8 60.8 49.3 43.1 34.4 56.3 45.4
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, June 19, 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 : 16,841: 1,068 580 1,120 14,636 15,141 16,824 16,841: 17 0
Old : 16,841: 1,068 580 1,120 14,636 15,141 16,824 16,841: 17 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 662: 0 -25 0 662 704 662 679: 0 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.4 6.7 86.9 89.9 99.9 100.0: 0.1 0.0
Old : 100.0: 6.3 3.4 6.7 86.9 89.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 4 3 24 26 28 31:
Old : 37: 1 4 3 24 26 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 : 48.7 51.7 74.6 68.2 39.2 40.1 53.5 48.6
Old : 48.7 51.7 74.6 68.2 39.2 40.1 53.5 48.6
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, June 19, 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 : 85,076: 5,012 10,230 3,568 73,392 66,492 81,972 80,290: 3,104 4,786
Old : 85,076: 5,012 10,230 3,568 73,392 66,492 81,972 80,290: 3,104 4,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 651: 263 200 49 175 363 487 612: 164 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.0 4.2 86.3 78.2 96.4 94.4: 3.6 5.6
Old : 100.0: 5.9 12.0 4.2 86.3 78.2 96.4 94.4: 3.6 5.6
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 : 33: 4 6 8 22 19 31 29:
Old : 33: 4 6 8 22 19 31 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 : 51.3 41.4 72.9 63.9 29.0 24.2 35.8 31.8
Old : 51.3 41.4 72.9 63.9 29.0 24.2 35.8 31.8
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, June 19, 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 : 33,181: 2,607 1,848 1,757 25,629 27,137 29,993 30,742: 3,188 2,439
Old : 33,181: 2,607 1,848 1,757 25,629 27,137 29,993 30,742: 3,188 2,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -2,861: -268 0 73 -2,626 -2,909 -2,821 -2,836: -40 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.6 5.3 77.2 81.8 90.4 92.6: 9.6 7.4
Old : 100.0: 7.9 5.6 5.3 77.2 81.8 90.4 92.6: 9.6 7.4
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: 3 3 4 13 13 18 19:
Old : 21: 3 3 4 13 13 18 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 : 46.9 52.2 67.0 71.7 29.8 29.7 40.3 41.2
Old : 46.9 52.2 67.0 71.7 29.8 29.7 40.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
Commitments of Traders - Futures Only, June 19, 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 : 5,200: 1,900 0 0 3,290 5,146 5,190 5,146: 10 54
Old : 5,200: 1,900 0 0 3,290 5,146 5,190 5,146: 10 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -90: -258 0 0 210 -90 -48 -90: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 0.0 0.0 63.3 99.0 99.8 99.0: 0.2 1.0
Old : 100.0: 36.5 0.0 0.0 63.3 99.0 99.8 99.0: 0.2 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 : 23: 3 0 0 15 14 18 14:
Old : 23: 3 0 0 15 14 18 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 : 58.0 56.0 77.7 82.1 52.2 50.0 66.8 72.5
Old : 58.0 56.0 77.7 82.1 52.2 50.0 66.8 72.5
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,326: 5,265 6,164 7,805 11,063 9,699 24,133 23,668: 2,193 2,658
Old : 26,326: 5,265 6,164 7,805 11,063 9,699 24,133 23,668: 2,193 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -143: -375 203 880 -502 -799 3 284: -146 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 23.4 29.6 42.0 36.8 91.7 89.9: 8.3 10.1
Old : 100.0: 20.0 23.4 29.6 42.0 36.8 91.7 89.9: 8.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 6 7 10 10 20 20:
Old : 23: 7 6 7 10 10 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 53.1 69.8 74.2 25.9 27.0 33.6 33.2
Old : 46.3 53.1 69.8 74.2 25.9 27.0 33.6 33.2
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 21,017: 12,551 6,778 494 6,584 12,412 19,629 19,684: 1,388 1,333
Old : 21,017: 12,551 6,778 494 6,584 12,412 19,629 19,684: 1,388 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -1,013: -107 -823 -6 -1,011 -163 -1,124 -992: 111 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 32.3 2.4 31.3 59.1 93.4 93.7: 6.6 6.3
Old : 100.0: 59.7 32.3 2.4 31.3 59.1 93.4 93.7: 6.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 55 42 14 24 28 87 81:
Old : 148: 55 42 14 24 28 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 33.9 52.2 50.5 38.6 33.3 51.9 49.8
Old : 38.6 33.9 52.2 50.5 38.6 33.3 51.9 49.8
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, June 19, 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 : 51,831: 34,570 15,318 288 11,494 33,264 46,352 48,870: 5,479 2,961
Old : 51,831: 34,570 15,318 288 11,494 33,264 46,352 48,870: 5,479 2,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,795: 1,643 -1,416 -126 -47 3,733 1,470 2,191: 325 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 29.6 0.6 22.2 64.2 89.4 94.3: 10.6 5.7
Old : 100.0: 66.7 29.6 0.6 22.2 64.2 89.4 94.3: 10.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 83 40 7 26 34 111 79:
Old : 172: 83 40 7 26 34 111 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 34.6 38.7 47.9 26.3 34.2 38.7 47.0
Old : 26.3 34.6 38.7 47.9 26.3 34.2 38.7 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, June 19, 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 : 306,205: 82,081 21,212 44,298 161,265 222,516 287,644 288,026: 18,561 18,179
Old : 306,205: 82,081 21,212 44,298 161,265 222,516 287,644 288,026: 18,561 18,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 7,034: 1,956 234 2,375 3,402 3,810 7,733 6,419: -699 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 6.9 14.5 52.7 72.7 93.9 94.1: 6.1 5.9
Old : 100.0: 26.8 6.9 14.5 52.7 72.7 93.9 94.1: 6.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 28 54 72 90 156 158:
Old : 193: 62 28 54 72 90 156 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.3 27.0 30.2 11.4 10.3 19.2 16.6
Old : 16.6 17.3 27.0 30.2 11.4 10.3 19.2 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
Commitments of Traders - Futures Only, June 19, 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 : 20,608: 8,077 0 204 6,990 15,178 15,271 15,382: 5,337 5,226
Old : 20,608: 8,077 0 204 6,990 15,178 15,271 15,382: 5,337 5,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 656: 813 0 137 570 819 1,520 956: -864 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 0.0 1.0 33.9 73.7 74.1 74.6: 25.9 25.4
Old : 100.0: 39.2 0.0 1.0 33.9 73.7 74.1 74.6: 25.9 25.4
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 : 28: 5 0 2 12 21 17 23:
Old : 28: 5 0 2 12 21 17 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 : 45.3 33.0 59.7 54.5 43.8 33.0 57.1 54.1
Old : 45.3 33.0 59.7 54.5 43.8 33.0 57.1 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, June 19, 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 : 9,591: 70 2,240 204 9,134 6,940 9,408 9,384: 183 207
Old : 9,591: 70 2,240 204 9,134 6,940 9,408 9,384: 183 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 469: 0 -256 0 454 725 454 469: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 23.4 2.1 95.2 72.4 98.1 97.8: 1.9 2.2
Old : 100.0: 0.7 23.4 2.1 95.2 72.4 98.1 97.8: 1.9 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 : 40: 1 2 1 28 29 29 32:
Old : 40: 1 2 1 28 29 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.9 59.5 60.0 36.6 38.7 49.0 48.5
Old : 40.8 40.9 59.5 60.0 36.6 38.7 49.0 48.5
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, June 19, 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 : 56,135: 2,750 0 450 52,187 55,592 55,387 56,042: 748 93
Old : 56,135: 2,750 0 450 52,187 55,592 55,387 56,042: 748 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 3,299: -485 0 0 3,810 3,299 3,325 3,299: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.8 93.0 99.0 98.7 99.8: 1.3 0.2
Old : 100.0: 4.9 0.0 0.8 93.0 99.0 98.7 99.8: 1.3 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 : 58: 6 0 2 47 26 54 28:
Old : 58: 6 0 2 47 26 54 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 : 50.4 67.4 62.1 81.3 47.6 62.1 56.3 72.2
Old : 50.4 67.4 62.1 81.3 47.6 62.1 56.3 72.2
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, June 19, 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 : 30,370: 350 0 0 29,960 30,370 30,310 30,370: 60 0
Old : 30,370: 350 0 0 29,960 30,370 30,310 30,370: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 440: 0 0 0 380 440 380 440: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.6 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.2 0.0 0.0 98.6 100.0 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 : 32: 1 0 0 23 22 24 22:
Old : 32: 1 0 0 23 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 74.4 86.3 90.2 50.3 56.9 60.6 64.7
Old : 71.1 74.4 86.3 90.2 50.3 56.9 60.6 64.7
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 13,314: 350 5,913 150 12,634 7,251 13,134 13,314: 180 0
Old : 13,314: 350 5,913 150 12,634 7,251 13,134 13,314: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 955: 0 150 0 955 805 955 955: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 44.4 1.1 94.9 54.5 98.6 100.0: 1.4 0.0
Old : 100.0: 2.6 44.4 1.1 94.9 54.5 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 1 27 20 28 24:
Old : 37: 1 3 1 27 20 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 61.2 64.5 78.1 32.4 56.6 45.8 66.8
Old : 44.2 61.2 64.5 78.1 32.4 56.6 45.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
Commitments of Traders - Futures Only, June 19, 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 : 38,914: 4,501 0 6,349 28,041 32,353 38,891 38,702: 23 212
Old : 38,914: 4,501 0 6,349 28,041 32,353 38,891 38,702: 23 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 2,387: -564 0 1,231 1,986 1,400 2,653 2,631: -266 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 16.3 72.1 83.1 99.9 99.5: 0.1 0.5
Old : 100.0: 11.6 0.0 16.3 72.1 83.1 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 0 5 43 47 53 52:
Old : 63: 10 0 5 43 47 53 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 : 34.9 36.8 51.6 58.4 16.7 19.4 26.0 29.6
Old : 34.9 36.8 51.6 58.4 16.7 19.4 26.0 29.6
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, June 19, 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 : 9,602: 96 5,806 0 9,266 3,289 9,362 9,095: 240 507
Old : 9,602: 96 5,806 0 9,266 3,289 9,362 9,095: 240 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 840: 0 750 0 660 39 660 789: 180 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 60.5 0.0 96.5 34.3 97.5 94.7: 2.5 5.3
Old : 100.0: 1.0 60.5 0.0 96.5 34.3 97.5 94.7: 2.5 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 : 25: 1 1 0 19 15 20 16:
Old : 25: 1 1 0 19 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 77.7 80.1 86.5 55.2 74.7 71.6 78.1
Old : 58.1 77.7 80.1 86.5 55.2 74.7 71.6 78.1
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, June 19, 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 : 11,271: 2,174 1,159 441 8,632 9,540 11,247 11,140: 24 131
Old : 11,271: 2,174 1,159 441 8,632 9,540 11,247 11,140: 24 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -273: 502 -1,185 3 -784 965 -279 -217: 6 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.3 3.9 76.6 84.6 99.8 98.8: 0.2 1.2
Old : 100.0: 19.3 10.3 3.9 76.6 84.6 99.8 98.8: 0.2 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 : 43: 7 4 2 29 23 37 28:
Old : 43: 7 4 2 29 23 37 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 : 28.5 37.6 47.5 60.9 24.1 30.1 40.7 46.5
Old : 28.5 37.6 47.5 60.9 24.1 30.1 40.7 46.5
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, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 29,617: 11,734 1,788 489 16,530 26,708 28,753 28,985: 864 632
Old : 29,617: 11,734 1,788 489 16,530 26,708 28,753 28,985: 864 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 767: 717 -83 -86 310 1,148 941 979: -174 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 6.0 1.7 55.8 90.2 97.1 97.9: 2.9 2.1
Old : 100.0: 39.6 6.0 1.7 55.8 90.2 97.1 97.9: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 9 4 26 36 34 47:
Old : 55: 6 9 4 26 36 34 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 : 60.9 39.4 74.2 55.9 56.2 38.0 64.9 53.5
Old : 60.9 39.4 74.2 55.9 56.2 38.0 64.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GULF COAST ULSD CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A09
Commitments of Traders - Futures Only, June 19, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,757: 530 266 3,455 14,256 14,701 18,241 18,422: 516 335
Old : 18,757: 530 266 3,455 14,256 14,701 18,241 18,422: 516 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 135: 0 0 0 135 135 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.4 18.4 76.0 78.4 97.2 98.2: 2.8 1.8
Old : 100.0: 2.8 1.4 18.4 76.0 78.4 97.2 98.2: 2.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 3 14 15 17 18:
Old : 20: 1 1 3 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 56.9 75.4 80.0 15.3 16.9 19.6 21.4
Old : 57.9 56.9 75.4 80.0 15.3 16.9 19.6 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
Commitments of Traders - Futures Only, June 19, 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 : 25,363: 3,223 300 494 19,126 17,900 22,843 18,694: 2,520 6,669
Old : 25,363: 3,223 300 494 19,126 17,900 22,843 18,694: 2,520 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,284: 512 300 494 3,557 1,676 4,563 2,470: -3,279 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.2 1.9 75.4 70.6 90.1 73.7: 9.9 26.3
Old : 100.0: 12.7 1.2 1.9 75.4 70.6 90.1 73.7: 9.9 26.3
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 : 29: 3 1 1 20 22 23 24:
Old : 29: 3 1 1 20 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 33.7 64.2 50.4 39.6 30.6 59.8 45.4
Old : 41.4 33.7 64.2 50.4 39.6 30.6 59.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012